GFI1 Implied Volatility
GFI1 options trade at a 30-day at-the-money implied volatility of 73.3%, an IV rank of 48 out of 100 over the past year. This page breaks down GFI1's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 8, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
GFI1 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 73.3% |
| ATM IV — 3 month | 53.6% |
| IV rank (1 year) | 48 / 100 |
| IV percentile (1 year) | 44% |
| Expected move (front expiration) | ±10.1% |
| Term slope (front − 3M) | +19.7 pts |
An IV rank of 48 places current implied volatility in the middle of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
GFI1 IV Rank History
GFI1 IV rank (0–100), past year.
IV rank has fallen from 100 in Sep '26 to 48 today. An IV percentile of 44% means implied volatility was lower than today on 44% of trading days in the past year.
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GFI1 Options FAQ
What is the implied volatility of GFI1 options?
GFI1 options trade at a 30-day at-the-money implied volatility of 73.3% as of Oct 8, 2026. That is an IV rank of 48 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is GFI1 implied volatility high or low right now?
By its own 52-week standards, GFI1 implied volatility is currently moderate: IV rank is 48 out of 100 as of Oct 8, 2026.
What move do GFI1 options imply before the next expiration?
Front-expiration GFI1 options imply a one-standard-deviation move of ±10.1% as of Oct 8, 2026, derived from at-the-money option prices.
What is the difference between GFI1's IV rank and IV percentile?
IV rank (currently 48) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 44%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.