IntraAlpha
Create free account Start free

Goldman Sachs Group Inc GS

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-20T06:05:33.594Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:36:40.942188881Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T06:05:32.819620+00:00

Share price$874.06
1D-0.8%
AH$872$876$880$884$8885:30 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$6.19$25.18$44.17$63.16$82.15$768.56$823.76$878.96$934.17$989.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GS spot · $874.06GS PRICE$8.25$10.81$14.13$16.69$20.87$25.14$29.37$35.00$40.95$47.62$55.48$65.50$76.68$9.56$12.53$15.36$18.43$22.06$26.45$30.87$35.35$42.51$48.78$56.40$64.96$75.60
PutsCheap0.90×
CallsExpensive1.09×
SkewBullish-1.82 pp
Implied moveBearish±$60.25
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ948.1130.2%9.4%814.1032.1%8.0%
25Δ933.2229.7%8.0%827.8231.5%6.7%
30Δ922.4930.5%7.2%840.6430.2%5.6%
35Δ909.3829.1%6.0%851.7029.3%4.7%
40Δ900.2330.2%5.4%861.5028.9%4.0%
45Δ890.4230.7%4.7%870.8029.1%3.4%
50Δ880.4530.5%4.1%880.0728.8%2.8%
55Δ870.5831.3%3.6%889.1028.3%2.3%
60Δ860.3231.8%3.1%899.3429.2%2.0%
65Δ849.5932.2%2.6%909.2329.0%1.6%
70Δ838.0432.7%2.2%920.0429.0%1.2%
75Δ824.7533.7%1.9%931.5728.9%0.9%
80Δ810.3034.3%1.5%944.8829.0%0.5%

20Δ

Calls
Pseudo strike
948.11
IV
30.2%
B/E move
9.4%
Puts
Pseudo strike
814.10
IV
32.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
933.22
IV
29.7%
B/E move
8.0%
Puts
Pseudo strike
827.82
IV
31.5%
B/E move
6.7%

30Δ

Calls
Pseudo strike
922.49
IV
30.5%
B/E move
7.2%
Puts
Pseudo strike
840.64
IV
30.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
909.38
IV
29.1%
B/E move
6.0%
Puts
Pseudo strike
851.70
IV
29.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
900.23
IV
30.2%
B/E move
5.4%
Puts
Pseudo strike
861.50
IV
28.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
890.42
IV
30.7%
B/E move
4.7%
Puts
Pseudo strike
870.80
IV
29.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
880.45
IV
30.5%
B/E move
4.1%
Puts
Pseudo strike
880.07
IV
28.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
870.58
IV
31.3%
B/E move
3.6%
Puts
Pseudo strike
889.10
IV
28.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
860.32
IV
31.8%
B/E move
3.1%
Puts
Pseudo strike
899.34
IV
29.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
849.59
IV
32.2%
B/E move
2.6%
Puts
Pseudo strike
909.23
IV
29.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
838.04
IV
32.7%
B/E move
2.2%
Puts
Pseudo strike
920.04
IV
29.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
824.75
IV
33.7%
B/E move
1.9%
Puts
Pseudo strike
931.57
IV
28.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
810.30
IV
34.3%
B/E move
1.5%
Puts
Pseudo strike
944.88
IV
29.0%
B/E move
0.5%

Options history

GS29.1529.1829.212026-10-19T19:49:53.626000+00:00: 29.18%Oct 19Oct 19
Table
ObservationIVSkewImplied move
29.18%1.78 pp6.89%