How often does NMI move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

NMIHNasdaqSurety Insurance

NMI Holdings, Inc. (NMIH) earnings date, market-implied expected move, and options open interest by expiry

39.19

−5.08 · −11.47%

post 39.21 +0.04%

After hours16:00 ETdelayed

Open41.58Volume1.9MMkt cap$2.9BP/E7.57EPS5.18

Day36.69 – 41.5851%52-wk35.12 – 46.7435%

NMIH

NMI Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 9

after close · in 95 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 5

after close

confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+3.98%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

354 managers

Top fund weight

0.10%

NMIH weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

NMI (NMIH) is expected to report on Feb 9 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±7.6%
avg realized: ±3.6%

Nov 6 '24Nov 6 '24confirmed±6.7%▼−5.17%×0.77

Feb 6 '25Feb 6 '25confirmed±6.4%▼−4.77%×0.75

Apr 29 '25Apr 29 '25confirmed±7.9%▲+7.52%×0.95

Jul 29 '25Jul 29 '25confirmed±7.0%▼−1.55%×0.22

Nov 4 '25Nov 4 '25confirmed±9.7%▼−1.84%×0.19

Feb 10 '26Feb 10 '26confirmed±10.5%▲+1.82%×0.17

Q1 FY26Apr 30 '26confirmed±6.2%▼−3.87%×0.63

Q2 FY26Jul 30 '26confirmed±6.5%▲+1.98%×0.31

quarterimplied−15%0+15%realized×

Q2 FY26±6.5%▲+1.98%×0.31

Q1 FY26±6.2%▼−3.87%×0.63

Feb '26±10.5%▲+1.82%×0.17

Nov '25±9.7%▼−1.84%×0.19

Jul '25±7.0%▼−1.55%×0.22

Apr '25±7.9%▲+7.52%×0.95

2 older reports

Feb '25±6.4%▼−4.77%×0.75

Nov '24±6.7%▼−5.17%×0.77

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 4 close

0.00OI · 2 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1630%Dec 1842d1.421150%1.42

report · Feb 9 · after close · est.

10%Mar 19133d2180%

ExpiryPutsCallsP/C

Dec 1842d1630%1150%1.42

report · Feb 9 · after close · est.

Mar 19133d10%2180%0.00

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

49.84%as filednet margin · revenue −0.18% QoQ · +4.96% YoY

Revenue$188M−0.18%

Pre-tax income$120M−12.15%

Net income$93M49.84%−11.64%

Tax$27M−13.88%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.69· ±2.0% vs ±1.2% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.0%5 of 11×1.69

GDPgross domestic product±2.0%12 of 20×1.67

PCEpersonal income & outlays±1.8%11 of 20×1.52

CPROFcorporate profits±1.6%7 of 12×1.29

FOMCrate decision±1.5%9 of 20×1.27

PPIproducer prices±1.1%3 of 11×0.89

NFPjobs report±1.0%6 of 10×0.80

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.23 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	1.23	—
Q2 FY26	Jul 30 '26 · confirmed	1.38	—
Q1 FY26	Apr 30 '26 · confirmed	1.28	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod