NEM cadeia de opções Newmont Corporation

Expiração Cboe delayed options data · em 18:41 UTC

Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.

Este vencimento precifica um movimento de aproximadamente ±10.3% (106.49–130.84) · IV ATM 43.2% · P/C open interest 0.49

CALLS								Strike	PUTS
Bid	Perguntar	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	Perguntar	Vol	OI	IV	Δ	Γ	Θ
47.30	50.75			80.9%	1.00	0.0004	0.000	70	0	2.13			123.3%	-0.00	0.0004	-0.004
42.35	45.75			71.7%	0.99	0.0007	0.000	75	0	0.1500		1	68.7%	-0.01	0.0007	-0.005
37.35	40.80		2	63.0%	0.99	0.0012	-0.003	80	0	1.39		4	88.0%	-0.01	0.0012	-0.007
32.40	35.35		1		0.98	0.0020	-0.007	85	0.0200	0.1300	2	10	51.8%	-0.01	0.0020	-0.011
27.75	30.45		20	45.1%	0.97	0.0033	-0.012	90	0.0700	0.3600	1	328	51.9%	-0.03	0.0034	-0.016
22.75	25.00		16		0.96	0.0057	-0.020	95	0.2400	0.4300	4	173	47.3%	-0.04	0.0057	-0.023
18.25	20.15		113	32.6%	0.92	0.0096	-0.033	100	0.5000	0.6200	333	859	43.4%	-0.08	0.0096	-0.035
13.95	16.05		131	39.4%	0.86	0.0151	-0.050	105	1.10	1.20	33	4,723	42.2%	-0.14	0.0153	-0.052
13.10	15.45			40.7%	0.84	0.0164	-0.054	106	1.22	1.57			42.9%	-0.16	0.0165	-0.056
12.40	14.50			40.5%	0.82	0.0176	-0.058	107	1.36	1.84			42.9%	-0.18	0.0177	-0.060
11.80	13.80			41.8%	0.80	0.0188	-0.062	108	1.63	1.87	10		42.1%	-0.20	0.0190	-0.064
10.90	13.15			41.6%	0.78	0.0200	-0.066	109	1.84	2.51	3		43.8%	-0.22	0.0202	-0.068
10.30	11.65	1	133	38.6%	0.76	0.0212	-0.070	110	2.13	2.27	54	1,176	41.5%	-0.24	0.0214	-0.071
9.75	11.00			39.7%	0.74	0.0223	-0.073	111	2.42	2.80			42.5%	-0.26	0.0224	-0.075
9.60	10.95			44.6%	0.71	0.0233	-0.076	112	2.71	3.25			42.9%	-0.29	0.0235	-0.078
8.30	10.10			41.1%	0.69	0.0242	-0.080	113	2.86	4.35			45.1%	-0.31	0.0244	-0.081
7.65	9.45			41.0%	0.66	0.0250	-0.082	114	3.35	4.05	2		42.9%	-0.34	0.0253	-0.084
7.75	8.10	5	1,109	40.8%	0.64	0.0257	-0.085	115	3.80	4.00	7	1,457	41.3%	-0.37	0.0260	-0.086
6.90	7.90			41.2%	0.61	0.0263	-0.086	116	4.10	5.70			45.6%	-0.39	0.0266	-0.088
6.50	7.15	10		41.0%	0.58	0.0268	-0.088	117	4.50	6.00	14		44.8%	-0.42	0.0271	-0.089
5.95	6.55	51		40.6%	0.56	0.0271	-0.089	118	5.05	6.00	32		43.2%	-0.45	0.0274	-0.090
5.75	6.00	64		41.4%	0.53	0.0273	-0.090	119	5.70	6.90	66		45.1%	-0.48	0.0276	-0.091
5.30	5.45	125	1,249	40.9%	0.50	0.0274	-0.090	120	6.25	6.40	43	1,319	41.5%	-0.50	0.0278	-0.091
4.55	5.05	36		40.1%	0.47	0.0273	-0.090	121	6.70	8.35			46.0%	-0.53	0.0277	-0.091
4.05	5.05	9		41.3%	0.45	0.0272	-0.089	122	7.20	8.55			44.3%	-0.56	0.0276	-0.090
3.80	4.40	24		40.8%	0.42	0.0269	-0.088	123	7.30	9.55			43.9%	-0.58	0.0273	-0.089
3.50	3.90	126		40.5%	0.40	0.0265	-0.087	124	8.40	10.20			45.6%	-0.61	0.0270	-0.088
3.20	3.55	106	1,088	40.6%	0.37	0.0260	-0.085	125	9.15	9.50	1	1,292	40.9%	-0.64	0.0265	-0.086
2.69	3.30			40.0%	0.35	0.0254	-0.083	126	9.75	11.55			45.8%	-0.66	0.0259	-0.084
2.56	3.10	63		41.0%	0.32	0.0247	-0.081	127	10.40	12.00			44.6%	-0.68	0.0253	-0.082
2.30	2.97			41.6%	0.30	0.0239	-0.078	128	11.30	13.05			46.6%	-0.71	0.0245	-0.079
2.08	2.49	4		40.7%	0.28	0.0231	-0.076	129	11.80	13.65			45.1%	-0.73	0.0237	-0.077
1.94	2.14	229	1,450	40.6%	0.26	0.0222	-0.073	130	12.80	14.60		322	46.9%	-0.75	0.0229	-0.074
1.65	2.18			41.3%	0.24	0.0213	-0.070	131	13.40	15.40			46.3%	-0.77	0.0220	-0.071
1.50	1.89	2		41.0%	0.22	0.0203	-0.067	132	14.05	16.25			46.0%	-0.79	0.0211	-0.067
1.32	1.81	2		41.5%	0.20	0.0193	-0.063	133	14.75	17.10			45.6%	-0.81	0.0201	-0.064
1.17	1.33	95	3,737	41.5%	0.17	0.0173	-0.057	135	16.85	18.50		388	46.6%	-0.84	0.0182	-0.058
0.7100	0.8000	14	575	42.3%	0.11	0.0127	-0.043	140	21.35	23.40		90	51.0%	-0.91	0.0136	-0.043
0.3700	0.5600	5	989	43.5%	0.07	0.0090	-0.032	145	25.65	28.10		17	50.8%	-0.95	0.0100	-0.033
0.2200	0.3400	3	585	44.4%	0.05	0.0064	-0.025	150	30.45	33.50		8	58.8%	-0.97	0.0076	-0.025
0.1500	0.2400		10.2K	46.3%	0.04	0.0047	-0.019	155	35.60	38.45			65.6%	-0.99	0.0052	-0.018
0.0900	0.2300		246	49.3%	0.03	0.0035	-0.015	160	40.55	43.45			70.8%	-1.00	0.0029	-0.014
0.0100	1.55		150	71.2%	0.02	0.0026	-0.013	165	45.15	48.45			72.1%	-1.00	0.0008	-0.013
0.0500	0.2000		2,037	55.5%	0.01	0.0020	-0.010	170	50.85	52.65			75.8%	-1.00	0.0000	-0.013
0	0.2800		510	60.2%	0.01	0.0015	-0.008	175	55.35	58.45			84.1%	-1.00	0.0000	-0.013

Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.

Sorriso de volatilidade — Nov 20, 2026

Página de volatilidade →

Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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NEM cadeia de opções Newmont Corporation

Sorriso de volatilidade — Nov 20, 2026

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