Goldman Sachs MarketBeta U.S. Equity ETF

GSUSCBOE · USD
106.05USD+1.86 (+1.79%)

Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) Historical Volatility

GSUS's 30 day historical volatility is 10.95%, in the 28th percentile of readings over the past year. This is a low percentile, meaning Goldman Sachs MarketBeta U.S. Equity ETF shares have been calmer than usual. GSUS's 30 day implied volatility sits at 17.50%, with an IV Rank of 50.79%, leaving IV 6.55 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 3, 2026.

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Tracking GSUS historical volatility helps you see how much Goldman Sachs MarketBeta U.S. Equity ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, GSUS's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor GSUS 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. GSUS's 30 day historical volatility, or GSUS HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing GSUS's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

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Historical Volatility

HV Percentile
28thHV Percentile
Low

Historical movement is subdued versus the past year. The stock has been unusually quiet.

Historical Volatility (30d)10.95%

HV Percentile28th

Implied Volatility (30d)17.50%

IV Rank50.79%

IV Minus HV+6.55%

As of Nov 3, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 3, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 3, 2026

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