GS Options History — February 2024

In February 2024, GS traded between $377.41 and $392.83. ATM implied volatility averaged 21.6%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.2% (HV 20d: 18.5%). Max pain ranged from $355.00 to $385.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.53.

Notable Days

2024-02-27: Highest Volume — 86,710 contracts
2024-02-12: Largest IV spike — 10.6% change
2024-02-13: Highest IV Rank — 25.2%
2024-02-13: Largest Expected Move — 6.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$386.41	$377.41	$392.83	$384.52	$387.41
Max Pain	$360.50	$355.00	$385.00	$355.00	$385.00
ATM IV	21.6%	20.2%	23.4%	21.5%	21.6%
Expected Move	6.2%	5.8%	6.7%	6.0%	6.3%
HV 20d	18.5%	13.6%	22.5%	14.4%	20.1%
HV 60d	20.8%	19.4%	21.4%	20.8%	20.9%
IV Rank	18.2%	12.6%	25.2%	17.7%	17.9%
IV Percentile	34.9%	19.8%	51.2%	32.5%	37.3%
Term Structure	-0.2%	-0.7%	0.1%	-0.3%	-0.7%
VWIV	22.0%	20.9%	23.7%	22.6%	22.0%
Skew 25d	1.8%	1.4%	2.4%	2.2%	1.7%
Skew 10d	3.9%	2.9%	5.2%	5.2%	3.9%
Call IV 25d	21.0%	19.5%	22.5%	20.8%	20.8%
Put IV 25d	22.8%	21.2%	25.0%	23.1%	22.5%
Bid-Ask Spread %	22.77	6.69	53.56	19.13	7.11
Gamma HHI	0.08	0.06	0.12	0.07	0.07
Net GEX	74.3M	12.9M	122.2M	87.0M	39.2M
Net DEX	-1.83B	-2.45B	-1.20B	-1.96B	-1.23B
Net VEX	-14.6M	-14.9M	-14.1M	-14.9M	-14.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.15	0.90	0.49	0.36
Total Volume	37,600.05	15,937	86,710	47,922	43,349
Total OI	319,080.5	294,059	348,227	320,060	315,828

Daily Data (20 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
2024-02-01	$384.52	$355.00	21.5%	6.0%	14.4%	17.7%	22.6%	2.2%	-0.3%	87.0M	-1.96B	-14.9M	0.49	19.13	32,060	15,862	156,650	163,410
2024-02-02	$387.24	$355.00	21.3%	6.0%	14.6%	17.0%	21.1%	2.1%	-0.3%	122.2M	-2.21B	-14.7M	0.49	22.95	19,918	9,719	157,946	167,583
2024-02-05	$383.52	$355.00	21.5%	6.1%	14.7%	17.5%	21.6%	2.3%	-0.2%	67.4M	-1.82B	-14.6M	0.69	19.71	11,225	7,714	146,515	160,423
2024-02-06	$384.69	$355.00	21.0%	5.9%	14.6%	15.5%	21.0%	2.3%	-0.2%	77.6M	-1.91B	-14.5M	0.54	17.42	10,319	5,618	150,121	163,166
2024-02-07	$386.61	$355.00	20.8%	5.9%	13.8%	15.0%	20.9%	2.0%	-0.2%	92.9M	-2.06B	-14.4M	0.72	22.46	12,016	8,626	151,930	165,631
2024-02-08	$385.02	$355.00	20.8%	5.9%	13.8%	14.6%	21.3%	2.0%	-0.1%	74.3M	-1.92B	-14.3M	0.90	19.97	12,001	10,757	153,357	168,631
2024-02-09	$384.27	$355.00	20.2%	5.8%	13.6%	12.6%	21.1%	1.8%	0.1%	68.1M	-1.85B	-14.4M	0.79	11.92	15,238	12,021	155,432	171,414
2024-02-12	$392.83	$355.00	22.4%	6.4%	15.5%	21.2%	22.6%	1.5%	-0.3%	94.5M	-2.45B	-14.1M	0.23	17.74	69,059	16,156	143,561	168,295
2024-02-13	$377.62	$360.00	23.4%	6.7%	21.3%	25.2%	23.7%	2.4%	-0.1%	13.8M	-1.20B	-14.8M	0.51	47.54	40,030	20,606	162,501	174,525
2024-02-14	$377.41	$360.00	22.3%	6.4%	21.2%	20.7%	22.8%	1.9%	0.1%	12.9M	-1.24B	-14.9M	0.81	53.56	12,767	10,384	162,724	178,429
2024-02-15	$385.36	$360.00	22.2%	6.4%	22.5%	20.6%	22.3%	1.5%	0.0%	78.8M	-2.00B	-14.9M	0.40	18.52	24,152	9,661	164,846	180,810
2024-02-16	$384.60	$360.00	22.0%	6.3%	21.9%	19.8%	23.3%	1.5%	0.0%	64.9M	-1.91B	-14.5M	0.80	35.71	17,557	13,959	165,437	182,790
2024-02-20	$383.94	$360.00	22.2%	6.4%	21.7%	20.6%	22.9%	1.9%	-0.1%	48.2M	-1.40B	-14.3M	0.51	28.18	17,129	8,803	133,142	160,917
2024-02-21	$387.80	$360.00	22.5%	6.5%	21.4%	21.8%	22.8%	1.7%	-0.1%	76.9M	-1.73B	-14.5M	0.34	49.72	20,783	6,975	138,800	164,061
2024-02-22	$390.55	$360.00	21.8%	6.3%	21.5%	18.9%	21.9%	1.4%	-0.2%	100.8M	-1.97B	-14.5M	0.39	17.00	31,080	12,176	144,865	166,972
2024-02-23	$391.16	$360.00	21.1%	6.0%	21.4%	16.3%	21.2%	1.5%	-0.0%	90.4M	-2.06B	-14.6M	0.45	20.45	32,726	14,866	148,602	168,323
2024-02-26	$390.66	$360.00	21.4%	6.2%	20.8%	17.1%	21.7%	1.6%	-0.3%	90.7M	-1.96B	-14.7M	0.63	8.47	19,348	12,183	141,417	160,214
2024-02-27	$390.46	$360.00	21.2%	6.2%	20.8%	16.4%	21.4%	1.4%	-0.5%	84.9M	-1.94B	-14.5M	0.15	11.07	75,222	11,488	145,385	166,574
2024-02-28	$392.50	$385.00	21.3%	6.2%	19.7%	16.9%	22.0%	1.5%	-0.2%	100.1M	-1.73B	-14.8M	0.37	6.69	20,750	7,698	139,132	171,251
2024-02-29	$387.41	$385.00	21.6%	6.3%	20.1%	17.9%	22.0%	1.7%	-0.7%	39.2M	-1.23B	-14.9M	0.36	7.11	31,803	11,546	142,787	173,041