New Mountain Finance Corp · Brief

Next report

Today

Nov 2 · after closeest.Q3 FY26

Expected move

±8.5%implied · straddle

6.437.63

spot 7.03exp Nov 20ATM strike 7.5ATM straddle 0.70IV 40%

Oct 30 closethin chain

Expected move

—≥ implied

Q2 FY26±9.2%▲+3.46%×0.38

quarterimplied−10%0+10%realized×

Q2 FY26±9.2%▲+3.46%×0.38

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Nov 2 report · est.

—

NMFC report session

No linked exposure.

Oct 22impliedImplied move: ±12.0% into Nov 2 earnings (Oct 22 close).Source

Oct 21impliedImplied move: ±13.1% into Nov 3 earnings (Oct 21 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.