NMIH · NMI Holdings, Inc.

Track NMIH — free Ask ALVIS about NMIH

$42.75 +1.17 (+2.81%) At close · Jul 24

Market Cap

$3.25B

75.97M

Options Chain

15-min delayed Underlying $42.75 · at close Jul 24, 2026 Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 18 contracts

Put / call OI

0.27

Call-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$40.00

$2.75 below spot

ATM implied vol

33.2%

market's expected move

Open interest by strike

Calls Puts

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Dec 18 146d Mar 19 237d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $20 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $22.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $25 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	0.2%	1	—		—	-0.072	98.2%	—	0
Call · $30 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.003 Vega 0 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol 98.2% Delta -0.072 ≈7% ITM Gamma 0.012 Theta -0.029 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—		—	-0.107	64.7%	—	0
Call · $35 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol 64.7% Delta -0.107 ≈11% ITM Gamma 0.025 Theta -0.025 Vega 0.018 Open interest 0 Model this put
11	10	28.5%	0.822	$3.10		$0.95	-0.252	40.8%	3	3
Call · $40 In the money Last $3.10 Breakeven $43.10 Implied vol 28.5% Delta 0.822 ≈82% ITM Gamma 0.079 Theta -0.019 Vega 0.029 Open interest 11 Model this call Put · $40 Last $0.95 Breakeven $39.05 Implied vol 40.8% Delta -0.252 ≈25% ITM Gamma 0.067 Theta -0.027 Vega 0.039 Open interest 3 Model this put
Underlying $42.75
0	—	25.2%	0.249	—		—	-0.649	41.3%	—	0
Call · $45 Last — Breakeven — Implied vol 25.2% Delta 0.249 ≈25% ITM Gamma 0.11 Theta -0.018 Vega 0.033 Open interest 0 Model this call Put · $45 In the money Last — Breakeven — Implied vol 41.3% Delta -0.649 ≈65% ITM Gamma 0.079 Theta -0.031 Vega 0.042 Open interest 0 Model this put
0	—	—	—	—		—	-0.783	65.2%	—	0
Call · $50 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 In the money Last — Breakeven — Implied vol 65.2% Delta -0.783 ≈78% ITM Gamma 0.04 Theta -0.038 Vega 0.034 Open interest 0 Model this put
0	—	—	—	—		—	-0.856	79.3%	—	0
Call · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 In the money Last — Breakeven — Implied vol 79.3% Delta -0.856 ≈86% ITM Gamma 0.026 Theta -0.035 Vega 0.023 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 1547903 CUSIP 629209305 13F (30d) 64 filings 64 filers Visit website Investor relations