GS Options History — July 2024

In July 2024, GS traded between $463.81 and $508.70. ATM implied volatility averaged 23.1%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.1% (HV 20d: 22.0%). Max pain ranged from $425.00 to $475.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.55.

Notable Days

  • 2024-07-15: Highest Volume — 64,384 contracts
  • 2024-07-15: Largest IV drop — 9.0% change
  • 2024-07-09: Highest IV Rank — 51.9%
  • 2024-07-03: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$485.24$463.81$508.70$463.81$508.70
Max Pain$460.23$425.00$475.00$430.00$470.00
ATM IV23.1%20.5%25.2%24.5%23.1%
Expected Move6.7%5.9%7.8%7.8%6.6%
HV 20d22.0%19.7%25.4%21.1%21.7%
HV 60d19.5%18.4%20.7%20.7%19.8%
IV Rank38.2%22.0%51.9%47.4%38.5%
IV Percentile63.6%32.1%86.5%80.6%65.1%
Term Structure-0.4%-3.2%0.8%-0.1%-1.3%
VWIV23.4%20.7%27.9%27.9%23.6%
Skew 25d1.5%0.8%2.1%1.6%2.0%
Skew 10d3.4%1.8%4.7%3.6%4.7%
Call IV 25d22.4%19.8%24.5%23.8%22.4%
Put IV 25d23.9%21.5%26.2%25.4%24.4%
Bid-Ask Spread %44.3535.3654.5046.0851.13
Gamma HHI0.130.060.590.060.10
Net GEX116.8M46.2M282.0M89.6M104.5M
Net DEX-3.22B-4.72B-2.48B-2.73B-3.65B
Net VEX-11.9M-12.5M-10.2M-12.2M-11.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.251.190.520.85
Total Volume38,789.40915,23064,38435,73341,008
Total OI259,409.364238,345294,534238,582255,215

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$463.81$430.0024.5%7.8%21.1%47.4%27.9%1.6%-0.1%89.6M-2.73B-12.2M0.5246.0823,58012,153116,715121,867
2024-07-02$465.76$425.0024.3%7.8%21.1%46.1%27.6%1.7%-0.4%122.4M-2.93B-11.9M0.4947.8424,48212,090124,115124,761
2024-07-03$467.48$430.0024.3%7.8%21.1%45.6%27.2%1.6%-3.2%154.6M-2.96B-12.1M0.3044.6417,3085,175129,220129,124
2024-07-05$463.83$450.0024.2%6.6%20.8%45.2%23.0%1.7%-0.9%106.0M-2.62B-12.4M0.5236.2015,8288,256129,135130,872
2024-07-08$465.49$460.0024.7%6.8%20.6%48.4%23.7%1.5%-0.7%90.9M-2.67B-12.3M0.3938.4822,9498,844122,207125,598
2024-07-09$474.01$460.0025.2%6.9%21.3%51.9%24.4%1.3%-0.8%113.5M-3.17B-11.6M0.2837.5647,15213,376126,540127,707
2024-07-10$477.73$460.0024.9%6.9%21.3%49.6%24.0%1.2%-0.9%148.6M-3.43B-12.0M0.3439.9520,1356,759135,215131,416
2024-07-11$479.42$460.0025.2%6.9%19.7%51.8%24.7%1.7%-1.2%143.1M-3.45B-12.1M0.3142.4736,93111,290135,683133,273
2024-07-12$480.16$460.0023.5%6.6%19.7%40.6%23.3%0.8%-0.8%228.0M-3.55B-11.4M0.7046.6029,86820,949139,591136,583
2024-07-15$491.63$460.0021.4%6.1%20.9%27.2%21.7%1.0%-0.3%135.2M-3.89B-11.5M0.5244.4342,23822,146130,671132,091
2024-07-16$504.44$460.0021.0%6.0%22.0%24.6%21.3%0.9%-0.2%161.6M-4.72B-10.2M0.6040.6837,86322,862134,419137,479
2024-07-17$501.77$465.0021.6%6.2%22.3%28.7%21.8%0.9%-0.2%137.4M-4.39B-10.9M1.1643.6324,11327,980137,685144,505
2024-07-18$487.12$475.0021.6%6.2%25.2%28.4%21.2%1.7%-0.2%66.6M-3.25B-11.8M1.1945.8026,52531,525140,949151,447
2024-07-19$484.77$470.0021.6%6.2%25.4%28.8%21.7%1.5%-0.1%55.6M-3.06B-12.5M0.6835.3616,71511,448141,649152,885
2024-07-22$487.54$470.0020.5%5.9%24.6%22.0%20.7%1.8%0.4%46.2M-2.48B-12.4M0.6645.169,1816,049110,938127,407
2024-07-23$491.59$470.0021.0%6.1%23.4%24.7%21.2%1.6%0.8%62.8M-2.74B-12.0M0.2541.9227,0796,803113,541129,357
2024-07-24$488.00$470.0022.6%6.6%23.0%35.2%23.0%1.8%0.2%73.1M-2.61B-12.5M0.6043.0416,4549,910121,145130,462
2024-07-25$493.20$470.0023.0%6.7%23.0%37.9%23.7%2.0%0.6%95.6M-2.93B-11.9M0.6247.8713,3538,213121,680131,410
2024-07-26$499.64$470.0023.0%6.5%21.1%37.8%23.0%1.6%0.8%282.0M-3.31B-11.7M0.4350.5234,06414,518122,448133,259
2024-07-29$493.14$470.0023.1%6.6%22.0%38.4%22.9%2.1%-0.7%61.1M-2.79B-11.8M0.4251.9215,1996,360113,608126,836
2024-07-30$505.94$470.0023.5%6.9%21.7%41.1%24.2%1.9%-0.5%91.2M-3.42B-12.1M0.3454.5033,38111,255116,478129,820
2024-07-31$508.70$470.0023.1%6.6%21.7%38.5%23.6%2.0%-1.3%104.5M-3.65B-11.9M0.8551.1322,16618,842122,461132,754