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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NMI Holdings Inc (NMIH) - NASDAQ Next Earnings Date: Estimated on Feb. 5, 2026
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 2.2
Avg Daily Volume: 423,156    Market Cap: 2.8B
Sector: Financial    Short Interest: 2.16
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 4, 2025 AC 2.2 $37.52 @$40.00 $3.35
($37.52)
8.38% -7.14% I -1.83% I $36.83 $3.60
( $36.83 )
7.46%
July 29, 2025 AC 2.4 $37.96 @$40.00 $3.15
($37.96)
7.88% 2.55% I -1.55% I $37.37 $3.30
( $37.37 )
4.76%
April 29, 2025 AC 2.3 $33.64 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2025 AC 2.2 $38.80 @$40.00
Nov. 6, 2024 AC 2.4 $39.28 @$40.00
July 30, 2024 AC 2.3 $39.20 @$40.00
April 30, 2024 AC 2.3 $30.86 @$30.00
Feb. 14, 2024 AC 2.4 $30.29 @$30.00
Nov. 1, 2023 AC 2.3 $27.55 @$30.00
Aug. 1, 2023 AC 2.1 $26.97 @$25.00

 
 
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