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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New Mountain Finance Corporation (NMFC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 23, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 1.3
Avg Daily Volume: 710,503    Market Cap: 664.0M
Sector: Financial Services    Short Interest: 3.56
Live Interactive Chart
Days to Next Earnings: 109 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 2, 2026 AC 1.4 $7.11 @$7.50 $0.53
($7.11)
7.07% -1.54% I -1.4% I $7.01 $0.50
( $7.01 )
-5.66%
Aug. 3, 2026 AC 1.4 $7.23 @$7.50 $0.55
($7.23)
7.33% 4.28% I 3.45% I $7.48 $0.38
( $7.48 )
-30.91%
May 4, 2026 AC 1.2 $8.56 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2026 AC 1.1 $8.16 @$7.50
Nov. 3, 2025 AC 1.2 $9.69 @$10.00
Aug. 4, 2025 AC 1.0 $10.33 @$10.00
May 5, 2025 AC 0.9 $9.76 @$10.00
Feb. 26, 2025 AC 0.8 $11.75 @$12.50
May 1, 2024 AC 0.8 $12.68 @$12.50
Feb. 26, 2024 AC 0.8 $12.69 @$12.50

 
 
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