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Gold Fields Ltd ADR GFI

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Market datapartial · fetched 2026-11-11T15:17:36.449Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:17:32.653438925Z

FundamentalsAlpha Vantage · unavailable

Share price$37.31
1D-1.8%
$37.11$37.35$37.60$37.84$38.095:30 AM6:30 AM9:00 AM1:00 PMGFI
Sold putSold call

Gold Fields Ltd ADR options

Live interpolated GFI call and put midpoint premiums by absolute delta.Gold Fields Ltd ADR$0.33$0.94$1.56$2.17$2.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGFI PRICE$0.47$0.61$0.76$0.92$1.85$0.39$0.54$0.70$1.98$2.16$2.37$2.61
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7756.4%7.9%
25Δ39.7254.5%7.7%35.2658.0%7.0%
30Δ39.2856.3%6.9%35.7259.0%6.1%
35Δ38.8357.4%6.1%
40Δ38.3857.4%5.3%
45Δ
50Δ
55Δ
60Δ38.3758.6%2.5%
65Δ38.7655.6%1.9%
70Δ39.1452.8%1.4%
75Δ35.8539.9%1.0%39.5250.3%1.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.77
IV
56.4%
B/E move
7.9%

25Δ

Calls
Pseudo strike
39.72
IV
54.5%
B/E move
7.7%
Puts
Pseudo strike
35.26
IV
58.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
39.28
IV
56.3%
B/E move
6.9%
Puts
Pseudo strike
35.72
IV
59.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
38.83
IV
57.4%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.38
IV
57.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.37
IV
58.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.76
IV
55.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.14
IV
52.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
35.85
IV
39.9%
B/E move
1.0%
Puts
Pseudo strike
39.52
IV
50.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.92%
Daily EOD
GFI43.7%45.6%47.6%2026-10-19: 45.16%2026-10-20: 46.38%2026-10-21: 47.30%2026-10-22: 45.71%2026-10-23: 45.01%2026-10-26: 43.93%2026-10-27: 46.60%2026-10-28: 45.90%2026-10-29: 45.92%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
45.16%
46.38%
47.30%
45.71%
45.01%
43.93%
46.60%
45.90%
45.92%