NEM (Newmont Corporation)

Historical IV Rank & Volatility Regime

IV Rank measures where NEM's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on NEM are priced rich or cheap relative to its own recent 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.

NEM IV Rank Summary
Current
29%
Subdued — neutral to long-vol
30-Day Avg
21%
60-Day Avg
17%
90-Day Avg
20%
90-Day Low
1%
90-Day High
56%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in NEM's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
NEM IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260720 29% 0.6%
20260716 22% 0.5%
20260715 20% 0.5%
20260714 23% 0.5%
20260713 24% 0.5%
20260710 29% 0.6%
20260709 25% 0.5%
20260708 25% 0.5%
20260707 24% 0.5%
20260706 35% 0.6%
20260702 23% 0.5%
20260701 22% 0.5%
20260630 24% 0.5%
20260629 22% 0.5%
20260626 30% 0.6%
20260625 14% 0.5%
20260624 20% 0.6%
20260623 16% 0.5%
20260622 13% 0.5%
20260618 27% 0.6%
20260617 29% 0.6%
20260616 24% 0.6%
20260615 26% 0.6%
20260613 12% 0.5%
20260612 10% 0.5%
20260611 14% 0.5%
20260610 17% 0.6%
20260609 13% 0.5%
20260608 8% 0.5%
20260605 12% 0.5%
20260604 10% 0.5%
20260603 10% 0.5%
20260602 7% 0.5%
20260601 7% 0.5%
20260529 5% 0.5%
20260528 6% 0.5%
20260527 8% 0.5%
20260526 8% 0.5%
20260522 56% 0.8%
20260521 51% 0.8%
20260520 38% 0.7%
20260519 36% 0.7%
20260518 33% 0.7%
20260515 7% 0.5%
20260514 6% 0.5%
20260513 10% 0.5%
20260512 2% 0.5%
20260511 5% 0.5%
20260510 5% 0.5%
20260508 1% 0.5%
20260507 9% 0.5%
20260506 2% 0.5%
20260505 8% 0.5%
20260504 6% 0.5%
20260502 11% 0.5%
20260501 10% 0.5%
20260430 7% 0.5%
20260429 5% 0.5%
20260428 11% 0.5%
20260427 12% 0.5%
20260424 10% 0.5%
20260423 22% 0.6%
20260422 19% 0.6%
20260421 20% 0.6%
20260420 19% 0.6%
20260417 36% 0.7%
20260416 26% 0.6%
20260415 36% 0.7%
20260414 25% 0.6%
20260413 37% 0.7%
20260410 21% 0.6%
20260409 24% 0.6%
20260408 22% 0.6%
20260407 23% 0.6%
20260406 26% 0.6%
20260402 25% 0.6%
20260401 24% 0.6%
20260331 23% 0.6%
20260330 27% 0.6%
20260327 25% 0.6%
20260326 32% 0.7%
20260325 24% 0.6%
20260324 26% 0.6%
20260323 26% 0.6%
20260320 45% 0.8%
20260319 42% 0.7%
20260318 35% 0.7%
20260317 32% 0.7%
20260316 33% 0.7%
20260313 20% 0.6%