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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NMI Holdings Inc (NMIH) - NASDAQ Next Earnings Date: Estimated on April 30, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.5
Avg Daily Volume: 577,634    Market Cap: 2.42B
Sector: Financial    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 8.45%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
April 30, 2024 AC None $0.00 @$30.00 $2.50
($29.59)
8.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 AC 2.8 $30.29 @$30.00 $2.35
($30.29)
7.83% 5.01% I -1.68% I $29.78 $1.62
( $29.78 )
-31.06%
Nov. 1, 2023 AC 2.8 $27.55 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2022 AC 2.8 $18.79 @$20.00
May 4, 2022 AC 2.9 $19.43 @$20.00
Feb. 15, 2022 AC 3.0 $26.12 @$25.00
Nov. 2, 2021 AC 2.8 $25.21 @$25.00
Aug. 5, 2021 AC 3.1 $21.86 @$22.50
May 4, 2021 AC 3.4 $26.55 @$25.00
Feb. 16, 2021 AC 3.7 $23.40 @$22.50

 
 
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