GFI · Expected Move
Gold Fields Ltd ADR
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).
GFI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GFI Expected Move
30-Day Straddle
$4.53
7-Day Straddle
$4.53
30-Day ATM IV
48.9%
IV Rank
34%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.53 | $4.53 | 48.9% | 34% |
| 20261020 | $3.88 | $3.88 | 45.4% | 19% |
| 20261019 | $3.73 | $3.73 | 41.5% | 2% |
| 20261016 | $4.22 | $2.67 | 41.0% | 0% |
| 20261015 | $4.47 | $2.38 | — | — |
| 20261014 | $4.28 | $1.25 | 47.4% | 20% |
| 20261013 | $4.28 | $4.25 | 44.8% | 8% |
| 20261012 | $4.50 | $2.50 | 45.2% | 10% |
| 20261009 | $4.68 | $3.73 | 45.6% | 12% |
| 20261008 | $4.62 | $2.33 | 47.4% | 20% |
| 20261007 | $4.55 | $2.15 | 46.8% | 17% |
| 20261006 | $4.78 | $2.80 | 46.9% | 18% |
| 20261005 | $4.65 | $2.75 | 46.2% | 14% |
| 20261002 | $2.77 | $2.77 | 47.3% | 20% |
| 20261001 | $3.15 | $3.15 | 50.1% | 33% |
| 20260930 | $3.53 | $3.53 | 51.9% | 41% |
| 20260929 | $3.95 | $3.95 | 55.8% | 60% |
| 20260928 | $3.50 | $3.50 | 52.5% | 44% |
| 20260925 | $3.80 | $3.80 | 45.4% | 10% |
| 20260924 | $3.88 | $3.88 | 43.2% | 0% |
| 20260923 | $4.35 | $4.35 | 47.2% | 2% |
| 20260922 | $4.92 | $4.92 | 51.6% | 28% |
| 20260921 | $4.88 | $4.88 | 46.8% | 0% |
| 20260918 | $5.53 | $4.38 | 50.1% | 12% |
| 20260917 | $4.97 | $2.27 | 53.0% | 30% |
| 20260916 | $5.42 | $2.67 | 50.0% | 11% |
| 20260915 | $5.60 | $2.80 | 48.2% | 0% |
| 20260914 | $5.78 | $2.80 | 49.7% | 5% |
| 20260911 | $5.95 | $2.90 | 54.5% | 37% |
| 20260910 | $5.78 | $3.12 | 53.6% | 31% |
| 20260909 | $6.22 | $3.90 | 51.1% | 15% |
| 20260908 | $6.25 | $4.15 | 52.2% | 22% |
| 20260904 | $7.02 | $4.68 | 51.2% | 15% |
| 20260903 | $7.70 | $4.72 | 54.1% | 34% |
| 20260902 | $4.58 | $4.58 | 51.4% | 17% |
| 20260901 | $4.45 | $4.45 | 50.5% | 11% |
| 20260831 | $4.47 | $4.47 | 53.0% | 27% |
| 20260828 | $5.05 | $5.05 | 53.4% | 30% |
| 20260827 | $5.52 | $5.52 | 56.4% | 50% |
| 20260826 | $5.92 | $5.92 | 54.4% | 36% |
| 20260825 | $6.23 | $6.23 | 53.0% | 27% |
| 20260824 | $6.28 | $6.28 | 61.2% | 81% |
| 20260821 | $6.15 | $2.62 | 62.8% | 92% |
| 20260820 | $5.67 | $1.35 | 59.4% | 69% |
| 20260819 | $5.75 | $1.50 | 57.1% | 54% |
| 20260818 | $5.00 | $2.15 | 56.1% | 43% |
| 20260817 | $5.28 | $1.93 | 58.4% | 56% |
| 20260814 | $5.60 | $2.45 | 56.2% | 38% |
| 20260813 | $5.47 | $2.45 | 52.4% | 18% |
| 20260812 | $6.12 | $3.05 | 53.1% | 22% |
| 20260811 | $6.22 | $2.95 | 54.5% | 29% |
| 20260810 | $6.15 | $3.25 | 56.6% | 40% |
| 20260807 | — | — | 48.9% | 0% |
| 20260806 | $5.72 | $3.58 | 51.3% | 5% |
| 20260805 | $3.77 | $3.77 | 54.6% | 22% |
| 20260804 | $3.17 | $3.17 | 54.8% | 23% |
| 20260803 | $3.23 | $3.23 | 56.1% | 29% |
| 20260731 | $3.60 | $3.60 | 54.3% | 19% |
| 20260730 | $3.28 | $3.28 | 52.5% | 9% |
| 20260729 | $4.08 | $4.08 | 56.5% | 28% |
More on GFI
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.