Symbol:    
Newmont Goldcorp Corporation 
Options Root:  Open Help    NEM  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days13.20%10.84%19.02%53.84% - 25-Jan8.77% - 14-Feb
20 days13.87%19.86%21.11%50.55% - 16-Jan12.80% - 15-Apr
30 days18.78%18.69%20.49%44.88% - 16-Jan18.40% - 29-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help21.78%21.52%26.44%36.78% - 24-Dec21.40% - 26-Nov
IV Index put Open Help21.31%20.90%27.11%36.68% - 27-Dec20.90% - 27-Nov
IV Index mean Open Help21.54%21.21%26.77%36.21% - 24-Dec21.21% - 27-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days-30.53%-17.18%-30.68%38.47% - 31-Jul-43.94% - 24-Sep
.
Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
23.20%68.28% 0.9450-0.13
(-12.50)
0.945Dec 13, 2019 38.590.290-0.01
(-4.92)
0.2900-31.46%22.76%
23.04%54.85% 0.6400-0.12
(-15.79)
0.640Dec 13, 2019 39.090.4800.00
(0.00)
0.4800-45.15%22.45%
22.91%40.84% 0.4050-0.10
(-19.80)
0.405Dec 13, 2019 39.590.7550.03
(4.14)
0.7550-59.41%22.69%
23.14%28.26% 0.2450-0.07
(-22.22)
0.245Dec 13, 2019 40.091.0950.05
(4.78)
1.0950-72.21%22.88%
23.30%64.53% 1.1300-0.13
(-10.32)
1.130Dec 20, 2019 38.5160.460-0.00
(-1.08)
0.4600-35.34%22.89%
23.07%54.33% 0.8350-0.12
(-12.57)
0.835Dec 20, 2019 39.0160.6600.00
(0.00)
0.6600-45.75%22.53%
22.94%43.79% 0.5950-0.10
(-15.00)
0.595Dec 20, 2019 39.5160.9250.02
(1.65)
0.9250-56.55%22.55%
23.08%33.90% 0.4150-0.08
(-17.00)
0.415Dec 20, 2019 40.0161.2400.03
(2.90)
1.2400-66.84%22.45%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.