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.29.1%
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.16.8%
HV6027.4%
Diferencial IV − HV20
+12.3pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
25
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.
29/60 días registrados
Cboe delayed options data · a fecha de 21:56 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 | 33.5% | +1.4pt | ±2.8% |
| Oct 30, 2026 | 11 | 30.5% | +2.5pt | ±4.3% |
| Nov 06, 2026 | 18 | 30.8% | +3.6pt | ±5.5% |
| Nov 13, 2026 | 25 | 30.4% | +3.1pt | ±6.4% |
| Nov 20, 2026 | 32 | 28.7% | +2.8pt | ±6.8% |
| Nov 27, 2026 | 39 | 29.0% | +2.2pt | ±7.6% |
| Dec 18, 2026 | 60 | 29.1% | +2.2pt | ±9.5% |
| Jan 15, 2027 | 88 | 29.6% | +3.2pt | ±11.6% |
| Mar 19, 2027 | 151 | 30.4% | +2.6pt | ±15.6% |
| Apr 16, 2027 | 179 | 31.0% | +2.7pt | ±17.2% |
| Jun 17, 2027 | 241 | 31.3% | +2.4pt | ±20.1% |
| Aug 20, 2027 | 305 | 31.4% | +2.2pt | ±22.7% |
| Sep 17, 2027 | 333 | 31.7% | +2.0pt | ±23.7% |
| Jan 21, 2028 | 459 | 32.7% | +2.0pt | ±28.3% |
| Mar 17, 2028 | 515 | 32.3% | +2.0pt | ±29.5% |
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