Share price$9.78
1D+2.6%
Sold putSold call
NextNav Inc. NN
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T16:59:18.813Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:58:36.430844534Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:18.374533+00:00
NextNav Inc. options
PutsExpensive1.25×
CallsFair0.98×
SkewBearish+18.25 pp
Implied moveBearish±$0.61
TiltBearish13.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.50 | 228.1% | 19.4% | 7.86 | 399.7% | 23.4% |
| 25Δ | 11.25 | 238.8% | 17.6% | 8.59 | 295.2% | 15.8% |
| 30Δ | 11.01 | 249.6% | 15.9% | 9.06 | 202.0% | 10.2% |
| 35Δ | 10.50 | 176.4% | 10.1% | 9.50 | 112.8% | 4.9% |
| 40Δ | 10.00 | 101.5% | 4.3% | 9.60 | 109.4% | 4.3% |
| 45Δ | 9.90 | 101.4% | 3.8% | 9.70 | 106.0% | 3.7% |
| 50Δ | 9.81 | 101.3% | 3.3% | 9.79 | 102.6% | 3.1% |
| 55Δ | 9.72 | 101.2% | 2.8% | 9.89 | 99.1% | 2.5% |
| 60Δ | 9.62 | 101.1% | 2.4% | 9.98 | 95.7% | 2.0% |
| 65Δ | 9.53 | 101.0% | 1.9% | 10.16 | 110.1% | 1.8% |
| 70Δ | 9.41 | 103.4% | 1.5% | 10.36 | 128.7% | 1.7% |
| 75Δ | 9.27 | 107.1% | 1.3% | 10.59 | 144.2% | 1.5% |
| 80Δ | 9.13 | 110.8% | 1.0% | 10.88 | 153.4% | 1.2% |
20Δ
- Pseudo strike
- 11.50
- IV
- 228.1%
- B/E move
- 19.4%
- Pseudo strike
- 7.86
- IV
- 399.7%
- B/E move
- 23.4%
25Δ
- Pseudo strike
- 11.25
- IV
- 238.8%
- B/E move
- 17.6%
- Pseudo strike
- 8.59
- IV
- 295.2%
- B/E move
- 15.8%
30Δ
- Pseudo strike
- 11.01
- IV
- 249.6%
- B/E move
- 15.9%
- Pseudo strike
- 9.06
- IV
- 202.0%
- B/E move
- 10.2%
35Δ
- Pseudo strike
- 10.50
- IV
- 176.4%
- B/E move
- 10.1%
- Pseudo strike
- 9.50
- IV
- 112.8%
- B/E move
- 4.9%
40Δ
- Pseudo strike
- 10.00
- IV
- 101.5%
- B/E move
- 4.3%
- Pseudo strike
- 9.60
- IV
- 109.4%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 9.90
- IV
- 101.4%
- B/E move
- 3.8%
- Pseudo strike
- 9.70
- IV
- 106.0%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 9.81
- IV
- 101.3%
- B/E move
- 3.3%
- Pseudo strike
- 9.79
- IV
- 102.6%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 9.72
- IV
- 101.2%
- B/E move
- 2.8%
- Pseudo strike
- 9.89
- IV
- 99.1%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 9.62
- IV
- 101.1%
- B/E move
- 2.4%
- Pseudo strike
- 9.98
- IV
- 95.7%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 9.53
- IV
- 101.0%
- B/E move
- 1.9%
- Pseudo strike
- 10.16
- IV
- 110.1%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 9.41
- IV
- 103.4%
- B/E move
- 1.5%
- Pseudo strike
- 10.36
- IV
- 128.7%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 9.27
- IV
- 107.1%
- B/E move
- 1.3%
- Pseudo strike
- 10.59
- IV
- 144.2%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 9.13
- IV
- 110.8%
- B/E move
- 1.0%
- Pseudo strike
- 10.88
- IV
- 153.4%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 116.00% | |
| 122.70% |