IntraAlpha
Create free account Start free

Newmont Corporation NEM

i

Market dataready · fetched 2026-11-07T04:50:05.274Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:51.57132644Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T04:50:04.709651+00:00

Share price$120.50
1D+1.9%
AH$117$119$120$122$1235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEM
Sold putSold callAH

Newmont Corporation options

Live interpolated NEM call and put midpoint premiums by absolute delta.Newmont Corporation$0.64$2.99$5.33$7.68$10.03$104.04$112.07$120.09$128.11$136.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NEM spot · $120.50NEM PRICE$0.93$1.11$1.46$1.88$2.29$3.00$3.35$3.87$4.45$5.16$5.80$7.28$9.35$0.89$1.20$1.47$1.82$2.38$3.10$3.42$3.67$4.10$4.84$5.20$6.49
Puts——
CallsCheap0.68×
Skew——
Implied moveBullish±$6.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.2250.6%7.2%114.4946.2%5.7%
25Δ126.1646.1%5.6%115.6846.6%5.0%
30Δ125.1047.6%5.0%116.9544.8%4.2%
35Δ124.1149.6%4.6%117.9844.6%3.6%
40Δ123.0250.1%4.0%118.8547.9%3.3%
45Δ122.1055.4%3.8%
50Δ120.9152.5%3.1%120.8444.6%2.3%
55Δ119.8252.3%2.6%121.6742.4%1.9%
60Δ118.7151.8%2.2%122.4339.4%1.4%
65Δ117.6052.5%1.9%123.2438.0%1.1%
70Δ116.4751.2%1.5%124.2238.9%0.9%
75Δ114.7656.2%1.3%124.9136.3%0.7%
80Δ112.4663.1%1.1%126.3339.1%0.5%

20Δ

Calls
Pseudo strike
128.22
IV
50.6%
B/E move
7.2%
Puts
Pseudo strike
114.49
IV
46.2%
B/E move
5.7%

25Δ

Calls
Pseudo strike
126.16
IV
46.1%
B/E move
5.6%
Puts
Pseudo strike
115.68
IV
46.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
125.10
IV
47.6%
B/E move
5.0%
Puts
Pseudo strike
116.95
IV
44.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
124.11
IV
49.6%
B/E move
4.6%
Puts
Pseudo strike
117.98
IV
44.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
123.02
IV
50.1%
B/E move
4.0%
Puts
Pseudo strike
118.85
IV
47.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
122.10
IV
55.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
120.91
IV
52.5%
B/E move
3.1%
Puts
Pseudo strike
120.84
IV
44.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
119.82
IV
52.3%
B/E move
2.6%
Puts
Pseudo strike
121.67
IV
42.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
118.71
IV
51.8%
B/E move
2.2%
Puts
Pseudo strike
122.43
IV
39.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
117.60
IV
52.5%
B/E move
1.9%
Puts
Pseudo strike
123.24
IV
38.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
116.47
IV
51.2%
B/E move
1.5%
Puts
Pseudo strike
124.22
IV
38.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
114.76
IV
56.2%
B/E move
1.3%
Puts
Pseudo strike
124.91
IV
36.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
112.46
IV
63.1%
B/E move
1.1%
Puts
Pseudo strike
126.33
IV
39.1%
B/E move
0.5%

Options history

IV · four-Friday blend41.74%
Daily close
NEM36.0%52.7%69.5%2026-08-10: 45.60%2026-08-11: 45.46%2026-08-12: 45.80%2026-08-13: 44.00%2026-08-14: 40.21%2026-08-17: 43.73%2026-08-18: 43.71%2026-08-19: 44.78%2026-08-20: 45.75%2026-08-21: 45.76%2026-08-24: 50.13%2026-08-25: 48.94%2026-08-26: 46.79%2026-08-27: 44.30%2026-08-28: 42.32%2026-08-31: 42.20%2026-09-01: 44.10%2026-09-02: 41.82%2026-09-03: 43.62%2026-09-04: 40.07%2026-09-08: 45.87%2026-09-09: 46.27%2026-09-10: 47.33%2026-09-11: 40.63%2026-09-14: 44.93%2026-09-15: 46.15%2026-09-16: 47.52%2026-09-17: 43.03%2026-09-18: 40.49%2026-09-21: 42.08%2026-09-22: 43.24%2026-09-23: 43.85%2026-09-24: 42.75%2026-09-25: 42.15%2026-09-28: 43.79%2026-09-29: 41.99%2026-09-30: 40.88%2026-10-01: 40.96%2026-10-02: 38.31%2026-10-05: 40.80%2026-10-06: 40.59%2026-10-07: 41.31%2026-10-08: 41.42%2026-10-09: 39.51%2026-10-12: 43.24%2026-10-13: 43.76%2026-10-14: 46.13%2026-10-15: 44.20%2026-10-16: 45.60%2026-10-19: 50.69%2026-10-20: 52.30%2026-10-21: 55.16%2026-10-22: 67.16%2026-10-23: 39.01%2026-10-26: 45.71%2026-10-27: 41.37%2026-10-28: 45.24%2026-10-29: 41.94%2026-10-30: 41.74%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
45.60%
45.46%
45.80%
44.00%
40.21%
43.73%
43.71%
44.78%
45.75%
45.76%
50.13%
48.94%
46.79%
44.30%
42.32%
42.20%
44.10%
41.82%
43.62%
40.07%
45.87%
46.27%
47.33%
40.63%
44.93%
46.15%
47.52%
43.03%
40.49%
42.08%
43.24%
43.85%
42.75%
42.15%
43.79%
41.99%
40.88%
40.96%
38.31%
40.80%
40.59%
41.31%
41.42%
39.51%
43.24%
43.76%
46.13%
44.20%
45.60%
50.69%
52.30%
55.16%
67.16%
39.01%
45.71%
41.37%
45.24%
41.94%
41.74%