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GS - Goldman Sachs Group
Implied Volatility Analysis

Implied Volatility:
44.1%
Put/Call-Ratio:
1.53

Goldman Sachs Group has an Implied Volatility (IV) of 44.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GS is 92 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for GS is 2.17 standard deviations away from its 1 year mean.

Market Cap$119.78B
Dividend Yield2.63% ($9.41)
Next Earnings Date4/13/2023 (24d)
Implied Volatility (IV) 30d
44.08
Implied Volatility Rank (IVR) 1y
91.66
Implied Volatility Percentile (IVP) 1y
97.46
Historical Volatility (HV) 30d
31.95
IV / HV
1.38
Open Interest
383.05K
Option Volume
65.90K
Put/Call Ratio (Volume)
1.53

Data was calculated after the 3/17/2023 closing.

This stock chart shows GS Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for GS Goldman Sachs Group over a one year time horizon.
Tradingview Chart →

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