Gold Fields Ltd ADR (GFI) Historical Volatility

Tracking GFI historical volatility helps you see how much Gold Fields Ltd ADR's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Gold Fields Ltd ADR's HV tells you what really happened. Use our scanner to monitor GFI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The GFI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Gold Fields Ltd ADR's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Gold Fields Limited operates as a gold producer with reserves and resources in Chile, South Africa, Ghana, West Africa, Australia, and Peru. The company also explores for copper deposits. It holds interests in 9 operating mines with an annual gold-equivalent production of approximately 2.34 million ounces, as well as gold mineral reserves of approximately 48.6 million ounces and mineral resources of approximately 111.8 million ounces. Gold Fields Limited was founded in 1887 and is based in Sandton, South Africa.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Gold Fields Ltd ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where GFI HV is running hot, cold, or in line. Make the GFI 30 day historical volatility — and every other window — work for your edge instead of against it.