Implied Volatility Skew (20-Day)

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

Newmont Corporation (NEM) 20-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2604
Historical Volatility (Parkinson)	0.2388
Implied Volatility (Calls)	0.2844
Implied Volatility (Puts)	0.3131
Implied Volatility (Mean)	0.2987
Put-Call Implied Volatility Ratio	1.1009
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3753
Put-Call Ratio (Open Interest)	1.0439
Forward Price	42.85
Call Breakeven Price	45.53
Put Breakeven Price	39.13
Option Breakeven Price	42.28