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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New Mountain Finance Corporation (NMFC) - NASDAQ Next Earnings Date: Estimated on July 30, 2025
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 1.0
Avg Daily Volume: 380,466    Market Cap: 1.1B
Sector: None    Short Interest: 1.36
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
May 5, 2025 AC 0.8 $9.76 @$10.00 $1.23
($9.76)
12.3% 4.61% I 4.09% I $10.16 $0.43
( $10.16 )
-65.04%
Feb. 26, 2025 AC 0.8 $11.75 @$12.50 $1.02
($11.75)
8.16% -4.59% I -2.12% I $11.50 $1.30
( $11.50 )
27.45%
May 1, 2024 AC 0.8 $12.68 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 AC 0.8 $12.69 @$12.50
Nov. 2, 2023 AC 0.9 $12.70 @$12.50
Aug. 2, 2023 AC 1.0 $12.72 @$12.50
May 8, 2023 AC 1.1 $11.67 @$12.50
Feb. 27, 2023 AC 1.2 $12.88 @$12.50
Nov. 8, 2022 AC 1.2 $12.42 @$12.50
Aug. 8, 2022 AC 1.2 $13.33 @$12.50

 
 
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