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 ±10.3% (116.94–143.94) · ATM IV 41.3% · P/C open interest 1.23

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
58.90	62.85			90.7%	0.99	0.0008	0.000	70	0	2.13			130.9%	-0.01	0.0008	-0.016
53.95	57.75			76.7%	0.99	0.0010	0.000	75	0	2.13			118.6%	-0.01	0.0010	-0.017
49.35	52.40			68.8%	0.98	0.0013	0.000	80	0	2.13			107.0%	-0.02	0.0013	-0.018
44.00	47.35				0.98	0.0016	0.000	85	0	2.13			96.0%	-0.02	0.0017	-0.018
39.00	42.40				0.98	0.0022	-0.003	90	0	2.13			85.6%	-0.02	0.0022	-0.019
34.05	37.65				0.97	0.0029	-0.006	95	0	2.14			75.7%	-0.03	0.0029	-0.021
29.15	32.50				0.96	0.0040	-0.010	100	0	2.18			66.4%	-0.04	0.0040	-0.023
24.35	27.10				0.95	0.0058	-0.017	105	0	2.32			58.1%	-0.05	0.0059	-0.028
19.85	22.75		2	36.4%	0.91	0.0090	-0.029	110	0.3500	1.10		14	42.7%	-0.09	0.0090	-0.038
19.35	21.40			36.3%	0.90	0.0098	-0.032	111	0.4500	1.20			42.5%	-0.10	0.0098	-0.041
17.90	21.25			38.0%	0.89	0.0106	-0.035	112	0.5300	1.35			42.3%	-0.11	0.0107	-0.044
17.05	20.10			36.3%	0.88	0.0115	-0.039	113	0.8400	1.24	5		41.8%	-0.12	0.0116	-0.047
16.60	18.75			36.1%	0.87	0.0124	-0.043	114	0.6100	1.85	1		42.3%	-0.13	0.0125	-0.050
15.50	17.95			35.0%	0.86	0.0133	-0.046	115	0.9500	1.69	1	12	41.4%	-0.15	0.0134	-0.053
14.55	17.20			35.1%	0.84	0.0142	-0.050	116	1.07	1.89	2		41.2%	-0.16	0.0144	-0.057
13.75	17.60			41.6%	0.82	0.0152	-0.054	117	1.31	2.25	4		42.1%	-0.18	0.0153	-0.060
13.40	16.75			43.1%	0.81	0.0161	-0.058	118	1.65	2.18			41.3%	-0.19	0.0162	-0.064
13.15	16.10			45.5%	0.79	0.0170	-0.062	119	1.51	4.25		1	47.2%	-0.21	0.0172	-0.068
12.10	14.70		4	41.5%	0.77	0.0179	-0.066	120	1.82	3.30		1	42.5%	-0.23	0.0180	-0.071
11.35	13.95			41.2%	0.75	0.0187	-0.069	121	2.30	3.45		1	42.7%	-0.25	0.0189	-0.074
10.90	12.95			41.0%	0.73	0.0195	-0.073	122	2.58	3.95		1	43.2%	-0.27	0.0197	-0.077
10.05	12.15		1	39.9%	0.71	0.0202	-0.076	123	2.80	4.10		3	42.2%	-0.29	0.0204	-0.080
9.60	11.55		1	40.8%	0.69	0.0208	-0.079	124	3.30	4.65		14	43.3%	-0.32	0.0211	-0.083
9.55	10.60		11	41.7%	0.67	0.0214	-0.082	125	3.35	4.35	2	1	40.0%	-0.34	0.0217	-0.085
8.90	9.90	1		41.2%	0.64	0.0219	-0.084	126	4.10	5.05	1	14	42.1%	-0.36	0.0222	-0.087
7.90	9.30	2	1	39.8%	0.62	0.0224	-0.087	127	3.45	5.55			39.0%	-0.38	0.0226	-0.089
7.80	8.70	3	3	41.1%	0.60	0.0227	-0.088	128	4.70	6.20			42.2%	-0.41	0.0230	-0.091
7.20	8.10	1	1	40.7%	0.57	0.0230	-0.090	129	5.35	6.50	1		42.2%	-0.43	0.0233	-0.092
6.55	7.80	4	10	40.9%	0.55	0.0232	-0.091	130	5.60	7.05		11	41.6%	-0.45	0.0235	-0.093
6.30	7.10	2	1	40.9%	0.53	0.0233	-0.092	131	6.40	7.60	3		42.6%	-0.48	0.0236	-0.093
5.70	7.20	2		42.2%	0.50	0.0233	-0.092	132	6.95	8.15	2		42.7%	-0.50	0.0236	-0.093
5.20	6.25			40.5%	0.48	0.0232	-0.093	133	7.35	8.75		3	42.3%	-0.52	0.0236	-0.093
4.95	6.05			41.6%	0.46	0.0231	-0.092	134	8.10	9.40			43.0%	-0.55	0.0235	-0.093
4.75	5.50	25	1	41.7%	0.44	0.0229	-0.092	135	8.40	10.40			43.3%	-0.57	0.0233	-0.092
4.15	5.05	4		40.8%	0.41	0.0226	-0.091	136	9.35	10.70			43.3%	-0.59	0.0231	-0.091
3.90	5.60	4	2	44.0%	0.39	0.0223	-0.090	137	9.95	11.30			43.0%	-0.61	0.0228	-0.089
3.40	4.65			41.4%	0.37	0.0219	-0.089	138	10.65	11.85			42.7%	-0.63	0.0224	-0.088
3.15	4.10			40.9%	0.35	0.0215	-0.087	139	10.95	12.75			42.1%	-0.65	0.0220	-0.086
3.20	3.80	26	2	42.0%	0.33	0.0210	-0.086	140	12.05	13.35			43.1%	-0.67	0.0215	-0.084
2.51	3.45			40.3%	0.31	0.0205	-0.084	141	12.85	14.40			44.5%	-0.69	0.0210	-0.082
2.33	3.30			40.9%	0.30	0.0199	-0.082	142	13.15	15.05			42.6%	-0.71	0.0204	-0.079
2.32	3.10			41.8%	0.28	0.0193	-0.079	143	13.95	15.60			41.9%	-0.73	0.0199	-0.077
2.18	2.88		2	42.2%	0.26	0.0187	-0.077	144	14.70	16.90			43.8%	-0.75	0.0192	-0.074
1.74	2.82	1	17	41.9%	0.24	0.0180	-0.075	145	14.90	17.70			41.5%	-0.76	0.0186	-0.071
1.89	2.64	2	1	43.3%	0.23	0.0174	-0.072	146	16.45	19.10			46.9%	-0.78	0.0180	-0.068
1.32	1.95	4		43.7%	0.18	0.0147	-0.062	150	19.25	22.50			45.2%	-0.84	0.0153	-0.057
0.4400	2.90			50.5%	0.13	0.0116	-0.052	155	24.25	26.95			48.9%	-0.88	0.0122	-0.045
0	2.62			52.6%	0.10	0.0091	-0.045	160	29.00	31.15			48.1%	-0.92	0.0096	-0.036
0	2.40			56.8%	0.08	0.0072	-0.039	165	33.90	36.05			51.7%	-0.94	0.0076	-0.027
0	2.29		1	61.1%	0.06	0.0059	-0.035	170	37.95	41.00				-0.95	0.0063	-0.021
0	2.21		1	65.4%	0.05	0.0048	-0.032	175	42.95	46.45			54.9%	-0.96	0.0060	-0.014

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 — Oct 09, 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 — Oct 09, 2026

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