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Goldman Sachs Group Inc GS

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:32:41.141Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:17:50.360958858Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:32:40.360366+00:00

Share price$890.07
1D+1.4%
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$1.25$5.78$10.31$14.85$19.38$855.55$870.69$885.82$900.96$916.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $890.07OPTION PRICELive GS spot · $890.07GS PRICE$1.89$2.53$3.22$3.99$4.68$5.39$6.72$7.91$9.49$10.63$12.66$16.14$18.07$1.74$2.29$2.77$3.42$4.15$4.84$5.52$6.43$7.63$9.15$10.69$11.65$15.17
PutsCheap0.53×
CallsCheap0.86×
SkewBullish-6.43 pp
Implied moveBullish±$12.24
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ904.8136.6%1.9%877.3733.2%1.6%
25Δ901.9736.7%1.6%880.0932.6%1.4%
30Δ899.3136.5%1.4%882.7331.0%1.1%
35Δ896.9736.8%1.2%884.7530.9%1.0%
40Δ894.5635.6%1.0%886.6330.9%0.9%
45Δ892.3234.4%0.9%888.4730.3%0.7%
50Δ890.3136.5%0.8%890.2729.4%0.6%
55Δ888.1736.9%0.7%891.9929.3%0.5%
60Δ885.8138.2%0.6%893.8529.9%0.4%
65Δ883.7037.3%0.5%895.9431.1%0.4%
70Δ880.9538.5%0.4%898.0531.7%0.3%
75Δ877.0042.5%0.3%899.7430.0%0.2%
80Δ874.2040.9%0.2%903.5933.5%0.2%

20Δ

Calls
Pseudo strike
904.81
IV
36.6%
B/E move
1.9%
Puts
Pseudo strike
877.37
IV
33.2%
B/E move
1.6%

25Δ

Calls
Pseudo strike
901.97
IV
36.7%
B/E move
1.6%
Puts
Pseudo strike
880.09
IV
32.6%
B/E move
1.4%

30Δ

Calls
Pseudo strike
899.31
IV
36.5%
B/E move
1.4%
Puts
Pseudo strike
882.73
IV
31.0%
B/E move
1.1%

35Δ

Calls
Pseudo strike
896.97
IV
36.8%
B/E move
1.2%
Puts
Pseudo strike
884.75
IV
30.9%
B/E move
1.0%

40Δ

Calls
Pseudo strike
894.56
IV
35.6%
B/E move
1.0%
Puts
Pseudo strike
886.63
IV
30.9%
B/E move
0.9%

45Δ

Calls
Pseudo strike
892.32
IV
34.4%
B/E move
0.9%
Puts
Pseudo strike
888.47
IV
30.3%
B/E move
0.7%

50Δ

Calls
Pseudo strike
890.31
IV
36.5%
B/E move
0.8%
Puts
Pseudo strike
890.27
IV
29.4%
B/E move
0.6%

55Δ

Calls
Pseudo strike
888.17
IV
36.9%
B/E move
0.7%
Puts
Pseudo strike
891.99
IV
29.3%
B/E move
0.5%

60Δ

Calls
Pseudo strike
885.81
IV
38.2%
B/E move
0.6%
Puts
Pseudo strike
893.85
IV
29.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
883.70
IV
37.3%
B/E move
0.5%
Puts
Pseudo strike
895.94
IV
31.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
880.95
IV
38.5%
B/E move
0.4%
Puts
Pseudo strike
898.05
IV
31.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
877.00
IV
42.5%
B/E move
0.3%
Puts
Pseudo strike
899.74
IV
30.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
874.20
IV
40.9%
B/E move
0.2%
Puts
Pseudo strike
903.59
IV
33.5%
B/E move
0.2%