Newmont Mining options imply 4.0% move in share price post-earnings
The Fly

Newmont Mining options imply 4.0% move in share price post-earnings

Pre-earnings options volume in Newmont (NEM) Mining is normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 4.0%, or $2.31, after results are released. Median move over the past eight quarters is 3.3%.

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