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GS - Goldman Sachs Group
Implied Volatility Analysis

Implied Volatility:
24.4%
Put/Call-Ratio:
1.22

Goldman Sachs Group has an Implied Volatility (IV) of 24.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GS is 7 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for GS is -1.77 standard deviations away from its 1 year mean.

Market Cap$130.80B
Dividend Yield2.19% ($8.44)
Next Earnings Date1/17/2023 (50d)
Next Dividend Date11/30/2022 (2d) !
Implied Volatility (IV) 30d
24.42
Implied Volatility Rank (IVR) 1y
6.81
Implied Volatility Percentile (IVP) 1y
2.78
Historical Volatility (HV) 30d
18.38
IV / HV
1.33
Open Interest
383.36K
Option Volume
21.29K
Put/Call Ratio (Volume)
1.22

Data was calculated after the 11/25/2022 closing.

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