NEM option chain Newmont Corporation
Cboe delayed options data · as of 06:36 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 ±25.8% (96.91–164.35) · ATM IV 44.6% · P/C open interest 0.82
| 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 | |
| 60.30 | 63.70 | 320 | 45.9% | 0.98 | 0.0011 | 0.000 | 70 | 0.2700 | 0.4900 | 2,393 | 46.8% | -0.02 | 0.0011 | -0.006 | ||
| 55.65 | 58.20 | 157 | 36.5% | 0.97 | 0.0016 | 0.000 | 75 | 0.5100 | 0.7600 | 419 | 46.5% | -0.03 | 0.0016 | -0.008 | ||
| 51.10 | 53.55 | 335 | 39.3% | 0.96 | 0.0022 | -0.002 | 80 | 0.6700 | 1.33 | 153 | 46.3% | -0.05 | 0.0022 | -0.010 | ||
| 48.85 | 51.35 | 40.3% | 0.95 | 0.0025 | -0.004 | 82.5 | 0.9900 | 1.37 | 3 | 45.7% | -0.05 | 0.0026 | -0.012 | |||
| 46.75 | 49.20 | 519 | 41.6% | 0.94 | 0.0029 | -0.006 | 85 | 1.12 | 1.66 | 438 | 45.1% | -0.06 | 0.0029 | -0.013 | ||
| 44.45 | 47.00 | 66 | 41.2% | 0.93 | 0.0033 | -0.008 | 87.5 | 1.41 | 2.18 | 125 | 45.8% | -0.08 | 0.0034 | -0.015 | ||
| 42.25 | 44.85 | 5 | 268 | 41.0% | 0.91 | 0.0037 | -0.010 | 90 | 1.79 | 2.17 | 1 | 734 | 44.6% | -0.09 | 0.0038 | -0.017 |
| 40.75 | 42.70 | 1 | 34 | 42.9% | 0.90 | 0.0042 | -0.013 | 92.5 | 2.17 | 2.55 | 377 | 44.5% | -0.10 | 0.0042 | -0.019 | |
| 38.30 | 40.90 | 30 | 42.4% | 0.88 | 0.0046 | -0.015 | 95 | 2.57 | 2.94 | 1 | 227 | 44.2% | -0.12 | 0.0047 | -0.021 | |
| 36.20 | 38.75 | 29 | 41.6% | 0.87 | 0.0050 | -0.017 | 97.5 | 3.05 | 3.60 | 689 | 44.6% | -0.13 | 0.0051 | -0.023 | ||
| 34.25 | 36.95 | 225 | 42.0% | 0.85 | 0.0055 | -0.019 | 100 | 3.20 | 4.15 | 25 | 492 | 43.6% | -0.15 | 0.0056 | -0.025 | |
| 30.75 | 33.15 | 3 | 89 | 42.1% | 0.81 | 0.0064 | -0.024 | 105 | 4.80 | 5.30 | 12 | 317 | 44.1% | -0.19 | 0.0064 | -0.028 |
| 27.25 | 30.15 | 1 | 291 | 42.8% | 0.77 | 0.0071 | -0.028 | 110 | 6.25 | 6.90 | 3 | 338 | 44.0% | -0.23 | 0.0073 | -0.032 |
| 24.30 | 26.95 | 1,950 | 43.0% | 0.73 | 0.0078 | -0.032 | 115 | 8.25 | 8.65 | 156 | 235 | 44.3% | -0.27 | 0.0080 | -0.035 | |
| 22.30 | 23.65 | 839 | 43.8% | 0.69 | 0.0084 | -0.035 | 120 | 10.25 | 10.70 | 4 | 202 | 44.2% | -0.32 | 0.0086 | -0.037 | |
| 19.45 | 21.10 | 3 | 1,228 | 43.6% | 0.64 | 0.0088 | -0.037 | 125 | 12.50 | 13.10 | 336 | 44.4% | -0.37 | 0.0091 | -0.040 | |
| 17.70 | 18.95 | 137 | 515 | 44.8% | 0.59 | 0.0091 | -0.039 | 130 | 15.00 | 15.80 | 8 | 92 | 44.5% | -0.41 | 0.0094 | -0.041 |
| 15.25 | 16.65 | 101 | 280 | 44.2% | 0.55 | 0.0093 | -0.040 | 135 | 17.90 | 18.70 | 5 | 47 | 44.8% | -0.46 | 0.0097 | -0.042 |
| 14.00 | 15.20 | 6 | 154 | 45.8% | 0.51 | 0.0093 | -0.041 | 140 | 20.75 | 21.85 | 3 | 41 | 44.7% | -0.51 | 0.0098 | -0.042 |
| 12.40 | 13.10 | 2 | 404 | 45.4% | 0.46 | 0.0093 | -0.041 | 145 | 23.80 | 25.70 | 45.3% | -0.55 | 0.0098 | -0.042 | ||
| 10.80 | 11.50 | 5 | 203 | 45.4% | 0.42 | 0.0091 | -0.041 | 150 | 26.70 | 28.95 | 1 | 44.4% | -0.59 | 0.0096 | -0.041 | |
| 9.20 | 10.20 | 9 | 30 | 45.5% | 0.39 | 0.0089 | -0.040 | 155 | 30.90 | 32.75 | 10 | 45.5% | -0.63 | 0.0095 | -0.040 | |
| 8.35 | 8.95 | 20 | 281 | 45.5% | 0.35 | 0.0086 | -0.039 | 160 | 34.70 | 36.55 | 10 | 45.6% | -0.67 | 0.0093 | -0.038 | |
| 7.30 | 8.50 | 87 | 46.5% | 0.32 | 0.0082 | -0.038 | 165 | 38.70 | 40.50 | 45.8% | -0.71 | 0.0090 | -0.037 | |||
| 6.40 | 6.85 | 2 | 42 | 45.6% | 0.29 | 0.0078 | -0.036 | 170 | 42.75 | 44.70 | 46.1% | -0.74 | 0.0087 | -0.035 | ||
| 4.65 | 6.10 | 528 | 44.3% | 0.26 | 0.0074 | -0.035 | 175 | 46.30 | 49.05 | 45.3% | -0.77 | 0.0084 | -0.033 | |||
| 4.05 | 5.40 | 153 | 44.5% | 0.23 | 0.0070 | -0.033 | 180 | 51.40 | 53.80 | 47.7% | -0.80 | 0.0081 | -0.031 | |||
| 4.00 | 4.70 | 1 | 625 | 45.5% | 0.21 | 0.0066 | -0.031 | 185 | 55.85 | 58.10 | 47.8% | -0.83 | 0.0078 | -0.029 | ||
| 3.60 | 4.20 | 1 | 46.0% | 0.19 | 0.0062 | -0.029 | 190 | 59.80 | 62.55 | 46.6% | -0.85 | 0.0075 | -0.027 | |||
| 2.80 | 3.90 | 3 | 45.8% | 0.17 | 0.0057 | -0.027 | 195 | 64.65 | 67.20 | 47.6% | -0.88 | 0.0072 | -0.025 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs