Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Newmont Corporation (NEM) had 180-Day Implied Volatility Skew of -0.0200 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)	0.3831
Historical Volatility (Parkinson)	0.2864
Implied Volatility (Calls)	0.3028
Implied Volatility (Puts)	0.3512
Implied Volatility (Mean)	0.3270
Put-Call Implied Volatility Ratio	1.1597
Implied Volatility Skew	-0.0200
Option Statistics
Put-Call Ratio (Volume)	5.6077
Put-Call Ratio (Open Interest)	0.5382
Forward Price	43.39
Call Breakeven Price	47.98
Put Breakeven Price	34.63
Option Breakeven Price	43.50