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NEM options: IV rank, expected move and trade screens

NEWMONT Corp · Materials

As of the close on . In the app, data is refreshed intraday.

NEM closed at $114.67 on Oct 1, 2026 with 30-day implied volatility of 42.0%. That is near the bottom of its one-year range (IV rank 13), so options on NEM are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 14% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $13.52, or 11.8%.

The price is above its 200-day moving average (+2.9%) but below its 50-day (-2.3%), a pullback inside a longer uptrend. It is 15.1% below its 52-week high and 45.8% above its 52-week low. The 14-day RSI of 39.7 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $3.91, about 3.4% of the price, a measure of a typical day's range.

Option volume at the close (7.07K contracts) was 0.5x its average, quieter than usual. A beta of 1.63 means NEM has tended to move about 1.6 times as much as the broad market. 3 of our preset screens found trades on NEM at the close, led by Bull Call Spreads on High-Beta Names with 31 trades.

NEM stats at the close

Price
$114.67
Market cap $121B
Implied volatility
42.0%
30-day, at the money
IV rank
13
IV sits 13% of the way from its one-year low to its one-year high.
IV percentile
14
IV is higher than 14% of the past year's readings.
ATR (14-day)
$3.91
3.4% of the price on a typical day
RSI (14-day)
39.7
Between 30 and 70, neutral
52-week range
-15.1% from high
+45.8% from the 52-week low
Moving averages
-2.3% vs 50-day
+2.9% vs the 200-day
Beta
1.63
Sensitivity to the broad market
Option volume
0.5x avg
7.07K contracts vs 13.2K average

NEM expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 9, 20268 days37.8%±$6.41 (5.6%)$108.26 to $121.08$5.13
Oct 30, 202629 days41.8%±$13.52 (11.8%)$101.15 to $128.19$10.78
Nov 20, 202650 days41.1%±$17.46 (15.2%)$97.21 to $132.13$13.90
Dec 18, 202678 days41.7%±$22.09 (19.3%)$92.58 to $136.76$17.55

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for NEM from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

NEM options FAQ

What is NEM's IV rank?
At the close on Oct 1, 2026, NEM's IV rank was 13 with 30-day implied volatility of 42.0%. IV sits 13% of the way from its one-year low to its one-year high. Its IV percentile was 14: IV is higher than 14% of the past year's readings.
What is the expected move for NEM?
Based on the close on Oct 1, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $13.52 (11.8%), a range of $101.15 to $128.19. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on NEM?
At the close on Oct 1, 2026, these OptionClaws preset screens had passing trades on NEM: Bull Call Spreads on High-Beta Names (31), Long Call Butterflies for Pinning (3), Married Put Protection (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is NEM option volume above average?
On Oct 1, 2026, NEM option volume was 0.5x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.