GS Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $903.01 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.80

209k P / 261k C

Put/Call (Volume)

0.87

12k P / 14k C that session

30d ATM IV

34%

annualized implied move

Call wall

$1,660

9k contracts

Put wall

$800

8k contracts

Tail hedging

0.6×

deep-OTM puts vs calls

What the positioning says

●Call wall at $1,660 (9k contracts), 84% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $800 (8k contracts), 11% below spot — the hedge floor; often acts as support.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-30. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	9k	9k	1.02	6k
2026-10-16	22k	21k	0.95	4k
2026-10-23	3k	3k	0.99	801
2026-10-30	3k	3k	0.98	557
2026-11-06	403	650	1.61	143
2026-11-13	18	23	1.28	77
2026-11-20	15k	17k	1.13	2k
2026-12-18	28k	28k	1.02	1k
2027-01-15	37k	44k	1.19	882
2027-03-19	14k	13k	0.96	628
2027-04-16	2k	2k	1.06	405
2027-06-17	29k	20k	0.71	270
2027-08-20	353	622	1.76	23
2027-09-17	210	1k	5.36	88
2028-01-21	20k	15k	0.75	76
2028-03-17	11k	4k	0.33	28
2028-06-16	16k	5k	0.32	39
2028-09-15	14k	3k	0.24	5
2028-12-15	25k	7k	0.28	175
2029-01-19	1k	985	0.74	236

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.