GS Options History — April 2024 In April 2024, GS traded between $389.00 and $430.49. ATM implied volatility averaged 23.3%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 1.1% (HV 20d: 24.3%). Max pain ranged from $380.00 to $405.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.88.
Notable Days 2024-04-15 : Highest Volume — 80,776 contracts2024-04-15 : Largest IV drop — 9.0% change2024-04-12 : Highest IV Rank — 60.3%2024-04-03 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $410.82 $389.00 $430.49 $413.37 $427.18 Max Pain $395.00 $380.00 $405.00 $380.00 $405.00 ATM IV 23.3% 20.4% 26.6% 23.7% 21.7% Expected Move 6.7% 5.8% 7.7% 7.3% 6.2% HV 20d 24.3% 21.2% 28.1% 21.2% 25.2% HV 60d 20.4% 18.6% 22.0% 18.6% 22.0% IV Rank 39.4% 21.2% 60.3% 42.3% 29.7% IV Percentile 58.7% 21.4% 92.1% 66.3% 41.3% Term Structure -0.3% -2.1% 1.5% -0.3% 1.5% VWIV 23.6% 20.8% 26.9% 25.8% 22.0% Skew 25d 1.9% 1.4% 2.6% 1.4% 1.9% Skew 10d 4.3% 3.5% 5.3% 3.6% 4.0% Call IV 25d 22.5% 19.4% 25.9% 23.1% 20.8% Put IV 25d 24.4% 21.2% 27.8% 24.6% 22.7% Bid-Ask Spread % 24.15 10.09 37.52 37.52 16.19 Gamma HHI 0.07 0.05 0.11 0.07 0.06 Net GEX 78.8M 7.0M 119.8M 93.9M 86.0M Net DEX -2.24B -3.21B -839.9M -2.54B -2.78B Net VEX -14.0M -14.8M -13.3M -13.9M -13.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.56 1.56 0.86 0.99 Total Volume 30,413.5 11,949 80,776 22,510 12,541 Total OI 300,955.636 270,643 334,972 283,472 299,469
Daily Data (22 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 2024-04-01 $413.37 $380.00 23.7% 7.3% 21.2% 42.3% 25.8% 1.4% -0.3% 93.9M -2.54B -13.9M 0.86 37.52 12,134 10,376 133,250 150,222 2024-04-02 $410.43 $380.00 24.2% 7.5% 21.4% 45.5% 26.5% 1.5% -0.5% 84.1M -2.29B -14.5M 1.49 35.92 8,778 13,079 137,534 153,048 2024-04-03 $413.59 $380.00 24.4% 7.7% 21.4% 46.5% 26.9% 1.4% -0.6% 98.3M -2.56B -14.2M 0.65 19.07 13,840 9,039 139,792 157,749 2024-04-04 $406.43 $395.00 25.6% 7.1% 22.5% 54.3% 24.9% 1.8% -2.1% 57.7M -2.01B -14.8M 0.81 20.40 13,016 10,560 142,392 158,593 2024-04-05 $407.95 $395.00 24.8% 6.9% 22.4% 49.4% 24.6% 1.5% -0.6% 31.9M -2.09B -14.5M 0.75 21.38 14,616 10,956 142,918 160,191 2024-04-08 $411.12 $395.00 25.8% 7.0% 22.4% 55.3% 24.5% 1.5% -1.9% 83.3M -2.35B -14.0M 0.72 22.57 6,950 4,999 135,347 153,848 2024-04-09 $409.61 $395.00 25.5% 7.0% 22.4% 53.4% 25.6% 1.6% -0.8% 77.8M -2.26B -13.9M 0.56 18.78 8,768 4,878 136,586 155,243 2024-04-10 $400.06 $395.00 26.2% 7.3% 24.3% 58.1% 25.7% 1.7% -0.6% 50.6M -1.62B -14.4M 0.80 14.53 13,151 10,522 139,917 156,690 2024-04-11 $399.32 $395.00 25.8% 7.3% 24.0% 55.6% 25.6% 1.7% -0.5% 51.3M -1.57B -14.1M 0.61 25.42 16,259 9,915 142,678 160,028 2024-04-12 $389.00 $395.00 26.6% 7.5% 25.4% 60.3% 26.0% 2.0% -0.7% 7.0M -839.9M -14.1M 0.76 17.54 26,686 20,213 147,128 163,535 2024-04-15 $400.85 $395.00 24.1% 6.9% 27.5% 45.0% 24.1% 2.0% -0.3% 73.9M -1.82B -13.8M 0.72 31.19 47,034 33,742 139,816 160,483 2024-04-16 $397.31 $395.00 23.1% 6.6% 27.7% 38.6% 23.1% 2.4% -0.2% 55.2M -1.48B -14.1M 0.78 32.32 17,686 13,735 149,916 168,363 2024-04-17 $404.27 $395.00 22.6% 6.5% 28.1% 35.3% 22.9% 2.4% -0.2% 93.1M -2.06B -14.1M 1.04 33.90 19,593 20,420 151,606 170,898 2024-04-18 $404.19 $395.00 21.6% 6.2% 27.5% 29.0% 22.0% 2.3% -0.2% 81.8M -2.02B -14.2M 0.63 19.33 16,960 10,667 152,717 178,212 2024-04-19 $403.50 $395.00 21.7% 6.2% 22.4% 29.2% 22.5% 2.4% -0.1% 58.8M -2.00B -14.2M 1.13 23.85 13,957 15,839 155,553 179,419 2024-04-22 $416.75 $395.00 21.7% 6.3% 24.6% 29.4% 22.2% 2.6% 0.4% 89.5M -2.37B -13.8M 0.83 21.51 23,744 19,765 124,628 146,015 2024-04-23 $423.69 $395.00 20.5% 5.9% 25.1% 21.7% 21.7% 1.7% 0.4% 117.7M -2.88B -13.6M 0.83 30.22 25,852 21,426 132,026 152,206 2024-04-24 $422.20 $400.00 20.4% 5.9% 25.1% 21.3% 20.8% 2.0% 0.5% 118.4M -2.83B -13.7M 1.12 23.14 9,472 10,582 137,139 159,032 2024-04-25 $419.16 $405.00 20.4% 5.9% 24.7% 21.2% 20.9% 2.0% 0.5% 104.3M -2.59B -13.9M 1.56 33.20 10,635 16,557 137,950 161,937 2024-04-26 $427.47 $405.00 20.5% 5.8% 25.5% 21.8% 20.9% 1.8% 0.6% 119.8M -3.21B -13.3M 0.88 23.19 20,783 18,252 139,004 166,689 2024-04-29 $430.49 $405.00 21.0% 6.0% 25.1% 25.0% 21.0% 1.9% -0.2% 100.3M -3.03B -13.6M 0.95 10.09 15,977 15,143 132,356 158,901 2024-04-30 $427.18 $405.00 21.7% 6.2% 25.2% 29.7% 22.0% 1.9% 1.5% 86.0M -2.78B -13.8M 0.99 16.19 6,287 6,254 135,567 163,902
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