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: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.1
Avg Daily Volume: 482,528    Market Cap: 3.1B
Sector: Financial    Short Interest: 2.52
Live Interactive Chart
Days to Next Earnings: 76 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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, 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 $2.40
($40.19)
6.0% -2.48% I 1.81% I $40.92 $2.40
( $40.92 )
0.0%
Nov. 4, 2025 AC 2.2 $37.52 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 14, 2024 AC 2.4 $30.29 @$30.00

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