Symbol:    
Newmont Corporation 
Options Root:  Open Help    NEM  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days23.91%24.69%44.04%130.08% - 24-Mar9.37% - 03-Feb
20 days32.48%38.06%46.00%103.83% - 24-Mar12.93% - 09-Dec
30 days39.07%41.23%43.57%93.69% - 09-Apr14.12% - 20-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help46.17%45.42%43.17%111.23% - 19-Mar19.21% - 20-Dec
IV Index put Open Help46.91%45.92%42.66%111.98% - 19-Mar18.70% - 20-Dec
IV Index mean Open Help46.54%45.67%42.91%111.60% - 19-Mar18.96% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days10.28%2.49%-0.25%65.71% - 28-Apr-43.94% - 24-Sep
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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
38.81%62.01% 1.9200-0.40
(-17.24)
1.920Jul 10, 2020 60.080.930-0.07
(-7.46)
0.9300-37.78%37.97%
37.12%56.59% 1.5750-0.52
(-24.82)
1.575Jul 10, 2020 60.581.165-0.01
(-0.85)
1.1650-43.57%38.54%
36.90%50.64% 1.3100-0.44
(-25.14)
1.310Jul 10, 2020 61.081.4050.01
(1.08)
1.4050-49.30%38.47%
37.39%44.79% 1.1000-0.45
(-29.03)
1.100Jul 10, 2020 61.581.690-0.02
(-1.17)
1.6900-54.95%38.80%
38.94%59.54% 2.4250-0.48
(-16.52)
2.425Jul 17, 2020 60.0151.480-0.02
(-1.33)
1.4800-40.52%39.34%
38.98%55.42% 2.1550-0.42
(-16.31)
2.155Jul 17, 2020 60.5151.690-0.02
(-1.17)
1.6900-44.58%38.95%
39.41%51.30% 1.9250-0.42
(-18.09)
1.925Jul 17, 2020 61.0152.0100.07
(3.34)
2.0100-48.66%40.39%
38.70%47.12% 1.6600-0.45
(-21.33)
1.660Jul 17, 2020 61.5152.2450.03
(1.58)
2.2450-52.74%39.68%
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