Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Newmont Corporation (NEM) had 10-Day Put-Call Implied Volatility Ratio of 0.9936 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2042
Historical Volatility (Parkinson)	0.2251
Implied Volatility (Calls)	0.2924
Implied Volatility (Puts)	0.2906
Implied Volatility (Mean)	0.2915
Put-Call Implied Volatility Ratio	0.9936
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5134
Put-Call Ratio (Open Interest)	0.6028
Forward Price	42.91
Call Breakeven Price	44.51
Put Breakeven Price	38.55
Option Breakeven Price	42.27