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Newmont Corporation NEM 118.11 10.64 9.9%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $117.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$2.05 $115.75 – $119.84 $115.33 – $120.26 $113.39 – $122.20
2 sessions ±2.4% ±$2.86 $114.93 – $120.66 $114.33 – $121.26 $111.63 – $123.96
3 sessions ±3.1% ±$3.63 $114.17 – $121.42 $113.47 – $122.12 $110.08 – $125.51
1 week ±3.9% ±$4.64 $113.15 – $122.44 $112.13 – $123.46 $107.92 – $127.67
2 weeks ±5.5% ±$6.52 $111.27 – $124.32 $109.73 – $125.86 $103.88 – $131.71
3 weeks ±6.8% ±$7.97 $109.83 – $125.76 $107.90 – $127.69 $100.97 – $134.62
1 month ±8.3% ±$9.77 $108.03 – $127.56 $105.60 – $129.99 $97.10 – $138.49
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.62%
Average actual move
4.99%
Beyond the implied move
3 / 7
Median IV change
-28.55%
Reaction session Implied Actual Used ATM IV before → after
October 23, 2026 ±4.44% -4.59% 1.03× —
July 24, 2026 ±5.43% -1.62% 0.30× —
April 24, 2026 ±5.99% +8.68% 1.45× —
February 20, 2026 ±6.10% -2.61% 0.43× —
July 25, 2025 ±5.28% +6.89% 1.31× 43.8% → 31.3%
April 24, 2025 ±6.12% +4.80% 0.78× 50.4% → 37.2%
February 21, 2025 ±5.99% -5.74% 0.96× 49.3% → 32.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →