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Navient Corporation Common Stock NAVI

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Market datapartial · fetched 2026-10-22T18:53:09.635Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:53:00.521393554Z

FundamentalsAlpha Vantage · unavailable

Share price$8.80
1D-1.9%
$8.42$8.57$8.71$8.86$9.015:30 AM6:30 AM9:00 AM1:00 PMNAVI
Sold putSold call

Navient Corporation Common Stock options

Live interpolated NAVI call and put midpoint premiums by absolute delta.Navient Corporation Common Stock$0.00$2.25$4.50$6.74$8.99$6.08$7.25$8.41$9.58$10.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAVI spot · $8.80NAVI PRICE$0.36$0.21$0.30$0.40$0.49$0.59$0.68$0.77$0.87$0.96$1.05$1.15$1.24$0.33$0.39$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.27$1.38$3.99$8.34
PutsExpensive1.91×
CallsExpensive1.25×
SkewBearish+31.27 pp
Implied moveBearish±$1.62
TiltBearish40.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.44161.2%68.3%6.88131.5%25.5%
25Δ9.8851.9%14.7%7.6488.9%17.5%
30Δ9.6951.9%13.6%7.8986.4%16.0%
35Δ9.5151.8%12.5%8.1483.9%14.4%
40Δ9.3251.8%11.5%8.4081.4%12.8%
45Δ9.1351.7%10.4%8.6578.9%11.2%
50Δ8.9451.7%9.3%8.9076.4%9.6%
55Δ8.7551.7%8.3%9.1573.9%8.0%
60Δ8.5751.6%7.2%9.4071.4%6.4%
65Δ8.3851.6%6.1%9.6568.9%4.8%
70Δ8.1951.6%5.1%9.9066.4%3.2%
75Δ8.0051.5%4.0%12.55105.7%2.8%
80Δ7.8251.5%2.9%16.86174.0%3.1%

20Δ

Calls
Pseudo strike
14.44
IV
161.2%
B/E move
68.3%
Puts
Pseudo strike
6.88
IV
131.5%
B/E move
25.5%

25Δ

Calls
Pseudo strike
9.88
IV
51.9%
B/E move
14.7%
Puts
Pseudo strike
7.64
IV
88.9%
B/E move
17.5%

30Δ

Calls
Pseudo strike
9.69
IV
51.9%
B/E move
13.6%
Puts
Pseudo strike
7.89
IV
86.4%
B/E move
16.0%

35Δ

Calls
Pseudo strike
9.51
IV
51.8%
B/E move
12.5%
Puts
Pseudo strike
8.14
IV
83.9%
B/E move
14.4%

40Δ

Calls
Pseudo strike
9.32
IV
51.8%
B/E move
11.5%
Puts
Pseudo strike
8.40
IV
81.4%
B/E move
12.8%

45Δ

Calls
Pseudo strike
9.13
IV
51.7%
B/E move
10.4%
Puts
Pseudo strike
8.65
IV
78.9%
B/E move
11.2%

50Δ

Calls
Pseudo strike
8.94
IV
51.7%
B/E move
9.3%
Puts
Pseudo strike
8.90
IV
76.4%
B/E move
9.6%

55Δ

Calls
Pseudo strike
8.75
IV
51.7%
B/E move
8.3%
Puts
Pseudo strike
9.15
IV
73.9%
B/E move
8.0%

60Δ

Calls
Pseudo strike
8.57
IV
51.6%
B/E move
7.2%
Puts
Pseudo strike
9.40
IV
71.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
8.38
IV
51.6%
B/E move
6.1%
Puts
Pseudo strike
9.65
IV
68.9%
B/E move
4.8%

70Δ

Calls
Pseudo strike
8.19
IV
51.6%
B/E move
5.1%
Puts
Pseudo strike
9.90
IV
66.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
8.00
IV
51.5%
B/E move
4.0%
Puts
Pseudo strike
12.55
IV
105.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
7.82
IV
51.5%
B/E move
2.9%
Puts
Pseudo strike
16.86
IV
174.0%
B/E move
3.1%

Options history

No recorded observations