GS · Expected Move
Goldman Sachs Group Inc.
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).
GS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GS Expected Move
30-Day Straddle
$71.95
7-Day Straddle
$44.00
30-Day ATM IV
34.2%
IV Rank
59%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $71.95 | $44.00 | 34.2% | 59% |
| 20261109 | $71.95 | $31.27 | 33.8% | 55% |
| 20261106 | $70.03 | $37.90 | 36.6% | 84% |
| 20261105 | $74.50 | $46.85 | 38.2% | 100% |
| 20261104 | $67.22 | $38.58 | 31.7% | 35% |
| 20261103 | $72.20 | $45.40 | 34.8% | 67% |
| 20261102 | $73.57 | $34.20 | 34.7% | 66% |
| 20261030 | $64.12 | $35.25 | 32.9% | 47% |
| 20261029 | $60.17 | $34.67 | 29.3% | 9% |
| 20261028 | $63.42 | $37.95 | 30.0% | 16% |
| 20261027 | $64.38 | $39.25 | 30.6% | 23% |
| 20261026 | $66.38 | $27.50 | 32.0% | 37% |
| 20261023 | $63.45 | $31.20 | 32.3% | 41% |
| 20261022 | $65.25 | $40.05 | 32.5% | 43% |
| 20261021 | $62.17 | $35.52 | 30.1% | 18% |
| 20261020 | $62.20 | $38.25 | 30.5% | 23% |
| 20261019 | $59.80 | $24.62 | 29.4% | 10% |
| 20261016 | $61.62 | $29.90 | 31.5% | 32% |
| 20261015 | $60.58 | $31.78 | 30.2% | 19% |
| 20261014 | $63.10 | $36.80 | 31.4% | 32% |
| 20261013 | $64.30 | $37.78 | 31.1% | 28% |
| 20261012 | $66.28 | $37.10 | 31.9% | 36% |
| 20261009 | $65.70 | $42.30 | 33.3% | 51% |
| 20261008 | $65.82 | $41.95 | 33.1% | 50% |
| 20261007 | $65.50 | $42.17 | 32.3% | 42% |
| 20261006 | $69.75 | $46.60 | 33.4% | 53% |
| 20261005 | $70.58 | $21.08 | 33.6% | 55% |
| 20261002 | $68.08 | $27.35 | 34.0% | 60% |
| 20261001 | $69.10 | $32.77 | 34.3% | 62% |
| 20260930 | $70.60 | $35.62 | 34.5% | 64% |
| 20260929 | $74.70 | $38.40 | 35.2% | 72% |
| 20260928 | $76.25 | $28.50 | 35.5% | 75% |
| 20260925 | $69.90 | $30.73 | 33.9% | 58% |
| 20260924 | $70.05 | $34.83 | 34.0% | 60% |
| 20260923 | $73.50 | $37.12 | 34.4% | 64% |
| 20260922 | $74.42 | $37.62 | 34.0% | 59% |
| 20260921 | $77.38 | $26.15 | 34.4% | 63% |
| 20260918 | $70.38 | $29.62 | 33.8% | 57% |
| 20260917 | $72.57 | $33.92 | 34.1% | 61% |
| 20260916 | $79.38 | $40.60 | 37.1% | 91% |
| 20260915 | $81.88 | $44.72 | 35.8% | 78% |
| 20260914 | $85.42 | $32.40 | 35.7% | 77% |
| 20260911 | $70.35 | $37.30 | 32.0% | 39% |
| 20260910 | $74.70 | $42.55 | 33.2% | 52% |
| 20260909 | $76.50 | $45.60 | 32.8% | 47% |
| 20260908 | $79.28 | $47.27 | 33.0% | 49% |
| 20260904 | $70.72 | $30.05 | 31.1% | 29% |
| 20260903 | $69.80 | $33.80 | 30.1% | 19% |
| 20260902 | $68.68 | $36.75 | 30.0% | 19% |
| 20260901 | $70.88 | $39.70 | 30.6% | 24% |
| 20260831 | $69.47 | $24.75 | 28.8% | 6% |
| 20260828 | $64.10 | $30.68 | 28.4% | 2% |
| 20260827 | $69.00 | $35.15 | 29.8% | 16% |
| 20260826 | $72.60 | $40.95 | 30.6% | 23% |
| 20260825 | $75.55 | $43.88 | 30.8% | 23% |
| 20260824 | $74.57 | $29.20 | 30.6% | 19% |
| 20260821 | $71.33 | $35.35 | 31.3% | 25% |
| 20260820 | $66.00 | $36.00 | 29.6% | 10% |
| 20260819 | $71.25 | $40.67 | 30.6% | 13% |
| 20260818 | $71.22 | $42.25 | 29.6% | 8% |
More on GS
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.