GS Options History — August 2024

In August 2024, GS traded between $459.40 and $510.05. ATM implied volatility averaged 23.7%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 8.5% (HV 20d: 32.3%). Max pain ranged from $410.00 to $495.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.70.

Notable Days

2024-08-29: Highest Volume — 125,131 contracts
2024-08-02: Largest IV spike — 22.9% change
2024-08-05: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$494.17	$459.40	$510.05	$498.78	$509.17
Max Pain	$421.82	$410.00	$495.00	$475.00	$495.00
ATM IV	23.7%	19.7%	35.7%	25.4%	20.1%
Expected Move	6.8%	5.7%	9.9%	7.3%	5.7%
HV 20d	32.3%	19.9%	35.7%	23.3%	19.9%
HV 60d	24.9%	20.2%	25.6%	20.2%	25.0%
IV Rank	36.5%	13.9%	100.0%	52.9%	15.9%
IV Percentile	57.0%	18.7%	100.0%	88.9%	22.6%
Term Structure	0.0%	-0.8%	0.5%	-0.8%	0.2%
VWIV	24.6%	20.6%	35.6%	26.2%	20.6%
Skew 25d	4.0%	2.2%	9.4%	3.0%	2.5%
Skew 10d	9.0%	5.0%	20.7%	6.1%	6.1%
Call IV 25d	22.0%	18.6%	31.4%	24.3%	18.9%
Put IV 25d	26.1%	21.4%	40.8%	27.2%	21.4%
Bid-Ask Spread %	47.04	32.59	54.45	53.79	54.28
Gamma HHI	0.11	0.03	0.55	0.06	0.25
Net GEX	86.5M	-11.0M	265.6M	42.0M	160.8M
Net DEX	-2.64B	-3.46B	-953.8M	-2.97B	-2.46B
Net VEX	-13.3M	-15.5M	-12.4M	-12.6M	-12.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.06	1.45	1.45	0.75
Total Volume	31,725.364	11,719	125,131	37,352	25,658
Total OI	266,056.955	242,191	287,866	262,409	253,885

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
2024-08-01	$498.78	$475.00	25.4%	7.3%	23.3%	52.9%	26.2%	3.0%	-0.8%	42.0M	-2.97B	-12.6M	1.45	53.79	15,267	22,085	124,038	138,371
2024-08-02	$468.24	$475.00	31.2%	9.1%	33.0%	90.0%	31.1%	5.8%	-0.4%	-11.0M	-1.10B	-14.6M	1.04	50.24	29,640	30,831	127,409	143,141
2024-08-05	$459.40	$410.00	35.7%	9.9%	33.7%	100.0%	35.6%	9.4%	-0.0%	3.2M	-953.8M	-15.5M	1.28	32.59	15,932	20,431	121,227	137,809
2024-08-06	$472.42	$410.00	28.7%	8.1%	34.6%	62.1%	29.9%	6.4%	-0.7%	28.2M	-1.70B	-14.3M	0.63	40.84	15,407	9,640	124,972	142,585
2024-08-07	$475.01	$410.00	29.3%	8.3%	34.6%	65.5%	30.5%	6.1%	-0.1%	41.8M	-1.82B	-14.9M	0.54	41.01	24,939	13,489	127,655	144,629
2024-08-08	$486.79	$410.00	26.9%	7.7%	35.7%	52.7%	27.6%	5.3%	-0.2%	88.3M	-2.54B	-14.1M	0.94	42.95	15,183	14,306	132,114	148,651
2024-08-09	$489.98	$410.00	24.5%	7.1%	35.7%	39.6%	27.8%	4.8%	-0.1%	265.6M	-2.78B	-14.1M	1.10	39.07	14,804	16,248	135,331	152,535
2024-08-12	$484.94	$410.00	25.3%	7.3%	34.9%	43.9%	26.7%	5.2%	0.1%	29.9M	-2.26B	-14.0M	0.90	46.05	6,617	5,926	122,393	144,159
2024-08-13	$492.71	$410.00	23.1%	6.7%	34.1%	32.5%	24.1%	4.6%	0.3%	58.4M	-2.72B	-13.6M	0.39	46.25	14,729	5,724	124,308	145,849
2024-08-14	$499.18	$410.00	21.9%	6.4%	34.4%	25.9%	24.4%	4.2%	0.4%	101.4M	-3.16B	-13.3M	0.41	52.68	22,299	9,236	128,563	147,760
2024-08-15	$499.97	$410.00	20.8%	6.0%	32.6%	20.1%	21.3%	3.6%	0.3%	133.1M	-3.26B	-12.7M	0.35	48.92	22,380	7,894	132,389	149,561
2024-08-16	$503.33	$410.00	19.9%	5.8%	32.6%	15.2%	20.9%	3.4%	0.5%	136.7M	-3.44B	-12.4M	0.57	54.45	13,184	7,570	133,482	151,036
2024-08-19	$503.63	$415.00	19.7%	5.7%	32.5%	13.9%	20.8%	3.0%	0.1%	64.6M	-2.94B	-12.6M	1.23	52.58	5,440	6,675	112,792	129,399
2024-08-20	$497.00	$415.00	20.7%	5.9%	32.9%	19.6%	21.6%	3.1%	0.2%	44.1M	-2.64B	-12.4M	0.63	44.57	13,826	8,641	114,780	131,616
2024-08-21	$496.51	$415.00	21.0%	6.0%	32.7%	21.0%	21.6%	3.1%	0.2%	53.7M	-2.63B	-13.0M	0.73	46.10	7,709	5,642	120,467	136,397
2024-08-22	$498.07	$415.00	22.0%	6.3%	32.5%	26.3%	22.4%	2.9%	-0.2%	65.9M	-2.73B	-13.1M	0.51	46.37	9,328	4,747	123,123	137,999
2024-08-23	$508.79	$415.00	20.6%	5.9%	33.1%	18.8%	21.1%	2.2%	0.0%	242.3M	-3.46B	-13.0M	0.43	49.18	40,228	17,203	125,097	139,037
2024-08-26	$508.05	$415.00	20.8%	6.0%	32.7%	20.0%	21.5%	2.6%	0.2%	79.7M	-3.16B	-12.6M	0.50	47.40	12,468	6,292	120,443	135,100
2024-08-27	$507.09	$415.00	20.9%	6.0%	31.4%	20.3%	21.2%	2.5%	0.2%	82.5M	-3.13B	-12.6M	0.58	46.16	7,439	4,280	123,475	137,409
2024-08-28	$502.66	$415.00	21.4%	6.2%	31.5%	23.3%	21.9%	2.7%	0.1%	53.2M	-2.83B	-13.2M	0.41	47.95	16,661	6,829	124,829	138,374
2024-08-29	$510.05	$415.00	21.6%	6.2%	31.1%	23.9%	21.4%	2.7%	0.2%	138.5M	-3.37B	-12.6M	0.06	51.41	118,063	7,068	128,992	140,072
2024-08-30	$509.17	$495.00	20.1%	5.7%	19.9%	15.9%	20.6%	2.5%	0.2%	160.8M	-2.46B	-12.4M	0.75	54.28	14,628	11,030	113,141	140,744