NMFC (NEW MOUNTAIN FINANCE CORPORATION)
Expected Move & Straddle Price History
The expected move for NMFC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current NMFC Expected Move
30-Day Straddle
$0.53
7-Day Straddle
$0.85
Avg IV
0.8%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to NMFC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NMFC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $0.53 | $0.85 | 0.8% | 24% |
| 20260903 | $0.60 | $0.57 | 0.8% | 20% |
| 20260902 | $0.60 | $0.60 | 0.9% | 31% |
| 20260901 | $0.50 | $0.50 | 0.9% | 28% |
| 20260831 | $0.55 | $0.55 | 1.1% | 35% |
| 20260828 | $0.75 | $0.75 | 1.4% | 55% |
| 20260827 | $0.57 | $0.57 | 0.8% | 14% |
| 20260826 | $0.55 | $0.55 | 1.3% | 51% |
| 20260825 | $0.62 | $0.62 | 1.3% | 49% |
| 20260824 | $0.60 | $0.60 | 0.6% | 3% |
| 20260821 | $0.55 | $0.25 | 1.1% | 38% |
| 20260820 | $0.75 | $0.53 | 1.1% | 39% |
| 20260819 | $0.95 | $0.75 | 0.8% | 20% |
| 20260818 | $0.85 | $0.93 | 1.1% | 37% |
| 20260817 | $0.72 | $0.75 | 1.1% | 35% |
| 20260814 | $0.75 | $1.50 | 0.8% | 15% |
| 20260813 | $0.70 | $0.68 | 0.7% | 10% |
| 20260812 | $0.72 | $0.50 | 1.0% | 31% |
| 20260811 | $0.78 | $0.75 | 0.7% | 7% |
| 20260810 | $0.97 | $0.33 | 1.0% | 31% |
| 20260806 | $0.93 | $0.57 | 0.8% | 16% |
| 20260805 | $0.55 | $0.55 | 0.8% | 15% |
| 20260804 | $0.57 | $0.57 | 1.2% | 47% |
| 20260803 | $0.75 | $0.75 | 1.4% | 58% |
| 20260731 | $0.85 | $0.85 | 1.2% | 47% |
| 20260730 | $0.88 | $0.88 | 0.9% | 26% |
| 20260729 | $0.82 | $0.82 | 1.4% | 58% |
| 20260728 | $1.32 | $1.32 | 1.5% | 67% |
| 20260727 | $2.00 | $2.00 | 1.1% | 43% |
| 20260724 | $0.98 | $0.98 | 1.2% | 47% |
| 20260723 | $1.68 | $1.68 | 1.0% | 36% |
| 20260722 | $0.88 | $0.88 | 1.5% | 65% |
| 20260721 | $0.93 | $0.93 | 0.8% | 25% |
| 20260720 | $0.75 | $0.75 | 1.2% | 47% |
| 20260716 | $1.70 | $0.45 | 0.6% | 12% |
| 20260715 | $1.02 | $0.50 | 1.5% | 67% |
| 20260714 | $0.75 | $0.73 | 0.7% | 20% |
| 20260713 | $8.05 | $0.60 | 1.2% | 47% |
| 20260710 | $1.38 | $0.83 | 0.5% | 9% |
| 20260709 | $1.02 | $0.95 | 1.1% | 45% |
| 20260708 | $1.25 | $0.47 | 0.8% | 27% |
| 20260707 | $8.03 | $0.45 | 1.1% | 36% |
| 20260706 | $1.30 | $0.78 | 0.9% | 28% |
| 20260702 | $7.88 | $7.88 | 1.4% | 52% |
| 20260701 | $2.67 | $2.67 | 1.2% | 42% |
| 20260630 | $0.85 | $0.85 | 1.0% | 30% |
| 20260629 | $0.53 | $0.53 | 1.2% | 41% |
| 20260626 | $0.85 | $0.85 | 1.4% | 50% |
| 20260625 | $1.55 | $1.55 | 1.2% | 43% |
| 20260624 | $0.57 | $0.57 | 1.7% | 68% |
| 20260623 | $1.35 | $1.35 | 0.6% | 12% |
| 20260622 | $0.38 | $0.38 | 1.3% | 48% |
| 20260618 | $0.80 | $0.42 | 1.3% | 45% |
| 20260617 | $0.55 | $0.55 | 1.3% | 46% |
| 20260616 | $0.53 | $0.35 | 1.0% | 33% |
| 20260615 | $0.48 | $0.57 | 0.7% | 17% |
| 20260613 | $0.60 | $0.62 | 1.3% | 47% |
| 20260612 | $0.60 | $0.62 | 1.3% | 46% |
| 20260611 | $0.57 | $0.62 | 0.7% | 18% |
| 20260610 | $0.62 | $0.62 | 1.2% | 44% |