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
$69.90
7-Day Straddle
$30.73
Avg IV
0.5%
IV Rank
38%
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
20260925 $69.90 $30.73 0.5% 38%
20260924 $70.05 $34.83 0.5% 41%
20260923 $73.50 $37.12 0.4% 34%
20260922 $74.42 $37.62 0.5% 38%
20260921 $77.38 $26.15 0.5% 37%
20260918 $70.38 $29.62 0.6% 68%
20260917 $72.57 $33.92 0.6% 71%
20260916 $79.38 $40.60 0.6% 72%
20260915 $81.88 $44.72 0.6% 72%
20260914 $85.42 $32.40 0.6% 72%
20260911 $70.35 $37.30 0.5% 40%
20260910 $74.70 $42.55 0.5% 38%
20260909 $76.50 $45.60 0.5% 48%
20260908 $79.28 $47.27 0.5% 37%
20260904 $70.72 $30.05 0.5% 45%
20260903 $69.80 $33.80 0.5% 41%
20260902 $68.68 $36.75 0.5% 35%
20260901 $70.88 $39.70 0.4% 32%
20260831 $69.47 $24.75 0.4% 29%
20260828 $64.10 $30.68 0.4% 23%
20260827 $69.00 $35.15 0.4% 20%
20260826 $72.60 $40.95 0.4% 26%
20260825 $75.55 $43.88 0.4% 33%
20260824 $74.57 $29.20 0.5% 36%
20260821 $71.33 $35.35 0.7% 100%
20260820 $66.00 $36.00 0.6% 84%
20260819 $71.25 $40.67 0.6% 82%
20260818 $71.22 $42.25 0.5% 51%
20260817 $74.12 $29.35 0.5% 60%
20260814 $64.70 $28.52 0.4% 14%
20260813 $69.90 $33.95 0.4% 23%
20260812 $71.80 $38.67 0.4% 23%
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%