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Newmont Goldcorp Corp NEM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-16T21:47:58.553Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:56:07.413962775Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:57.939539+00:00

Share price$118.24
1D+2.3%
AH$115$116$117$119$1205:30 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$0.66$2.81$4.95$7.10$9.25$108.05$113.22$118.38$123.55$128.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEM spot · $118.24NEM PRICE$0.89$1.21$1.58$1.89$2.29$2.74$3.31$3.89$4.41$5.21$5.92$6.31$7.92$0.92$1.24$1.59$1.96$2.35$2.75$3.26$3.80$4.72$5.26$6.65$7.54$8.63
PutsExpensive1.27×
CallsExpensive1.35×
SkewBullish-2.42 pp
Implied moveBalanced±$6.57
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.7550.1%7.1%112.0748.6%6.0%
25Δ124.4951.5%6.3%113.2849.1%5.2%
30Δ123.2552.5%5.6%114.4349.2%4.6%
35Δ121.9051.0%4.7%115.5448.9%3.9%
40Δ120.7751.1%4.1%116.5948.3%3.4%
45Δ119.6951.4%3.5%117.6047.5%2.9%
50Δ118.6452.9%3.1%118.5947.7%2.5%
55Δ117.5653.5%2.7%119.5847.7%2.1%
60Δ116.4852.5%2.2%120.7750.9%1.9%
65Δ115.2854.0%1.9%121.7649.3%1.5%
70Δ114.1453.4%1.5%123.3753.6%1.3%
75Δ113.2849.3%1.1%124.6352.7%1.0%
80Δ111.4253.9%0.9%126.0452.0%0.7%

20Δ

Calls
Pseudo strike
125.75
IV
50.1%
B/E move
7.1%
Puts
Pseudo strike
112.07
IV
48.6%
B/E move
6.0%

25Δ

Calls
Pseudo strike
124.49
IV
51.5%
B/E move
6.3%
Puts
Pseudo strike
113.28
IV
49.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
123.25
IV
52.5%
B/E move
5.6%
Puts
Pseudo strike
114.43
IV
49.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
121.90
IV
51.0%
B/E move
4.7%
Puts
Pseudo strike
115.54
IV
48.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
120.77
IV
51.1%
B/E move
4.1%
Puts
Pseudo strike
116.59
IV
48.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
119.69
IV
51.4%
B/E move
3.5%
Puts
Pseudo strike
117.60
IV
47.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
118.64
IV
52.9%
B/E move
3.1%
Puts
Pseudo strike
118.59
IV
47.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
117.56
IV
53.5%
B/E move
2.7%
Puts
Pseudo strike
119.58
IV
47.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
116.48
IV
52.5%
B/E move
2.2%
Puts
Pseudo strike
120.77
IV
50.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
115.28
IV
54.0%
B/E move
1.9%
Puts
Pseudo strike
121.76
IV
49.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
114.14
IV
53.4%
B/E move
1.5%
Puts
Pseudo strike
123.37
IV
53.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
113.28
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
124.63
IV
52.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
111.42
IV
53.9%
B/E move
0.9%
Puts
Pseudo strike
126.04
IV
52.0%
B/E move
0.7%