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Navan, Inc. Class A Common Stock NAVN

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Market datapartial · fetched 2026-10-22T23:11:14.914Z

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 · 2026-10-22T20:34:59.931314214Z

FundamentalsAlpha Vantage · unavailable

Share price$26.03
1D-1.8%
AH$25.92$26.28$26.63$26.98$27.345:30 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$0.44$1.70$2.95$4.21$5.46$17.40$21.23$25.07$28.90$32.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAVN spot · $26.03NAVN PRICE$0.85$1.04$1.24$1.43$1.63$1.82$2.02$2.36$3.32$4.29$5.10$0.58$0.75$0.92$1.08$1.55$2.12$2.69$3.27$3.84$4.41
PutsFair1.00×
CallsCheap0.91×
SkewNeutral-0.13 pp
Implied moveBearish±$4.32
TiltBullish8.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.7364.5%14.9%
25Δ23.4362.1%12.9%
30Δ29.4264.3%16.3%24.1359.6%10.8%
35Δ28.7762.9%14.5%24.8357.2%8.8%
40Δ28.1261.4%12.8%25.5759.2%7.7%
45Δ27.4760.0%11.1%26.3262.7%7.0%
50Δ26.8258.6%9.3%27.0866.2%6.3%
55Δ26.1857.1%7.6%27.8369.7%5.6%
60Δ25.5355.7%5.8%28.5973.2%4.9%
65Δ24.8157.0%4.4%29.3476.7%4.2%
70Δ23.8270.2%4.3%
75Δ22.8283.5%4.1%
80Δ21.8386.9%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.73
IV
64.5%
B/E move
14.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.43
IV
62.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
29.42
IV
64.3%
B/E move
16.3%
Puts
Pseudo strike
24.13
IV
59.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
28.77
IV
62.9%
B/E move
14.5%
Puts
Pseudo strike
24.83
IV
57.2%
B/E move
8.8%

40Δ

Calls
Pseudo strike
28.12
IV
61.4%
B/E move
12.8%
Puts
Pseudo strike
25.57
IV
59.2%
B/E move
7.7%

45Δ

Calls
Pseudo strike
27.47
IV
60.0%
B/E move
11.1%
Puts
Pseudo strike
26.32
IV
62.7%
B/E move
7.0%

50Δ

Calls
Pseudo strike
26.82
IV
58.6%
B/E move
9.3%
Puts
Pseudo strike
27.08
IV
66.2%
B/E move
6.3%

55Δ

Calls
Pseudo strike
26.18
IV
57.1%
B/E move
7.6%
Puts
Pseudo strike
27.83
IV
69.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
25.53
IV
55.7%
B/E move
5.8%
Puts
Pseudo strike
28.59
IV
73.2%
B/E move
4.9%

65Δ

Calls
Pseudo strike
24.81
IV
57.0%
B/E move
4.4%
Puts
Pseudo strike
29.34
IV
76.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
23.82
IV
70.2%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.82
IV
83.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.83
IV
86.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations