NEM volatility Newmont Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.9%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.35.5%
HV6042.6%
IV − HV20 spread
+5.4pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 22:00 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 62.8% | -2.8pt | ±5.3% |
| Oct 30, 2026 | 11 | 51.3% | -1.2pt | ±7.1% |
| Nov 06, 2026 | 18 | 44.0% | -1.7pt | ±7.8% |
| Nov 13, 2026 | 25 | 41.7% | -2.0pt | ±8.7% |
| Nov 20, 2026 | 32 | 40.6% | -0.8pt | ±9.6% |
| Nov 27, 2026 | 39 | 40.2% | -1.1pt | ±10.5% |
| Dec 18, 2026 | 60 | 38.8% | -0.7pt | ±12.7% |
| Jan 15, 2027 | 88 | 39.4% | -1.3pt | ±15.6% |
| Mar 19, 2027 | 151 | 40.4% | -1.7pt | ±20.8% |
| Jun 17, 2027 | 241 | 41.3% | -0.5pt | ±26.7% |
| Sep 17, 2027 | 333 | 40.6% | -0.6pt | ±30.7% |
| Jan 21, 2028 | 459 | 41.3% | -1.3pt | ±36.4% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20