NEM option chain Newmont Corporation

Expiration Cboe delayed options data · as of 15:41 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 ±9.0% (107.80–129.20) · ATM IV 43.0% · P/C open interest 0.52

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
47.10	50.50			79.0%	1.00	0.0005	0.000	70	0	2.13		5	138.7%	-0.00	0.0005	-0.005
42.15	45.55			75.7%	0.99	0.0008	-0.001	75	0	1.60			115.7%	-0.01	0.0008	-0.007
37.15	40.45				0.99	0.0012	-0.004	80	0	1.99			107.6%	-0.01	0.0012	-0.010
32.15	35.60			55.8%	0.98	0.0020	-0.009	85	0	2.00			94.3%	-0.02	0.0020	-0.014
27.25	30.65			52.4%	0.98	0.0033	-0.015	90	0	1.24		21	72.4%	-0.02	0.0033	-0.019
22.30	25.45			34.4%	0.96	0.0056	-0.024	95	0	2.24			71.4%	-0.04	0.0056	-0.027
20.35	23.70			42.7%	0.95	0.0069	-0.028	97	0	2.31		1	67.0%	-0.05	0.0069	-0.032
19.40	22.40			32.2%	0.94	0.0076	-0.031	98	0	2.35		1	64.9%	-0.06	0.0077	-0.034
18.50	21.45			36.3%	0.93	0.0085	-0.034	99	0.0100	0.9800			49.3%	-0.07	0.0085	-0.037
18.15	19.50				0.93	0.0094	-0.037	100	0.2500	0.7600	1	230	47.4%	-0.07	0.0094	-0.040
16.60	19.60			37.8%	0.92	0.0104	-0.040	101	0.2100	0.8200		17	45.5%	-0.08	0.0105	-0.043
15.70	18.05				0.91	0.0115	-0.044	102	0.2900	0.9100		3	45.1%	-0.09	0.0116	-0.046
14.80	17.45			34.6%	0.90	0.0127	-0.048	103	0.4100	1.07		2	45.5%	-0.10	0.0128	-0.050
14.00	16.35			34.0%	0.88	0.0140	-0.052	104	0.5000	1.33		3	46.2%	-0.12	0.0141	-0.054
13.50	16.15			44.2%	0.87	0.0153	-0.056	105	0.8200	1.49	1	5	47.3%	-0.13	0.0154	-0.058
12.25	14.85			37.5%	0.85	0.0167	-0.060	106	0.7100	1.48		4	44.0%	-0.15	0.0168	-0.063
11.50	14.45			41.4%	0.83	0.0182	-0.065	107	0.8600	1.51	15	31	42.8%	-0.17	0.0183	-0.067
10.65	13.15			38.0%	0.81	0.0196	-0.070	108	1.07	1.73		12	43.0%	-0.19	0.0197	-0.072
9.80	13.00		2	41.6%	0.79	0.0210	-0.074	109	1.35	1.97		12	43.4%	-0.21	0.0212	-0.076
9.05	11.70			38.6%	0.77	0.0225	-0.079	110	1.76	2.10		7	43.5%	-0.23	0.0226	-0.081
8.85	11.00			41.7%	0.75	0.0238	-0.083	111	2.03	2.31		29	43.1%	-0.25	0.0240	-0.085
8.75	9.70	1	12	41.7%	0.72	0.0251	-0.087	112	2.32	2.66		19	43.3%	-0.28	0.0253	-0.089
7.55	9.60		2	41.9%	0.69	0.0262	-0.091	113	2.66	3.20		9	44.2%	-0.31	0.0264	-0.093
6.30	8.95		4	39.1%	0.67	0.0272	-0.095	114	2.50	3.60		4	42.1%	-0.33	0.0275	-0.096
6.80	7.65		501	41.1%	0.64	0.0281	-0.098	115	3.30	3.70	15	30	42.6%	-0.36	0.0284	-0.099
5.75	6.95		22	38.6%	0.61	0.0288	-0.100	116	3.75	4.45		3	44.1%	-0.39	0.0291	-0.102
5.85	6.55		40	42.0%	0.58	0.0294	-0.102	117	4.05	4.90		1	43.5%	-0.42	0.0297	-0.103
5.50	6.15		6	43.1%	0.55	0.0298	-0.103	118	4.70	5.05		1	42.8%	-0.45	0.0301	-0.105
5.00	5.40	15	26	42.0%	0.52	0.0300	-0.104	119	5.20	5.75		3	43.5%	-0.48	0.0304	-0.105
4.55	4.95		10	42.1%	0.49	0.0300	-0.104	120	5.50	6.35		5	42.8%	-0.51	0.0304	-0.105
3.60	4.50		21	40.0%	0.46	0.0299	-0.104	121	6.30	7.05		1	44.2%	-0.54	0.0303	-0.105
3.10	4.10		125	39.5%	0.43	0.0296	-0.103	122	6.50	7.55		3	42.2%	-0.57	0.0300	-0.104
3.35	3.70		4	41.9%	0.40	0.0292	-0.101	123	7.40	8.10			43.0%	-0.60	0.0296	-0.102
2.45	3.40	1	19	39.8%	0.38	0.0286	-0.100	124	8.05	8.80		3	43.2%	-0.63	0.0291	-0.100
2.74	3.00	13	6	42.0%	0.35	0.0278	-0.097	125	8.55	10.40			46.4%	-0.66	0.0284	-0.098
2.29	2.82	4	4	41.8%	0.32	0.0270	-0.094	126	9.55	11.10			47.7%	-0.68	0.0276	-0.095
2.01	2.52	2	5	41.6%	0.30	0.0261	-0.091	127	10.30	11.45			46.2%	-0.71	0.0266	-0.092
1.93	2.32		1	42.6%	0.28	0.0251	-0.088	128	10.65	13.10			48.7%	-0.73	0.0256	-0.088
1.54	2.14		4	42.1%	0.25	0.0240	-0.084	129	11.45	13.45		10	47.0%	-0.75	0.0246	-0.085
1.49	1.81		48	42.2%	0.23	0.0228	-0.080	130	12.25	14.30			47.4%	-0.78	0.0235	-0.081
0.7900	1.40		35	45.1%	0.15	0.0170	-0.061	135	15.90	18.80			46.6%	-0.86	0.0177	-0.061
0.0400	1.20	1	3	45.7%	0.09	0.0119	-0.045	140	20.60	23.60			51.1%	-0.92	0.0127	-0.045
0	2.32			62.1%	0.06	0.0083	-0.034	145	25.35	28.60			56.3%	-0.95	0.0091	-0.034
0	2.23			68.5%	0.04	0.0059	-0.027	150	30.25	33.65			63.2%	-0.97	0.0068	-0.025
0	2.19			74.9%	0.03	0.0043	-0.021	155	35.25	38.60			69.1%	-0.99	0.0047	-0.019
0	2.04			79.8%	0.02	0.0032	-0.017	160	40.25	43.60			75.2%	-0.99	0.0026	-0.018
0	2.14			86.7%	0.02	0.0023	-0.014	165	45.05	48.60			78.5%	-1.00	0.0011	-0.016
0	2.13		5	92.3%	0.01	0.0018	-0.011	170	50.25	53.60			86.6%	-1.00	0.0003	-0.017

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 — Nov 13, 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 — Nov 13, 2026

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