NEM option chain Newmont Corporation

Expiration Cboe delayed options data · as of 12:39 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 ±7.8% (108.91–127.21) · ATM IV 49.2% · P/C open interest 0.98

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
47.30	50.15		41		1.00	0.0003	-0.004	70	0	2.13		1	185.8%	-0.00	0.0003	-0.004
42.25	44.50		6		1.00	0.0004	-0.005	75	0	2.13			165.6%	-0.00	0.0004	-0.005
36.70	39.50				1.00	0.0006	-0.007	80	0	2.13			146.5%	-0.00	0.0006	-0.007
31.70	34.50				0.99	0.0010	-0.009	85	0	2.13			128.3%	-0.01	0.0010	-0.009
26.65	29.60				0.99	0.0018	-0.012	90	0	2.00			109.0%	-0.01	0.0018	-0.012
21.80	24.35		1		0.98	0.0032	-0.017	95	0	2.15		45	94.3%	-0.02	0.0032	-0.017
19.75	22.40				0.98	0.0042	-0.020	97	0	2.16			87.8%	-0.02	0.0042	-0.021
18.75	21.40				0.98	0.0048	-0.022	98	0	2.18			84.8%	-0.02	0.0048	-0.023
17.80	20.60				0.97	0.0055	-0.025	99	0	2.20			81.7%	-0.03	0.0055	-0.025
16.80	19.65		10		0.97	0.0064	-0.028	100	0	0.2600	205	362	47.8%	-0.03	0.0064	-0.028
16.15	18.70				0.96	0.0074	-0.031	101	0	2.26		1	75.8%	-0.04	0.0074	-0.031
14.90	17.75		10		0.96	0.0086	-0.035	102	0.1800	0.2300		8	47.0%	-0.04	0.0086	-0.035
13.90	16.80				0.95	0.0100	-0.040	103	0.1000	0.2800	2	11	43.9%	-0.05	0.0101	-0.040
13.65	15.75				0.94	0.0117	-0.046	104	0.0500	0.3500	8	20	41.7%	-0.06	0.0117	-0.046
12.75	14.85	1	6	23.8%	0.92	0.0136	-0.052	105	0.1500	0.7900	8	339	48.2%	-0.08	0.0136	-0.053
11.80	13.70		1		0.91	0.0157	-0.060	106	0.1800	0.9000	134	83	47.1%	-0.09	0.0158	-0.061
10.95	12.80		1	28.8%	0.89	0.0179	-0.070	107	0.4400	1.37	2	10	51.9%	-0.11	0.0180	-0.070
10.10	11.95		1	33.0%	0.87	0.0203	-0.080	108	0.4900	1.16	47	118	47.2%	-0.13	0.0204	-0.080
9.25	11.35		4	37.6%	0.84	0.0226	-0.090	109	0.6500	1.35	2	97	47.2%	-0.16	0.0228	-0.090
8.45	10.35		3	36.8%	0.82	0.0249	-0.100	110	0.8200	1.49	17	86	46.5%	-0.18	0.0251	-0.101
7.70	10.35		8	44.2%	0.79	0.0271	-0.110	111	1.01	1.86	1	71	47.2%	-0.21	0.0273	-0.111
6.95	8.95	5	11	39.5%	0.76	0.0292	-0.120	112	1.33	2.02	13	39	46.9%	-0.24	0.0294	-0.121
6.90	8.20		282	44.1%	0.73	0.0310	-0.129	113	1.59	2.43	5	47	47.5%	-0.28	0.0312	-0.130
6.40	7.25	1	168	43.6%	0.69	0.0327	-0.136	114	1.94	2.86	8	37	48.2%	-0.31	0.0329	-0.137
5.90	6.50	7	79	43.9%	0.66	0.0341	-0.143	115	2.22	3.20	508	546	47.5%	-0.35	0.0343	-0.144
5.40	6.00	6	20	45.2%	0.62	0.0352	-0.148	116	2.60	3.45	3	55	46.6%	-0.38	0.0355	-0.149
4.85	5.50	7	51	45.7%	0.59	0.0361	-0.152	117	2.95	3.90	8	104	46.2%	-0.42	0.0364	-0.153
4.15	5.85	5	51	49.6%	0.55	0.0367	-0.154	118	3.65	4.65	3	96	48.9%	-0.45	0.0370	-0.155
3.75	4.45	1	59	45.1%	0.51	0.0370	-0.155	119	4.15	5.00		53	48.0%	-0.49	0.0373	-0.156
3.40	3.90	25	127	45.2%	0.47	0.0370	-0.154	120	4.35	5.75		77	47.3%	-0.53	0.0373	-0.156
