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: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.2
Avg Daily Volume: 473,313    Market Cap: 2.42B
Sector: Financial    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 82 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Nov. 6, 2024 AC 2.4 $39.28 @$40.00 $1.68
($39.28)
4.2% -8.04% O -5.16% O $37.25 $3.15
( $37.25 )
87.5%
July 30, 2024 AC 2.3 $39.20 @$40.00 $2.08
($39.20)
5.2% 7.16% O 0.38% I $39.35 $1.85
( $39.35 )
-11.06%
April 30, 2024 AC 2.3 $30.86 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 14, 2023 AC 2.7 $23.68 @$22.50
Aug. 2, 2022 AC 2.8 $18.79 @$20.00
May 4, 2022 AC 2.9 $19.43 @$20.00

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