← Back to Stock / ETF implied volatility screener

GSBD - Goldman Sachs BDC
Implied Volatility Analysis

Implied Volatility:
39.7%
Put/Call-Ratio:
2.71

Goldman Sachs BDC has an Implied Volatility (IV) of 39.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GSBD is 22 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for GSBD is -0.03 standard deviations away from its 1 year mean.

Market Cap$1.72B
Dividend Yield10.34% ($1.74)
Next Earnings Date11/3/2022 (43d)
Next Dividend Date9/29/2022 (8d) !
Implied Volatility (IV) 30d
39.70
Implied Volatility Rank (IVR) 1y
22.14
Implied Volatility Percentile (IVP) 1y
56.80
Historical Volatility (HV) 30d
18.10
IV / HV
2.19
Open Interest
3.79K
Option Volume
78.00
Put/Call Ratio (Volume)
2.71

Data was calculated after the 9/20/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.