Materials Materials Reference Data Updated 2026-05-31

NEM Gamma Exposure, IV Rank & Implied Volatility

Newmont Corporation (NEM) options data — GEX, IV rank, options chain & Greeks

NEM options trade with implied volatility typically in the 25% - 55% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 53.7 /100
IV 33.4%
Simulated data for display · open live NEM on the platform →

An IV rank near 53.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 53.7th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live NEM IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 20.83%53.61%

Chart shows simulated data for display purposes. View the real NEM IV history on the live platform →

Comprehensive options market data for Newmont Corporation (NEM).

NEM Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 25% - 55%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
25% - 55%
Weeklies
Yes

1 About Newmont Corporation (NEM)

Newmont Corporation (NEM) is a gold mining company listed on NYSE.

Company Profile

Sector Materials
Industry Gold Mining
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Newmont Corporation is a Gold Mining) company in the Materials sector.

2 NEM Options Market Overview

NEM options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Very Good

NEM options provide trading opportunities across multiple expirations.

3 NEM Implied Volatility & IV Rank

NEM implied volatility patterns reflect the gold mining sector dynamics.

Low IV Environment
25% - 32%
Below average volatility
Typical IV Range
32% - 47%
Normal conditions
Elevated IV
47% - 55%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short NEM options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

NEM IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View NEM Volatility Lab

NEM Gamma Exposure (GEX)

Gamma Exposure analysis for NEM reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: NEM tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live NEM GEX

4 Common NEM Options Strategies

These are strategies commonly used by traders on NEM options, based on typical market characteristics. This is not investment advice.

Popular for NEM shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on NEM.

Range-bound strategy for NEM between events.

Key Considerations for NEM Options

  • Monitor NEM earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • NEM options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: NEM Options

What is NEM's typical implied volatility?

NEM implied volatility typically ranges from 25% - 55%. IV patterns are influenced by earnings, sector events, and market conditions.

Does NEM have weekly options?

Yes, NEM offers weekly options expirations.

What is NEM's options trading profile?

NEM (Newmont Corporation) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 25% - 55% range. The position sits in the Materials category for portfolio diversification and options strategy design.

How does NEM implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on NEM?

Popular strategies on NEM options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 25% - 55% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is NEM's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence NEM's intraday price action. NEM tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live NEM GEX levels and the gamma-flip point on ApexVol.

What is NEM's IV rank?

NEM's IV rank shows where NEM's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. NEM implied volatility typically ranges from 25% - 55%. Check NEM's live IV rank and percentile on ApexVol's IV analytics.

NEM Key Events

Earnings Months
January April July October

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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