Materials · Materials
NEM Implied Volatility, IV Rank & Options Chain
Newmont Corporation (NEM) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Newmont Corporation (NEM).
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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.
NEM implied volatility
As of 2026-10-26As of 2026-10-26, NEM's 30-day implied volatility is 41.1%, placing its 1-year IV percentile at 8.0 — above 8.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
NEM live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live NEM chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
NEM options at a glance
- Daily volume
- N/A
- IV range
- 25% - 55%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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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.
NEM implied volatility and IV rank
NEM implied volatility patterns reflect the gold mining sector dynamics.
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.
The smile, the term structure and the cone for NEM, on today's chain.
Open NEM in IV IntelligenceNEM 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.
Where the gamma sits on NEM right now, strike by strike.
See live NEM GEXCommon NEM options strategies
These are strategies commonly used by traders on NEM options, based on typical market characteristics. This is not investment advice.
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
NEM key events
Earnings months. January, April, July, October
NEM options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns NEM's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/NEM"What is NEM's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on NEM in the console, more prompts for NEM, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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.
Keep reading
Where NEM
gets priced.
NEM analytics
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