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Navan, Inc. Class A Common Stock NAVN

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Market dataready · fetched 2026-11-13T02:49:34.020Z

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 · 2026-11-12T21:00:09.673165588Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-13T02:46:18.058431+00:00

Share price$26.20
1D-0.8%
AH$25.71$25.97$26.24$26.51$26.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAVN
Sold putSold callAH

Navan, Inc. Class A Common Stock options

Live interpolated NAVN call and put midpoint premiums by absolute delta.Navan, Inc. Class A Common Stock$0.34$1.23$2.12$3.02$3.91$20.96$23.45$25.94$28.43$30.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAVN spot · $26.20NAVN PRICE$0.44$0.60$0.77$0.94$1.10$1.27$1.44$1.60$1.77$1.94$2.24$2.62$3.00$0.43$0.50$0.57$0.84$1.15$1.47$1.78$2.09$2.40$2.72$3.03$3.34$3.65
PutsCheap0.70×
CallsCheap0.83×
SkewBullish-2.97 pp
Implied moveBearish±$3.22
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.2375.5%13.2%23.24100.3%12.9%
25Δ28.7876.7%12.2%24.0686.7%10.1%
30Δ28.3377.8%11.1%24.8873.2%7.2%
35Δ27.8878.9%10.0%25.3972.0%6.3%
40Δ27.4280.1%8.9%25.8572.9%5.7%
45Δ26.9781.2%7.8%26.3073.8%5.2%
50Δ26.5282.4%6.7%26.7674.7%4.6%
55Δ26.0783.5%5.6%27.2175.6%4.1%
60Δ25.6284.7%4.6%27.6776.5%3.5%
65Δ25.1785.8%3.5%28.1277.4%3.0%
70Δ24.6885.5%2.8%28.5878.3%2.5%
75Δ24.1684.3%2.2%29.0479.2%1.9%
80Δ23.6483.1%1.7%29.4980.1%1.4%

20Δ

Calls
Pseudo strike
29.23
IV
75.5%
B/E move
13.2%
Puts
Pseudo strike
23.24
IV
100.3%
B/E move
12.9%

25Δ

Calls
Pseudo strike
28.78
IV
76.7%
B/E move
12.2%
Puts
Pseudo strike
24.06
IV
86.7%
B/E move
10.1%

30Δ

Calls
Pseudo strike
28.33
IV
77.8%
B/E move
11.1%
Puts
Pseudo strike
24.88
IV
73.2%
B/E move
7.2%

35Δ

Calls
Pseudo strike
27.88
IV
78.9%
B/E move
10.0%
Puts
Pseudo strike
25.39
IV
72.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
27.42
IV
80.1%
B/E move
8.9%
Puts
Pseudo strike
25.85
IV
72.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
26.97
IV
81.2%
B/E move
7.8%
Puts
Pseudo strike
26.30
IV
73.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
26.52
IV
82.4%
B/E move
6.7%
Puts
Pseudo strike
26.76
IV
74.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
26.07
IV
83.5%
B/E move
5.6%
Puts
Pseudo strike
27.21
IV
75.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
25.62
IV
84.7%
B/E move
4.6%
Puts
Pseudo strike
27.67
IV
76.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
25.17
IV
85.8%
B/E move
3.5%
Puts
Pseudo strike
28.12
IV
77.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
24.68
IV
85.5%
B/E move
2.8%
Puts
Pseudo strike
28.58
IV
78.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
24.16
IV
84.3%
B/E move
2.2%
Puts
Pseudo strike
29.04
IV
79.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
23.64
IV
83.1%
B/E move
1.7%
Puts
Pseudo strike
29.49
IV
80.1%
B/E move
1.4%

Options history

IV · four-Friday blend70.33%
Daily EOD
NAVN66.0%68.5%71.1%2026-10-19: 66.36%2026-10-20: 70.26%2026-10-21: 68.87%2026-10-22: 70.63%2026-10-23: 70.42%2026-10-26: 70.30%2026-10-27: 70.05%2026-10-28: 70.71%2026-10-29: 70.33%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
66.36%
70.26%
68.87%
70.63%
70.42%
70.30%
70.05%
70.71%
70.33%