GS Options History — April 2022

In April 2022, GS traded between $307.25 and $341.79. ATM implied volatility averaged 31.9%, placing in the 50.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 7.6% (HV 20d: 24.3%). Max pain ranged from $330.00 to $350.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.79.

Notable Days

  • 2022-04-14: Highest Volume — 85,179 contracts
  • 2022-04-29: Largest IV spike — 14.1% change
  • 2022-04-29: Highest IV Rank — 72.0%
  • 2022-04-26: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$323.00$307.25$341.79$329.13$307.25
Max Pain$333.00$330.00$350.00$350.00$330.00
ATM IV31.9%26.6%36.3%29.8%36.3%
Expected Move9.1%7.6%10.4%8.6%10.3%
HV 20d24.3%20.2%28.8%27.2%28.8%
HV 60d28.8%26.5%30.9%30.6%28.6%
IV Rank50.1%24.0%72.0%39.4%72.0%
IV Percentile82.9%48.8%95.6%79.0%95.6%
Term Structure-0.1%-0.9%1.3%-0.0%-0.1%
VWIV32.3%27.3%37.7%30.5%35.0%
Skew 25d6.7%5.5%8.6%5.9%8.6%
Skew 10d14.0%11.6%18.3%11.9%18.3%
Call IV 25d29.2%24.4%32.8%27.6%32.3%
Put IV 25d35.9%29.9%41.1%33.6%40.9%
Bid-Ask Spread %47.3636.8257.3951.7441.41
Gamma HHI0.070.050.090.090.08
Net GEX-23.4M-60.1M72.0M-53.6M-57.8M
Net DEX895.4M-365.6M1.51B932.3M1.51B
Net VEX-12.6M-13.5M-12.0M-12.5M-12.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.451.180.970.97
Total Volume38,494.2517,99185,17928,86825,784
Total OI303,483.55268,265346,798303,921305,492

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$329.13$350.0029.8%8.6%27.2%39.4%30.5%5.9%-0.0%-53.6M932.3M-12.5M0.9751.7414,64614,222129,883174,038
2022-04-04$328.35$350.0029.2%8.3%26.3%36.7%28.8%5.7%-0.7%-36.3M902.3M-12.1M0.7251.6824,46617,627123,499168,074
2022-04-05$323.86$330.0031.4%8.9%26.8%47.5%30.7%5.8%-0.3%-44.2M1.13B-12.8M0.8048.3316,25512,955134,458176,431
2022-04-06$316.74$340.0032.8%9.3%23.5%54.4%34.5%6.2%-0.9%-60.1M1.44B-12.0M1.0750.3215,12916,179134,525174,944
2022-04-07$315.47$335.0032.9%9.3%22.7%55.0%32.5%6.3%0.0%-59.4M1.48B-12.0M0.5048.1528,64414,279139,137176,210
2022-04-08$322.72$335.0032.7%9.3%24.3%54.2%33.6%6.2%-0.7%-30.5M932.7M-12.7M0.4949.1533,44616,258144,463178,537
2022-04-11$321.25$330.0035.4%10.0%24.0%67.6%34.6%6.8%0.1%-21.7M983.5M-12.6M0.5452.5435,99519,561137,226173,712
2022-04-12$319.01$330.0035.6%9.9%23.3%68.5%34.6%7.4%-0.8%-26.1M1.06B-12.6M0.9852.6318,86718,547142,085178,076
2022-04-13$321.73$330.0032.9%9.2%20.6%54.9%32.3%6.2%-0.7%-20.9M965.8M-12.4M0.8457.3925,97621,781146,996184,065
2022-04-14$322.22$330.0028.8%8.3%20.2%34.8%29.0%6.3%0.2%-12.6M953.8M-12.3M0.7355.6149,20735,972154,295192,503
2022-04-18$329.39$330.0029.6%8.5%21.7%38.6%30.7%6.1%-0.4%3.4M427.2M-12.7M0.6741.5025,36517,100119,587148,678
2022-04-19$336.13$330.0027.4%7.8%21.7%27.8%28.7%5.5%0.3%26.3M61.1M-13.1M0.4545.7728,01212,690125,182154,125
2022-04-20$341.79$330.0026.6%7.6%21.8%24.0%27.3%5.5%0.8%72.0M-365.6M-13.5M0.5644.2227,84815,696133,447156,909
2022-04-21$334.23$330.0029.5%8.4%22.2%38.0%31.1%6.2%0.2%25.5M193.0M-13.4M1.1846.1716,54119,497132,740159,247
2022-04-22$322.03$330.0032.0%9.1%25.8%50.7%32.3%7.1%1.3%-34.5M967.7M-13.0M0.8746.7118,82416,403133,698163,460
2022-04-25$321.58$330.0032.6%9.1%25.8%53.5%34.6%8.0%-0.3%-30.6M923.9M-12.7M0.9141.4417,51815,979124,941158,074
2022-04-26$313.92$330.0036.0%10.4%26.9%70.5%37.7%8.4%-0.7%-37.4M1.21B-12.6M0.9441.0310,67910,052130,287161,628
2022-04-27$314.66$330.0034.6%10.0%26.1%63.5%34.7%8.5%-0.4%-40.2M1.21B-12.5M0.7044.5310,6017,390132,493163,603
2022-04-28$318.61$330.0031.9%9.3%26.2%49.9%32.7%7.8%0.1%-30.2M993.5M-12.7M0.8236.8213,11110,783136,896166,027
2022-04-29$307.25$330.0036.3%10.3%28.8%72.0%35.0%8.6%-0.1%-57.8M1.51B-12.0M0.9741.4113,08212,702138,459167,033