2.49	3.55		38	42.9%	0.44	0.0367	-0.153	121	5.25	6.10		5	47.7%	-0.57	0.0370	-0.154
2.61	3.05	13	219	45.0%	0.40	0.0361	-0.149	122	5.70	7.40		27	50.6%	-0.60	0.0364	-0.151
2.18	2.88	14	26	45.6%	0.37	0.0352	-0.145	123	6.45	7.40	1	20	47.6%	-0.64	0.0356	-0.146
1.95	2.65	4	129	46.6%	0.33	0.0341	-0.139	124	7.15	8.80			51.9%	-0.67	0.0345	-0.141
1.66	2.03	26	80	44.5%	0.30	0.0328	-0.133	125	6.90	9.50		21	46.1%	-0.70	0.0331	-0.134
1.40	2.19	10	21	47.1%	0.27	0.0312	-0.126	126	8.30	10.20		2	50.0%	-0.73	0.0316	-0.127
1.00	1.79	2	20	43.5%	0.24	0.0295	-0.118	127	9.00	11.00			49.9%	-0.76	0.0299	-0.120
0.6200	1.32	88	396	41.4%	0.22	0.0276	-0.110	128	9.85	11.85		10	50.9%	-0.79	0.0281	-0.112
0.6700	1.25	4	74	43.9%	0.19	0.0257	-0.102	129	10.70	12.65			51.2%	-0.82	0.0262	-0.104
0.6100	1.00	32	71	43.7%	0.17	0.0237	-0.095	130	11.35	13.50		7	50.1%	-0.84	0.0242	-0.097
0.3500	0.9300		57	43.0%	0.15	0.0218	-0.087	131	12.45	14.40			52.7%	-0.86	0.0223	-0.089
0.1100	2.55		8	57.5%	0.13	0.0200	-0.081	132	13.15	15.25		10	51.2%	-0.88	0.0204	-0.083
0	0.7500		7	41.3%	0.12	0.0182	-0.075	133	14.40	16.20		11	55.5%	-0.89	0.0187	-0.077
0	2.37		3	60.1%	0.10	0.0166	-0.069	134	14.80	17.25		1	52.4%	-0.90	0.0170	-0.071
0	1.51		128	54.3%	0.09	0.0151	-0.064	135	15.75	18.75			59.2%	-0.91	0.0155	-0.066
0	2.30		11	64.2%	0.08	0.0138	-0.060	136	16.10	19.70			53.9%	-0.92	0.0141	-0.062
0	2.27		31	66.2%	0.08	0.0126	-0.056	137	17.70	20.30			58.4%	-0.93	0.0129	-0.058
0	0.4500	25	27	45.8%	0.07	0.0115	-0.053	138	18.85	21.65			65.9%	-0.94	0.0118	-0.055
0	2.23		1	70.2%	0.06	0.0105	-0.050	139	19.60	22.60			64.8%	-0.95	0.0108	-0.052
0	1.04		28	59.0%	0.06	0.0097	-0.048	140	20.65	23.55			66.9%	-0.95	0.0099	-0.049
0	2.20		7	74.2%	0.05	0.0089	-0.045	141	21.60	24.60			68.9%	-0.96	0.0091	-0.047
0	2.19		1	76.2%	0.05	0.0082	-0.043	142	22.55	25.55			69.7%	-0.96	0.0084	-0.044
0	2.18		1	78.1%	0.05	0.0076	-0.041	143	23.40	26.50			69.1%	-0.96	0.0077	-0.042
0	2.17		5	80.0%	0.04	0.0071	-0.040	144	24.55	27.50			73.0%	-0.97	0.0071	-0.040
0	2.17		22	82.0%	0.04	0.0066	-0.038	145	25.55	28.50			74.9%	-0.97	0.0066	-0.038
0	2.14		1	91.2%	0.03	0.0046	-0.031	150	30.55	33.55			84.6%	-0.98	0.0045	-0.030
0	2.13		122	100.0%	0.02	0.0033	-0.025	155	35.55	38.50			92.5%	-0.99	0.0031	-0.023
0	2.13			108.5%	0.02	0.0025	-0.020	160	40.55	43.55			101.4%	-0.99	0.0021	-0.017
0	2.13			116.5%	0.01	0.0019	-0.017	165	45.80	48.45			111.4%	-0.99	0.0015	-0.013
0	2.13		1	124.1%	0.01	0.0014	-0.014	170	50.55	53.50			115.7%	-1.00	0.0011	-0.009
0	2.13			131.4%	0.01	0.0011	-0.012	175	55.55	58.50			122.7%	-1.00	0.0008	-0.007

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 30, 2026

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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 30, 2026

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