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Goldman Sachs Group Inc. GS

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-07T03:24:35.273Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:58:25.942427855Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T03:17:36.731092+00:00

Share price$868.56
1D-0.4%
AH$863$869$874$880$8865:30 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.$3.00$16.21$29.43$42.65$55.87$778.92$824.46$870.00$915.54$961.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GS spot · $868.56GS PRICE$4.42$5.98$7.84$9.77$11.71$14.17$16.67$19.70$22.89$26.42$30.81$35.43$40.20$6.39$8.46$10.51$12.65$15.17$17.99$20.95$24.13$27.65$31.92$36.90$43.63$52.06
PutsCheap0.70×
CallsCheap0.73×
SkewBearish+7.01 pp
Implied moveBearish±$37.62
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ905.0033.7%4.7%825.3846.1%5.7%
25Δ898.3534.1%4.1%834.5745.7%4.9%
30Δ892.7135.1%3.7%843.1744.4%4.1%
35Δ886.8435.4%3.2%850.9243.2%3.5%
40Δ881.0235.1%2.8%857.7542.7%3.0%
45Δ875.7135.7%2.5%864.3042.5%2.6%
50Δ870.2835.8%2.1%870.6842.1%2.2%
55Δ864.8236.4%1.8%876.9741.5%1.8%
60Δ859.2336.5%1.6%883.2441.0%1.5%
65Δ853.4536.6%1.3%889.8841.0%1.2%
70Δ847.1537.2%1.1%896.9941.1%1.0%
75Δ840.6237.2%0.9%905.5442.0%0.8%
80Δ834.0136.5%0.7%915.6743.1%0.6%

20Δ

Calls
Pseudo strike
905.00
IV
33.7%
B/E move
4.7%
Puts
Pseudo strike
825.38
IV
46.1%
B/E move
5.7%

25Δ

Calls
Pseudo strike
898.35
IV
34.1%
B/E move
4.1%
Puts
Pseudo strike
834.57
IV
45.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
892.71
IV
35.1%
B/E move
3.7%
Puts
Pseudo strike
843.17
IV
44.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
886.84
IV
35.4%
B/E move
3.2%
Puts
Pseudo strike
850.92
IV
43.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
881.02
IV
35.1%
B/E move
2.8%
Puts
Pseudo strike
857.75
IV
42.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
875.71
IV
35.7%
B/E move
2.5%
Puts
Pseudo strike
864.30
IV
42.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
870.28
IV
35.8%
B/E move
2.1%
Puts
Pseudo strike
870.68
IV
42.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
864.82
IV
36.4%
B/E move
1.8%
Puts
Pseudo strike
876.97
IV
41.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
859.23
IV
36.5%
B/E move
1.6%
Puts
Pseudo strike
883.24
IV
41.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
853.45
IV
36.6%
B/E move
1.3%
Puts
Pseudo strike
889.88
IV
41.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
847.15
IV
37.2%
B/E move
1.1%
Puts
Pseudo strike
896.99
IV
41.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
840.62
IV
37.2%
B/E move
0.9%
Puts
Pseudo strike
905.54
IV
42.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
834.01
IV
36.5%
B/E move
0.7%
Puts
Pseudo strike
915.67
IV
43.1%
B/E move
0.6%

Options history

IV · four-Friday blend33.78%
Daily close
GS26.1%32.8%39.5%2026-08-10: 32.51%2026-08-11: 32.56%2026-08-12: 30.58%2026-08-13: 29.59%2026-08-14: 27.05%2026-08-17: 31.91%2026-08-18: 30.50%2026-08-19: 32.08%2026-08-20: 30.96%2026-08-21: 31.11%2026-08-24: 31.66%2026-08-25: 31.00%2026-08-26: 31.70%2026-08-27: 29.19%2026-08-28: 27.48%2026-08-31: 28.57%2026-09-01: 31.46%2026-09-02: 31.12%2026-09-03: 30.39%2026-09-04: 29.69%2026-09-08: 34.06%2026-09-09: 34.57%2026-09-10: 35.05%2026-09-11: 31.83%2026-09-14: 35.01%2026-09-15: 35.89%2026-09-16: 35.05%2026-09-17: 31.70%2026-09-18: 30.49%2026-09-21: 32.31%2026-09-22: 31.86%2026-09-23: 32.51%2026-09-24: 32.90%2026-09-25: 32.33%2026-09-28: 35.51%2026-09-29: 33.89%2026-09-30: 35.02%2026-10-01: 35.43%2026-10-02: 33.65%2026-10-05: 33.75%2026-10-06: 34.17%2026-10-07: 33.13%2026-10-08: 34.97%2026-10-09: 36.67%2026-10-12: 38.57%2026-10-13: 33.23%2026-10-14: 33.98%2026-10-15: 30.80%2026-10-16: 31.60%2026-10-19: 31.42%2026-10-20: 32.14%2026-10-21: 32.08%2026-10-22: 37.70%2026-10-23: 32.74%2026-10-26: 34.05%2026-10-27: 32.53%2026-10-28: 32.52%2026-10-29: 31.02%2026-10-30: 33.78%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
32.51%
32.56%
30.58%
29.59%
27.05%
31.91%
30.50%
32.08%
30.96%
31.11%
31.66%
31.00%
31.70%
29.19%
27.48%
28.57%
31.46%
31.12%
30.39%
29.69%
34.06%
34.57%
35.05%
31.83%
35.01%
35.89%
35.05%
31.70%
30.49%
32.31%
31.86%
32.51%
32.90%
32.33%
35.51%
33.89%
35.02%
35.43%
33.65%
33.75%
34.17%
33.13%
34.97%
36.67%
38.57%
33.23%
33.98%
30.80%
31.60%
31.42%
32.14%
32.08%
37.70%
32.74%
34.05%
32.53%
32.52%
31.02%
33.78%