Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Newmont Corporation (NEM) had 30-Day Historical Volatility (Close-to-Close) of 0.2597 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2597
Historical Volatility (Parkinson)	0.3149
Implied Volatility (Calls)	0.3863
Implied Volatility (Puts)	0.3923
Implied Volatility (Mean)	0.3893
Put-Call Implied Volatility Ratio	1.0157
Implied Volatility Skew	-0.0339
Option Statistics
Put-Call Ratio (Volume)	0.1895
Put-Call Ratio (Open Interest)	0.4870
Forward Price	39.16
Call Breakeven Price	43.26
Put Breakeven Price	34.04
Option Breakeven Price	40.24