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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New Mountain Finance Corporation (NMFC) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2021 AC
OS Projected Window: Aug. 4, 2021 to Aug. 9, 2021
EVR: 1.5
Avg Daily Volume: 436,051    Market Cap: 961.50M
Sector: None    Short Interest: 0.47
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 8.94%       Expires on: Aug. 20, 2021

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
Earnings Date 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 Close Price Straddle @Trade Price Return
Aug. 4, 2021 AC $0.00 @$12.50 $1.20
($13.42)
8.94% -None% I $0.00 $0.00
( N/A )
None%
May 5, 2021 AC $12.77 @$12.50 $0.95
($12.77)
7.6% 2.34% I $13.01 $0.68
( $13.01 )
-28.42%
Feb. 24, 2021 AC $12.50 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2020 AC $9.47 @$10.00
Aug. 5, 2020 AC $9.51 @$10.00
May 6, 2020 AC $7.57 @$7.50
Feb. 26, 2020 AC $13.70 @$12.50
Nov. 6, 2019 AC $13.52 @$12.50
Aug. 7, 2019 AC $13.54 @$12.50
May 6, 2019 AC $14.15 @$15.00

 
 
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