NEM · Expected Move
Newmont Corporation
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).
NEM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NEM Expected Move
30-Day Straddle
$11.35
7-Day Straddle
$6.22
30-Day ATM IV
41.2%
IV Rank
16%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $11.35 | $6.22 | 41.2% | 16% |
| 20261016 | $11.00 | $6.59 | 41.6% | 19% |
| 20261015 | $10.80 | $6.52 | 41.2% | 16% |
| 20261014 | $10.70 | $6.96 | 41.9% | 22% |
| 20261013 | $10.95 | $7.42 | 40.7% | 12% |
| 20261012 | $11.82 | $3.88 | 43.1% | 31% |
| 20261009 | $10.20 | $4.50 | 39.2% | 0% |
| 20261008 | $10.98 | $5.11 | 41.0% | 13% |
| 20261007 | $10.82 | $5.49 | 41.1% | 14% |
| 20261006 | $11.12 | $5.76 | 41.1% | 13% |
| 20261005 | $11.50 | $4.04 | 41.9% | 20% |
| 20261002 | $10.65 | $4.61 | 41.2% | 14% |
| 20261001 | $10.78 | $5.12 | 42.0% | 21% |
| 20260930 | $11.78 | $5.67 | 44.4% | 40% |
| 20260929 | $12.05 | $6.21 | 44.5% | 41% |
| 20260928 | $13.00 | $4.53 | 47.4% | 65% |
| 20260925 | $11.65 | $5.76 | 44.2% | 39% |
| 20260924 | $11.62 | $6.26 | 43.5% | 33% |
| 20260923 | $12.20 | $6.47 | 43.1% | 30% |
| 20260922 | $13.02 | $7.20 | 44.1% | 38% |
| 20260921 | $13.00 | $4.64 | 44.2% | 39% |
| 20260918 | $10.95 | $5.12 | 40.8% | 11% |
| 20260917 | $11.22 | $6.12 | 40.6% | 10% |
| 20260916 | $12.07 | $6.72 | 42.2% | 23% |
| 20260915 | $11.95 | $7.28 | 41.3% | 15% |
| 20260914 | $12.45 | $5.14 | 41.7% | 19% |
| 20260911 | $10.82 | $5.72 | 39.5% | 0% |
| 20260910 | $13.40 | $6.75 | 46.7% | 59% |
| 20260909 | $12.75 | $7.07 | 43.2% | 30% |
| 20260908 | $12.90 | $7.77 | 44.0% | 36% |
| 20260904 | $11.98 | $5.19 | 42.4% | 23% |
| 20260903 | $11.90 | $6.02 | 40.3% | 5% |
| 20260902 | $11.35 | $5.96 | 39.7% | 0% |
| 20260901 | $11.97 | $6.81 | 41.6% | 13% |
| 20260831 | $12.32 | $4.89 | 41.4% | 11% |
| 20260828 | $11.30 | $6.16 | 40.6% | 6% |
| 20260827 | $12.38 | $6.86 | 41.8% | 14% |
| 20260826 | $13.05 | $7.65 | 43.5% | 27% |
| 20260825 | $13.80 | $8.53 | 44.4% | 33% |
| 20260824 | $14.62 | $5.89 | 47.3% | 54% |
| 20260821 | $13.25 | $6.72 | 44.9% | 37% |
| 20260820 | $13.18 | $7.00 | 44.3% | 31% |
| 20260819 | $12.60 | $6.95 | 44.3% | 32% |
| 20260818 | $11.43 | $6.93 | 42.3% | 17% |
| 20260817 | $11.85 | $4.56 | 41.6% | 11% |
| 20260814 | $10.30 | $5.14 | 39.9% | 0% |
| 20260813 | $10.43 | $5.49 | 40.9% | 1% |
| 20260812 | $11.70 | $6.97 | 43.4% | 14% |
| 20260811 | $11.80 | $6.75 | 43.4% | 14% |
| 20260810 | $12.57 | $4.96 | 45.2% | 24% |
| 20260807 | — | — | 42.6% | 10% |
| 20260806 | $10.12 | $5.56 | 42.5% | 9% |
| 20260805 | $9.93 | $5.80 | 42.1% | 7% |
| 20260804 | $9.75 | $5.60 | 42.5% | 9% |
| 20260803 | $9.70 | $3.79 | 42.7% | 10% |
| 20260731 | $8.38 | $4.25 | 40.8% | 0% |
| 20260730 | $9.30 | $4.74 | 42.9% | 5% |
| 20260729 | $8.93 | $5.68 | 43.7% | 9% |
| 20260728 | $9.10 | $5.69 | 42.2% | 1% |
| 20260727 | $9.55 | $4.02 | 43.8% | 10% |
More on NEM
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.