GS Options History — October 2024

In October 2024, GS traded between $486.08 and $530.21. ATM implied volatility averaged 27.8%, placing in the 57.6% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 5.6% (HV 20d: 22.2%). Max pain ranged from $475.00 to $490.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 1.01.

Notable Days

2024-10-15: Highest Volume — 77,517 contracts
2024-10-07: Largest IV spike — 12.0% change
2024-10-07: Highest IV Rank — 84.9%
2024-10-31: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$512.88	$486.08	$530.21	$491.14	$519.19
Max Pain	$482.83	$475.00	$490.00	$475.00	$490.00
ATM IV	27.8%	23.8%	32.9%	28.3%	28.7%
Expected Move	8.3%	6.9%	9.7%	8.9%	9.7%
HV 20d	22.2%	17.2%	29.0%	28.7%	21.3%
HV 60d	28.1%	24.5%	29.3%	29.2%	24.7%
IV Rank	57.6%	35.8%	84.9%	60.1%	62.6%
IV Percentile	90.0%	67.5%	99.6%	95.6%	95.6%
Term Structure	-0.1%	-1.2%	3.0%	3.0%	-0.2%
VWIV	29.4%	24.3%	34.1%	31.2%	34.1%
Skew 25d	3.1%	2.5%	4.3%	3.9%	3.0%
Skew 10d	6.4%	5.0%	8.6%	7.0%	5.8%
Call IV 25d	26.2%	22.8%	30.9%	26.4%	27.4%
Put IV 25d	29.4%	25.4%	35.2%	30.3%	30.4%
Bid-Ask Spread %	33.47	19.32	47.35	46.30	42.01
Gamma HHI	0.06	0.04	0.16	0.05	0.04
Net GEX	55.7M	-135.2M	142.2M	45.7M	6.6M
Net DEX	-2.42B	-3.51B	-1.46B	-1.71B	-2.15B
Net VEX	-12.4M	-13.1M	-11.3M	-12.8M	-13.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.42	2.90	0.81	1.25
Total Volume	27,045.217	7,154	77,517	12,182	16,267
Total OI	252,904.174	226,272	278,596	239,290	264,241

Daily Data (23 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
2024-10-01	$491.14	$475.00	28.3%	8.9%	28.7%	60.1%	31.2%	3.9%	3.0%	45.7M	-1.71B	-12.8M	0.81	46.30	6,715	5,467	115,049	124,241
2024-10-02	$491.96	$475.00	28.5%	9.0%	28.6%	61.3%	31.4%	3.6%	2.0%	46.9M	-1.76B	-12.7M	0.42	47.35	7,463	3,117	116,719	126,498
2024-10-03	$486.08	$475.00	30.1%	9.0%	28.9%	69.9%	31.3%	3.8%	1.8%	29.2M	-1.46B	-12.9M	0.81	20.99	6,499	5,265	118,606	127,570
2024-10-04	$495.65	$475.00	29.4%	8.7%	29.0%	66.1%	31.9%	3.5%	2.5%	69.2M	-1.98B	-12.7M	0.69	24.20	15,830	10,850	120,000	128,718
2024-10-07	$493.88	$480.00	32.9%	9.4%	28.1%	84.9%	34.1%	4.3%	-0.6%	57.2M	-1.87B	-12.8M	0.71	19.32	6,818	4,809	114,963	124,542
2024-10-08	$496.88	$480.00	32.4%	9.2%	20.0%	82.3%	32.5%	3.8%	-0.6%	65.9M	-2.00B	-12.8M	0.65	20.77	4,325	2,829	117,571	126,058
2024-10-09	$504.75	$475.00	31.7%	9.0%	20.2%	78.5%	31.3%	3.7%	-0.6%	88.5M	-2.40B	-12.6M	0.51	21.01	11,793	5,971	118,089	126,926
2024-10-10	$501.60	$475.00	31.9%	9.0%	20.4%	79.6%	32.0%	3.6%	-0.8%	83.2M	-2.24B	-12.3M	0.83	22.46	9,211	7,623	120,289	128,424
2024-10-11	$517.22	$475.00	29.6%	8.4%	22.5%	67.4%	30.2%	3.2%	-0.5%	103.1M	-3.23B	-11.8M	0.77	23.87	24,066	18,603	124,020	132,364
2024-10-14	$522.12	$480.00	28.8%	8.2%	22.4%	62.7%	28.3%	2.8%	-1.2%	110.6M	-3.12B	-11.5M	1.21	31.48	24,436	29,664	118,147	126,339
2024-10-15	$522.60	$480.00	26.8%	7.7%	22.4%	52.2%	27.1%	2.6%	-0.9%	103.7M	-3.13B	-11.7M	0.81	34.02	42,733	34,784	123,161	141,321
2024-10-16	$529.08	$480.00	26.1%	7.5%	22.5%	48.1%	26.4%	2.7%	-0.7%	142.2M	-3.51B	-11.5M	0.88	38.34	29,477	26,008	128,506	146,438
2024-10-17	$530.21	$485.00	24.8%	7.1%	17.8%	41.3%	24.9%	2.7%	-0.6%	112.4M	-3.44B	-11.8M	0.75	38.12	16,297	12,291	127,468	148,427
2024-10-18	$528.88	$485.00	23.8%	6.9%	17.2%	35.8%	24.3%	2.5%	-0.6%	98.6M	-3.37B	-11.3M	0.87	40.21	14,084	12,243	128,549	150,047
2024-10-21	$518.04	$490.00	24.5%	7.2%	19.0%	39.7%	25.6%	2.7%	-0.8%	24.6M	-2.18B	-11.6M	1.01	38.27	11,977	12,063	102,422	123,850
2024-10-22	$518.36	$490.00	24.8%	7.4%	19.0%	41.1%	25.3%	2.7%	-1.0%	21.3M	-2.17B	-12.2M	0.67	22.90	9,759	6,498	106,966	129,818
2024-10-23	$517.29	$490.00	25.5%	7.6%	18.4%	45.0%	26.5%	2.7%	-0.9%	14.6M	-2.16B	-12.3M	1.23	41.73	7,137	8,781	110,933	132,183
2024-10-24	$524.59	$490.00	25.7%	7.8%	18.8%	46.3%	29.0%	2.8%	-1.0%	80.4M	-2.56B	-12.4M	1.71	41.32	14,871	25,408	113,308	138,210
2024-10-25	$513.08	$490.00	26.1%	8.0%	20.7%	48.5%	27.9%	3.1%	-1.0%	-135.2M	-1.77B	-12.9M	1.32	40.76	20,231	26,754	114,407	146,066
2024-10-28	$524.40	$490.00	26.5%	8.5%	21.6%	50.2%	29.0%	2.8%	0.1%	36.1M	-2.44B	-12.8M	0.92	39.37	12,936	11,964	109,460	147,817
2024-10-29	$524.34	$490.00	26.2%	8.6%	21.4%	49.0%	30.0%	2.9%	0.3%	36.8M	-2.44B	-12.8M	2.90	38.58	6,015	17,422	111,833	153,597
2024-10-30	$524.88	$490.00	26.8%	8.9%	21.4%	52.0%	31.6%	2.9%	0.1%	40.5M	-2.50B	-12.8M	1.50	36.40	5,869	8,817	113,225	149,410
2024-10-31	$519.19	$490.00	28.7%	9.7%	21.3%	62.6%	34.1%	3.0%	-0.2%	6.6M	-2.15B	-13.1M	1.25	42.01	7,241	9,026	113,912	150,329