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
6%
Compressed — premium buying regime
30-Day Avg
14%
60-Day Avg
19%
90-Day Avg
31%
90-Day Low
2%
90-Day High
100%
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
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%
20260429 30% 1.0%
20260428 29% 1.0%
20260427 29% 1.0%
20260424 20% 0.9%
20260423 22% 0.9%
20260422 26% 1.0%
20260421 29% 1.0%
20260420 22% 0.9%
20260417 26% 1.0%
20260416 23% 0.9%
20260415 25% 1.0%
20260414 17% 0.8%
20260413 17% 0.9%
20260410 21% 0.9%
20260409 16% 0.8%
20260408 19% 0.9%
20260407 14% 0.8%
20260406 17% 0.9%
20260402 15% 0.8%
20260401 42% 1.2%
20260331 25% 1.0%
20260330 33% 1.1%
20260327 22% 0.9%
20260326 27% 1.0%
20260325 26% 1.0%
20260324 20% 0.9%
20260323 21% 0.9%
20260320 21% 0.9%
20260319 15% 0.8%
20260318 24% 0.9%
20260317 26% 1.0%
20260316 15% 0.8%
20260313 26% 1.0%
20260312 26% 1.0%
20260311 26% 1.0%
20260310 27% 1.0%
20260309 26% 1.0%
20260308 22% 0.9%
20260306 20% 0.9%
20260305 19% 0.9%
20260304 86% 1.9%
20260303 77% 1.7%
20260302 100% 2.1%
20260227 96% 1.8%
20260226 74% 1.5%
20260225 100% 1.8%
20260224 100% 1.7%
20260223 68% 1.4%
20260221 74% 1.4%
20260220 64% 1.3%
20260219 72% 1.4%
20260218 72% 1.4%
20260217 58% 1.3%
20260213 40% 1.1%
20260212 76% 1.5%
20260211 62% 1.3%
20260210 56% 1.2%
20260209 59% 1.3%
20260206 40% 1.1%
20260205 63% 1.3%
20260204 38% 1.0%