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Goldman Sachs Group Inc. GS

i

Market datapartial · fetched 2026-11-05T22:13:42.991Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:56:46.859474115Z

FundamentalsAlpha Vantage · unavailable

Share price$868.10
1D-7.4%
AH$848$873$897$921$9455:30 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.$0.00$0.27$0.54$0.81$1.08$-0.87$-0.18$0.50$1.18$1.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.78%
Daily close
GS26.1%32.8%39.5%2026-08-07: 31.43%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 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
31.43%
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%