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Navient Corporation Common Stock NAVI

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Market datapartial · fetched 2026-10-22T20:45:53.082Z

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 · 2026-10-22T20:00:02.574771014Z

FundamentalsAlpha Vantage · unavailable

Share price$8.86
1D-1.1%
AH$8.42$8.57$8.71$8.86$9.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAVI
Sold putSold callAH

Navient Corporation Common Stock options

Live interpolated NAVI call and put midpoint premiums by absolute delta.Navient Corporation Common Stock$0.00$2.69$5.37$8.06$10.75$5.92$7.10$8.28$9.47$10.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAVI spot · $8.86NAVI PRICE$0.36$0.20$0.28$0.37$0.45$0.54$0.62$0.71$0.79$0.88$0.96$1.05$1.13$0.33$0.40$0.52$0.64$0.75$0.87$0.98$1.10$1.22$1.33$2.21$6.09$9.97
PutsExpensive2.09×
CallsExpensive1.10×
SkewBearish+46.12 pp
Implied moveBearish±$1.61
TiltBearish52.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.49160.5%67.7%7.01124.9%24.6%
25Δ9.9149.6%14.0%7.6890.7%17.9%
30Δ9.7448.7%13.1%7.9488.4%16.2%
35Δ9.5747.7%12.1%8.2186.1%14.6%
40Δ9.4046.8%11.1%8.4783.8%12.9%
45Δ9.2345.8%10.2%8.7381.5%11.2%
50Δ9.0544.9%9.2%9.0079.1%9.6%
55Δ8.8843.9%8.3%9.2676.8%7.9%
60Δ8.7143.0%7.3%9.5374.5%6.2%
65Δ8.5442.0%6.3%9.7972.2%4.5%
70Δ8.3741.1%5.4%10.7882.9%3.3%
75Δ8.2040.2%4.4%14.63145.0%3.6%
80Δ8.0339.2%3.5%18.48207.1%3.9%

20Δ

Calls
Pseudo strike
14.49
IV
160.5%
B/E move
67.7%
Puts
Pseudo strike
7.01
IV
124.9%
B/E move
24.6%

25Δ

Calls
Pseudo strike
9.91
IV
49.6%
B/E move
14.0%
Puts
Pseudo strike
7.68
IV
90.7%
B/E move
17.9%

30Δ

Calls
Pseudo strike
9.74
IV
48.7%
B/E move
13.1%
Puts
Pseudo strike
7.94
IV
88.4%
B/E move
16.2%

35Δ

Calls
Pseudo strike
9.57
IV
47.7%
B/E move
12.1%
Puts
Pseudo strike
8.21
IV
86.1%
B/E move
14.6%

40Δ

Calls
Pseudo strike
9.40
IV
46.8%
B/E move
11.1%
Puts
Pseudo strike
8.47
IV
83.8%
B/E move
12.9%

45Δ

Calls
Pseudo strike
9.23
IV
45.8%
B/E move
10.2%
Puts
Pseudo strike
8.73
IV
81.5%
B/E move
11.2%

50Δ

Calls
Pseudo strike
9.05
IV
44.9%
B/E move
9.2%
Puts
Pseudo strike
9.00
IV
79.1%
B/E move
9.6%

55Δ

Calls
Pseudo strike
8.88
IV
43.9%
B/E move
8.3%
Puts
Pseudo strike
9.26
IV
76.8%
B/E move
7.9%

60Δ

Calls
Pseudo strike
8.71
IV
43.0%
B/E move
7.3%
Puts
Pseudo strike
9.53
IV
74.5%
B/E move
6.2%

65Δ

Calls
Pseudo strike
8.54
IV
42.0%
B/E move
6.3%
Puts
Pseudo strike
9.79
IV
72.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
8.37
IV
41.1%
B/E move
5.4%
Puts
Pseudo strike
10.78
IV
82.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.20
IV
40.2%
B/E move
4.4%
Puts
Pseudo strike
14.63
IV
145.0%
B/E move
3.6%

80Δ

Calls
Pseudo strike
8.03
IV
39.2%
B/E move
3.5%
Puts
Pseudo strike
18.48
IV
207.1%
B/E move
3.9%

Options history

No recorded observations