IntraAlpha
Create free account Start free

Gold Fields Ltd ADR GFI

i

Market datapartial · fetched 2026-10-22T10:08:02.762Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T09:56:51.175863969Z

FundamentalsAlpha Vantage · unavailable

Share price$35.61
1D
Price history unavailable.

Gold Fields Ltd ADR options

Live interpolated GFI call and put midpoint premiums by absolute delta.Gold Fields Ltd ADR$0.44$2.66$4.87$7.08$9.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGFI PRICE$0.68$0.75$1.15$1.55$1.95$2.35$2.76$3.16$3.83$4.92$6.02$7.11$8.66$0.78$0.87$0.95$1.04$1.12
PutsCheap0.74×
CallsExpensive1.31×
SkewBullish-10.19 pp
Implied move——
TiltBullish80.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8679.1%33.5%27.1797.6%25.9%
25Δ39.9553.1%14.3%29.1182.5%20.7%
30Δ39.2056.7%13.3%31.0567.4%15.5%
35Δ38.4560.2%12.3%32.9952.4%10.3%
40Δ37.7063.7%11.4%34.9337.3%5.1%
45Δ36.9567.3%10.4%
50Δ36.2070.8%9.4%
55Δ35.4574.4%8.4%
60Δ34.4779.9%7.5%
65Δ33.1288.5%6.8%
70Δ31.7797.0%6.1%
75Δ30.42105.6%5.4%
80Δ28.53113.0%4.4%

20Δ

Calls
Pseudo strike
46.86
IV
79.1%
B/E move
33.5%
Puts
Pseudo strike
27.17
IV
97.6%
B/E move
25.9%

25Δ

Calls
Pseudo strike
39.95
IV
53.1%
B/E move
14.3%
Puts
Pseudo strike
29.11
IV
82.5%
B/E move
20.7%

30Δ

Calls
Pseudo strike
39.20
IV
56.7%
B/E move
13.3%
Puts
Pseudo strike
31.05
IV
67.4%
B/E move
15.5%

35Δ

Calls
Pseudo strike
38.45
IV
60.2%
B/E move
12.3%
Puts
Pseudo strike
32.99
IV
52.4%
B/E move
10.3%

40Δ

Calls
Pseudo strike
37.70
IV
63.7%
B/E move
11.4%
Puts
Pseudo strike
34.93
IV
37.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
36.95
IV
67.3%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.20
IV
70.8%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.45
IV
74.4%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.47
IV
79.9%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.12
IV
88.5%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.77
IV
97.0%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.42
IV
105.6%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.53
IV
113.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations