The Goldman Sachs Group, Inc. (GS)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 21:04 UTC · Figures derived from the full chain (6,378 contracts, 19 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±6.8% (range 815.95–935.55) by Nov 20, 2026. ATM straddle: 59.80 @ strike 875 · ATM IV: 28.7%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 788.18 | -10% | 88.4% | 11.6% |
| 831.96 | -5% | 71.2% | 28.8% |
| 875.75 | +0% | 48.3% | 51.7% |
| 919.54 | +5% | 26.9% | 73.1% |
| 963.33 | +10% | 12.2% | 87.8% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±2.8% | 33.5% | 19.5K |
| Oct 30, 2026 | 11 | ±4.3% | 30.5% | 12.6K |
| Nov 06, 2026 | 18 | ±5.5% | 30.8% | 5,700 |
| Nov 13, 2026 | 25 | ±6.4% | 30.4% | 3,086 |
| Nov 20, 2026 | 32 | ±6.8% | 28.7% | 41.5K |
| Nov 27, 2026 | 39 | ±7.6% | 29.0% | 1,864 |
| Dec 18, 2026 | 60 | ±9.5% | 29.1% | 62.0K |
| Jan 15, 2027 | 88 | ±11.6% | 29.6% | 85.9K |
| Mar 19, 2027 | 151 | ±15.6% | 30.4% | 30.0K |
| Apr 16, 2027 | 179 | ±17.2% | 31.0% | 5,968 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 1,000 C · 4,694800 P · 3,255900 P · 2,752920 C · 2,3631,100 C · 2,307
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 38.7% of the time.
Past earnings reactions
Avg |reaction| 3.7% · median 2.7% (21 reports). Two-session close-to-close window; definition
About The Goldman Sachs Group, Inc.
The Goldman Sachs Group, Inc. (GS) operates as a prominent global financial services firm, offering an extensive array of services to corporations, financial institutions, governmental bodies, and individuals worldwide. The company's operations are organized into four primary divisions: Investment Banking, Global Markets, Asset Management, and Consumer & Wealth Management. The Investment Banking segment furnishes strategic advisory services covering intricate transactions such as mergers, acquisitions, divestitures, corporate defense strategies, restructurings, and spin-offs. It also extends various lending facilities, including middle-market, relationship, and acquisition financing, in addition to transaction banking services. This division further specializes in underwriting, assisting clients with equity offerings for common, preferred, and convertible securities, as well as debt offerings encompassing investment-grade, high-yield, bank/bridge loans, and emerging market debt instruments, alongside the creation of structured securities. Within its Global Markets division, Goldman Sachs engages in client execution activities for both cash and derivative instruments, provides solut
Financial Services · Financial - Capital Markets · NYSE · Profile: Financial Modeling Prep
GS news
All news →Micron and other chip stocks spring back to life after bruising selloff
It’s a key week for tech stocks as Nvidia gears up for a European conference and Meta prepares to report earnings.
MarketWatch · 21:06 UTC ↗Google says it can build data centers the right way. Some experts and residents are skeptical
Google says its Minnesota AI data center will add clean energy to the grid and protect ratepayers. Experts question whether grid upgrades…
CNBC · 21:05 UTC ↗Why a former Intel skeptic is giving up his negative call on the stock after four years
Intel’s manufacturing and chip design have improved, according to a J.P. Morgan analyst.
MarketWatch · 21:00 UTC ↗Why the midterm elections are likely to become a strong tailwind for the stock market
The six months subsequent to midterm elections have seen strong gains, historically
MarketWatch · 21:00 UTC ↗Retiring abroad? Don’t cut these financial ties to the U.S.
Think carefully about your Social Security, Medicare, credit cards and bank accounts before picking your new home overseas.
MarketWatch · 20:33 UTC ↗Related securities · Financial Services
SOFI · IV 59.4%HOOD · IV 66.9%MARA · IV 93.4%BAC · IV 24.0%COIN · IV 69.6%JPM · IV 22.2%