GS volatilite 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.30.5%
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.16.8%
HV6027.4%
IV − HV20 farkı
+13.7pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 kaydedilen gün
Cboe delayed options data · itibarıyla 20:03 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 35.6% | +1.1pt | ±2.6% |
| Oct 30, 2026 | 10 | 31.9% | +2.5pt | ±4.2% |
| Nov 06, 2026 | 17 | 32.1% | +1.9pt | ±5.6% |
| Nov 13, 2026 | 24 | 31.6% | +2.9pt | ±6.5% |
| Nov 20, 2026 | 31 | 30.3% | +2.5pt | ±7.1% |
| Nov 27, 2026 | 38 | 29.5% | +1.8pt | ±7.6% |
| Dec 18, 2026 | 59 | 29.5% | +1.8pt | ±9.5% |
| Jan 15, 2027 | 87 | 29.8% | +2.8pt | ±11.7% |
| Feb 19, 2027 | 122 | 30.2% | +1.5pt | ±14.0% |
| Mar 19, 2027 | 150 | 30.6% | +2.5pt | ±15.6% |
| Apr 16, 2027 | 178 | 31.1% | +2.2pt | ±17.2% |
| Jun 17, 2027 | 240 | 31.5% | +2.3pt | ±20.1% |
| Aug 20, 2027 | 304 | 31.5% | +2.2pt | ±22.7% |
| Sep 17, 2027 | 332 | 31.9% | +2.3pt | ±23.8% |
| Jan 21, 2028 | 458 | 32.6% | +2.3pt | ±28.3% |
| Mar 17, 2028 | 514 | 32.4% | +2.2pt | ±29.6% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20