GS Options History — August 2022

In August 2022, GS traded between $329.04 and $355.95. ATM implied volatility averaged 25.5%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 0.1% (HV 20d: 25.7%). Max pain ranged from $315.00 to $340.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.04.

Notable Days

2022-08-11: Highest Volume — 50,429 contracts
2022-08-22: Largest IV spike — 18.8% change
2022-08-31: Highest IV Rank — 35.8%
2022-08-31: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$342.03	$329.04	$355.95	$332.26	$334.79
Max Pain	$328.59	$315.00	$340.00	$315.00	$340.00
ATM IV	25.5%	21.6%	28.9%	27.1%	28.9%
Expected Move	7.2%	6.1%	8.0%	7.3%	8.0%
HV 20d	25.7%	18.5%	33.4%	33.3%	20.7%
HV 60d	32.7%	31.5%	34.9%	34.9%	31.7%
IV Rank	18.9%	0.0%	35.8%	26.4%	35.8%
IV Percentile	21.0%	0.0%	46.4%	31.0%	46.4%
Term Structure	0.1%	-0.9%	0.9%	-0.7%	0.1%
VWIV	25.9%	22.4%	31.2%	27.6%	26.1%
Skew 25d	6.0%	3.9%	7.7%	6.8%	7.1%
Skew 10d	11.9%	7.2%	15.5%	14.0%	15.3%
Call IV 25d	23.2%	19.6%	26.2%	24.2%	25.7%
Put IV 25d	29.2%	24.8%	33.2%	31.0%	32.9%
Bid-Ask Spread %	46.31	13.51	63.19	13.51	51.04
Gamma HHI	0.06	0.04	0.10	0.05	0.05
Net GEX	38.4M	-9.1M	97.0M	29.6M	9.1M
Net DEX	-861.6M	-1.88B	-9.2M	-498.5M	-117.7M
Net VEX	-15.1M	-15.5M	-14.7M	-14.7M	-15.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.46	1.89	1.30	1.41
Total Volume	25,273.652	12,183	50,429	22,588	34,828
Total OI	322,529.13	298,741	349,024	298,741	326,694

Daily Data (23 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
2022-08-01	$332.26	$315.00	27.1%	7.3%	33.3%	26.4%	27.6%	6.8%	-0.7%	29.6M	-498.5M	-14.7M	1.30	13.51	9,820	12,768	135,421	163,320
2022-08-02	$329.04	$315.00	27.7%	7.7%	33.3%	29.4%	29.6%	7.7%	-0.9%	18.3M	-295.9M	-14.7M	1.18	25.86	11,907	14,015	137,325	168,141
2022-08-03	$333.49	$315.00	26.3%	7.3%	33.2%	22.5%	28.0%	6.6%	-0.9%	44.7M	-615.5M	-14.8M	1.63	30.23	11,894	19,406	140,697	170,937
2022-08-04	$331.63	$330.00	27.0%	7.5%	33.4%	25.8%	31.2%	6.4%	-0.8%	38.4M	-464.9M	-14.7M	1.61	55.88	9,011	14,488	142,614	174,304
2022-08-05	$334.45	$330.00	25.2%	7.2%	33.2%	17.1%	26.6%	6.1%	-0.5%	27.8M	-656.7M	-14.8M	0.51	51.99	24,550	12,511	143,513	178,638
2022-08-08	$335.74	$330.00	25.7%	7.4%	32.3%	19.2%	27.4%	5.9%	0.1%	39.1M	-669.9M	-14.9M	1.09	57.49	10,329	11,238	139,115	163,441
2022-08-09	$336.11	$330.00	26.0%	7.5%	32.2%	21.0%	26.5%	6.0%	0.2%	38.3M	-677.9M	-15.0M	0.85	59.22	6,591	5,592	140,646	166,087
2022-08-10	$347.70	$330.00	23.1%	6.7%	33.0%	6.4%	22.9%	5.8%	0.3%	69.7M	-1.39B	-15.1M	0.46	61.72	31,226	14,384	142,240	168,083
2022-08-11	$352.40	$330.00	24.7%	7.1%	29.8%	14.4%	25.2%	5.5%	0.2%	97.0M	-1.76B	-15.4M	0.60	57.95	31,493	18,936	154,264	173,048
2022-08-12	$353.88	$330.00	22.7%	6.6%	27.6%	4.4%	23.6%	5.1%	0.5%	95.2M	-1.88B	-15.1M	1.08	57.64	16,617	17,967	158,466	179,489
2022-08-15	$355.95	$330.00	23.1%	6.7%	27.4%	6.6%	25.1%	4.9%	0.5%	67.8M	-1.77B	-15.4M	0.90	54.19	13,510	12,092	152,831	175,574
2022-08-16	$355.24	$330.00	22.5%	6.5%	18.5%	3.6%	22.9%	5.2%	0.3%	68.5M	-1.74B	-15.3M	1.16	60.63	7,669	8,924	156,910	179,170
2022-08-17	$355.87	$330.00	22.7%	6.5%	18.5%	4.5%	22.4%	3.9%	0.4%	69.9M	-1.81B	-14.8M	0.85	59.33	11,123	9,497	158,893	182,036
2022-08-18	$354.77	$330.00	21.6%	6.1%	18.5%	0.0%	22.8%	5.2%	0.8%	76.3M	-1.70B	-15.4M	0.90	63.19	9,544	8,608	160,587	184,404
2022-08-19	$349.17	$330.00	23.0%	6.5%	19.6%	7.2%	22.9%	5.4%	0.9%	31.1M	-1.23B	-15.5M	0.93	33.40	13,415	12,530	162,940	186,084
2022-08-22	$341.42	$330.00	27.3%	7.6%	21.7%	28.3%	26.7%	6.6%	0.3%	12.6M	-487.0M	-15.4M	1.21	47.97	8,842	10,727	147,360	160,831
2022-08-23	$339.79	$330.00	26.5%	7.4%	20.6%	24.1%	26.2%	6.3%	0.4%	5.6M	-375.0M	-15.4M	0.77	45.22	8,238	6,308	150,612	164,147
2022-08-24	$342.76	$330.00	25.6%	7.2%	19.5%	19.8%	25.0%	6.4%	0.4%	18.6M	-598.5M	-15.4M	1.06	43.37	8,467	9,008	154,892	166,589
2022-08-25	$345.75	$330.00	25.3%	6.9%	19.5%	18.2%	23.7%	5.7%	0.4%	39.4M	-835.5M	-15.5M	0.49	39.68	11,742	5,758	158,770	170,609
2022-08-26	$336.46	$330.00	28.2%	7.7%	21.5%	32.4%	26.7%	6.1%	0.4%	-2.8M	-180.2M	-15.4M	0.95	23.30	10,943	10,388	161,649	173,063
2022-08-29	$334.21	$330.00	28.7%	7.9%	21.6%	35.2%	29.3%	6.9%	0.1%	-3.1M	-45.1M	-15.2M	1.89	40.24	7,006	13,250	154,697	163,159
2022-08-30	$333.76	$332.50	28.3%	7.8%	21.3%	32.9%	26.4%	6.8%	0.5%	-9.1M	-9.2M	-15.1M	1.04	32.09	11,811	12,323	157,409	168,471
2022-08-31	$334.79	$340.00	28.9%	8.0%	20.7%	35.8%	26.1%	7.1%	0.1%	9.1M	-117.7M	-15.4M	1.41	51.04	14,438	20,390	157,009	169,685