IntraAlpha
Create free account Start free

Newmont Goldcorp Corp NEM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-16T01:04:42.491Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:46:17.015358185Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:41.806181+00:00

Share price$114.76
1D+3.0%
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$1.24$4.87$8.50$12.13$15.76$95.46$105.15$114.85$124.55$134.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEM spot · $114.76NEM PRICE$1.63$2.21$2.80$3.42$4.04$4.97$5.94$6.94$8.01$9.09$10.41$11.76$13.53$1.67$2.26$2.87$3.53$4.28$5.02$5.89$6.86$7.82$9.44$11.37$13.10$14.71
PutsCheap0.89×
CallsExpensive1.15×
SkewBullish-5.46 pp
Implied moveBalanced±$11.83
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.3443.1%15.0%104.6339.1%10.3%
25Δ127.6343.5%13.1%106.7738.9%8.9%
30Δ124.9943.8%11.4%108.8038.7%7.7%
35Δ122.6143.0%9.8%110.7338.5%6.6%
40Δ120.2342.3%8.3%112.5038.2%5.7%
45Δ118.2443.3%7.4%114.2837.9%4.8%
50Δ116.2944.4%6.5%116.0237.6%4.0%
55Δ114.3145.0%5.7%117.7437.3%3.4%
60Δ112.2644.9%4.8%119.4536.9%2.7%
65Δ110.2244.7%4.0%121.6438.0%2.2%
70Δ108.0944.2%3.3%124.0539.6%1.8%
75Δ105.9643.7%2.6%126.3139.5%1.3%
80Δ103.5343.5%2.0%128.4738.1%0.9%

20Δ

Calls
Pseudo strike
130.34
IV
43.1%
B/E move
15.0%
Puts
Pseudo strike
104.63
IV
39.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
127.63
IV
43.5%
B/E move
13.1%
Puts
Pseudo strike
106.77
IV
38.9%
B/E move
8.9%

30Δ

Calls
Pseudo strike
124.99
IV
43.8%
B/E move
11.4%
Puts
Pseudo strike
108.80
IV
38.7%
B/E move
7.7%

35Δ

Calls
Pseudo strike
122.61
IV
43.0%
B/E move
9.8%
Puts
Pseudo strike
110.73
IV
38.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
120.23
IV
42.3%
B/E move
8.3%
Puts
Pseudo strike
112.50
IV
38.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
118.24
IV
43.3%
B/E move
7.4%
Puts
Pseudo strike
114.28
IV
37.9%
B/E move
4.8%

50Δ

Calls
Pseudo strike
116.29
IV
44.4%
B/E move
6.5%
Puts
Pseudo strike
116.02
IV
37.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
114.31
IV
45.0%
B/E move
5.7%
Puts
Pseudo strike
117.74
IV
37.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
112.26
IV
44.9%
B/E move
4.8%
Puts
Pseudo strike
119.45
IV
36.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
110.22
IV
44.7%
B/E move
4.0%
Puts
Pseudo strike
121.64
IV
38.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
108.09
IV
44.2%
B/E move
3.3%
Puts
Pseudo strike
124.05
IV
39.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
105.96
IV
43.7%
B/E move
2.6%
Puts
Pseudo strike
126.31
IV
39.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
103.53
IV
43.5%
B/E move
2.0%
Puts
Pseudo strike
128.47
IV
38.1%
B/E move
0.9%