Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.3893 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3893
Historical Volatility (Parkinson)	0.3290
Implied Volatility (Calls)	0.3634
Implied Volatility (Puts)	0.3911
Implied Volatility (Mean)	0.3772
Put-Call Implied Volatility Ratio	1.0762
Implied Volatility Skew	-0.0448
Option Statistics
Put-Call Ratio (Volume)	0.3417
Put-Call Ratio (Open Interest)	0.6098
Forward Price	38.72
Call Breakeven Price	46.91
Put Breakeven Price	33.24
Option Breakeven Price	41.85