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Goldman Sachs (GS) volatility low into Q2 EPS and transaction outlook

July 6, 2009 8:27 AM EDT
Goldman Sachs (NYSE: GS) : Goldman Sachs-GS closed at $143.49. GS is scheduled to report Q2 EPS on July 14. GS July 145 straddle is priced at $11.30, August 145 straddle is priced at $17.50. GS July option implied volatility is at 48, August is at 42; below its six-month average of 68, according to Track Data, suggesting decreasing price movement. Paul Foster

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