NEM Volatilität 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.42.3%
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.33.0%
HV6042.7%
IV − HV20-Spread
+9.3pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
59
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:40 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 70.3% | -0.6pt | ±5.1% |
| Oct 30, 2026 | 10 | 50.4% | -0.1pt | ±6.7% |
| Nov 06, 2026 | 17 | 45.5% | -1.3pt | ±7.9% |
| Nov 13, 2026 | 24 | 41.4% | -0.2pt | ±8.5% |
| Nov 20, 2026 | 31 | 42.4% | -0.5pt | ±9.9% |
| Nov 27, 2026 | 38 | 41.5% | +3.2pt | ±10.7% |
| Dec 18, 2026 | 59 | 37.7% | +0.7pt | ±12.1% |
| Jan 15, 2027 | 87 | 38.1% | -0.2pt | ±14.8% |
| Mar 19, 2027 | 150 | 40.4% | +0.7pt | ±20.5% |
| Jun 17, 2027 | 240 | 41.2% | +0.7pt | ±26.3% |
| Sep 17, 2027 | 332 | 40.6% | -0.5pt | ±30.3% |
| Jan 21, 2028 | 458 | 41.3% | -0.9pt | ±36.0% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20