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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NMI Holdings Inc (NMIH) - NASDAQ Next Earnings Date: OS Estimate: Feb. 17, 2021 AC
OS Projected Window: Feb. 11, 2021 to Feb. 18, 2021
EVR: 3.7
Avg Daily Volume: 772,072    Market Cap: 1.37B
Sector: Financial    Short Interest: 5.35
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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. 5, 2020 AC $22.79 @$22.50 $3.25
($22.79)
14.44% -5.0% I $22.01 $1.75
( $22.01 )
-46.15%
Aug. 5, 2020 AC $16.00 @$15.00 $2.33
($16.00)
15.53% 4.49% I $15.72 $1.38
( $15.72 )
-40.77%
May 6, 2020 AC $13.28 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2020 AC $35.57 @$35.00
Nov. 6, 2019 AC $29.12 @$30.00
July 31, 2019 AC $24.88 @$25.00
May 1, 2019 AC $27.84 @$30.00
Feb. 12, 2019 AC $22.60 @$22.50
Oct. 30, 2018 AC $19.14 @$20.00
Aug. 1, 2018 AC $20.90 @$20.00

 
 
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