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.42.8%
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
+7.3pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
59
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 15:40 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 | 3 | 69.5% | -2.3pt | ±5.2% |
| Oct 30, 2026 | 10 | 50.9% | -1.6pt | ±6.8% |
| Nov 06, 2026 | 17 | 45.3% | -1.3pt | ±7.9% |
| Nov 13, 2026 | 24 | 44.1% | -1.4pt | ±9.1% |
| Nov 20, 2026 | 31 | 42.6% | -0.3pt | ±10.0% |
| Nov 27, 2026 | 38 | 41.2% | +0.4pt | ±10.7% |
| Dec 18, 2026 | 59 | 38.7% | -1.0pt | ±12.6% |
| Jan 15, 2027 | 87 | 38.4% | -1.5pt | ±15.1% |
| Mar 19, 2027 | 150 | 39.7% | -1.6pt | ±20.4% |
| Jun 17, 2027 | 240 | 40.2% | -1.3pt | ±25.9% |
| Sep 17, 2027 | 332 | 40.7% | -0.9pt | ±30.6% |
| Jan 21, 2028 | 458 | 40.7% | -0.7pt | ±35.7% |
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