IntraAlpha
Create free account Start free

Gold Fields Ltd ADR GFI

i

Market datapartial · fetched 2026-10-22T21:14:41.290Z

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 · 2026-10-22T20:41:48.432404764Z

FundamentalsAlpha Vantage · unavailable

Share price$35.19
1D-1.9%
AH$34.75$35.09$35.42$35.76$36.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGFI
Sold putSold callAH

Gold Fields Ltd ADR options

Live interpolated GFI call and put midpoint premiums by absolute delta.Gold Fields Ltd ADR$0.25$2.46$4.67$6.87$9.08$24.25$28.94$33.63$38.32$43.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GFI spot · $35.19GFI PRICE$0.49$0.68$0.88$1.07$1.26$1.46$1.65$1.84$2.32$2.81$3.30$3.79$4.28$0.61$0.79$0.98$1.16$1.35$1.56$2.32$3.08$3.84$4.60$5.37$6.69$8.44
PutsCheap0.57×
CallsCheap0.74×
SkewBearish+8.29 pp
Implied moveBearish±$3.97
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7645.6%14.4%31.4745.6%12.3%
25Δ39.0945.2%13.0%32.1844.9%10.8%
30Δ38.4144.9%11.6%32.8944.3%9.3%
35Δ37.7344.5%10.3%33.6143.7%7.8%
40Δ37.0644.2%8.9%34.3243.0%6.3%
45Δ36.3843.8%7.5%35.0442.6%4.9%
50Δ35.7143.5%6.1%35.9546.7%4.4%
55Δ35.0343.1%4.8%36.8650.9%4.0%
60Δ34.3543.1%4.2%37.7855.1%3.6%
65Δ33.6643.1%3.7%38.6959.2%3.1%
70Δ32.9843.1%3.1%39.6063.4%2.7%
75Δ32.3043.2%2.6%41.1067.4%2.2%
80Δ31.6243.2%2.0%43.0571.4%1.7%

20Δ

Calls
Pseudo strike
39.76
IV
45.6%
B/E move
14.4%
Puts
Pseudo strike
31.47
IV
45.6%
B/E move
12.3%

25Δ

Calls
Pseudo strike
39.09
IV
45.2%
B/E move
13.0%
Puts
Pseudo strike
32.18
IV
44.9%
B/E move
10.8%

30Δ

Calls
Pseudo strike
38.41
IV
44.9%
B/E move
11.6%
Puts
Pseudo strike
32.89
IV
44.3%
B/E move
9.3%

35Δ

Calls
Pseudo strike
37.73
IV
44.5%
B/E move
10.3%
Puts
Pseudo strike
33.61
IV
43.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
37.06
IV
44.2%
B/E move
8.9%
Puts
Pseudo strike
34.32
IV
43.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
36.38
IV
43.8%
B/E move
7.5%
Puts
Pseudo strike
35.04
IV
42.6%
B/E move
4.9%

50Δ

Calls
Pseudo strike
35.71
IV
43.5%
B/E move
6.1%
Puts
Pseudo strike
35.95
IV
46.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
35.03
IV
43.1%
B/E move
4.8%
Puts
Pseudo strike
36.86
IV
50.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
34.35
IV
43.1%
B/E move
4.2%
Puts
Pseudo strike
37.78
IV
55.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
33.66
IV
43.1%
B/E move
3.7%
Puts
Pseudo strike
38.69
IV
59.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
32.98
IV
43.1%
B/E move
3.1%
Puts
Pseudo strike
39.60
IV
63.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
32.30
IV
43.2%
B/E move
2.6%
Puts
Pseudo strike
41.10
IV
67.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
31.62
IV
43.2%
B/E move
2.0%
Puts
Pseudo strike
43.05
IV
71.4%
B/E move
1.7%

Options history

No recorded observations