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NextNav Inc. Common Stock NN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-10T22:28:25.443Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:20:23.860545525Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:28:24.819905+00:00

Share price$9.00
1D+4.6%
AH$8.08$8.38$8.68$8.97$9.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNN
Sold putSold callAH

NextNav Inc. Common Stock options

Live interpolated NN call and put midpoint premiums by absolute delta.NextNav Inc. Common Stock$0.19$0.80$1.42$2.04$2.66$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENN PRICE$0.37$0.44$0.52$0.59$0.90$1.90$0.25$0.36$0.45$0.52$0.72$2.15$2.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.71237.3%17.2%
25Δ7.92257.5%16.0%
30Δ8.18255.1%14.0%
35Δ8.48238.8%11.6%
40Δ8.74260.9%10.8%
45Δ9.59555.6%17.4%
50Δ10.14545.9%14.8%
55Δ8.93100.6%3.3%
60Δ8.82102.6%2.9%
65Δ8.70104.5%2.4%
70Δ8.59106.5%2.0%
75Δ8.25136.0%1.6%
80Δ7.24249.8%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.71
IV
237.3%
B/E move
17.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
257.5%
B/E move
16.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.18
IV
255.1%
B/E move
14.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.48
IV
238.8%
B/E move
11.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.74
IV
260.9%
B/E move
10.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.59
IV
555.6%
B/E move
17.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.14
IV
545.9%
B/E move
14.8%

55Δ

Calls
Pseudo strike
8.93
IV
100.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.82
IV
102.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.70
IV
104.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.59
IV
106.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.25
IV
136.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.24
IV
249.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend132.74%
Daily close
NN71.7%148.0%224.2%2026-08-12: 124.17%2026-08-13: 126.65%2026-08-14: 97.84%2026-08-17: 96.58%2026-08-18: 102.04%2026-08-19: 100.44%2026-08-20: 113.11%2026-08-21: 102.80%2026-08-24: 115.37%2026-08-25: 116.18%2026-08-26: 116.87%2026-08-27: 117.02%2026-08-28: 114.64%2026-08-31: 120.77%2026-09-01: 124.23%2026-09-02: 129.90%2026-09-03: 135.05%2026-09-04: 138.04%2026-09-08: 103.65%2026-09-09: 89.65%2026-09-10: 88.48%2026-09-11: 82.26%2026-09-14: 94.49%2026-09-15: 88.97%2026-09-16: 122.32%2026-09-17: 95.51%2026-09-18: 92.10%2026-09-21: 104.82%2026-09-22: 97.36%2026-09-23: 103.77%2026-09-24: 112.80%2026-09-25: 99.44%2026-09-28: 96.62%2026-09-29: 97.95%2026-09-30: 103.15%2026-10-01: 123.68%2026-10-02: 109.66%2026-10-05: 113.97%2026-10-06: 126.70%2026-10-07: 128.33%2026-10-08: 118.98%2026-10-09: 93.94%2026-10-12: 111.73%2026-10-13: 96.65%2026-10-14: 98.85%2026-10-15: 121.81%2026-10-16: 111.52%2026-10-19: 115.28%2026-10-20: 118.64%2026-10-21: 118.93%2026-10-22: 144.65%2026-10-23: 126.52%2026-10-26: 213.67%2026-10-27: 191.36%2026-10-28: 213.40%2026-10-29: 167.43%2026-10-30: 132.74%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
124.17%
126.65%
97.84%
96.58%
102.04%
100.44%
113.11%
102.80%
115.37%
116.18%
116.87%
117.02%
114.64%
120.77%
124.23%
129.90%
135.05%
138.04%
103.65%
89.65%
88.48%
82.26%
94.49%
88.97%
122.32%
95.51%
92.10%
104.82%
97.36%
103.77%
112.80%
99.44%
96.62%
97.95%
103.15%
123.68%
109.66%
113.97%
126.70%
128.33%
118.98%
93.94%
111.73%
96.65%
98.85%
121.81%
111.52%
115.28%
118.64%
118.93%
144.65%
126.52%
213.67%
191.36%
213.40%
167.43%
132.74%