GS Options History — May 2024

In May 2024, GS traded between $429.47 and $470.69. ATM implied volatility averaged 19.0%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 0.6% (HV 20d: 18.4%). Max pain ranged from $370.00 to $450.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.27.

Notable Days

2024-05-29: Highest Volume — 144,105 contracts
2024-05-28: Largest IV spike — 8.8% change
2024-05-01: Highest IV Rank — 27.5%
2024-05-01: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$454.18	$429.47	$470.69	$429.47	$455.10
Max Pain	$387.16	$370.00	$450.00	$407.50	$450.00
ATM IV	19.0%	17.5%	21.4%	21.4%	20.1%
Expected Move	5.4%	5.0%	6.2%	6.2%	5.6%
HV 20d	18.4%	13.6%	25.1%	25.1%	17.3%
HV 60d	20.7%	19.8%	22.1%	21.9%	21.1%
IV Rank	12.2%	2.5%	27.5%	27.5%	18.9%
IV Percentile	12.0%	1.6%	35.3%	35.3%	21.8%
Term Structure	0.1%	-0.5%	0.9%	-0.5%	-0.5%
VWIV	19.3%	17.9%	22.1%	22.1%	19.5%
Skew 25d	1.4%	0.8%	2.0%	1.7%	1.5%
Skew 10d	3.4%	2.0%	8.0%	3.8%	4.1%
Call IV 25d	18.5%	17.3%	20.9%	20.9%	19.6%
Put IV 25d	19.9%	18.3%	22.5%	22.5%	21.1%
Bid-Ask Spread %	26.53	4.62	45.25	31.57	34.29
Gamma HHI	0.08	0.05	0.44	0.06	0.44
Net GEX	69.2M	-22.9M	215.7M	94.6M	215.7M
Net DEX	-3.72B	-4.92B	-1.65B	-2.95B	-2.16B
Net VEX	-12.9M	-13.6M	-12.1M	-13.5M	-13.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.27	0.04	1.94	1.21	0.66
Total Volume	32,278.5	15,061	144,105	19,136	25,204
Total OI	319,138.909	292,081	349,404	302,489	299,759

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
2024-05-01	$429.47	$407.50	21.4%	6.2%	25.1%	27.5%	22.1%	1.7%	-0.5%	94.6M	-2.95B	-13.5M	1.21	31.57	8,655	10,481	137,003	165,486
2024-05-02	$432.13	$410.00	21.1%	6.0%	24.1%	25.5%	21.4%	1.8%	-0.2%	105.7M	-3.13B	-13.6M	1.09	20.30	7,208	7,853	138,816	168,566
2024-05-03	$437.77	$410.00	19.4%	5.2%	24.3%	14.4%	18.5%	1.8%	-0.2%	129.2M	-3.61B	-12.8M	1.38	10.06	20,709	28,656	140,274	169,548
2024-05-06	$443.11	$370.00	19.4%	5.6%	24.5%	14.8%	20.6%	2.0%	0.5%	90.1M	-3.52B	-12.8M	1.77	35.68	9,703	17,150	135,665	166,031
2024-05-07	$443.50	$370.00	18.9%	5.5%	24.4%	11.7%	19.3%	1.6%	0.2%	83.8M	-3.55B	-12.8M	1.10	27.49	14,434	15,925	139,475	173,959
2024-05-08	$447.40	$370.00	18.7%	5.4%	22.1%	10.2%	20.3%	1.6%	0.3%	97.3M	-3.87B	-12.9M	1.94	33.28	5,902	11,425	142,179	178,527
2024-05-09	$455.69	$370.00	18.7%	5.4%	22.4%	10.1%	19.6%	1.5%	0.2%	110.4M	-4.40B	-12.3M	1.72	42.44	18,434	31,674	144,076	181,988
2024-05-10	$454.99	$370.00	17.8%	5.2%	19.0%	4.7%	18.6%	1.5%	0.5%	98.7M	-4.40B	-12.7M	1.43	21.56	16,746	23,961	149,063	189,613
2024-05-13	$454.73	$370.00	19.2%	5.5%	17.3%	13.3%	19.6%	1.2%	-0.3%	57.5M	-4.12B	-13.0M	1.50	33.18	6,338	9,506	145,699	182,741
2024-05-14	$458.17	$370.00	19.1%	5.4%	16.4%	12.8%	19.3%	1.2%	-0.1%	59.3M	-4.32B	-13.0M	1.08	4.62	16,159	17,381	147,499	185,633
2024-05-15	$464.41	$370.00	18.1%	5.2%	16.1%	6.4%	18.7%	1.1%	-0.1%	76.3M	-4.82B	-12.4M	1.90	13.04	9,329	17,744	151,887	189,139
2024-05-16	$465.42	$370.00	18.2%	5.2%	16.0%	6.8%	18.4%	1.1%	0.1%	65.9M	-4.84B	-12.5M	1.36	21.95	10,015	13,610	152,497	193,649
2024-05-17	$467.00	$375.00	17.5%	5.1%	15.7%	2.5%	17.9%	0.9%	0.4%	55.5M	-4.92B	-12.1M	1.20	25.06	12,511	14,985	153,354	196,050
2024-05-20	$463.10	$380.00	17.9%	5.1%	13.6%	4.9%	18.1%	1.1%	0.7%	43.9M	-3.80B	-12.4M	1.36	17.14	10,403	14,131	136,032	166,350
2024-05-21	$470.69	$380.00	17.8%	5.1%	13.6%	4.8%	18.1%	0.8%	0.7%	74.3M	-4.30B	-12.2M	1.02	14.54	12,605	12,895	139,453	169,918
2024-05-22	$461.70	$380.00	18.4%	5.3%	15.9%	8.0%	18.8%	1.1%	0.9%	13.9M	-3.63B	-13.0M	1.43	45.21	11,218	16,085	144,981	174,458
2024-05-23	$458.32	$385.00	18.7%	5.3%	15.9%	10.3%	19.0%	1.3%	0.6%	7.2M	-3.32B	-13.4M	1.39	17.55	8,853	12,303	148,110	175,923
2024-05-24	$461.68	$385.00	17.9%	5.0%	14.9%	5.1%	17.9%	1.1%	0.9%	23.6M	-3.63B	-13.1M	1.30	26.65	8,585	11,157	148,886	178,935
2024-05-28	$459.60	$390.00	19.5%	5.4%	15.2%	15.1%	18.8%	1.4%	-0.4%	26.5M	-3.46B	-13.0M	0.96	24.79	7,784	7,444	142,224	170,457
2024-05-29	$458.59	$385.00	19.9%	5.5%	14.8%	17.8%	19.3%	1.5%	-0.5%	15.4M	-3.34B	-13.2M	0.04	38.11	138,409	5,696	144,224	170,848
2024-05-30	$449.49	$450.00	20.7%	5.8%	16.9%	22.9%	19.9%	2.0%	-0.5%	-22.9M	-1.65B	-13.6M	1.18	45.25	14,138	16,723	119,945	172,136
2024-05-31	$455.10	$450.00	20.1%	5.6%	17.3%	18.9%	19.5%	1.5%	-0.5%	215.7M	-2.16B	-13.5M	0.66	34.29	15,190	10,014	126,095	173,664