GSGoldman Sachs Group Inc.
Options Analysis Report•SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
Market Cap $285.9B|NYSE
● 2026-05-15$968.96
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +57.3%YTD +6.0%7D +3.5%
Options Vol
54,406
30D
Implied Move
±8.5%
IV Rank
40%
GS Options Overview
Mixed signals. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
5.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 36.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.32x — IV premium over HV
Sector Relative≤50%
Sector percentile 60% — above sector median
Term Structure
<1.1xFront/Back 0.97x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 31.3% — normal range
Spread-Adjusted Value
<80%Effective IV 46.9% (ATM 31.3% + spread 7.8% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 12.99% (spread 7.80% + slippage 5.19%) — high friction
Vega Efficiency
≥5.0Vega efficiency 730.88 (vega 570.083 / spread 7.80%) — efficient
Sentiment
Bullish or bearish?
6.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +8%, Raw: +7%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +8% (neutral) — Raw: +7%
OI Skew Magnitude
≥15%|OI skew| 9.7% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +34.4%, OI skew +9.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 41%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -8%, ATM: +2%, OTM: +9% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 49% — neutral vs sector
Activity
Unusual activity?
5.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.4x avg — normal
Turnover Rate
≥15%Vol/OI 12.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +13.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 90% — very active vs sector
Trade Quality
≥30%Large trade volume 8% — mostly retail
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction +8 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 7.8% — wide
Adequate OI
≥10,000OI 444,241 — deep
Active Volume
≥500Volume 54,406/day — active
Reasonable Cost
≤$0.50$0.39 to cross — cheap
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 62% — wider than sector
Order Book Depth
≥100 contractsDepth 108.0 contracts (bid:52.3 ask:55.7) — adequate
Execution Quality
<1.0%Avg slippage 5.19% — poor
Timing
Is now a good time?
7.2
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -3.2% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 37% — neutral
Event Detection
≥10pts kinkIV kink 0.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 4443.36 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +8% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 38 (ITM 20% + inst 8%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls6.2
bullishIV fair, bullish flow
Long Puts4.9
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.