GS Implied Volatility
GS $893.28 · Updated Oct 26, 4:00 PM ET
GS at-the-money implied volatility is 40.5% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 34.6%. 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 | 892.5 | 40.5% |
| Nov 6, 2026 | 11 | 892.5 | 40.1% |
| Nov 13, 2026 | 18 | 895 | 37.5% |
| Nov 20, 2026 | 25 | 892.5 | 35.6% |
| Nov 27, 2026 | 32 | 895 | 34.6% |
| Dec 4, 2026 | 39 | 895 | 34.3% |
| Dec 18, 2026 | 53 | 895 | 33.1% |
| Jan 15, 2027 | 81 | 895 | 32.7% |
| Feb 19, 2027 | 116 | 900 | 33.0% |
| Mar 19, 2027 | 144 | 895 | 32.8% |
| Apr 16, 2027 | 172 | 900 | 32.7% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 872.5 | 49.8% | 40.9% |
| 875 | 49.2% | 38.3% |
| 877.5 | 47.2% | 40.7% |
| 880 | 47.4% | 38.2% |
| 882.5 | 47.8% | 40.1% |
| 885 | 43.8% | 39.8% |
| 887.5 | 46.3% | 40.4% |
| 890 | 39.6% | 36.5% |
| 892.5 | 42.4% | 38.6% |
| 895 | 40.8% | 40.2% |
| 897.5 | 37.5% | 42.3% |
| 900 | 40.1% | 41.7% |
| 902.5 | 40.6% | 39.7% |
| 905 | 38.1% | 41.3% |
| 907.5 | 38.2% | 41.7% |
| 910 | 36.9% | 36.4% |
| 912.5 | 40.7% | 44.8% |
How this is calculated: Implied Volatility methodology