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Navan, Inc. Class A Common Stock NAVN

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Market datapartial · fetched 2026-10-23T17:41:45.292Z

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 · 2026-10-23T17:41:35.700761377Z

FundamentalsAlpha Vantage · unavailable

Share price$26.79
1D+2.9%
$25.92$26.18$26.44$26.70$26.975:30 AM6:30 AM9:00 AM1:00 PMNAVN
Sold putSold call

Navan, Inc. Class A Common Stock options

Live interpolated NAVN call and put midpoint premiums by absolute delta.Navan, Inc. Class A Common Stock$0.58$1.52$2.45$3.38$4.32$17.29$21.40$25.51$29.62$33.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAVN spot · $26.79NAVN PRICE$0.83$1.12$1.41$1.70$2.00$2.29$2.58$2.87$3.15$3.42$3.70$0.69$0.92$1.16$1.50$1.93$2.35$2.78$3.20$3.62$4.05
PutsExpensive1.13×
CallsCheap0.91×
SkewBearish+7.68 pp
Implied moveBearish±$4.77
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1072.3%16.3%
25Δ23.8772.5%14.4%
30Δ29.9864.4%15.0%24.6472.7%12.4%
35Δ29.3365.0%13.7%25.3972.9%10.8%
40Δ28.6865.7%12.3%26.1273.1%9.7%
45Δ28.0266.3%11.0%26.8473.3%8.6%
50Δ27.3767.0%9.6%27.5773.5%7.5%
55Δ26.7267.6%8.3%28.2973.7%6.3%
60Δ26.0768.3%6.9%29.0273.8%5.2%
65Δ25.4168.9%5.5%29.7474.0%4.1%
70Δ24.8267.5%4.4%
75Δ24.3362.4%3.6%
80Δ23.8557.4%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.10
IV
72.3%
B/E move
16.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.87
IV
72.5%
B/E move
14.4%

30Δ

Calls
Pseudo strike
29.98
IV
64.4%
B/E move
15.0%
Puts
Pseudo strike
24.64
IV
72.7%
B/E move
12.4%

35Δ

Calls
Pseudo strike
29.33
IV
65.0%
B/E move
13.7%
Puts
Pseudo strike
25.39
IV
72.9%
B/E move
10.8%

40Δ

Calls
Pseudo strike
28.68
IV
65.7%
B/E move
12.3%
Puts
Pseudo strike
26.12
IV
73.1%
B/E move
9.7%

45Δ

Calls
Pseudo strike
28.02
IV
66.3%
B/E move
11.0%
Puts
Pseudo strike
26.84
IV
73.3%
B/E move
8.6%

50Δ

Calls
Pseudo strike
27.37
IV
67.0%
B/E move
9.6%
Puts
Pseudo strike
27.57
IV
73.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
26.72
IV
67.6%
B/E move
8.3%
Puts
Pseudo strike
28.29
IV
73.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
26.07
IV
68.3%
B/E move
6.9%
Puts
Pseudo strike
29.02
IV
73.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
25.41
IV
68.9%
B/E move
5.5%
Puts
Pseudo strike
29.74
IV
74.0%
B/E move
4.1%

70Δ

Calls
Pseudo strike
24.82
IV
67.5%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.33
IV
62.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.85
IV
57.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations