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
$1.68
7-Day Straddle
$1.68
Avg IV
1.0%
IV Rank
36%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $0.68 | $0.57 | 0.7% | 18% |
| 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% |