NMIH
NMI Holdings, Inc.44.49post+$0.02 (+0.04%)at close −$0.11 (−0.25%)
as of 19:59:55 UTCnext report Nov 3 · 90d
Earnings Room‹ back to NMIH
The report
fiscal Q3 2026 · from the company's noticeNov 3after close90days out
Expected movement
market-implied · at the Aug 4 close±10.6%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 45straddle 5.55ATM IV 26%× 0.85 straddle-to-rangespot 44.49
Blast radius
2 linked · N-PORT + EDGARIf NMIH moves ±10.6% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Jul 31 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
3
Aug 21
21d
13
▲ +30%
▲ +12%
19
Sep 18
49d
55
▲ +0%
▲ +0%
21
Dec 18
140d
93
▲ +0%
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±3.6% realized vs ±7.6% priced
Jul 30 '26±6.5%→+2.0%×0.31
Apr 30 '26±6.2%→−3.9%×0.63
Feb 10 '26±10.5%→+1.8%×0.17
Nov 4 '25±9.7%→−1.8%×0.19
Jul 29 '25±7.0%→−1.6%×0.22
Apr 29 '25±7.9%→+7.5%×0.95
Feb 6 '25±6.4%→−4.8%×0.75
Nov 6 '24±6.7%→−5.2%×0.77
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 1.38 · rev $188M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.