GS Options History — June 2022

In June 2022, GS traded between $281.43 and $322.31. ATM implied volatility averaged 34.9%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 0.3% (HV 20d: 35.2%). Max pain ranged from $302.50 to $340.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2022-06-24: Highest Volume — 52,924 contracts
2022-06-10: Largest IV spike — 11.9% change
2022-06-13: Highest IV Rank — 95.0%
2022-06-13: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$299.81	$281.43	$322.31	$322.25	$297.35
Max Pain	$317.02	$302.50	$340.00	$340.00	$305.00
ATM IV	34.9%	29.2%	41.0%	31.4%	36.9%
Expected Move	9.9%	8.5%	11.7%	9.1%	10.0%
HV 20d	35.2%	30.0%	39.8%	34.9%	38.2%
HV 60d	31.4%	28.8%	34.0%	30.1%	34.0%
IV Rank	65.1%	36.8%	95.0%	47.8%	74.8%
IV Percentile	84.4%	61.5%	98.8%	74.2%	92.9%
Term Structure	0.2%	-0.9%	1.5%	-0.4%	-0.6%
VWIV	35.5%	30.6%	39.7%	35.9%	35.9%
Skew 25d	7.5%	6.6%	9.1%	7.4%	7.3%
Skew 10d	15.8%	13.2%	19.1%	15.9%	15.7%
Call IV 25d	31.6%	26.0%	36.5%	28.0%	33.8%
Put IV 25d	39.1%	33.0%	45.6%	35.4%	41.0%
Bid-Ask Spread %	32.39	6.52	49.79	34.78	11.54
Gamma HHI	0.07	0.04	0.24	0.04	0.05
Net GEX	-15.2M	-48.8M	28.5M	3.5M	-9.0M
Net DEX	918.7M	301.3M	1.71B	480.5M	741.2M
Net VEX	-11.2M	-12.6M	-10.0M	-12.6M	-11.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.50	0.91	0.91	0.67
Total Volume	32,553.714	23,486	52,924	39,686	30,614
Total OI	278,496.238	237,433	308,931	285,819	272,768

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-06-01	$322.25	$340.00	31.4%	9.1%	34.9%	47.8%	35.9%	7.4%	-0.4%	3.5M	480.5M	-12.6M	0.91	34.78	20,778	18,908	135,763	150,056
2022-06-02	$322.31	$330.00	29.9%	9.0%	33.1%	40.2%	34.7%	6.9%	-0.3%	8.9M	422.8M	-12.5M	0.80	42.74	20,460	16,353	137,822	150,388
2022-06-03	$318.43	$330.00	29.9%	8.8%	30.2%	40.3%	34.7%	7.2%	-0.2%	-7.8M	616.5M	-12.4M	0.91	47.49	20,305	18,448	141,136	154,007
2022-06-06	$320.86	$330.00	30.0%	8.8%	30.3%	40.7%	35.3%	7.4%	0.9%	-1.0M	417.2M	-12.5M	0.57	36.03	18,335	10,400	132,725	147,431
2022-06-07	$321.80	$330.00	29.2%	8.5%	30.0%	36.8%	30.6%	7.1%	0.7%	4.3M	374.9M	-12.4M	0.63	39.08	14,631	9,259	135,192	148,804
2022-06-08	$314.92	$330.00	30.4%	8.9%	30.5%	42.5%	31.4%	7.3%	0.7%	-16.8M	692.1M	-12.2M	0.67	45.27	16,625	11,112	137,108	151,239
2022-06-09	$305.48	$330.00	32.8%	9.6%	32.4%	54.5%	34.1%	7.4%	0.5%	-37.8M	1.07B	-11.8M	0.66	46.51	18,791	12,450	138,274	152,955
2022-06-10	$287.21	$325.00	36.7%	10.6%	39.0%	73.7%	35.8%	7.9%	0.3%	-46.5M	1.71B	-10.4M	0.81	45.73	22,149	17,983	141,093	155,280
2022-06-13	$282.10	$320.00	41.0%	11.7%	37.2%	95.0%	38.4%	9.1%	0.6%	-39.6M	1.65B	-10.1M	0.62	43.85	21,626	13,353	138,304	150,793
2022-06-14	$282.78	$315.00	39.1%	11.2%	37.1%	85.6%	38.2%	8.8%	0.8%	-36.9M	1.59B	-10.3M	0.71	46.50	17,249	12,162	143,745	151,159
2022-06-15	$291.63	$315.00	36.6%	10.5%	36.7%	73.4%	36.5%	7.6%	1.5%	-36.4M	1.30B	-10.9M	0.56	46.81	16,125	9,035	146,936	153,205
2022-06-16	$284.78	$310.00	39.3%	11.2%	36.6%	86.5%	39.7%	8.8%	1.0%	-41.2M	1.51B	-10.4M	0.87	41.96	14,990	12,986	148,544	153,031
2022-06-17	$281.43	$310.00	38.1%	10.8%	36.4%	80.6%	37.7%	7.9%	1.4%	-48.8M	1.67B	-10.0M	0.88	49.79	18,149	16,051	151,439	157,492
2022-06-21	$285.61	$310.00	36.3%	10.0%	36.8%	71.9%	35.5%	7.3%	-0.4%	-20.6M	1.07B	-10.1M	0.52	16.78	15,856	8,228	115,179	122,254
2022-06-22	$284.80	$305.00	36.6%	10.1%	33.4%	73.4%	34.9%	7.8%	-0.1%	-18.7M	1.07B	-10.0M	0.67	17.46	14,050	9,436	119,129	124,077
2022-06-23	$285.98	$305.00	37.9%	10.4%	33.5%	79.8%	36.8%	8.0%	-0.6%	-15.3M	1.02B	-10.3M	0.80	25.07	17,890	14,247	121,807	127,049
2022-06-24	$302.33	$305.00	35.2%	9.4%	39.8%	66.4%	34.3%	6.6%	-0.6%	28.5M	301.3M	-11.3M	0.50	13.57	35,373	17,551	127,314	131,827
2022-06-27	$301.06	$302.50	35.8%	9.8%	38.0%	69.2%	35.6%	7.0%	-0.9%	1.7M	515.0M	-11.3M	0.81	15.75	17,787	14,429	124,511	128,601
2022-06-28	$299.54	$305.00	35.2%	9.7%	37.7%	66.5%	34.7%	6.7%	-0.5%	2.2M	609.4M	-11.2M	0.90	6.52	19,699	17,698	128,500	134,391
2022-06-29	$303.32	$305.00	35.3%	9.8%	38.1%	66.9%	34.0%	6.9%	-0.7%	7.3M	465.6M	-11.7M	0.74	6.96	18,376	13,681	129,027	138,066
2022-06-30	$297.35	$305.00	36.9%	10.0%	38.2%	74.8%	35.9%	7.3%	-0.6%	-9.0M	741.2M	-11.4M	0.67	11.54	18,348	12,266	132,126	140,642