GS Options History — December 2024

In December 2024, GS traded between $545.07 and $603.63. ATM implied volatility averaged 24.8%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 1.2% (HV 20d: 26.1%). Max pain ranged from $490.00 to $570.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2024-12-19: Highest Volume — 40,321 contracts
  • 2024-12-18: Largest IV spike — 17.9% change
  • 2024-12-18: Highest IV Rank — 80.3%
  • 2024-12-18: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$583.17$545.07$603.63$603.63$572.37
Max Pain$508.10$490.00$570.00$565.00$500.00
ATM IV24.8%20.3%32.1%21.5%28.1%
Expected Move7.6%6.3%9.2%6.5%8.7%
HV 20d26.1%16.1%51.6%51.6%26.4%
HV 60d34.6%32.9%35.8%35.8%35.5%
IV Rank41.0%17.2%80.3%23.5%58.3%
IV Percentile63.5%17.1%98.8%34.1%91.7%
Term Structure0.9%-1.3%4.2%0.8%-0.9%
VWIV27.0%22.5%32.3%23.9%29.6%
Skew 25d1.7%0.7%3.3%0.7%2.4%
Skew 10d3.7%1.8%6.5%3.6%5.0%
Call IV 25d24.1%19.2%31.4%21.7%26.6%
Put IV 25d25.8%21.2%33.5%22.4%29.1%
Bid-Ask Spread %42.1736.3755.0147.8841.72
Gamma HHI0.070.050.130.060.06
Net GEX53.6M-13.0M120.4M87.8M60.0M
Net DEX-2.61B-3.44B-763.4M-3.44B-2.21B
Net VEX-12.6M-13.3M-12.1M-12.4M-12.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.371.561.190.37
Total Volume19,142.0959,98940,32112,9679,989
Total OI258,439.81236,014285,186244,555239,142

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$603.63$565.0021.5%6.5%51.6%23.5%23.9%0.7%0.8%87.8M-3.44B-12.4M1.1947.885,9277,040105,210139,345
2024-12-03$600.94$570.0021.2%6.4%51.1%22.1%22.5%2.0%0.6%79.5M-3.29B-12.3M0.8752.096,9666,029106,104141,810
2024-12-04$600.81$570.0020.3%6.3%50.9%17.2%22.6%1.5%1.0%81.0M-3.30B-12.1M1.5055.017,83611,757107,943144,048
2024-12-05$598.85$490.0020.7%7.1%19.6%19.5%25.3%1.0%1.2%44.3M-3.17B-12.6M0.6641.5112,4448,183110,208152,251
2024-12-06$599.13$490.0021.2%7.1%17.8%22.0%25.6%1.4%0.6%89.6M-3.22B-12.4M1.5240.7110,60616,081116,641154,196
2024-12-09$595.75$495.0022.0%7.3%17.7%26.1%25.8%1.1%3.1%48.2M-3.07B-12.4M0.7241.017,2975,235109,277146,953
2024-12-10$586.42$495.0021.9%7.3%17.0%25.9%25.9%0.8%3.5%-1.4M-2.55B-12.8M0.4339.2013,7665,956110,825149,288
2024-12-11$593.17$495.0021.6%7.3%16.6%24.4%26.3%1.0%3.9%62.7M-3.04B-12.5M0.6639.458,5125,639117,683150,884
2024-12-12$592.54$500.0022.4%7.3%16.5%28.5%25.9%1.0%4.0%48.8M-3.02B-12.5M0.4936.388,1173,998119,316152,815
2024-12-13$586.90$500.0022.9%7.4%16.4%29.9%26.1%0.8%4.2%33.6M-2.71B-12.7M1.5640.438,16612,756120,223153,287
2024-12-16$586.61$500.0025.8%7.7%16.1%45.4%27.1%1.0%-0.5%57.5M-2.79B-12.6M0.6839.8710,8167,395112,245145,898
2024-12-17$576.53$500.0027.3%7.9%16.8%53.6%28.1%0.9%-0.7%22.2M-2.31B-12.7M0.4736.3712,9636,029115,793149,200
2024-12-18$545.07$500.0032.1%9.2%25.7%80.3%32.3%2.2%-1.3%-13.0M-763.4M-12.9M0.4539.6426,20511,677122,485150,425
2024-12-19$555.80$500.0030.9%8.9%26.9%73.3%31.1%3.3%-1.0%-10.3M-1.25B-13.1M0.8541.2421,78818,533128,361150,895
2024-12-20$568.69$500.0028.2%8.2%26.2%59.0%28.1%3.0%-0.9%-11.3M-2.11B-13.3M0.7640.9919,10014,442132,122153,064
2024-12-23$570.91$500.0026.9%7.9%26.1%51.6%28.2%2.6%-0.1%54.4M-2.19B-12.8M0.9041.397,1306,413111,134129,367
2024-12-24$581.46$500.0026.1%7.6%27.1%46.9%27.0%1.9%-0.4%110.7M-2.78B-12.7M0.8041.136,1034,865114,059130,105
2024-12-26$581.33$500.0026.2%7.8%27.0%47.6%27.4%2.0%1.7%120.4M-2.77B-12.5M0.7144.108,9826,339115,314131,533
2024-12-27$574.65$500.0026.9%8.1%27.2%51.6%28.8%2.2%-0.2%90.8M-2.37B-12.6M0.7542.9210,3587,807118,297133,476
2024-12-30$575.01$500.0027.4%8.5%26.7%54.5%30.1%2.3%0.2%69.7M-2.37B-12.2M0.7342.487,3765,363107,555128,459
2024-12-31$572.37$500.0028.1%8.7%26.4%58.3%29.6%2.4%-0.9%60.0M-2.21B-12.5M0.3741.727,3142,675108,971130,171