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GS - Goldman Sachs Group
Implied Volatility Analysis

Implied Volatility:
37.4%
Put/Call-Ratio:
0.91

Goldman Sachs Group has an Implied Volatility (IV) of 37.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GS is 66 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for GS is 1.23 standard deviations away from its 1 year mean.

Market Cap$102.01B
Dividend Yield2.68% ($7.97)
Next Earnings Date7/13/2022 (11d) !
Implied Volatility (IV) 30d
37.36
Implied Volatility Rank (IVR) 1y
65.51
Implied Volatility Percentile (IVP) 1y
85.44
Historical Volatility (HV) 30d
36.14
IV / HV
1.03
Open Interest
275.06K
Option Volume
16.30K
Put/Call Ratio (Volume)
0.91

Data was calculated after the 7/1/2022 closing.

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