NEM (Newmont Corporation)

Expected Move & Straddle Price History

The expected move for NEM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current NEM Expected Move
30-Day Straddle
$11.90
7-Day Straddle
$6.02
Avg IV
0.4%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to NEM's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
NEM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260903 $11.90 $6.02 0.4% 3%
20260902 $11.35 $5.96 0.4% 3%
20260901 $11.97 $6.81 0.5% 8%
20260831 $12.32 $4.89 0.4% 2%
20260828 $11.30 $6.16 0.4% 5%
20260827 $12.38 $6.86 0.5% 9%
20260826 $13.05 $7.65 0.4% 4%
20260825 $13.80 $8.53 0.4% 6%
20260824 $14.62 $5.89 0.5% 7%
20260821 $13.25 $6.72 1.1% 100%
20260820 $13.18 $7.00 1.0% 100%
20260819 $12.60 $6.95 0.9% 94%
20260818 $11.43 $6.93 0.9% 100%
20260817 $11.85 $4.56 0.7% 76%
20260814 $10.30 $5.14 0.4% 3%
20260813 $10.43 $5.49 0.5% 12%
20260812 $11.70 $6.97 0.5% 20%
20260811 $11.80 $6.75 0.4% 0%
20260810 $12.57 $4.96 0.4% 0%
20260806 $10.12 $5.56 0.4% 0%
20260805 $9.93 $5.80 0.5% 10%
20260804 $9.75 $5.60 0.5% 2%
20260803 $9.70 $3.79 0.5% 4%
20260731 $8.38 $4.25 0.5% 1%
20260730 $9.30 $4.74 0.5% 2%
20260729 $8.93 $5.68 0.5% 13%
20260728 $9.10 $5.69 0.5% 4%
20260727 $9.55 $4.02 0.5% 5%
20260724 $8.70 $4.45 0.6% 32%
20260723 $9.90 $6.84 0.6% 34%
20260722 $10.43 $7.53 0.6% 32%
20260721 $9.68 $6.88 0.6% 39%
20260720 $10.07 $5.64 0.6% 29%
20260716 $9.75 $6.71 0.5% 22%
20260715 $10.47 $7.07 0.5% 20%
20260714 $9.82 $7.38 0.5% 23%
20260713 $11.07 $3.87 0.5% 24%
20260710 $10.27 $4.58 0.6% 29%
20260709 $10.78 $5.05 0.5% 25%
20260708 $10.75 $5.46 0.5% 25%
20260707 $11.05 $5.80 0.5% 24%
20260706 $11.77 $4.27 0.6% 35%
20260702 $11.07 $5.56 0.5% 23%
20260701 $10.47 $4.96 0.5% 22%
20260630 $10.82 $5.31 0.5% 24%
20260629 $11.03 $3.55 0.5% 22%
20260626 $10.38 $4.33 0.6% 30%
20260625 $10.35 $4.83 0.5% 14%
20260624 $10.65 $5.36 0.6% 20%
20260623 $11.00 $5.74 0.5% 16%
20260622 $11.55 $4.47 0.5% 13%
20260618 $10.05 $5.38 0.6% 27%
20260617 $10.12 $6.46 0.6% 29%
20260616 $11.05 $6.70 0.6% 24%
20260615 $10.95 $4.10 0.6% 26%
20260613 $10.12 $4.82 0.5% 12%
20260612 $10.15 $4.90 0.5% 10%
20260611 $10.73 $5.62 0.5% 14%
20260610 $10.43 $5.97 0.6% 17%
20260609 $10.85 $6.36 0.5% 13%