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
$3.08
7-Day Straddle
$3.08
Avg IV
0.7%
IV Rank
29%
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 |
|---|---|---|---|---|
| 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% |
| 20260512 | $3.93 | $3.00 | 0.9% | 32% |
| 20260511 | $4.15 | $3.40 | 0.8% | 27% |
| 20260510 | $3.60 | $2.65 | 0.8% | 22% |
| 20260508 | $3.60 | $2.65 | 0.7% | 20% |
| 20260507 | $5.03 | $3.98 | 0.8% | 27% |
| 20260506 | $4.80 | $4.00 | 0.8% | 29% |
| 20260505 | $4.67 | $4.60 | 0.7% | 16% |
| 20260504 | $4.15 | $3.58 | 0.7% | 17% |
| 20260502 | $3.20 | $3.20 | 0.9% | 41% |
| 20260501 | $3.20 | $3.20 | 1.0% | 47% |
| 20260430 | $2.62 | $2.62 | 1.3% | 76% |
| 20260429 | $2.92 | $2.92 | 1.2% | 70% |
| 20260428 | $2.25 | $2.25 | 1.1% | 59% |
| 20260427 | $2.83 | $2.83 | 1.0% | 46% |
| 20260424 | $2.85 | $2.85 | 1.0% | 44% |
| 20260423 | $3.05 | $3.05 | 0.8% | 22% |
| 20260422 | $3.95 | $3.95 | 1.2% | 70% |
| 20260421 | $2.95 | $2.95 | 1.0% | 56% |
| 20260420 | $3.75 | $3.75 | 0.8% | 32% |
| 20260417 | $4.03 | $3.70 | 0.8% | 36% |
| 20260416 | $3.65 | $2.98 | 0.8% | 35% |
| 20260415 | $4.05 | $3.27 | 0.7% | 29% |
| 20260414 | $4.85 | $2.85 | 0.9% | 40% |
| 20260413 | $5.00 | $3.28 | 0.6% | 20% |
| 20260410 | $4.80 | $3.35 | 0.8% | 39% |
| 20260409 | $3.70 | $3.88 | 0.7% | 29% |
| 20260408 | $4.32 | $4.83 | 0.6% | 21% |
| 20260407 | $3.95 | $3.10 | 0.7% | 23% |
| 20260406 | $3.53 | $3.80 | 0.7% | 26% |
| 20260402 | $4.75 | $2.52 | 0.7% | 25% |
| 20260401 | $4.10 | $4.10 | 0.9% | 46% |