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Newmont Goldcorp Corp NEM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-15T20:03:58.884Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.155637238Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:47.367630+00:00

Share price$115.79
1D+3.2%
AH$112$113$114$115$1165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEM
Sold putSold callAH

Newmont Goldcorp Corp options

Live interpolated NEM call and put midpoint premiums by absolute delta.Newmont Goldcorp Corp$0.10$1.81$3.52$5.23$6.94$110.28$112.66$115.03$117.41$119.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $115.79OPTION PRICELive NEM spot · $115.79NEM PRICE$0.28$0.36$0.43$0.54$0.66$0.77$0.91$1.06$1.20$1.37$1.67$1.97$2.27$0.34$0.44$0.55$0.66$0.78$0.91$1.04$1.38$1.98$2.55$3.16$4.33$6.45
PutsExpensive2.59×
CallsCheap0.76×
SkewBearish+19.04 pp
Implied moveBearish±$1.94
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.0142.3%2.2%113.3149.6%2.4%
25Δ117.5340.1%1.8%113.8947.7%2.0%
30Δ117.0537.9%1.5%114.3446.4%1.7%
35Δ116.7237.7%1.3%114.7645.2%1.5%
40Δ116.4237.7%1.1%115.1544.1%1.2%
45Δ116.1237.6%0.9%115.4843.1%1.0%
50Δ115.8337.4%0.8%115.8242.0%0.9%
55Δ115.5437.1%0.7%116.2546.8%0.8%
60Δ115.2636.8%0.6%116.8158.4%0.8%
65Δ114.9636.7%0.5%117.4465.4%0.8%
70Δ114.5838.1%0.4%118.1770.7%0.7%
75Δ114.2039.4%0.3%119.4182.5%0.6%
80Δ113.8140.8%0.2%121.57105.3%0.6%

20Δ

Calls
Pseudo strike
118.01
IV
42.3%
B/E move
2.2%
Puts
Pseudo strike
113.31
IV
49.6%
B/E move
2.4%

25Δ

Calls
Pseudo strike
117.53
IV
40.1%
B/E move
1.8%
Puts
Pseudo strike
113.89
IV
47.7%
B/E move
2.0%

30Δ

Calls
Pseudo strike
117.05
IV
37.9%
B/E move
1.5%
Puts
Pseudo strike
114.34
IV
46.4%
B/E move
1.7%

35Δ

Calls
Pseudo strike
116.72
IV
37.7%
B/E move
1.3%
Puts
Pseudo strike
114.76
IV
45.2%
B/E move
1.5%

40Δ

Calls
Pseudo strike
116.42
IV
37.7%
B/E move
1.1%
Puts
Pseudo strike
115.15
IV
44.1%
B/E move
1.2%

45Δ

Calls
Pseudo strike
116.12
IV
37.6%
B/E move
0.9%
Puts
Pseudo strike
115.48
IV
43.1%
B/E move
1.0%

50Δ

Calls
Pseudo strike
115.83
IV
37.4%
B/E move
0.8%
Puts
Pseudo strike
115.82
IV
42.0%
B/E move
0.9%

55Δ

Calls
Pseudo strike
115.54
IV
37.1%
B/E move
0.7%
Puts
Pseudo strike
116.25
IV
46.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
115.26
IV
36.8%
B/E move
0.6%
Puts
Pseudo strike
116.81
IV
58.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
114.96
IV
36.7%
B/E move
0.5%
Puts
Pseudo strike
117.44
IV
65.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
114.58
IV
38.1%
B/E move
0.4%
Puts
Pseudo strike
118.17
IV
70.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
114.20
IV
39.4%
B/E move
0.3%
Puts
Pseudo strike
119.41
IV
82.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
113.81
IV
40.8%
B/E move
0.2%
Puts
Pseudo strike
121.57
IV
105.3%
B/E move
0.6%