GS (Goldman Sachs Group Inc.)

Expected Move & Straddle Price History

The expected move for GS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current GS Expected Move
30-Day Straddle
$75.25
7-Day Straddle
$43.25
Avg IV
0.4%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to GS's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
GS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260811 $75.25 $43.25 0.4% 27%
20260810 $78.05 $28.80 0.4% 31%
20260806 $82.85 $46.98 0.5% 58%
20260805 $82.08 $46.10 0.5% 53%
20260804 $88.40 $51.72 0.5% 54%
20260803 $86.68 $36.40 0.6% 69%
20260731 $78.22 $39.27 0.5% 48%
20260730 $80.25 $43.60 0.5% 45%
20260729 $84.90 $51.48 0.5% 38%
20260728 $87.65 $52.38 0.5% 60%
20260727 $86.80 $38.20 0.5% 47%
20260724 $80.28 $39.98 0.6% 83%
20260723 $81.33 $45.17 0.6% 84%
20260722 $82.90 $47.77 0.6% 82%
20260721 $84.90 $49.67 0.6% 73%
20260720 $86.58 $33.47 0.5% 65%
20260716 $80.33 $44.33 0.5% 50%
20260715 $83.35 $46.58 0.5% 66%
20260714 $88.35 $53.67 0.5% 59%
20260713 $90.33 $48.67 0.5% 64%
20260710 $83.05 $48.90 0.5% 49%
20260709 $88.28 $55.80 0.5% 53%
20260708 $86.97 $57.88 0.5% 44%
20260707 $88.28 $60.20 0.5% 42%
20260706 $91.53 $32.77 0.5% 49%
20260702 $83.22 $37.20 0.5% 48%
20260701 $83.30 $40.97 0.5% 54%
20260630 $85.20 $44.45 0.5% 58%
20260629 $86.45 $29.38 0.5% 54%
20260626 $79.55 $34.77 0.5% 53%
20260625 $84.33 $41.65 0.5% 52%
20260624 $88.40 $45.05 0.5% 44%
20260623 $89.28 $47.62 0.5% 66%
20260622 $91.40 $33.30 0.5% 59%
20260618 $82.55 $38.62 0.6% 85%
20260617 $88.92 $47.70 0.6% 97%
20260616 $89.03 $47.77 0.6% 75%
20260615 $87.70 $28.88 0.6% 81%
20260613 $75.50 $36.48 0.4% 28%
20260612 $75.07 $35.80 0.5% 55%
20260611 $78.90 $43.15 0.5% 53%
20260610 $79.90 $47.05 0.5% 43%
20260609 $83.50 $48.95 0.5% 48%
20260608 $81.50 $33.95 0.5% 49%
20260605 $75.10 $41.20 0.5% 59%
20260604 $79.80 $42.60 0.6% 78%
20260603 $74.00 $43.92 0.6% 71%
20260602 $77.38 $46.08 0.5% 55%
20260601 $75.42 $30.38 0.5% 58%
20260529 $63.17 $30.15 0.4% 12%
20260528 $65.65 $33.42 0.4% 22%
20260527 $69.83 $39.25 0.3% 0%
20260526 $70.00 $40.50 0.4% 13%
20260510 $65.57 $30.93 0.4% 18%
20260508 $59.27 $30.93 0.4% 20%
20260507 $58.53 $30.93 0.4% 13%
20260506 $61.70 $32.27 0.4% 18%
20260505 $62.52 $36.40 0.4% 15%
20260504 $63.52 $25.93 0.4% 14%
20260502 $58.33 $27.12 0.5% 46%