GS Options History — October 2022

In October 2022, GS traded between $294.74 and $345.24. ATM implied volatility averaged 36.5%, placing in the 67.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 0.2% (HV 20d: 36.6%). Max pain ranged from $310.00 to $325.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.34.

Notable Days

2022-10-18: Highest Volume — 85,311 contracts
2022-10-18: Largest IV drop — 9.6% change
2022-10-11: Highest IV Rank — 100.0%
2022-10-12: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$315.16	$294.74	$345.24	$299.29	$345.24
Max Pain	$317.14	$310.00	$325.00	$325.00	$325.00
ATM IV	36.5%	28.3%	44.2%	38.6%	28.8%
Expected Move	10.5%	8.1%	12.3%	11.5%	8.3%
HV 20d	36.6%	33.2%	39.5%	33.4%	33.2%
HV 60d	29.9%	27.2%	31.8%	30.0%	30.3%
IV Rank	67.5%	29.7%	100.0%	79.9%	32.2%
IV Percentile	76.1%	29.4%	100.0%	92.9%	34.5%
Term Structure	-0.4%	-1.8%	1.6%	-0.2%	-0.1%
VWIV	37.0%	29.0%	42.1%	41.4%	29.7%
Skew 25d	7.2%	5.2%	9.3%	8.5%	5.5%
Skew 10d	14.7%	9.7%	18.8%	16.9%	11.6%
Call IV 25d	33.3%	24.9%	40.0%	35.0%	27.0%
Put IV 25d	40.4%	30.1%	48.6%	43.5%	32.4%
Bid-Ask Spread %	29.95	14.30	42.09	32.82	14.30
Gamma HHI	0.05	0.03	0.28	0.05	0.06
Net GEX	12.8M	-28.8M	135.5M	-24.5M	48.7M
Net DEX	351.5M	-1.21B	1.38B	1.14B	-1.19B
Net VEX	-14.6M	-16.0M	-13.4M	-13.4M	-16.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.34	0.82	1.95	1.93	1.29
Total Volume	39,988.429	25,076	85,311	35,203	27,158
Total OI	350,342.762	322,333	389,275	322,333	344,524

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
2022-10-03	$299.29	$325.00	38.6%	11.5%	33.4%	79.9%	41.4%	8.5%	-0.2%	-24.5M	1.14B	-13.4M	1.93	32.82	12,015	23,188	147,177	175,156
2022-10-04	$314.11	$325.00	36.9%	11.3%	38.2%	71.8%	40.1%	8.2%	-0.4%	2.2M	457.9M	-14.5M	1.50	38.13	16,889	25,290	150,998	180,837
2022-10-05	$309.49	$325.00	38.0%	11.8%	37.9%	77.0%	41.2%	8.2%	-0.8%	-8.3M	739.9M	-14.5M	1.16	37.50	19,152	22,219	153,656	185,333
2022-10-06	$304.41	$320.00	39.6%	10.9%	37.8%	84.6%	40.6%	8.7%	-1.0%	-10.7M	932.5M	-14.5M	1.95	38.87	11,114	21,688	161,288	186,233
2022-10-07	$300.62	$320.00	41.1%	11.4%	36.9%	91.6%	40.5%	9.3%	-0.9%	-28.8M	1.20B	-14.1M	1.45	32.25	14,357	20,779	162,853	189,539
2022-10-10	$301.08	$320.00	42.2%	11.7%	36.8%	96.7%	42.1%	9.1%	-1.2%	-16.5M	1.12B	-14.0M	1.65	34.93	10,437	17,219	154,462	181,134
2022-10-11	$294.74	$315.00	43.2%	12.0%	34.4%	100.0%	41.7%	9.1%	-1.2%	-23.7M	1.38B	-13.6M	1.53	37.94	11,138	17,092	158,199	184,886
2022-10-12	$296.74	$315.00	44.2%	12.3%	34.4%	100.0%	41.9%	8.6%	-1.4%	-20.7M	1.27B	-13.8M	1.82	24.12	8,883	16,193	160,357	186,867
2022-10-13	$307.75	$315.00	42.0%	11.8%	37.3%	90.4%	41.7%	8.6%	-1.1%	-2.9M	737.3M	-14.6M	1.51	27.89	19,006	28,668	161,554	189,286
2022-10-14	$300.37	$310.00	41.4%	11.7%	37.6%	87.8%	42.0%	7.9%	-0.8%	-22.0M	1.17B	-14.0M	1.31	27.21	20,057	26,251	166,975	193,534
2022-10-17	$307.00	$310.00	39.3%	11.2%	38.5%	78.5%	39.8%	6.7%	-1.8%	-11.9M	855.8M	-14.1M	1.11	25.30	28,120	31,176	159,124	184,652
2022-10-18	$313.98	$310.00	35.5%	10.2%	39.4%	61.9%	35.9%	6.6%	-1.1%	11.5M	466.3M	-14.5M	0.82	32.08	46,822	38,489	172,168	198,094
2022-10-19	$310.40	$310.00	35.3%	10.1%	39.5%	60.9%	33.9%	5.9%	-0.7%	-6.8M	723.4M	-14.3M	1.00	34.23	20,643	20,612	181,268	203,426
2022-10-20	$310.71	$310.00	34.9%	10.0%	38.9%	58.9%	34.8%	5.7%	-0.8%	-6.1M	713.4M	-14.3M	1.32	37.99	14,822	19,495	182,342	203,955
2022-10-21	$325.47	$310.00	33.6%	9.7%	38.5%	53.4%	33.7%	5.9%	-0.8%	135.5M	-457.4M	-15.0M	1.12	28.50	28,756	32,122	183,745	205,530
2022-10-24	$329.40	$320.00	32.9%	9.7%	37.7%	50.1%	34.9%	5.8%	0.9%	29.3M	-367.3M	-15.2M	1.07	16.25	17,897	19,147	147,218	175,555
2022-10-25	$332.93	$315.00	30.6%	9.1%	36.8%	40.0%	31.9%	6.0%	1.1%	41.3M	-592.1M	-15.3M	0.83	16.82	20,997	17,428	152,766	179,104
2022-10-26	$336.09	$320.00	29.9%	8.8%	34.8%	37.0%	30.0%	5.6%	1.1%	55.6M	-826.0M	-15.8M	1.27	23.25	12,776	16,269	162,253	184,186
2022-10-27	$337.05	$320.00	29.3%	8.5%	33.8%	34.3%	30.4%	5.2%	1.6%	56.0M	-892.5M	-15.7M	1.22	42.09	12,750	15,551	163,488	187,242
2022-10-28	$341.54	$320.00	28.3%	8.1%	33.4%	29.7%	29.0%	5.2%	1.5%	71.4M	-1.21B	-15.7M	1.34	26.49	15,876	21,216	166,787	189,447
2022-10-31	$345.24	$325.00	28.8%	8.3%	33.2%	32.2%	29.7%	5.5%	-0.1%	48.7M	-1.19B	-16.0M	1.29	14.30	11,850	15,308	161,154	183,370