GS volatilitas 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.28.9%
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%
Selisih IV − HV20
+12.1pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
24
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 06:37 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 33.5% | +1.4pt | ±2.8% |
| Oct 30, 2026 | 10 | 30.5% | +2.5pt | ±4.3% |
| Nov 06, 2026 | 17 | 30.8% | +3.6pt | ±5.5% |
| Nov 13, 2026 | 24 | 30.4% | +3.1pt | ±6.4% |
| Nov 20, 2026 | 31 | 28.7% | +2.8pt | ±6.8% |
| Nov 27, 2026 | 38 | 29.0% | +2.2pt | ±7.6% |
| Dec 18, 2026 | 59 | 29.1% | +2.2pt | ±9.5% |
| Jan 15, 2027 | 87 | 29.6% | +3.2pt | ±11.6% |
| Mar 19, 2027 | 150 | 30.4% | +2.6pt | ±15.6% |
| Apr 16, 2027 | 178 | 31.0% | +2.7pt | ±17.2% |
| Jun 17, 2027 | 240 | 31.3% | +2.4pt | ±20.1% |
| Aug 20, 2027 | 304 | 31.6% | +2.2pt | ±22.8% |
| Sep 17, 2027 | 332 | 31.7% | +2.0pt | ±23.7% |
| Jan 21, 2028 | 458 | 32.7% | +2.0pt | ±28.3% |
| Mar 17, 2028 | 514 | 32.3% | +2.0pt | ±29.5% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20