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Navient Holdings, Inc. Common Stock NAVI

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-13T01:29:58.381Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:11:04.022981263Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:29:57.930025+00:00

Share price$6.18
1D+3.5%
AH$5.78$5.94$6.09$6.25$6.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAVI
Sold putSold callAH

Navient Holdings, Inc. Common Stock options

Live interpolated NAVI call and put midpoint premiums by absolute delta.Navient Holdings, Inc. Common Stock$0.18$0.59$1.01$1.42$1.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENAVI PRICE$0.38$0.23$0.33$0.43$0.54$0.64$0.74$0.85$0.95$1.05$1.16$1.26$1.36$1.71
PutsExpensive1.26×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.21507.2%152.3%5.14168.6%20.4%
25Δ5.34166.4%18.9%
30Δ5.54164.3%17.3%
35Δ5.74162.1%15.8%
40Δ5.94159.9%14.2%
45Δ6.14157.8%12.7%
50Δ6.34155.6%11.1%
55Δ6.54153.5%9.6%
60Δ6.73151.3%8.1%
65Δ6.93149.2%6.5%
70Δ7.13147.0%5.0%
75Δ7.33144.9%3.4%
80Δ7.76155.0%2.1%

20Δ

Calls
Pseudo strike
15.21
IV
507.2%
B/E move
152.3%
Puts
Pseudo strike
5.14
IV
168.6%
B/E move
20.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
166.4%
B/E move
18.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.54
IV
164.3%
B/E move
17.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.74
IV
162.1%
B/E move
15.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.94
IV
159.9%
B/E move
14.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.14
IV
157.8%
B/E move
12.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.34
IV
155.6%
B/E move
11.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.54
IV
153.5%
B/E move
9.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.73
IV
151.3%
B/E move
8.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.93
IV
149.2%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.13
IV
147.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.33
IV
144.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.76
IV
155.0%
B/E move
2.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations