NMIH Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-20(m), calls & puts

Expiration Date Avg IV

NMIH Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is NMIH's one-year implied volatility range?

Over the past year, NMI 30-day implied volatility ranged from 24.9% on Nov 25, 2025 to 185.6% on Oct 16, 2026.

How has NMIH implied volatility changed recently?

NMI 30-day implied volatility went from 68.0% on Oct 7, 2026 to 51.4% on Nov 4, 2026. See the NMIH implied volatility history for a longer view.

What is NMI Holdings Inc?

NMI Holdings Inc through its subsidiaries provides private mortgage guaranty insurance.

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