GS Options History — November 2024

In November 2024, GS traded between $512.61 and $612.23. ATM implied volatility averaged 24.3%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 23.0% (HV 20d: 47.3%). Max pain ranged from $480.00 to $520.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.84.

Notable Days

  • 2024-11-06: Highest Volume — 76,206 contracts
  • 2024-11-07: Largest IV drop — 18.2% change
  • 2024-11-05: Highest IV Rank — 72.3%
  • 2024-11-01: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$584.17$512.61$612.23$520.97$612.23
Max Pain$504.75$480.00$520.00$495.00$520.00
ATM IV24.3%21.4%30.6%28.7%21.4%
Expected Move7.1%6.3%9.6%9.6%6.3%
HV 20d47.3%20.4%52.7%20.4%51.0%
HV 60d34.9%24.2%37.4%24.2%35.8%
IV Rank38.6%22.9%72.3%62.1%22.9%
IV Percentile63.0%32.5%97.6%94.8%32.5%
Term Structure-0.2%-1.0%0.6%-0.1%0.0%
VWIV25.2%22.4%33.7%33.7%22.7%
Skew 25d1.4%0.8%3.3%2.8%1.0%
Skew 10d3.6%2.4%7.0%6.0%2.4%
Call IV 25d23.9%21.0%29.0%27.4%21.0%
Put IV 25d25.3%21.9%32.3%30.2%21.9%
Bid-Ask Spread %43.7127.3556.0741.3056.07
Gamma HHI0.070.040.130.040.10
Net GEX89.4M20.2M175.5M20.2M160.7M
Net DEX-4.33B-5.44B-1.89B-2.24B-5.06B
Net VEX-12.4M-13.2M-10.2M-13.2M-12.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.252.310.940.25
Total Volume28,813.911,97576,20626,61542,615
Total OI275,282.85247,871309,893268,643275,513

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$520.97$495.0028.7%9.6%20.4%62.1%33.7%2.8%-0.1%20.2M-2.24B-13.2M0.9441.3013,73912,876115,217153,426
2024-11-04$512.61$480.0030.2%8.3%21.4%70.2%29.1%3.3%-0.3%21.3M-1.89B-13.1M2.3127.515,62512,978110,285137,586
2024-11-05$523.46$480.0030.6%8.4%22.4%72.3%29.3%3.3%-1.0%34.2M-2.35B-13.1M0.8027.356,6595,316112,440147,058
2024-11-06$597.71$480.0027.7%7.8%51.3%57.0%28.0%1.0%-0.1%77.1M-5.44B-10.2M1.0139.2437,92338,283115,455148,813
2024-11-07$584.72$495.0022.7%6.5%52.2%30.0%23.6%1.3%0.1%72.5M-4.89B-11.4M1.1246.4119,01221,221125,751159,918
2024-11-08$590.01$500.0022.3%6.5%51.5%27.9%23.2%1.2%0.1%69.8M-5.18B-11.5M0.5944.7032,55919,185131,967164,346
2024-11-11$602.20$500.0024.3%7.0%51.7%38.6%25.1%0.8%0.1%113.2M-5.43B-11.6M0.4042.1227,28911,043128,994153,580
2024-11-12$592.50$500.0024.0%7.0%52.3%37.1%24.7%1.1%0.3%103.3M-5.02B-12.4M0.7245.1812,9759,346138,070157,225
2024-11-13$595.70$510.0023.2%6.8%52.3%32.6%24.2%0.9%0.4%117.7M-5.14B-12.3M0.4744.2015,7167,410141,491160,493
2024-11-14$589.21$510.0022.7%6.7%52.6%30.2%23.6%0.9%0.6%83.8M-4.80B-12.4M0.7044.5813,1589,244142,969162,538
2024-11-15$594.09$510.0023.9%6.9%52.5%36.7%24.7%1.2%0.5%107.2M-5.07B-12.9M1.0542.8312,67013,255145,086164,807
2024-11-18$587.71$510.0023.4%6.7%52.0%34.0%24.0%1.4%-0.7%66.3M-3.84B-12.5M1.8039.566,70612,082117,350134,615
2024-11-19$581.78$510.0023.5%6.8%52.3%34.7%24.1%1.6%-0.7%46.9M-3.54B-12.9M1.1943.066,7838,041119,687138,478
2024-11-20$582.13$510.0024.1%6.9%52.2%37.5%24.6%1.6%-0.8%53.4M-3.59B-13.0M0.6841.587,5885,166121,620140,315
2024-11-21$598.45$510.0024.4%7.1%52.7%39.4%25.4%1.4%-1.0%111.3M-4.45B-12.6M0.4746.1721,1709,962123,819141,557
2024-11-22$603.11$515.0023.1%6.7%51.6%32.1%23.6%1.2%-0.8%175.5M-4.76B-12.4M0.4646.9422,99110,597130,054143,638
2024-11-25$603.91$520.0022.3%6.6%51.4%27.9%24.3%1.0%0.1%103.5M-4.55B-12.5M0.8251.1911,9229,753122,631138,013
2024-11-26$606.14$520.0021.8%6.4%51.4%25.2%23.4%1.0%-0.6%114.6M-4.67B-12.6M0.6051.8113,1687,918125,315141,650
2024-11-27$604.76$520.0021.5%6.4%51.4%23.8%22.4%1.0%-0.6%134.9M-4.67B-12.7M0.4352.4415,6096,725129,896143,991
2024-11-29$612.23$520.0021.4%6.3%51.0%22.9%22.7%1.0%0.0%160.7M-5.06B-12.4M0.2556.0734,2038,412130,012145,501