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NEM - Newmont
Implied Volatility Analysis

Implied Volatility:
49.1%
Put/Call-Ratio:
0.73

Newmont has an Implied Volatility (IV) of 49.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NEM is 92 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for NEM is 2.55 standard deviations away from its 1 year mean.

Market Cap$32.74B
Dividend Yield5.25% ($2.17)
Next Earnings Date10/27/2022 (30d)
Implied Volatility (IV) 30d
49.12
Implied Volatility Rank (IVR) 1y
92.36
Implied Volatility Percentile (IVP) 1y
99.60
Historical Volatility (HV) 30d
28.75
IV / HV
1.71
Open Interest
574.53K
Option Volume
33.62K
Put/Call Ratio (Volume)
0.73

Data was calculated after the 9/26/2022 closing.

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