Newmont Mining options imply 4.5% move in share price post-earnings
The Fly

Newmont Mining options imply 4.5% move in share price post-earnings

Pre-earnings options volume in Newmont Mining is 1.1x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 4.5%, or $2.14, after results are released. Median move over the past eight quarters is 4.2%.

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