Goldman Sachs Group Inc GS 1028.77 9.0 0.88% Regime: Neutral (40%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
GS / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.70
53.88
Mean
39.75
Window
-3.7%
ATM IV
z 0.49
0.33
Mean
0.3
Window
+20.0%
IV Percentile
z -0.23
61.24
Mean
66.9
Window
-34.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.64 | 0.72 |
| ATM IV | 0.64 | 1.00 | 0.68 |
| IV Percent... | 0.72 | 0.68 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 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 |
| 2026-09-07 | 1.04K | 59.73 | 0.35 | 77.43 |
| 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 |
| 2026-08-24 | 1.04K | 44.82 | 0.3 | 42.58 |
| 2026-08-21 | 1.04K | 46.53 | 0.31 | 49.42 |
| 2026-08-20 | 1.00K | 43.89 | 0.3 | 38.91 |
| 2026-08-19 | 1.02K | 47.43 | 0.31 | 51.36 |
| 2026-08-18 | 1.04K | 42.38 | 0.3 | 31.52 |
| 2026-08-17 | 1.05K | 43.53 | 0.3 | 37.5 |
| 2026-08-14 | 1.04K | 38.69 | 0.28 | 19.07 |
| 2026-08-13 | 1.04K | 44.09 | 0.3 | 40.86 |
| 2026-08-12 | 1.04K | 44.49 | 0.3 | 42.41 |
| 2026-08-11 | 1.03K | 48.07 | 0.31 | 52.14 |
| 2026-08-10 | 1.03K | 50.12 | 0.32 | 56.64 |
| 2026-08-07 | 1.04K | 49.66 | 0.32 | 55.25 |
| 2026-08-06 | 1.03K | 53.89 | 0.33 | 63.04 |
| 2026-08-05 | 1.06K | 55.41 | 0.34 | 68.09 |
| 2026-08-04 | 1.05K | 60.67 | 0.35 | 78.21 |
| 2026-08-03 | 1.03K | 58.83 | 0.35 | 75.78 |
| 2026-07-31 | 1.02K | 57.19 | 0.34 | 71.6 |
| 2026-07-30 | 1.02K | 58.34 | 0.34 | 74.32 |
| 2026-07-29 | 980.75 | 71.7 | 0.38 | 91.05 |
| 2026-07-28 | 1.03K | 61.75 | 0.35 | 80.16 |
| 2026-07-27 | 1.05K | 59.73 | 0.35 | 78.52 |
| 2026-07-24 | 1.06K | 56.11 | 0.34 | 71.98 |
| 2026-07-23 | 1.07K | 54.5 | 0.33 | 68.48 |
| 2026-07-22 | 1.10K | 55.72 | 0.34 | 71.6 |
| 2026-07-21 | 1.09K | 55.34 | 0.34 | 71.21 |
| 2026-07-20 | 1.06K | 57.89 | 0.34 | 74.61 |
| 2026-07-17 | 1.07K | 55.96 | 0.34 | 72.37 |
| 2026-07-16 | 1.10K | 55.33 | 0.34 | 71.98 |
| 2026-07-15 | 1.15K | 57.16 | 0.34 | 73.54 |
| 2026-07-14 | 1.14K | 59.43 | 0.35 | 78.6 |
| 2026-07-13 | 1.05K | 62.45 | 0.36 | 81.25 |
| 2026-07-10 | 1.06K | 60.74 | 0.35 | 79.77 |
| 2026-07-09 | 1.06K | 65.66 | 0.37 | 86.38 |
| 2026-07-08 | 1.03K | 63.53 | 0.36 | 82.88 |
| 2026-07-07 | 1.04K | 64.59 | 0.36 | 85.21 |
| 2026-07-02 | 1.02K | 63.77 | 0.36 | 84.11 |