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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NMI Holdings Inc (NMIH) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.1
Avg Daily Volume: 499,381    Market Cap: 3.4B
Sector: Financial Services    Short Interest: 2.77
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 30, 2026 AC 2.1 $43.44 @$45.00 $3.28
($43.44)
7.29% 7.59% O 1.97% I $44.30 $2.40
( $44.30 )
-26.83%
April 30, 2026 AC 2.1 $38.71 @$40.00 $1.12
($38.71)
2.8% -7.43% O -3.87% O $37.21 $3.73
( $37.21 )
233.04%
Feb. 10, 2026 AC 2.2 $40.19 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 2.2 $37.52 @$40.00
July 29, 2025 AC 2.4 $37.96 @$40.00
April 29, 2025 AC 2.3 $33.64 @$35.00
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

 
 
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