Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NMI Holdings Inc (NMIH) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 2.2
Avg Daily Volume: 332,609    Market Cap: 3.1B
Sector: Financial    Short Interest: 2.35
Live Interactive Chart
Days to Next Earnings: 49 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
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 $3.08
($33.64)
8.8% 7.78% I 7.52% I $36.17 $3.03
( $36.17 )
-1.62%
Feb. 6, 2025 AC 2.2 $38.80 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 2, 2023 AC 2.3 $22.71 @$22.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US