Goldman Sachs Group Inc GS 928.0 31.91 3.56% Regime: Trend Up (82%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
GS / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.45
48.03
Mean
39.33
Window
-34.3%
ATM IV
z 0.09
0.31
Mean
0.31
Window
+2.1%
IV Percentile
z -0.97
41.96
Mean
64.79
Window
-57.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.69 | 0.66 |
| ATM IV | 0.69 | 1.00 | 0.72 |
| IV Percent... | 0.66 | 0.72 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 928 | 48.03 | 0.31 | 41.96 |
| 2026-11-03 | 896.09 | 54.76 | 0.33 | 58.43 |
| 2026-11-02 | 898.72 | 58.68 | 0.35 | 71.65 |
| 2026-10-30 | 894.55 | 56.58 | 0.34 | 65.63 |
| 2026-10-29 | 927.73 | 43.78 | 0.3 | 31.25 |
| 2026-10-28 | 925.17 | 48.56 | 0.31 | 44.53 |
| 2026-10-27 | 911.77 | 48.9 | 0.32 | 45.31 |
| 2026-10-26 | 893.28 | 51.31 | 0.32 | 53.73 |
| 2026-10-23 | 875.68 | 49.65 | 0.32 | 48.05 |
| 2026-10-22 | 891.3 | 51.67 | 0.32 | 54.69 |
| 2026-10-21 | 904.72 | 42.65 | 0.3 | 28.52 |
| 2026-10-20 | 884.81 | 43.68 | 0.3 | 32.42 |
| 2026-10-19 | 875.78 | 40.08 | 0.29 | 17.58 |
| 2026-10-15 | 891.28 | 42 | 0.29 | 24.32 |
| 2026-10-14 | 878.72 | 46.26 | 0.31 | 41.7 |
| 2026-10-13 | 891.91 | 42.71 | 0.3 | 28.19 |
| 2026-10-12 | 893.95 | 48.94 | 0.32 | 47.29 |
| 2026-10-09 | 895.32 | 50.63 | 0.32 | 51.74 |
| 2026-10-08 | 882.59 | 50.05 | 0.32 | 49.03 |
| 2026-10-07 | 887.21 | 49.09 | 0.32 | 47.88 |
| 2026-10-06 | 897.18 | 50.23 | 0.32 | 49.81 |
| 2026-10-05 | 893.46 | 53.01 | 0.33 | 54.65 |
| 2026-10-02 | 902.56 | 55.93 | 0.34 | 63.71 |
| 2026-10-01 | 896.67 | 57.54 | 0.34 | 67.18 |
| 2026-09-30 | 900.36 | 57.8 | 0.34 | 68.34 |
| 2026-09-29 | 916.24 | 58.53 | 0.34 | 71.43 |
| 2026-09-28 | 916.28 | 59.02 | 0.35 | 74.03 |
| 2026-09-25 | 935.45 | 58.16 | 0.34 | 71.04 |
| 2026-09-24 | 923.29 | 55.8 | 0.34 | 65.5 |
| 2026-09-23 | 936.36 | 55.16 | 0.33 | 63.18 |
| 2026-09-22 | 949.49 | 55.63 | 0.34 | 65.12 |
| 2026-09-21 | 959.39 | 56.37 | 0.34 | 66.93 |
| 2026-09-18 | 942 | 53 | 0.33 | 58.14 |
| 2026-09-17 | 951.47 | 53.99 | 0.33 | 60.47 |
| 2026-09-16 | 937.98 | 62.27 | 0.36 | 80.62 |
| 2026-09-15 | 976.67 | 59.05 | 0.35 | 74.81 |
| 2026-09-14 | 988.45 | 61.15 | 0.35 | 78.6 |
| 2026-09-11 | 1.03K | 53.88 | 0.33 | 61.24 |
| 2026-09-10 | 1.02K | 58.11 | 0.34 | 72.09 |
| 2026-09-09 | 1.03K | 59.23 | 0.35 | 75.97 |
| 2026-09-08 | 1.04K | 59.95 | 0.35 | 77.52 |
| 2026-09-04 | 1.04K | 53.18 | 0.33 | 62.02 |
| 2026-09-03 | 1.04K | 50.67 | 0.32 | 58.14 |
| 2026-09-02 | 1.00K | 49.11 | 0.32 | 54.26 |
| 2026-09-01 | 1.00K | 50.84 | 0.32 | 58.37 |
| 2026-08-31 | 1.03K | 40.91 | 0.29 | 24.22 |
| 2026-08-28 | 1.03K | 38.07 | 0.28 | 13.23 |
| 2026-08-27 | 1.04K | 41.48 | 0.29 | 27.24 |
| 2026-08-26 | 1.04K | 45.46 | 0.3 | 43.58 |
| 2026-08-25 | 1.06K | 41.6 | 0.29 | 28.4 |