NEM option chain Newmont Corporation

Expiration Cboe delayed options data · as of 00:36 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±6.9% (116.94–134.38) · ATM IV 41.1% · P/C open interest 0.73

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
59.65	61.85		619	153.2%	1.00	0.0000	-0.077	65	0	1.47		599	189.8%	-0.00	0.0002	-0.005
57.25	59.35		128	149.8%	1.00	0.0000	-0.070	67.5	0	1.52		1,014	181.5%	-0.00	0.0002	-0.005
54.75	56.85		662	141.5%	1.00	0.0000	-0.064	70	0	1.27		2,434	166.2%	-0.00	0.0003	-0.006
52.25	54.35		438	133.5%	1.00	0.0000	-0.058	72.5	0	0.5800		536	136.6%	-0.00	0.0003	-0.006
50.20	51.85		292	140.8%	1.00	0.0001	-0.051	75	0	0.9400		1,773	140.7%	-0.00	0.0004	-0.007
47.35	50.10		320	142.6%	1.00	0.0002	-0.044	77.5	0.0100	1.47		395	145.7%	-0.00	0.0005	-0.007
44.85	46.85		315	114.6%	1.00	0.0003	-0.037	80	0	0.9500		3,339	125.7%	-0.00	0.0006	-0.008
42.20	45.00		233	121.0%	1.00	0.0006	-0.031	82.5	0	1.60		4,078	132.0%	-0.01	0.0007	-0.009
39.70	42.30	1	583	108.9%	1.00	0.0009	-0.024	85	0	0.0200		4,342	66.0%	-0.01	0.0008	-0.009
37.30	39.65	1	243	100.6%	1.00	0.0012	-0.019	87.5	0	2.13		2,385	125.0%	-0.01	0.0010	-0.010
34.70	37.30		451	94.8%	0.99	0.0016	-0.014	90	0	0.0300	5	3,491	59.4%	-0.01	0.0012	-0.011
32.70	34.80		538	97.5%	0.99	0.0020	-0.012	92.5	0	1.80		1,303	105.0%	-0.01	0.0015	-0.012
29.70	32.25	3	4,537	80.4%	0.99	0.0023	-0.011	95	0	0.1000		4,027	58.1%	-0.01	0.0019	-0.013
27.55	29.55		270	76.9%	0.99	0.0026	-0.012	97.5	0	0.1800		1,660	57.8%	-0.01	0.0024	-0.015
24.90	26.00	38	4,232		0.98	0.0031	-0.014	100	0	0.4200		3,817	60.7%	-0.02	0.0030	-0.017
19.85	22.25		3,436	57.8%	0.97	0.0054	-0.021	105	0.0600	0.1300	3	2,000	43.2%	-0.03	0.0054	-0.023
15.55	16.15	20	2,093	39.3%	0.94	0.0109	-0.038	110	0.2800	0.3800	5	9,257	42.9%	-0.06	0.0109	-0.040
10.95	11.90		3,490	40.4%	0.86	0.0208	-0.072	115	0.7400	0.9200	11	2,433	41.1%	-0.14	0.0209	-0.074
8.65	10.35			46.2%	0.78	0.0275	-0.097	118	1.05	1.49		587	38.8%	-0.22	0.0277	-0.098
7.85	10.00		5	47.7%	0.75	0.0295	-0.104	119	1.27	1.76		49	38.8%	-0.25	0.0297	-0.106
7.15	8.75		3,063	44.4%	0.72	0.0314	-0.111	120	1.59	2.03	32	2,060	38.9%	-0.28	0.0316	-0.113
6.45	8.00			43.7%	0.69	0.0330	-0.118	121	1.75	2.41	1	117	38.3%	-0.32	0.0333	-0.119
5.75	7.30		4	42.9%	0.65	0.0344	-0.123	122	2.33	2.77	5	18	39.5%	-0.35	0.0347	-0.124
5.10	6.95		11	43.8%	0.62	0.0355	-0.127	123	2.40	3.25		552	38.3%	-0.39	0.0358	-0.129
4.65	6.05	1	8	42.7%	0.58	0.0363	-0.131	124	2.67	3.70	4	17	37.5%	-0.42	0.0367	-0.132
4.35	4.70	24	4,877	39.8%	0.54	0.0368	-0.133	125	3.60	4.10	3	1,951	39.4%	-0.46	0.0372	-0.134
3.90	5.05	28	12	43.9%	0.51	0.0370	-0.133	126	3.80	4.70	7	165	38.3%	-0.50	0.0374	-0.135
