Goldman Sachs Group Inc GS 928.0 31.91 3.56% Regime: Trend Up (82%)
Expected move
November 04, 2026 close · $928.06| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.5% ±$14.29 | $913.77 – $942.35 | $910.98 – $945.14 | $897.43 – $958.69 |
| 2 sessions | ±2.1% ±$19.86 | $908.20 – $947.92 | $904.02 – $952.10 | $885.28 – $970.84 |
| 3 sessions | ±2.6% ±$24.04 | $904.02 – $952.10 | $899.38 – $956.74 | $876.83 – $979.29 |
| 1 week | ±3.2% ±$29.70 | $898.36 – $957.76 | $891.77 – $964.35 | $864.86 – $991.26 |
| 2 weeks | ±4.5% ±$41.67 | $886.39 – $969.73 | $876.55 – $979.57 | $839.15 – $1016.97 |
| 3 weeks | ±5.5% ±$51.23 | $876.83 – $979.29 | $864.40 – $991.72 | $819.76 – $1036.36 |
| 1 month | ±6.6% ±$60.88 | $867.18 – $988.94 | $852.05 – $1004.07 | $798.97 – $1057.15 |
Earnings: priced against what happened
Average implied move
±4.61%
Average actual move
3.14%
Beyond the implied move
2 / 7
Median IV change
-15.31%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 13, 2026 | ±4.15% | -0.23% | 0.05× | 37.1% → 31.6% |
| July 14, 2026 | ±4.58% | +9.00% | 1.96× | — |
| April 13, 2026 | ±4.81% | -1.87% | 0.39× | — |
| October 14, 2025 | ±4.33% | -2.04% | 0.47× | 40.7% → 30.6% |
| July 16, 2025 | ±3.39% | +0.90% | 0.27× | 29.7% → 25.2% |
| April 14, 2025 | ±7.02% | +1.93% | 0.27× | 56.3% → 48.0% |
| January 15, 2025 | ±3.97% | +6.02% | 1.52× | 32.3% → 23.6% |