NMFC · Expected Move
NEW MOUNTAIN FINANCE CORPORATION
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).
NMFC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NMFC Expected Move
30-Day Straddle
$0.92
7-Day Straddle
$0.92
30-Day ATM IV
49.9%
IV Rank
31%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.92 | $0.92 | 49.9% | 31% |
| 20261021 | $5.92 | $5.92 | — | — |
| 20261020 | $0.97 | $0.97 | — | — |
| 20261019 | $0.90 | $0.90 | 85.4% | 53% |
| 20261016 | $0.92 | $1.25 | 68.6% | 42% |
| 20261015 | $0.95 | $0.85 | — | — |
| 20261014 | $1.02 | $0.92 | — | — |
| 20261013 | $0.97 | $0.68 | 67.4% | 42% |
| 20261012 | $0.95 | $0.78 | 65.4% | 40% |
| 20261009 | $2.85 | $1.02 | 82.4% | 51% |
| 20261008 | $1.00 | $2.02 | — | — |
| 20261007 | $2.90 | $2.00 | — | — |
| 20261006 | $1.45 | $0.70 | 58.4% | 36% |
| 20261005 | $0.82 | $0.65 | 57.2% | 35% |
| 20261002 | $2.60 | $2.60 | 64.1% | 40% |
| 20261001 | $0.58 | $0.58 | 37.2% | 23% |
| 20260930 | $1.02 | $1.02 | 51.5% | 32% |
| 20260929 | $0.60 | $0.60 | 29.9% | 18% |
| 20260928 | $1.88 | $1.88 | 26.0% | 16% |
| 20260925 | $0.85 | $0.85 | 33.6% | 20% |
| 20260924 | $2.98 | $2.98 | 24.6% | 15% |
| 20260923 | $0.45 | $0.45 | 30.8% | 19% |
| 20260922 | $0.45 | $0.45 | 32.2% | 19% |
| 20260921 | $0.65 | $0.65 | 34.2% | 21% |
| 20260918 | $0.70 | $0.75 | 34.8% | 21% |
| 20260917 | $0.53 | $0.75 | 28.6% | 17% |
| 20260916 | $8.10 | $0.72 | — | — |
| 20260915 | $3.15 | $0.67 | — | — |
| 20260914 | $0.53 | $0.70 | — | — |
| 20260911 | $0.55 | $0.82 | 32.4% | 20% |
| 20260910 | $8.05 | $0.82 | 62.9% | 39% |
| 20260909 | $0.60 | $1.00 | 36.1% | 22% |
| 20260908 | $0.65 | $0.75 | 32.0% | 19% |
| 20260904 | $0.53 | $0.85 | 31.4% | 19% |
| 20260903 | $0.60 | $0.57 | 30.2% | 18% |
| 20260902 | $0.60 | $0.60 | 28.9% | 17% |
| 20260901 | $0.50 | $0.50 | 32.5% | 20% |
| 20260831 | $0.55 | $0.55 | 49.4% | 30% |
| 20260828 | $0.75 | $0.75 | 39.8% | 24% |
| 20260827 | $0.57 | $0.57 | 44.8% | 27% |
| 20260826 | $0.55 | $0.55 | 37.2% | 23% |
| 20260825 | $0.62 | $0.62 | 38.1% | 23% |
| 20260824 | $0.60 | $0.60 | 34.7% | 21% |
| 20260821 | $0.55 | $0.25 | 38.2% | 23% |
| 20260820 | $0.75 | $0.53 | 47.5% | 29% |
| 20260819 | $0.95 | $0.75 | 40.0% | 24% |
| 20260818 | $0.85 | $0.93 | 39.5% | 24% |
| 20260817 | $0.72 | $0.75 | 39.0% | 24% |
| 20260814 | $0.75 | $1.50 | 42.9% | 26% |
| 20260813 | $0.70 | $0.68 | 35.1% | 21% |
| 20260812 | $0.72 | $0.50 | 39.2% | 24% |
| 20260811 | $0.78 | $0.75 | 49.7% | 31% |
| 20260810 | $0.97 | $0.33 | 56.9% | 35% |
| 20260806 | $0.93 | $0.57 | 42.1% | 26% |
| 20260805 | $0.55 | $0.55 | 50.0% | 31% |
| 20260804 | $0.57 | $0.57 | 42.5% | 26% |
| 20260803 | $0.75 | $0.75 | 45.3% | 28% |
| 20260731 | $0.85 | $0.85 | 48.4% | 30% |
| 20260730 | $0.88 | $0.88 | — | — |
| 20260729 | $0.82 | $0.82 | 45.0% | 28% |
More on NMFC
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.