GSGoldman Sachs Group Inc.
Options Analysis Report•SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
Market Cap $273.1B|NYSE
● 2026-04-17$925.95
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +84.7%YTD +1.3%7D +2.0%
Options Vol
44,603
30D
Implied Move
±9.1%
IV Rank
49%
GS Options Overview
unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 34.8% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.07x — IV premium over HV
Sector Relative≤50%
Sector percentile 51% — above sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 32.0% — normal range
Spread-Adjusted Value
<80%Effective IV 46.2% (ATM 32.0% + spread 7.1% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 13.25% (spread 7.11% + slippage 6.14%) — high friction
Vega Efficiency
≥5.0Vega efficiency 101.87 (vega 72.431 / spread 7.11%) — efficient
Sentiment
Bullish or bearish?
6.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: -1%, Raw: -2%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -1% (neutral) — Raw: -2%
OI Skew Magnitude
≥15%|OI skew| 8.6% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +23.6%, OI skew +8.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 26%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +5%, ATM: -1%, OTM: -2% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 39% — bullish vs sector
Activity
Unusual activity?
4.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.1x avg — normal
Turnover Rate
≥15%Vol/OI 9.6% — 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 +15.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 81% — very active vs sector
Trade Quality
≥30%Large trade volume 3% — mostly retail
Execution Urgency
≥60%Aggressive execution 17% — patient
Flow Conviction
≥30Conviction -1 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 7.1% — wide
Adequate OI
≥10,000OI 466,609 — deep
Active Volume
≥500Volume 44,603/day — active
Reasonable Cost
≤$0.50$0.36 to cross — cheap
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 53% — neutral vs sector
Order Book Depth
≥100 contractsDepth 122.2 contracts (bid:53.2 ask:69.0) — adequate
Execution Quality
<1.0%Avg slippage 6.14% — poor
Timing
Is now a good time?
6.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -2.5% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 35% — neutral
Event Detection
≥10pts kinkIV kink -0.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 88.59 — 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 -1% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 33 (ITM 20% + inst 3%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls6.4
bullishIV cheap, bullish flow
Long Puts5.5
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV too cheap, bullish flow
Covered Call4.3
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.