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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New Mountain Finance Corporation (NMFC) - NASDAQ Next Earnings Date: OS Estimate: July 8, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 1.4
Avg Daily Volume: 779,957    Market Cap: 796.9M
Sector: None    Short Interest: 3.04
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 4, 2026 AC 1.2 $8.56 @$7.50 $1.10
($8.56)
14.67% -6.65% I -1.75% I $8.41 $0.62
( $8.41 )
-43.64%
Feb. 24, 2026 AC 1.1 $8.16 @$7.50 $1.55
($8.16)
20.67% -5.75% I -4.04% I $7.83 $1.05
( $7.83 )
-32.26%
Nov. 3, 2025 AC 1.2 $9.69 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 1.0 $10.33 @$10.00
May 5, 2025 AC 0.8 $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
Nov. 2, 2023 AC 0.9 $12.70 @$12.50
Aug. 2, 2023 AC 1.0 $12.72 @$12.50

 
 
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