3.45	4.60	12	22	43.9%	0.47	0.0369	-0.133	127	4.20	5.20	1	38	37.4%	-0.54	0.0372	-0.134
3.00	4.25	6	73	44.1%	0.43	0.0364	-0.132	128	4.55	6.45	1	159	39.4%	-0.57	0.0368	-0.133
2.73	3.50	7	16	42.9%	0.40	0.0356	-0.129	129	5.20	7.05		14	39.4%	-0.61	0.0361	-0.131
2.40	3.15	53	10.8K	43.0%	0.36	0.0346	-0.126	130	5.90	7.50	2	1,104	38.5%	-0.64	0.0351	-0.127
2.11	2.89		109	43.5%	0.33	0.0334	-0.122	131	6.55	8.45		54	39.6%	-0.67	0.0339	-0.123
1.61	2.60		253	42.4%	0.30	0.0320	-0.117	132	7.30	9.25		49	40.1%	-0.71	0.0324	-0.118
1.58	2.33		165	43.7%	0.27	0.0304	-0.112	133	8.10	9.55	4	408	37.7%	-0.73	0.0309	-0.113
1.20	2.02	1	74	42.4%	0.25	0.0287	-0.106	134	8.50	10.70		11	37.5%	-0.76	0.0292	-0.107
1.20	1.78	8	11.5K	43.6%	0.22	0.0270	-0.100	135	9.95	11.25	10	213	39.9%	-0.79	0.0274	-0.100
0.8900	1.61		28	43.0%	0.20	0.0252	-0.094	136	9.90	12.00		3	31.9%	-0.81	0.0256	-0.094
0.8800	1.37		137	43.6%	0.18	0.0233	-0.087	137	11.15	13.25		3	38.5%	-0.83	0.0238	-0.088
0.6600	1.20		5	43.0%	0.16	0.0216	-0.081	138	12.00	13.95		65	36.4%	-0.85	0.0220	-0.081
0.5400	1.09		130	43.2%	0.14	0.0198	-0.075	139	13.10	15.05			40.4%	-0.87	0.0204	-0.075
0.4600	0.8800		2,678	42.7%	0.12	0.0182	-0.070	140	13.65	15.90		70	35.2%	-0.89	0.0188	-0.070
0.3800	0.8200		2	43.3%	0.11	0.0166	-0.064	141	14.30	16.90				-0.90	0.0173	-0.065
0.3300	0.7100		10	43.5%	0.10	0.0151	-0.059	142	15.20	17.80				-0.91	0.0159	-0.060
0.2800	0.6500		102	44.1%	0.09	0.0138	-0.055	143	16.35	18.40				-0.92	0.0146	-0.056
0.2400	0.5500		2	44.1%	0.08	0.0125	-0.050	144	17.35	19.45		123		-0.93	0.0134	-0.052
0.2800	0.3700	1	2,524	43.8%	0.07	0.0114	-0.046	145	19.25	20.60		20	48.1%	-0.94	0.0122	-0.049
0.1900	0.3600		9	43.9%	0.06	0.0103	-0.043	146	18.80	21.50				-0.95	0.0112	-0.046
0.1300	0.2000	4	3,186	45.5%	0.04	0.0071	-0.032	150	22.70	25.25	2	5		-0.97	0.0076	-0.034
0.0500	0.1800	1	844	49.3%	0.03	0.0045	-0.022	155	27.85	30.30				-0.99	0.0042	-0.017
0.0300	0.2000		455	55.4%	0.02	0.0030	-0.016	160	32.65	35.30				-0.99	0.0022	-0.005
0	0.2000		1,339	60.0%	0.01	0.0020	-0.012	165	37.80	40.30				-1.00	0.0011	0.000
0	0.1500	1	231	63.0%	0.01	0.0014	-0.009	170	42.65	45.60				-1.00	0.0005	0.000
0	2.13		2,817	107.5%	0.01	0.0010	-0.007	175	47.75	50.30				-1.00	0.0002	0.000
0	1.50		11.1K	105.7%	0.00	0.0008	-0.006	180	52.75	55.65		2		-1.00	0.0001	0.000
0	2.13		133	120.4%	0.00	0.0006	-0.005	185	57.80	60.90				-1.00	0.0001	0.000

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Sep 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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NEM option chain Newmont Corporation

Volatility smile — Sep 18, 2026

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