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Navient Corporation Common Stock NAVI

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Market datapartial · fetched 2026-10-23T15:50:53.058Z

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 · 2026-10-23T15:50:49.194766059Z

FundamentalsAlpha Vantage · unavailable

Share price$8.47
1D-4.7%
$8.33$8.48$8.63$8.77$8.925:30 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$0.26$0.49$0.71$0.94$1.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENAVI PRICE$0.36$0.38$0.44$0.51$0.58$0.64$0.71$0.77$0.84$0.91$0.97$1.04$1.10$0.28
PutsExpensive2.08×
CallsExpensive1.96×
SkewBearish+9.86 pp
Implied move——
TiltBullish94.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.15168.3%71.4%6.80110.3%23.0%
25Δ12.16133.0%48.2%
30Δ11.75126.1%44.1%
35Δ11.34119.1%40.0%
40Δ10.93112.2%35.9%
45Δ10.52105.2%31.8%
50Δ10.1098.3%27.7%
55Δ9.6991.3%23.6%
60Δ9.2884.3%19.5%
65Δ8.8777.4%15.5%
70Δ8.4670.4%11.4%
75Δ8.0463.5%7.3%
80Δ7.6356.5%3.2%

20Δ

Calls
Pseudo strike
14.15
IV
168.3%
B/E move
71.4%
Puts
Pseudo strike
6.80
IV
110.3%
B/E move
23.0%

25Δ

Calls
Pseudo strike
12.16
IV
133.0%
B/E move
48.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.75
IV
126.1%
B/E move
44.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.34
IV
119.1%
B/E move
40.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.93
IV
112.2%
B/E move
35.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.52
IV
105.2%
B/E move
31.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.10
IV
98.3%
B/E move
27.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.69
IV
91.3%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.28
IV
84.3%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.87
IV
77.4%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.46
IV
70.4%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.04
IV
63.5%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.63
IV
56.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations