NEM option chain Newmont Corporation
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 ±14.9% (100.83–136.18) · ATM IV 37.8% · P/C open interest 0.63
| 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 | |
| 57.45 | 59.80 | 1,845 | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.0900 | 2,196 | 56.2% | -0.00 | 0.0004 | -0.002 | |||
| 54.95 | 57.80 | 272 | 1.00 | 0.0005 | 0.000 | 62.5 | 0 | 0.1000 | 444 | 53.8% | -0.01 | 0.0005 | -0.003 | |||
| 52.75 | 55.05 | 17.4K | 0.99 | 0.0006 | 0.000 | 65 | 0 | 0.2400 | 901 | 56.8% | -0.01 | 0.0006 | -0.003 | |||
| 50.05 | 52.80 | 192 | 0.99 | 0.0007 | 0.000 | 67.5 | 0.0200 | 0.1800 | 904 | 52.3% | -0.01 | 0.0007 | -0.003 | |||
| 47.85 | 50.15 | 1,659 | 0.99 | 0.0008 | 0.000 | 70 | 0 | 0.1700 | 5,202 | 48.2% | -0.01 | 0.0008 | -0.004 | |||
| 45.10 | 47.70 | 297 | 0.99 | 0.0010 | 0.000 | 72.5 | 0.0400 | 0.1400 | 765 | 45.7% | -0.01 | 0.0010 | -0.004 | |||
| 42.95 | 45.40 | 2,111 | 0.99 | 0.0013 | -0.001 | 75 | 0.0400 | 0.1700 | 763 | 43.8% | -0.01 | 0.0013 | -0.005 | |||
| 40.35 | 42.95 | 1,908 | 0.98 | 0.0016 | -0.002 | 77.5 | 0.0700 | 0.2100 | 2,689 | 42.8% | -0.02 | 0.0016 | -0.006 | |||
| 38.25 | 40.40 | 3,446 | 33.4% | 0.98 | 0.0020 | -0.003 | 80 | 0.1200 | 0.2800 | 4,220 | 42.3% | -0.02 | 0.0021 | -0.007 | ||
| 35.80 | 38.00 | 4,951 | 34.5% | 0.97 | 0.0026 | -0.005 | 82.5 | 0.1800 | 0.3600 | 1,942 | 41.6% | -0.03 | 0.0026 | -0.008 | ||
| 33.45 | 35.80 | 5,952 | 39.0% | 0.96 | 0.0033 | -0.007 | 85 | 0.2600 | 0.4800 | 1,748 | 41.1% | -0.04 | 0.0033 | -0.010 | ||
| 30.95 | 33.30 | 236 | 35.4% | 0.95 | 0.0042 | -0.010 | 87.5 | 0.4100 | 0.6200 | 1 | 836 | 40.8% | -0.05 | 0.0042 | -0.013 | |
| 28.80 | 30.90 | 1,404 | 36.7% | 0.94 | 0.0052 | -0.013 | 90 | 0.5400 | 0.8000 | 2,085 | 40.1% | -0.06 | 0.0052 | -0.016 | ||
| 26.40 | 28.75 | 203 | 36.7% | 0.92 | 0.0063 | -0.016 | 92.5 | 0.7200 | 1.06 | 916 | 39.8% | -0.08 | 0.0064 | -0.019 | ||
| 24.40 | 26.50 | 1 | 1,065 | 37.7% | 0.90 | 0.0076 | -0.020 | 95 | 0.8800 | 1.36 | 3,362 | 39.0% | -0.10 | 0.0077 | -0.022 | |
| 23.05 | 24.35 | 274 | 40.9% | 0.88 | 0.0089 | -0.024 | 97.5 | 1.30 | 1.75 | 432 | 39.2% | -0.12 | 0.0091 | -0.026 | ||
| 20.30 | 22.35 | 2,615 | 38.1% | 0.85 | 0.0103 | -0.028 | 100 | 1.80 | 2.05 | 22 | 3,253 | 38.8% | -0.15 | 0.0105 | -0.030 | |
| 16.50 | 18.40 | 1 | 1,157 | 37.6% | 0.78 | 0.0130 | -0.036 | 105 | 2.80 | 3.15 | 5,644 | 38.0% | -0.22 | 0.0133 | -0.038 | |
| 13.35 | 14.85 | 3,482 | 37.9% | 0.71 | 0.0154 | -0.042 | 110 | 4.45 | 4.70 | 5 | 2,162 | 38.1% | -0.30 | 0.0158 | -0.044 | |
| 10.90 | 11.35 | 1 | 2,799 | 37.7% | 0.62 | 0.0171 | -0.047 | 115 | 6.50 | 6.75 | 5 | 3,873 | 38.2% | -0.39 | 0.0176 | -0.049 |
| 8.15 | 9.00 | 10 | 5,381 | 37.5% | 0.53 | 0.0179 | -0.049 | 120 | 8.95 | 9.25 | 620 | 38.0% | -0.48 | 0.0184 | -0.051 | |
| 6.30 | 6.70 | 2,524 | 37.4% | 0.45 | 0.0178 | -0.049 | 125 | 12.00 | 12.90 | 2,805 | 39.8% | -0.57 | 0.0184 | -0.050 | ||
| 4.80 | 5.10 | 16 | 2,777 | 37.8% | 0.37 | 0.0169 | -0.047 | 130 | 15.20 | 16.50 | 575 | 40.1% | -0.65 | 0.0175 | -0.048 | |
| 3.55 | 3.85 | 7 | 1,968 | 38.0% | 0.30 | 0.0154 | -0.043 | 135 | 18.95 | 20.15 | 809 | 40.2% | -0.72 | 0.0160 | -0.044 | |
| 2.58 | 2.87 | 45 | 4,194 | 38.2% | 0.24 | 0.0136 | -0.039 | 140 | 23.10 | 24.25 | 485 | 41.0% | -0.79 | 0.0143 | -0.039 | |
| 1.91 | 2.14 | 16 | 688 | 38.6% | 0.19 | 0.0117 | -0.034 | 145 | 26.75 | 28.95 | 21 | 40.8% | -0.84 | 0.0126 | -0.034 | |
| 1.40 | 1.62 | 4 | 4,371 | 39.1% | 0.15 | 0.0099 | -0.029 | 150 | 31.95 | 33.40 | 6 | 43.9% | -0.88 | 0.0111 | -0.030 | |
| 1.05 | 1.43 | 618 | 40.6% | 0.11 | 0.0083 | -0.025 | 155 | 36.25 | 38.40 | 3 | 45.2% | -0.92 | 0.0099 | -0.027 | ||
| 0.7300 | 0.9800 | 5 | 2,529 | 40.3% | 0.09 | 0.0068 | -0.022 | 160 | 40.80 | 43.35 | 46.6% | -0.95 | 0.0086 | -0.024 | ||
| 0.5000 | 0.8900 | 762 | 41.4% | 0.07 | 0.0057 | -0.019 | 165 | 45.50 | 47.85 | 45.0% | -0.97 | 0.0075 | -0.023 | |||
| 0.4200 | 0.7200 | 4 | 2,328 | 42.6% | 0.06 | 0.0047 | -0.016 | 170 | 50.85 | 52.75 | 50.1% | -0.99 | 0.0060 | -0.015 | ||
| 0.3200 | 0.5900 | 415 | 43.4% | 0.05 | 0.0040 | -0.014 | 175 | 55.30 | 58.10 | 51.6% | -0.99 | 0.0026 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs