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
$0.73
7-Day Straddle
$3.22
Avg IV
1.1%
IV Rank
35%
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 |
|---|---|---|---|---|
| 20260608 | $0.73 | $3.22 | 1.1% | 35% |
| 20260605 | $1.25 | $1.95 | 0.7% | 17% |
| 20260604 | $0.75 | $0.75 | 1.0% | 29% |
| 20260603 | $0.80 | $0.55 | 0.9% | 26% |
| 20260602 | $0.65 | $0.65 | 1.1% | 26% |
| 20260601 | $0.82 | $0.82 | 1.2% | 30% |
| 20260529 | $0.68 | $0.68 | 1.5% | 40% |
| 20260528 | $1.72 | $1.72 | 1.5% | 40% |
| 20260527 | $1.12 | $1.12 | 1.1% | 27% |
| 20260526 | $1.15 | $1.15 | 1.4% | 37% |
| 20260522 | $0.82 | $0.82 | 1.3% | 32% |
| 20260521 | $1.27 | $1.27 | 1.2% | 30% |
| 20260520 | $1.15 | $1.15 | 1.1% | 26% |
| 20260519 | $0.77 | $0.77 | 1.1% | 27% |
| 20260518 | $0.83 | $0.83 | 1.1% | 28% |
| 20260515 | $1.02 | $0.93 | 1.2% | 31% |
| 20260514 | $8.22 | $0.60 | 1.2% | 31% |
| 20260513 | $8.25 | $0.80 | 1.3% | 33% |
| 20260512 | $1.45 | $0.68 | 1.2% | 32% |
| 20260511 | $1.60 | $0.85 | 0.9% | 19% |
| 20260510 | $2.15 | $1.92 | 0.8% | 15% |
| 20260508 | $2.15 | $1.92 | 0.8% | 14% |
| 20260507 | $8.25 | $2.08 | 1.0% | 23% |
| 20260506 | $11.03 | $0.73 | 0.9% | 19% |
| 20260505 | $1.07 | $0.68 | 1.3% | 35% |
| 20260504 | $8.68 | $8.70 | 0.8% | 15% |
| 20260502 | $3.03 | $3.03 | 1.0% | 23% |
| 20260501 | $3.03 | $3.03 | 0.9% | 21% |
| 20260430 | $3.92 | $3.92 | 1.5% | 41% |
| 20260429 | $0.97 | $0.97 | 1.0% | 23% |
| 20260428 | $8.82 | $8.82 | 1.3% | 35% |
| 20260427 | $11.12 | $11.12 | 1.8% | 53% |
| 20260424 | $8.80 | $8.80 | 1.8% | 52% |
| 20260423 | $2.62 | $2.62 | 2.0% | 62% |
| 20260422 | $0.95 | $0.95 | 1.0% | 24% |
| 20260421 | $1.10 | $1.10 | 1.7% | 49% |
| 20260420 | $3.60 | $3.60 | 0.8% | 14% |
| 20260417 | $9.32 | $0.88 | 1.1% | 27% |
| 20260416 | $10.93 | $0.95 | 1.2% | 30% |
| 20260415 | $1.93 | $1.08 | 1.2% | 29% |
| 20260414 | $0.98 | $0.80 | 0.7% | 10% |
| 20260413 | $0.90 | $0.75 | 0.9% | 18% |
| 20260410 | $1.40 | $0.75 | 0.7% | 11% |
| 20260409 | $0.82 | $0.70 | 1.1% | 25% |
| 20260408 | $0.97 | $1.70 | 1.4% | 40% |
| 20260407 | $0.90 | $1.48 | 0.7% | 10% |
| 20260406 | $2.05 | $0.73 | 0.8% | 15% |
| 20260402 | $0.72 | $1.47 | 0.8% | 15% |
| 20260401 | $1.12 | $1.12 | 1.3% | 35% |
| 20260331 | $1.07 | $1.07 | 1.5% | 42% |
| 20260330 | $1.25 | $1.25 | 1.4% | 38% |
| 20260327 | $0.48 | $0.48 | 1.5% | 41% |
| 20260326 | $1.73 | $1.73 | 1.0% | 25% |
| 20260325 | $0.65 | $0.65 | 0.8% | 14% |
| 20260324 | $0.98 | $0.98 | 1.3% | 33% |
| 20260323 | $0.60 | $0.60 | 0.4% | 0% |
| 20260320 | $0.73 | $0.35 | 1.4% | 36% |
| 20260319 | $0.90 | $0.45 | 0.7% | 9% |
| 20260318 | $1.85 | $1.07 | 0.6% | 9% |
| 20260317 | $1.07 | $0.50 | 1.5% | 42% |