GS Options History — June 2023

In June 2023, GS traded between $313.38 and $341.97. ATM implied volatility averaged 22.3%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 0.6% (HV 20d: 22.9%). Max pain ranged from $320.00 to $330.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.72.

Notable Days

  • 2023-06-29: Highest Volume — 65,288 contracts
  • 2023-06-20: Largest IV spike — 19.5% change
  • 2023-06-28: Highest IV Rank — 19.3%
  • 2023-06-28: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$327.24$313.38$341.97$316.31$323.56
Max Pain$324.76$320.00$330.00$330.00$320.00
ATM IV22.3%20.1%24.7%23.5%22.7%
Expected Move6.8%6.0%7.4%6.5%6.8%
HV 20d22.9%20.9%24.6%22.7%22.4%
HV 60d21.8%19.5%26.4%26.1%20.7%
IV Rank8.9%0.0%19.3%13.1%11.0%
IV Percentile13.8%0.0%34.5%16.3%13.9%
Term Structure0.6%-0.6%3.0%-0.0%-0.6%
VWIV23.7%21.1%25.0%22.5%24.1%
Skew 25d4.2%3.2%5.2%5.2%3.2%
Skew 10d8.5%6.3%10.3%10.3%6.3%
Call IV 25d20.4%18.2%23.5%20.9%21.9%
Put IV 25d24.6%22.1%27.5%26.2%25.1%
Bid-Ask Spread %6.503.3010.483.585.05
Gamma HHI0.080.050.170.060.09
Net GEX31.6M-49.2M108.0M-47.7M51.3M
Net DEX22.4M-927.4M971.4M971.4M-103.0M
Net VEX-12.9M-13.6M-12.0M-12.5M-12.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.301.210.980.36
Total Volume33,122.66720,66565,28855,68637,881
Total OI336,239.952279,558384,672347,747328,675

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$316.31$330.0023.5%6.5%22.7%13.1%22.5%5.2%-0.0%-47.7M971.4M-12.5M0.983.5828,06027,626154,583193,164
2023-06-02$322.91$330.0021.0%6.0%22.2%2.8%21.1%4.5%-0.2%21.5M332.1M-12.7M0.643.3024,41615,646162,051195,241
2023-06-05$322.84$325.0021.0%6.8%20.9%2.9%24.2%4.6%0.2%-106.3K392.2M-12.6M0.916.6311,04810,050156,041189,566
2023-06-06$326.76$325.0020.6%6.7%21.3%1.2%23.7%4.2%0.3%28.1M84.4M-12.7M0.755.8612,7979,627159,034191,864
2023-06-07$336.15$325.0020.1%6.7%23.5%0.0%23.4%3.8%0.3%81.1M-663.4M-13.2M0.757.1525,83819,271160,838196,924
2023-06-08$335.95$325.0020.2%6.6%23.2%0.3%23.8%4.0%0.1%89.8M-623.3M-13.3M1.218.5611,97314,464163,412198,424
2023-06-09$335.28$325.0020.1%6.6%23.1%0.0%23.7%4.0%0.3%108.0M-572.7M-13.1M0.619.0516,3099,974165,974202,475
2023-06-12$339.57$325.0020.2%6.6%23.1%0.5%23.3%4.2%3.0%77.6M-724.6M-13.3M0.636.8120,39412,926158,665196,987
2023-06-13$341.97$325.0020.4%6.7%23.1%1.3%23.3%4.2%2.9%98.0M-927.4M-13.4M0.488.4318,9759,039162,585200,880
2023-06-14$338.68$325.0020.2%6.6%23.5%0.4%22.5%4.0%2.9%84.2M-676.9M-13.5M0.599.0217,81110,430167,110202,391
2023-06-15$338.92$325.0021.4%6.8%21.6%5.7%23.7%4.2%2.6%83.4M-672.3M-13.6M0.9110.4820,98919,087171,018204,636
2023-06-16$338.05$325.0020.6%6.5%21.6%2.3%22.5%3.8%2.9%71.8M-546.0M-13.6M0.636.6912,7107,955174,479210,193
2023-06-20$330.92$325.0024.6%7.2%22.9%18.9%25.0%4.9%-0.4%8.3M101.0M-13.0M0.857.1815,22012,912124,009155,549
2023-06-21$326.05$325.0024.1%6.9%23.4%16.9%24.0%4.7%-0.4%-14.2M380.4M-12.9M1.115.6812,36613,697128,955160,956
2023-06-22$319.84$325.0024.3%7.0%24.4%17.4%24.0%4.6%-0.3%-39.7M759.3M-12.5M0.855.7820,68117,504132,631165,956
2023-06-23$315.17$325.0024.5%7.0%24.6%18.5%24.8%4.0%-0.1%-49.2M869.6M-12.2M0.816.1217,44914,175137,557164,852
2023-06-26$313.53$325.0024.6%7.3%24.1%19.0%24.5%4.2%-0.3%-27.4M766.0M-12.0M0.674.7713,5499,125130,430160,327
2023-06-27$313.81$325.0024.3%7.1%22.3%17.7%24.5%3.9%-0.3%-17.9M719.1M-12.2M0.404.8818,1997,199137,475164,140
2023-06-28$313.38$320.0024.7%7.4%22.3%19.3%23.3%3.7%-0.5%-6.3M671.4M-12.2M0.766.9518,70214,214143,617166,611
2023-06-29$322.38$320.0024.2%7.1%23.9%17.1%24.9%3.4%-0.6%63.0M-66.5M-13.0M0.304.5550,06315,225150,806169,958
2023-06-30$323.56$320.0022.7%6.8%22.4%11.0%24.1%3.2%-0.6%51.3M-103.0M-12.9M0.365.0527,76910,112155,616173,059