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 ±10.8% (105.72–131.28) · ATM IV 41.2% · P/C open interest 0.41

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
47.20	50.65			71.5%	0.99	0.0006	0.000	70	0	1.60			104.4%	-0.01	0.0006	-0.005
42.25	45.60			60.3%	0.99	0.0009	-0.002	75	0	2.13			99.3%	-0.01	0.0009	-0.006
37.25	40.70			55.5%	0.99	0.0014	-0.004	80	0	1.60			82.0%	-0.01	0.0014	-0.008
32.35	35.70			50.0%	0.98	0.0022	-0.007	85	0	1.40		1	69.5%	-0.02	0.0023	-0.011
27.40	30.55			36.5%	0.97	0.0036	-0.012	90	0	1.72			62.9%	-0.03	0.0038	-0.016
22.60	25.80			40.5%	0.95	0.0061	-0.020	95	0	2.45			58.8%	-0.05	0.0063	-0.023
20.75	23.70			37.8%	0.94	0.0075	-0.025	97	0	2.29			53.7%	-0.07	0.0077	-0.028
19.50	22.80			33.8%	0.93	0.0083	-0.027	98	0	1.85			48.5%	-0.08	0.0085	-0.030
18.60	21.85			34.5%	0.92	0.0091	-0.030	99	0	2.74		1	52.6%	-0.09	0.0094	-0.032
17.85	20.65			33.5%	0.91	0.0100	-0.032	100	0.2200	1.42	1	2	43.2%	-0.10	0.0103	-0.035
16.90	19.80			34.1%	0.90	0.0110	-0.035	101	0.2500	1.31	1	1	40.8%	-0.11	0.0112	-0.038
15.90	19.15			35.7%	0.89	0.0120	-0.038	102	0.4500	1.40	4	1	40.9%	-0.12	0.0122	-0.041
15.40	18.40		1	39.4%	0.87	0.0130	-0.042	103	0.6800	1.54	7	1	41.4%	-0.13	0.0133	-0.044
14.35	17.65			38.8%	0.86	0.0141	-0.045	104	0.8700	1.76	3	1	41.8%	-0.15	0.0143	-0.047
13.50	16.50			36.8%	0.84	0.0152	-0.048	105	0.7700	2.25		6	41.8%	-0.16	0.0154	-0.050
12.70	16.00			38.7%	0.82	0.0162	-0.052	106	1.11	2.21		3	41.2%	-0.18	0.0164	-0.053
11.95	15.00			37.9%	0.81	0.0173	-0.055	107	1.47	2.45		4	41.9%	-0.20	0.0175	-0.057
11.20	14.35			38.5%	0.79	0.0184	-0.058	108	1.81	2.87		2	43.0%	-0.22	0.0185	-0.060
10.60	13.20			37.4%	0.77	0.0194	-0.061	109	0.9500	4.15			42.4%	-0.24	0.0195	-0.063
10.25	12.70		1	39.9%	0.75	0.0203	-0.065	110	2.07	3.10		2	40.3%	-0.26	0.0204	-0.066
10.15	11.20	4	4	39.1%	0.72	0.0212	-0.067	111	2.28	4.00		2	42.1%	-0.28	0.0213	-0.068
9.20	11.75		1	42.6%	0.70	0.0220	-0.070	112	2.94	4.35			43.3%	-0.31	0.0221	-0.071
8.35	10.40	1	1	39.2%	0.68	0.0228	-0.072	113	3.05	4.60			41.9%	-0.33	0.0228	-0.073
7.15	9.20		11	35.1%	0.65	0.0234	-0.074	114	2.95	5.75			42.9%	-0.35	0.0234	-0.075
7.65	9.15		20	40.8%	0.63	0.0240	-0.076	115	4.05	5.70			43.6%	-0.38	0.0240	-0.077
6.50	8.70		3	39.2%	0.60	0.0245	-0.078	116	3.45	5.90		3	39.2%	-0.40	0.0244	-0.078
6.70	7.45	4	1	39.3%	0.58	0.0248	-0.079	117	4.85	6.60		3	43.1%	-0.43	0.0248	-0.079
6.20	7.00	6	5	39.6%	0.55	0.0251	-0.080	118	5.40	6.95		7	42.8%	-0.45	0.0251	-0.080
5.70	6.60	5	31	39.8%	0.53	0.0253	-0.081	119	5.95	7.40		1	42.7%	-0.48	0.0252	-0.080
5.30	6.10	4	6	39.9%	0.50	0.0253	-0.081	120	5.20	8.40		6	40.0%	-0.50	0.0253	-0.080
4.70	6.00		1	40.4%	0.48	0.0253	-0.081	121	7.10	8.75			43.6%	-0.53	0.0252	-0.080
4.00	5.65		5	39.7%	0.45	0.0252	-0.080	122	6.40	9.10		1	38.7%	-0.55	0.0251	-0.080
3.25	5.25		1	38.4%	0.43	0.0249	-0.080	123	7.45	9.95		2	40.9%	-0.58	0.0249	-0.079
3.65	5.15		8	41.8%	0.41	0.0246	-0.079	124	8.90	11.15			45.5%	-0.60	0.0246	-0.078
3.20	4.65	3	13	41.0%	0.38	0.0242	-0.077	125	9.60	11.00		1	43.0%	-0.62	0.0242	-0.077
2.50	4.25		3	39.4%	0.36	0.0237	-0.076	126	9.60	12.50			43.5%	-0.64	0.0237	-0.075
1.99	4.55		1	40.7%	0.34	0.0231	-0.074	127	10.25	12.55			41.1%	-0.67	0.0232	-0.073
2.55	4.30		3	43.8%	0.32	0.0225	-0.072	128	10.80	13.25		1	40.4%	-0.69	0.0226	-0.072
2.06	3.15		4	41.6%	0.28	0.0212	-0.068	130	12.70	15.55			45.0%	-0.73	0.0214	-0.067
0.0200	2.14		3	36.1%	0.19	0.0172	-0.056	135	15.90	19.75			42.7%	-0.81	0.0177	-0.056
0.4800	2.78			48.7%	0.13	0.0132	-0.043	140	20.35	24.20			44.3%	-0.88	0.0141	-0.044
0	2.14			48.8%	0.09	0.0097	-0.033	145	25.55	28.90			50.1%	-0.93	0.0110	-0.035
0	0.9900			45.4%	0.06	0.0071	-0.025	150	30.35	33.75			53.5%	-0.96	0.0084	-0.027
0	1.76			57.0%	0.04	0.0053	-0.020	155	35.35	38.65			58.2%	-0.98	0.0067	-0.021
0	1.40			58.9%	0.03	0.0040	-0.016	160	40.25	43.65			62.0%	-0.99	0.0042	-0.019
0	2.17			70.0%	0.02	0.0031	-0.013	165	45.25	48.60			66.8%	-1.00	0.0020	-0.011
0	1.35			67.2%	0.02	0.0024	-0.011	170	50.25	53.60			71.4%	-1.00	0.0005	-0.011

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 27, 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 27, 2026

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