GS Implied Volatility
GS $897.00 · Updated Oct 26, 4:00 PM ET
GS at-the-money implied volatility is 35.9% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 31.4%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 897.5 | 35.9% |
| Nov 6, 2026 | 11 | 897.5 | 32.8% |
| Nov 13, 2026 | 18 | 895 | 33.3% |
| Nov 20, 2026 | 25 | 897.5 | 32.4% |
| Nov 27, 2026 | 32 | 895 | 31.4% |
| Dec 4, 2026 | 39 | 895 | 31.0% |
| Dec 18, 2026 | 53 | 895 | 30.9% |
| Jan 15, 2027 | 81 | 895 | 30.9% |
| Feb 19, 2027 | 116 | 900 | 31.6% |
| Mar 19, 2027 | 144 | 895 | 31.6% |
| Apr 16, 2027 | 172 | 900 | 31.7% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 877.5 | 37.7% | 36.5% |
| 880 | 36.5% | 35.1% |
| 882.5 | 37.7% | 35.6% |
| 885 | 35.8% | 35.9% |
| 887.5 | 36.9% | 37.7% |
| 890 | 34.3% | 35.5% |
| 892.5 | 36.3% | 36.5% |
| 895 | 34.9% | 37.8% |
| 897.5 | 33.8% | 38.0% |
| 900 | 36.0% | 37.5% |
| 902.5 | 34.1% | 36.4% |
| 905 | 34.9% | 37.6% |
| 907.5 | 34.8% | 37.8% |
| 910 | 34.1% | 35.0% |
| 912.5 | 34.9% | 34.8% |
| 915 | 33.8% | 33.8% |
| 917.5 | 34.0% | 35.4% |
How this is calculated: Implied Volatility methodology