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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. 24, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 1.1
Avg Daily Volume: 563,190    Market Cap: 992.4M
Sector: None    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 3, 2025 AC 1.2 $9.69 @$10.00 $0.55
($9.69)
5.5% -1.96% I -0.61% I $9.63 $0.33
( $9.63 )
-40.0%
Aug. 4, 2025 AC 1.0 $10.33 @$10.00 $0.53
($10.33)
5.3% -6.77% O -1.45% I $10.18 $0.53
( $10.18 )
0.0%
May 5, 2025 AC 0.8 $9.76 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2023 AC 1.1 $11.67 @$12.50
Feb. 27, 2023 AC 1.2 $12.88 @$12.50

 
 
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