Pre-market
⌘K
Sign in Sign up

Gold Fields Ltd ADR GFI 42.27 -0.24 -0.56%

GFI Gamma Exposure (GEX)

GFI (Gold Fields Ltd ADR): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.448
Put Call Ratio (OI)
1.5
Put Call Ratio (Vol)
0.067
IV Rank
11.8
IV Percentile
0.78
Max Pain
50

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-48.0
48.0
View values by strike
GFI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.00 8.14 -8.91
15.00 57.8 -42.5
17.00 57.3 -117
20.00 2.37 K -5.16 K
22.00 58.9 -76.9
22.50 12.4 -43.7
25.00 4.78 K -14.3 K
28.00 347 0
30.00 28.1 K -93.9 K
33.00 1.23 K 0
35.00 30.2 K -202 K
37.00 1.85 K -112
40.00 160 K -723 K
42.00 1.16 K 0
45.00 486 K -483 K
47.00 596 -956
50.00 311 K -76.2 K
55.00 67.6 K -129 K
60.00 41.5 K -15 K
65.00 19.5 K -3.61 K
70.00 17.1 K -2.23 K
75.00 480 0
80.00 1.74 K 0
85.00 337 0
90.00 2.02 K 0