NEM cadena de opciones Newmont Corporation

Vencimiento Cboe delayed options data · a fecha de 22:00 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±9.6% (106.66–129.36) · ATM IV 40.6% · P/C interés abierto 0.49

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
47.65	50.40	2		115.5%	1.00	0.0005	0.000	70	0	2.13			122.4%	-0.00	0.0005	-0.004
42.35	45.45			97.6%	0.99	0.0008	-0.000	75	0	0.1500		1	68.1%	-0.01	0.0008	-0.006
37.60	40.45		2	89.5%	0.99	0.0012	-0.003	80	0	1.39		4	87.1%	-0.01	0.0013	-0.008
32.40	35.00		1	67.8%	0.98	0.0021	-0.007	85	0	0.1300	2	10	50.2%	-0.02	0.0021	-0.011
27.75	30.60		20	68.9%	0.97	0.0035	-0.013	90	0	0.3600	1	328	49.6%	-0.03	0.0035	-0.016
22.75	25.00		16	51.7%	0.95	0.0060	-0.021	95	0.2400	0.4300	5	173	46.4%	-0.05	0.0061	-0.024
18.25	20.15	1	113	47.4%	0.91	0.0102	-0.034	100	0.4300	0.6600	345	859	42.1%	-0.09	0.0103	-0.037
13.95	16.05		131	46.7%	0.85	0.0160	-0.053	105	1.10	1.42	45	4,723	42.4%	-0.15	0.0161	-0.054
13.10	15.40			46.9%	0.83	0.0172	-0.057	106	1.02	1.57			40.5%	-0.17	0.0174	-0.059
12.40	14.50			46.5%	0.81	0.0185	-0.061	107	1.36	1.84	1		41.6%	-0.19	0.0186	-0.062
11.80	13.75			47.0%	0.79	0.0197	-0.065	108	1.43	2.07	10		40.7%	-0.21	0.0198	-0.066
10.95	13.05			46.4%	0.77	0.0208	-0.068	109	1.73	2.24	3		40.6%	-0.23	0.0210	-0.070
10.30	12.05	1	133	45.2%	0.74	0.0220	-0.072	110	2.27	2.49	55	1,176	41.6%	-0.26	0.0221	-0.074
9.75	11.00			44.1%	0.72	0.0230	-0.076	111	2.32	2.80			40.5%	-0.28	0.0232	-0.077
9.20	10.95			47.0%	0.70	0.0239	-0.079	112	2.63	3.20	3		40.7%	-0.31	0.0241	-0.080
8.30	10.10			44.9%	0.67	0.0247	-0.082	113	2.87	3.65			40.6%	-0.33	0.0250	-0.083
7.75	9.40			44.7%	0.64	0.0255	-0.084	114	3.20	4.05	2		40.4%	-0.36	0.0257	-0.086
7.40	8.10	10	1,109	42.8%	0.62	0.0261	-0.086	115	3.90	4.35	19	1,457	41.1%	-0.39	0.0264	-0.087
6.90	7.90			44.3%	0.59	0.0266	-0.088	116	4.00	5.70			43.2%	-0.41	0.0269	-0.089
6.25	7.15	10		43.0%	0.56	0.0269	-0.089	117	4.50	5.90	14		42.2%	-0.44	0.0272	-0.090
5.05	6.80	51		41.0%	0.54	0.0272	-0.090	118	4.85	6.00	32		40.2%	-0.47	0.0275	-0.091
5.40	6.20	69		43.5%	0.51	0.0273	-0.090	119	5.45	6.90	66		41.9%	-0.49	0.0276	-0.092
4.90	5.40	129	1,249	42.0%	0.48	0.0272	-0.090	120	6.15	7.00	51	1,319	40.7%	-0.52	0.0276	-0.091
4.40	5.10	38		42.2%	0.46	0.0271	-0.090	121	6.50	8.25			42.3%	-0.55	0.0275	-0.091
3.55	5.05	9		41.8%	0.43	0.0268	-0.089	122	7.35	8.15	1		40.6%	-0.57	0.0273	-0.090
3.65	4.35	24		42.2%	0.40	0.0265	-0.088	123	7.60	9.50			41.8%	-0.60	0.0269	-0.089
3.40	4.30	129		43.7%	0.38	0.0260	-0.086	124	8.20	10.10			41.4%	-0.63	0.0265	-0.087
3.00	3.50	136	1,088	41.6%	0.35	0.0254	-0.085	125	9.25	9.90	1	1,292	39.3%	-0.65	0.0260	-0.085
2.73	3.40	2		42.5%	0.33	0.0248	-0.082	126	9.55	11.45			41.0%	-0.68	0.0253	-0.083
2.45	3.10	64		42.4%	0.31	0.0241	-0.080	127	10.40	12.00			40.8%	-0.70	0.0246	-0.081
2.18	2.87	6		42.4%	0.29	0.0233	-0.077	128	11.20	12.95			41.8%	-0.72	0.0239	-0.078
2.08	2.69	4		43.3%	0.27	0.0224	-0.074	129	11.80	13.65			40.8%	-0.74	0.0230	-0.075
1.83	2.15	317	1,450	41.7%	0.25	0.0215	-0.071	130	12.60	14.50		322	41.1%	-0.76	0.0222	-0.072
1.65	2.18			42.9%	0.23	0.0206	-0.068	131	13.40	15.30			40.9%	-0.78	0.0213	-0.069
1.36	2.29	2		43.8%	0.21	0.0196	-0.065	132	14.05	16.15			40.1%	-0.80	0.0203	-0.066
1.32	1.81	2		43.0%	0.19	0.0186	-0.062	133	14.75	17.10			39.8%	-0.82	0.0194	-0.062
1.09	1.51	258	3,737	43.4%	0.16	0.0167	-0.055	135	16.85	18.50		388	39.9%	-0.85	0.0175	-0.056
0.5300	0.8000	20	575	42.1%	0.10	0.0121	-0.041	140	21.35	23.15		90	39.6%	-0.91	0.0130	-0.042
0.2000	0.5600	5	989	42.7%	0.07	0.0085	-0.030	145	25.65	28.10		17		-0.95	0.0094	-0.030
0.1800	0.4400	3	585	46.2%	0.04	0.0059	-0.022	150	30.45	33.15		8		-0.98	0.0072	-0.022
0.0700	0.4400		10.2K	49.5%	0.03	0.0042	-0.017	155	35.60	38.10				-0.99	0.0040	-0.016
0.0500	0.2300	1	246	49.1%	0.02	0.0030	-0.013	160	39.90	43.80				-1.00	0.0014	-0.013
0.0100	0.0900	1	150	46.5%	0.02	0.0022	-0.010	165	44.85	48.70				-1.00	0.0000	-0.013
0	0.2000	1	2,037	54.6%	0.01	0.0016	-0.008	170	50.55	53.05				-1.00	0.0000	-0.013
0	0.0500		510	49.6%	0.01	0.0012	-0.006	175	55.35	58.05				-1.00	0.0000	-0.013

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Nov 20, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

callsputs

NEM cadena de opciones Newmont Corporation

Sonrisa de volatilidad — Nov 20, 2026

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