GS volatilidad The Goldman Sachs Group, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.31.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.18.6%
HV6027.5%
Diferencial IV − HV20
+12.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
29
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 días registrados
Cboe delayed options data · a fecha de 14:03 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 37.4% | +2.2pt | ±3.2% |
| Oct 30, 2026 | 11 | 32.7% | +0.6pt | ±4.6% |
| Nov 06, 2026 | 18 | 32.4% | +0.8pt | ±5.8% |
| Nov 13, 2026 | 25 | 31.7% | +1.4pt | ±6.7% |
| Nov 20, 2026 | 32 | 31.4% | +1.0pt | ±7.5% |
| Nov 27, 2026 | 39 | 30.3% | +1.6pt | ±8.0% |
| Dec 18, 2026 | 60 | 30.3% | +1.0pt | ±9.9% |
| Jan 15, 2027 | 88 | 30.2% | +1.6pt | ±11.9% |
| Mar 19, 2027 | 151 | 30.7% | +2.3pt | ±15.7% |
| Apr 16, 2027 | 179 | 31.3% | +2.4pt | ±17.4% |
| Jun 17, 2027 | 241 | 31.5% | +2.0pt | ±20.2% |
| Aug 20, 2027 | 305 | 31.7% | +1.9pt | ±22.9% |
| Sep 17, 2027 | 333 | 31.8% | +1.6pt | ±23.8% |
| Jan 21, 2028 | 459 | 32.5% | +1.6pt | ±28.1% |
| Mar 17, 2028 | 515 | 32.5% | +1.5pt | ±29.7% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20