GOLDMAN SACHS: Here's how to make a killing in the market this September

Earnings season may be winding down, but there's still a proven way to make money trading individual stocks over the next several weeks.

Investors should be keying in on analyst days, which occur frequently in the month of September and offer untapped potential, says Goldman Sachs.

Held once a year, they give investors and analysts an opportunity to interact with corporate executives. High-ranking company officials do deep dives on their respective businesses, and attendees are usually given the opportunity to ask questions face-to-face.

A strategy that involves buying call options - or contracts betting a stock will rise - around a company's analyst day has returned an average of more than 20% over the past 15 years, according to data from Goldman, which looked at 6,300 instances. Their study involved buying calls five days before an analyst day, then exiting the position one day after.

"Analyst days have been nearly as stock-moving as earnings for this group, and more than 2x as stock-moving as an average trading day," Katherine Fogertey and the Goldman derivatives team wrote in a client note. "We think the options market is missing many of these historically important catalysts."

Goldman went even further and identified six top opportunities. Here's a list of them, ordered by the cost of a call on the stock, relative to its underlying price:

Traders that choose to perform this options strategy may also be encouraged by volatility that's been creeping back into the stock market. Locked close to record lows in recent months, the CBOE Volatility Index - or VIX - has shown signs of life lately.

The so-called fear gauge has traded at an average level of 12.2 this month, compared to just 10.4 across June and July. It rose 7.1% to close at 12.16 on Tuesday.

Get the latest Goldman Sachs stock price here.