NMIH (NMI Holdings Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for NMIH 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 NMIH Expected Move
30-Day Straddle
$4.45
7-Day Straddle
$3.58
Avg IV
0.7%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to NMIH'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.
NMIH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260810 | $4.45 | $3.58 | 0.7% | 36% |
| 20260806 | $3.75 | $4.28 | 0.7% | 42% |
| 20260805 | $2.55 | $2.55 | 0.8% | 52% |
| 20260804 | $3.60 | $3.60 | 1.1% | 78% |
| 20260803 | $2.78 | $2.78 | 0.9% | 57% |
| 20260731 | $4.80 | $4.80 | 1.0% | 65% |
| 20260730 | $3.28 | $3.28 | 0.9% | 60% |
| 20260729 | $4.95 | $4.95 | 0.9% | 61% |
| 20260728 | $3.27 | $3.27 | 0.5% | 21% |
| 20260727 | $3.35 | $3.35 | 0.8% | 44% |
| 20260724 | $5.65 | $5.65 | 0.5% | 16% |
| 20260723 | $3.50 | $3.50 | 0.5% | 13% |
| 20260722 | $3.68 | $3.68 | 0.7% | 35% |
| 20260721 | $5.60 | $5.60 | 0.9% | 55% |
| 20260720 | $5.10 | $5.10 | 0.7% | 36% |
| 20260716 | $6.10 | $4.10 | 0.5% | 16% |
| 20260715 | $4.75 | $2.98 | 0.8% | 43% |
| 20260714 | $5.10 | $3.62 | 0.6% | 28% |
| 20260713 | $3.62 | $5.05 | 0.7% | 33% |
| 20260710 | $5.05 | $4.25 | 0.6% | 26% |
| 20260709 | $5.08 | $3.65 | 0.6% | 33% |
| 20260708 | $5.12 | $4.90 | 0.5% | 17% |
| 20260707 | $4.90 | $5.00 | 0.7% | 31% |
| 20260706 | $5.07 | $4.90 | 0.3% | 0% |
| 20260702 | $4.88 | $4.88 | 0.9% | 47% |
| 20260701 | $3.67 | $3.67 | 0.8% | 35% |
| 20260630 | $3.70 | $3.70 | 1.0% | 56% |
| 20260629 | $2.38 | $2.38 | 0.6% | 24% |
| 20260626 | $3.08 | $3.08 | 0.5% | 13% |
| 20260625 | $3.23 | $3.23 | 0.7% | 30% |
| 20260624 | $3.25 | $3.25 | 0.7% | 31% |
| 20260623 | $3.08 | $3.08 | 0.7% | 29% |
| 20260622 | $2.73 | $2.73 | 0.8% | 34% |
| 20260618 | $4.55 | $3.35 | 0.9% | 46% |
| 20260617 | $3.25 | $5.00 | 0.4% | 0% |
| 20260616 | $3.48 | $3.12 | 0.7% | 21% |
| 20260615 | $5.35 | $2.77 | 0.6% | 8% |
| 20260613 | $4.65 | $2.95 | 0.5% | 0% |
| 20260612 | $4.65 | $2.95 | 0.6% | 0% |
| 20260611 | $4.30 | $3.88 | 0.7% | 11% |
| 20260610 | $4.12 | $3.70 | 0.6% | 3% |
| 20260609 | $4.60 | $3.55 | 0.7% | 11% |
| 20260608 | $4.15 | $2.90 | 0.6% | 0% |
| 20260605 | $5.20 | $3.38 | 0.6% | 5% |
| 20260604 | $3.62 | $2.93 | 0.7% | 15% |
| 20260603 | $3.65 | $2.53 | 0.6% | 7% |
| 20260602 | $2.90 | $2.90 | 1.1% | 56% |
| 20260601 | $3.05 | $3.05 | 1.1% | 58% |
| 20260529 | $3.12 | $3.12 | 1.1% | 57% |
| 20260528 | $3.15 | $3.15 | 1.1% | 57% |
| 20260527 | $3.17 | $3.17 | 1.1% | 52% |
| 20260526 | $2.95 | $2.95 | 1.1% | 52% |
| 20260522 | $3.82 | $3.82 | 1.1% | 51% |
| 20260521 | $2.95 | $2.95 | 0.8% | 22% |
| 20260520 | $3.00 | $3.00 | 0.8% | 27% |
| 20260519 | $5.20 | $5.20 | 0.9% | 37% |
| 20260518 | $3.62 | $3.62 | 0.8% | 26% |
| 20260515 | $4.33 | $3.30 | 0.8% | 29% |
| 20260514 | $3.10 | $3.02 | 0.7% | 20% |
| 20260513 | $4.15 | $3.18 | 0.7% | 16% |