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GS

Goldman Sachs Group, Inc. (The)Close $949.49EOD only

Max Pain

$965.00

Next expiry Sep 25, 2026

Expected Move

±$21.35

2.3% from close

Price Gap

+15.51

Distance to max pain

IV Rank

Low premium

P/C OI

1.02

Balanced positioning

Consensus

4.0/10

Range bias

Published snapshot: Sep 22, 2026 close

End-of-day snapshot

This page reflects GS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Sep 22, 2026 close

GS Theta Report

Analysis based on market close June 24, 2026

Directional Theta Gang Flow Earnings Consensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from June 24, 2026. A newer theta report is available for June 26, 2026.

View latest report

Theta Verdict

Confidence:

6 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +0.5 VIX 19

IV Environment

IV Regime

Normal

IV vs VIX

Avg IV 40.1% >> VIX 18.6% — premium rich.

Favorable?

Yes

Term structure: Near-term (2-8d) IV elevated; backwardation in front month.

📈Elevated IV provides premium opportunity but pinning risk high.

💹Term structure backwardated; front-week puts 93% IV.

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+8.3M)

Gamma flip: ~$925.00 — Approx — based on put OI concentration of 2,735 (14.1% below spot)

OI concentrations: Call wall $1150-$1440; put floor $700-$925. Put OI 14.1% below spot.

Verdict: Gamma pinning regime: price gravitates toward max pain ($1048-$1060). Watch gamma flip at $925. Assignment risk elevated near max pain zone.

Premium Opportunities

Risk Alerts

!Gamma flip at $925 if spot declines sharply.

!Near-term put IV 93% — tail risk priced in; avoid naked short puts.

!Assignment risk near max pain $1048-$1060 for expiring credit spreads.

How to Use These Reports

This theta reflects the market close on June 24, 2026.

What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.