GFI (Gold Fields Ltd ADR)

Expected Move & Straddle Price History

The expected move for GFI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current GFI Expected Move
30-Day Straddle
$4.42
7-Day Straddle
$4.42
Avg IV
0.8%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to GFI's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
GFI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $4.42 $4.42 0.8% 22%
20260722 $4.35 $4.35 0.8% 13%
20260721 $4.38 $4.38 0.9% 33%
20260720 $3.98 $3.98 0.9% 33%
20260716 $4.60 $8.38 0.8% 20%
20260715 $4.78 $1.50 0.8% 18%
20260714 $5.12 $1.80 0.8% 13%
20260713 $5.10 $2.00 0.7% 10%
20260710 $5.05 $2.20 0.7% 11%
20260709 $5.38 $2.45 0.7% 7%
20260708 $5.55 $2.47 0.7% 4%
20260707 $5.75 $2.83 0.8% 7%
20260706 $5.55 $2.73 0.7% 0%
20260702 $3.00 $3.00 1.1% 29%
20260701 $3.35 $3.35 1.2% 34%
20260630 $3.38 $3.38 1.1% 29%
20260629 $3.42 $3.42 1.1% 26%
20260626 $3.85 $3.85 1.0% 22%
20260625 $3.62 $3.62 1.0% 21%
20260624 $3.75 $3.75 1.0% 21%
20260623 $3.90 $3.90 1.0% 19%
20260622 $4.22 $4.22 1.0% 18%
20260618 $6.12 $1.47 0.9% 14%
20260617 $4.92 $1.98 0.8% 11%
20260616 $5.20 $1.50 0.8% 7%
20260615 $4.50 $2.20 0.8% 6%
20260613 $4.90 $2.02 0.8% 8%
20260612 $5.00 $2.05 0.8% 4%
20260611 $5.28 $2.42 0.8% 9%
20260610 $4.85 $2.80 0.8% 8%
20260609 $5.10 $2.80 0.8% 7%
20260608 $5.55 $2.80 0.8% 6%
20260605 $5.78 $3.12 0.8% 6%
20260604 $6.05 $3.50 0.7% 2%
20260603 $6.05 $4.03 0.7% 3%
20260602 $4.03 $4.03 0.9% 11%
20260601 $4.25 $4.25 1.2% 33%
20260529 $4.12 $4.12 0.9% 15%
20260528 $4.40 $4.40 1.1% 26%
20260527 $4.43 $4.43 0.9% 17%
20260526 $4.88 $4.88 0.9% 18%
20260522 $4.90 $4.90 0.8% 8%
20260521 $5.08 $5.08 0.8% 10%
20260520 $5.15 $5.15 0.9% 12%
20260519 $5.03 $5.03 0.8% 11%
20260518 $5.62 $5.62 0.8% 11%
20260515 $5.15 $0.72 0.8% 9%
20260514 $6.18 $1.78 0.8% 7%
20260513 $6.28 $2.30 0.8% 13%
20260512 $6.33 $2.62 0.8% 11%
20260511 $6.58 $2.83 0.7% 9%
20260510 $6.55 $2.98 0.8% 11%
20260508 $6.55 $2.98 0.7% 9%
20260507 $6.65 $3.15 0.8% 11%
20260506 $6.80 $3.67 0.7% 7%
20260505 $6.70 $3.65 0.7% 10%
20260504 $6.73 $3.80 0.7% 8%
20260502 $4.00 $4.00 1.1% 37%
20260501 $3.90 $3.90 1.1% 36%
20260430 $4.27 $4.27 1.2% 39%