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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New Mountain Finance Corporation (NMFC) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2021 AC
OS Projected Window: Feb. 25, 2021 to March 2, 2021
EVR: 1.5
Avg Daily Volume: 443,109    Market Cap: 961.50M
Sector: None    Short Interest: 3.13
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Nov. 4, 2020 AC $9.47 @$10.00 $0.65
($9.47)
6.5% 10.03% O $10.39 $0.62
( $10.39 )
-4.62%
Aug. 5, 2020 AC $9.51 @$10.00 $0.42
($9.51)
4.2% 3.04% I $9.52 $0.53
( $9.52 )
26.19%
May 6, 2020 AC $7.57 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2019 AC $14.09 @$15.00
Nov. 7, 2018 AC $13.63 @$12.50
Aug. 7, 2018 AC $14.15 @$15.00

 
 
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