New Mountain Finance Corp (NMFC) Historical Volatility

Tracking NMFC historical volatility helps you see how much New Mountain Finance Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, New Mountain Finance Corp's HV tells you what really happened. Use our scanner to monitor NMFC 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The NMFC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing New Mountain Finance Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

New Mountain Finance Corporation (Nasdaq: NMFC), a business development company is a private equity / buyouts and loan fund specializes in directly investing and lending to middle market companies in defensive growth industries. The fund prefers investing in buyout and middle market companies. It also makes investments in debt securities at all levels of the capital structure including first and second lien debt, unsecured notes and mezzanine securities. In some cases, its investments may also include equity interests. It targets energy, specialty chemicals and materials, trading companies and distributors, commercial printing, diversified support services, education services, environmental and facilities services, office services and supplies, media, distributors, health care services, health care facilities, application software, business services, systems software, federal services, distribution and logistics, interactive home entertainment, telecommunication services, hydroelectric power generation, electric power generation by fossil fuels, electric power generation by nuclear fuels, health care technology, and security and alarm services.

The fund seeks to invest in United States of America. It seeks to invest between $10 million and $50 million per transaction. The firm invests through both primary originations and open-market secondary purchases. It invests in companies with EBITDA between $10 million and $200 million and target investments up to a $125 million hold size. The fund seeks a majority stake in its portfolio companies.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts New Mountain Finance Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NMFC HV is running hot, cold, or in line. Make the NMFC 30 day historical volatility — and every other window — work for your edge instead of against it.