GFI (Gold Fields Ltd ADR)

Historical IV Rank & Volatility Regime

IV Rank measures where GFI's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on GFI are priced rich or cheap relative to its own recent 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.

GFI IV Rank Summary
Current
20%
Compressed — premium buying regime
30-Day Avg
50%
60-Day Avg
33%
90-Day Avg
27%
90-Day Low
0%
90-Day High
98%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in GFI's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
GFI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260904 20% 0.8%
20260903 15% 0.8%
20260902 98% 1.2%
20260901 91% 1.1%
20260831 89% 1.1%
20260828 73% 1.0%
20260827 70% 1.0%
20260826 68% 1.0%
20260825 56% 1.0%
20260824 58% 1.0%
20260821 48% 0.9%
20260820 49% 0.9%
20260819 41% 0.9%
20260818 50% 0.9%
20260817 49% 0.9%
20260814 38% 0.9%
20260813 34% 0.8%
20260812 36% 0.9%
20260811 35% 0.9%
20260810 24% 0.8%
20260806 28% 0.8%
20260805 64% 1.0%
20260804 73% 1.1%
20260803 59% 1.0%
20260731 56% 1.0%
20260730 38% 0.9%
20260729 52% 1.0%
20260728 44% 0.9%
20260727 29% 0.8%
20260724 17% 0.8%
20260723 22% 0.8%
20260722 13% 0.8%
20260721 33% 0.9%
20260720 33% 0.9%
20260716 20% 0.8%
20260715 18% 0.8%
20260714 13% 0.8%
20260713 10% 0.7%
20260710 11% 0.7%
20260709 7% 0.7%
20260708 4% 0.7%
20260707 7% 0.8%
20260706 0% 0.7%
20260702 29% 1.1%
20260701 34% 1.2%
20260630 29% 1.1%
20260629 26% 1.1%
20260626 22% 1.0%
20260625 21% 1.0%
20260624 21% 1.0%
20260623 19% 1.0%
20260622 18% 1.0%
20260618 14% 0.9%
20260617 11% 0.8%
20260616 7% 0.8%
20260615 6% 0.8%
20260613 8% 0.8%
20260612 4% 0.8%
20260611 9% 0.8%
20260610 8% 0.8%
20260609 7% 0.8%
20260608 6% 0.8%
20260605 6% 0.8%
20260604 2% 0.7%
20260603 3% 0.7%
20260602 11% 0.9%
20260601 33% 1.2%
20260529 15% 0.9%
20260528 26% 1.1%
20260527 17% 0.9%
20260526 18% 0.9%
20260522 8% 0.8%
20260521 10% 0.8%
20260520 12% 0.9%
20260519 11% 0.8%
20260518 11% 0.8%
20260515 9% 0.8%
20260514 7% 0.8%
20260513 13% 0.8%
20260512 11% 0.8%
20260511 9% 0.7%
20260510 11% 0.8%
20260508 9% 0.7%
20260507 11% 0.8%
20260506 7% 0.7%
20260505 10% 0.7%
20260504 8% 0.7%
20260502 37% 1.1%
20260501 36% 1.1%
20260430 39% 1.2%