GS Options History — June 2024

In June 2024, GS traded between $444.90 and $462.66. ATM implied volatility averaged 22.5%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 5.2% (HV 20d: 17.2%). Max pain ranged from $410.00 to $450.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.76.

Notable Days

2024-06-28: Highest Volume — 31,166 contracts
2024-06-17: Largest IV spike — 10.9% change
2024-06-26: Highest IV Rank — 53.7%
2024-06-26: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$453.32	$444.90	$462.66	$454.68	$451.11
Max Pain	$424.61	$410.00	$450.00	$450.00	$430.00
ATM IV	22.5%	19.1%	25.5%	20.4%	24.9%
Expected Move	6.9%	5.6%	7.8%	5.8%	7.6%
HV 20d	17.2%	15.7%	19.9%	16.9%	19.1%
HV 60d	20.5%	19.2%	21.5%	21.1%	20.4%
IV Rank	34.2%	12.7%	53.7%	20.9%	49.8%
IV Percentile	54.7%	12.7%	88.9%	28.6%	83.3%
Term Structure	0.5%	-1.2%	3.8%	0.1%	-0.6%
VWIV	24.0%	19.8%	27.1%	20.8%	26.8%
Skew 25d	1.8%	1.4%	2.3%	1.8%	2.0%
Skew 10d	4.1%	3.0%	5.1%	4.5%	4.2%
Call IV 25d	21.6%	18.4%	24.6%	19.4%	24.3%
Put IV 25d	23.4%	19.8%	26.6%	21.3%	26.3%
Bid-Ask Spread %	40.59	22.78	50.33	38.93	46.78
Gamma HHI	0.05	0.04	0.08	0.05	0.05
Net GEX	56.9M	17.1M	108.9M	41.7M	64.7M
Net DEX	-2.15B	-2.69B	-1.55B	-2.14B	-2.11B
Net VEX	-12.6M	-13.3M	-11.7M	-13.3M	-12.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.37	1.36	1.24	0.59
Total Volume	18,132.158	11,230	31,166	12,332	31,166
Total OI	276,479.895	229,915	301,688	281,010	252,855

Daily Data (19 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
2024-06-03	$454.68	$450.00	20.4%	5.8%	16.9%	20.9%	20.8%	1.8%	0.1%	41.7M	-2.14B	-13.3M	1.24	38.93	5,498	6,834	114,790	166,220
2024-06-04	$454.83	$450.00	20.1%	5.8%	16.4%	19.3%	20.2%	1.6%	0.1%	43.9M	-2.15B	-13.3M	1.36	38.81	5,395	7,363	116,496	168,413
2024-06-05	$461.28	$447.50	19.4%	5.6%	17.0%	14.8%	19.8%	1.5%	0.1%	85.0M	-2.64B	-12.3M	1.30	24.25	6,358	8,236	117,597	168,585
2024-06-06	$458.06	$410.00	19.1%	6.2%	17.1%	13.0%	21.6%	1.5%	0.2%	70.3M	-2.43B	-12.7M	0.60	41.53	8,268	4,934	119,401	170,134
2024-06-07	$455.27	$410.00	19.1%	6.3%	16.0%	12.7%	21.8%	1.5%	0.4%	65.1M	-2.22B	-12.7M	0.81	44.56	8,855	7,158	121,565	171,856
2024-06-10	$453.56	$410.00	19.5%	6.4%	16.1%	15.5%	22.2%	1.5%	2.9%	45.9M	-2.10B	-12.7M	0.82	45.45	6,165	5,065	115,826	162,424
2024-06-11	$444.90	$410.00	20.7%	6.8%	17.5%	23.2%	23.3%	1.8%	2.8%	17.1M	-1.55B	-13.0M	0.72	45.91	10,848	7,770	117,731	164,830
2024-06-12	$447.45	$410.00	20.4%	6.7%	17.4%	21.2%	23.2%	1.4%	3.0%	34.7M	-1.75B	-13.0M	0.66	50.33	11,141	7,350	121,782	166,028
2024-06-13	$447.98	$410.00	20.7%	6.7%	16.5%	23.3%	23.5%	1.9%	3.3%	31.5M	-1.76B	-12.8M	1.02	50.04	10,890	11,106	125,033	166,927
2024-06-14	$446.56	$425.00	22.0%	7.0%	16.4%	31.4%	24.1%	1.9%	3.8%	32.2M	-1.71B	-12.8M	0.92	45.12	10,741	9,895	127,904	169,609
2024-06-17	$450.11	$425.00	24.4%	7.2%	16.7%	46.7%	25.3%	2.3%	-1.0%	45.6M	-1.98B	-12.7M	0.58	26.78	8,633	5,013	120,878	165,391
2024-06-18	$456.64	$425.00	24.5%	7.1%	17.5%	47.0%	25.2%	2.1%	-1.0%	80.0M	-2.43B	-12.7M	0.37	26.74	17,893	6,636	123,614	167,308
2024-06-20	$457.99	$425.00	25.1%	7.2%	16.4%	50.8%	25.3%	2.2%	-1.1%	108.9M	-2.69B	-12.4M	0.58	46.94	10,439	6,024	130,058	168,785
2024-06-21	$451.39	$425.00	25.0%	7.3%	15.7%	50.4%	25.3%	2.0%	-1.2%	82.9M	-2.17B	-12.6M	0.79	47.69	10,059	7,970	131,825	169,863
2024-06-24	$462.66	$425.00	25.2%	7.6%	18.0%	51.8%	26.3%	1.8%	-0.3%	78.2M	-2.68B	-11.7M	0.47	22.78	12,259	5,813	112,486	117,429
2024-06-25	$456.98	$425.00	25.3%	7.6%	18.4%	52.1%	27.0%	1.9%	-0.7%	74.6M	-2.39B	-12.3M	0.74	40.87	10,052	7,414	115,309	119,376
2024-06-26	$455.73	$425.00	25.5%	7.8%	18.3%	53.7%	27.0%	2.0%	-0.6%	59.6M	-2.23B	-12.6M	0.40	46.52	12,284	4,852	116,426	123,313
2024-06-27	$445.83	$430.00	25.2%	7.7%	19.9%	51.9%	27.1%	2.1%	-0.7%	19.1M	-1.68B	-12.2M	0.55	41.13	18,126	10,008	119,236	125,815
2024-06-28	$451.11	$430.00	24.9%	7.6%	19.1%	49.8%	26.8%	2.0%	-0.6%	64.7M	-2.11B	-12.2M	0.59	46.78	19,553	11,613	123,571	129,284