NMFC · New Mountain Finance Corp

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$6.90 -0.17 (-2.40%) At close · Jul 29

Market Cap

$653.61M

94.45M

Options Chain

15-min delayed Underlying $6.90 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 12 contracts

Put / call OI

0.83

Balanced positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$7.50

$0.60 above spot

ATM implied vol

22.9%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Oct 16 78d Jan 15 169d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	358.7%	0.941	—		—	—	—	—	0
Call · $2.5 In the money Last — Breakeven — Implied vol 358.7% Delta 0.941 ≈94% ITM Gamma 0.019 Theta -0.014 Vega 0.002 Open interest 0 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	6	138.6%	0.864	$1.95		—	—	—	—	0
Call · $5 In the money Last $1.95 Breakeven $6.95 Implied vol 138.6% Delta 0.864 ≈86% ITM Gamma 0.096 Theta -0.01 Vega 0.004 Open interest 6 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
Underlying $6.90
26	10	45.3%	0.232	$0.10		$0.38	-0.989	0.6%	30	33
Call · $7.5 Last $0.10 Breakeven $7.60 Implied vol 45.3% Delta 0.232 ≈23% ITM Gamma 0.4 Theta -0.005 Vega 0.006 Open interest 26 Model this call Put · $7.5 In the money Last $0.38 Breakeven $7.12 Implied vol 0.6% Delta -0.989 ≈99% ITM Gamma 0 Theta -0.003 Vega 0 Open interest 33 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	1	—	—	$0.17		—	—	—	—	0
Call · $12.5 Last $0.17 Breakeven $12.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $12.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	1	—	—	$0.17		—	—	—	—	0
Call · $15 Last $0.17 Breakeven $15.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $15 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1496099 CUSIP 647551100 13F (30d) 28 filings 28 filers Visit website