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Goldman Sachs Group Inc GS

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:02:10.866Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:15.998599094Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:02:10.044636+00:00

Share price$891.25
1D+1.5%
AH$859$868$876$885$8945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGS
Sold putSold callAH

Goldman Sachs Group Inc options

Live interpolated GS call and put midpoint premiums by absolute delta.Goldman Sachs Group Inc$1.31$5.82$10.33$14.85$19.36$855.40$870.93$886.46$901.99$917.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $891.25OPTION PRICELive GS spot · $891.25GS PRICE$1.80$2.40$3.01$3.77$4.42$5.02$5.98$7.18$8.24$9.85$10.66$12.34$15.72$1.84$2.40$2.98$3.70$4.51$5.22$6.16$7.38$8.97$10.70$12.15$15.69$18.06
PutsCheap0.60×
CallsCheap0.77×
SkewBearish+1.35 pp
Implied moveBalanced±$12.14
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ905.2434.7%1.8%877.8734.9%1.7%
25Δ902.5334.8%1.5%880.7534.2%1.4%
30Δ899.9034.2%1.3%883.3833.2%1.2%
35Δ897.7334.6%1.1%885.5133.3%1.1%
40Δ895.4833.5%1.0%887.5233.6%0.9%
45Δ893.3932.0%0.8%889.5532.6%0.8%
50Δ891.4332.3%0.7%891.4832.6%0.7%
55Δ889.5233.4%0.6%893.4833.5%0.6%
60Δ887.5633.2%0.5%895.7035.1%0.5%
65Δ885.3134.4%0.4%898.0736.4%0.4%
70Δ883.6432.4%0.3%900.3535.9%0.3%
75Δ881.2732.4%0.3%904.2840.1%0.3%
80Δ877.4935.5%0.2%907.3539.9%0.2%

20Δ

Calls
Pseudo strike
905.24
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
877.87
IV
34.9%
B/E move
1.7%

25Δ

Calls
Pseudo strike
902.53
IV
34.8%
B/E move
1.5%
Puts
Pseudo strike
880.75
IV
34.2%
B/E move
1.4%

30Δ

Calls
Pseudo strike
899.90
IV
34.2%
B/E move
1.3%
Puts
Pseudo strike
883.38
IV
33.2%
B/E move
1.2%

35Δ

Calls
Pseudo strike
897.73
IV
34.6%
B/E move
1.1%
Puts
Pseudo strike
885.51
IV
33.3%
B/E move
1.1%

40Δ

Calls
Pseudo strike
895.48
IV
33.5%
B/E move
1.0%
Puts
Pseudo strike
887.52
IV
33.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
893.39
IV
32.0%
B/E move
0.8%
Puts
Pseudo strike
889.55
IV
32.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
891.43
IV
32.3%
B/E move
0.7%
Puts
Pseudo strike
891.48
IV
32.6%
B/E move
0.7%

55Δ

Calls
Pseudo strike
889.52
IV
33.4%
B/E move
0.6%
Puts
Pseudo strike
893.48
IV
33.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
887.56
IV
33.2%
B/E move
0.5%
Puts
Pseudo strike
895.70
IV
35.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
885.31
IV
34.4%
B/E move
0.4%
Puts
Pseudo strike
898.07
IV
36.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
883.64
IV
32.4%
B/E move
0.3%
Puts
Pseudo strike
900.35
IV
35.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
881.27
IV
32.4%
B/E move
0.3%
Puts
Pseudo strike
904.28
IV
40.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
877.49
IV
35.5%
B/E move
0.2%
Puts
Pseudo strike
907.35
IV
39.9%
B/E move
0.2%