Goldman Sachs (GS)

Goldman Sachs

Q2 2026 Earnings

Reports in

-4days

Tue, Jul 14 · Before open

Options-implied move

±5.5%

$1034.93 · $1155.07 · via ATM straddle

ATM IV

33.8%

Δ term slope 0.1 v/30d

IV-based EM

±6.9%

σ 34% · 15d

ATM Straddle

$60.08

Strike $1095.00

IV Rank

46%

52w 22–46%

Provider signals

Crowding and flow context

Signal score 15

Short days

2.5

6.5M shares short

P/C volume

1.04x

10.8K puts / 10.3K calls

P/C OI

1.16x

46.7K puts / 40.2K calls

Actions

5/0

dividend / split events

massive · short 2026-06-30 · IV coverage 100%

Expected move

Probability density around spot

Log-normal model with ATM IV 33.8% over 15 days. Range $1034.93–$1155.07.

$982.44 · -10.3%Spot $1095.00$1207.56 · +10.3%

Spot

−5.5%

+5.5%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term structure

Implied range across expiries

Spot × (1 ± EM) at each expiry. Hover an expiry for details.

4 expiries

Historical

Realized moves · last 8 quarters

Close-to-close moves; implied range pending historical option chains.

EPS beat 8/8

EPS surprisevs sell-side consensus

Realized (up)Realized (down)

ATM greeks

Greeks by expiry

ATM call · delta hedge ratios, sensitivity to vol and time.

Expiry	DTE	ATM IV	Δ Delta	Γ Gamma	𝜈 Vega	Θ Theta	Straddle
Jul 31Earnings K $1095	15d	33.80%	0.519	0.0052	0.88	-1.02	$60.08
Aug 14 K $1105	29d	32.63%	0.481	0.0039	1.23	-0.70	$80.25
Aug 28 K $1105	43d	32.92%	0.499	0.0032	1.50	-0.59	$99.22
Sep 18 K $1105	64d	32.78%	0.502	0.0026	1.82	-0.47	$120.08

Options data · as of 2026-07-16Method: options math baseline