IntraAlpha
Create free account Start free

Newmont Corporation NEM

i

Market datapartial · fetched 2026-11-08T00:15:59.778Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceNEM
1D
Price history unavailable.

Newmont Corporation options

Live interpolated NEM call and put midpoint premiums by absolute delta.Newmont Corporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENEM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%