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Gold Fields Ltd ADR GFI

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T23:58:50.797Z

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 · 2026-10-22T23:00:00.002686521Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:58:49.917548+00:00

Share price$35.14
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$0.27$2.39$4.52$6.65$8.77$24.23$28.92$33.62$38.31$43.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GFI spot · $35.14GFI PRICE$0.50$0.69$0.89$1.08$1.28$1.47$1.66$1.88$2.38$2.88$3.39$3.89$4.40$0.60$0.78$0.97$1.15$1.33$1.52$2.24$3.00$3.75$4.51$5.26$6.43$8.16
PutsCheap0.56×
CallsCheap0.75×
SkewBearish+6.31 pp
Implied moveBearish±$3.91
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7545.9%14.5%31.4445.2%12.2%
25Δ39.0745.6%13.1%32.1444.5%10.8%
30Δ38.3845.3%11.7%32.8543.9%9.3%
35Δ37.7045.0%10.4%33.5543.2%7.8%
40Δ37.0244.7%9.0%34.2642.5%6.3%
45Δ36.3344.4%7.6%34.9641.9%4.8%
50Δ35.6544.1%6.2%35.8645.7%4.3%
55Δ34.9643.8%4.8%36.7649.7%3.9%
60Δ34.2644.1%4.3%37.6753.7%3.5%
65Δ33.5644.4%3.7%38.5757.7%3.1%
70Δ32.8644.8%3.2%39.4861.8%2.6%
75Δ32.1645.1%2.6%40.8165.6%2.2%
80Δ31.4645.4%2.0%42.7369.2%1.6%

20Δ

Calls
Pseudo strike
39.75
IV
45.9%
B/E move
14.5%
Puts
Pseudo strike
31.44
IV
45.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
39.07
IV
45.6%
B/E move
13.1%
Puts
Pseudo strike
32.14
IV
44.5%
B/E move
10.8%

30Δ

Calls
Pseudo strike
38.38
IV
45.3%
B/E move
11.7%
Puts
Pseudo strike
32.85
IV
43.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
37.70
IV
45.0%
B/E move
10.4%
Puts
Pseudo strike
33.55
IV
43.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
37.02
IV
44.7%
B/E move
9.0%
Puts
Pseudo strike
34.26
IV
42.5%
B/E move
6.3%

45Δ

Calls
Pseudo strike
36.33
IV
44.4%
B/E move
7.6%
Puts
Pseudo strike
34.96
IV
41.9%
B/E move
4.8%

50Δ

Calls
Pseudo strike
35.65
IV
44.1%
B/E move
6.2%
Puts
Pseudo strike
35.86
IV
45.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
34.96
IV
43.8%
B/E move
4.8%
Puts
Pseudo strike
36.76
IV
49.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
34.26
IV
44.1%
B/E move
4.3%
Puts
Pseudo strike
37.67
IV
53.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
33.56
IV
44.4%
B/E move
3.7%
Puts
Pseudo strike
38.57
IV
57.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
32.86
IV
44.8%
B/E move
3.2%
Puts
Pseudo strike
39.48
IV
61.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
32.16
IV
45.1%
B/E move
2.6%
Puts
Pseudo strike
40.81
IV
65.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
31.46
IV
45.4%
B/E move
2.0%
Puts
Pseudo strike
42.73
IV
69.2%
B/E move
1.6%

Options history

No recorded observations