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NextNav Inc. NN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:51:59.707Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:51:37.878858974Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:53.611851+00:00

Share price$9.68
1D+1.7%
$9.50$9.62$9.74$9.86$9.985:30 AM6:30 AM9:00 AM1:00 PMNN
Sold putSold call

NextNav Inc. options

Live interpolated NN call and put midpoint premiums by absolute delta.NextNav Inc.$0.03$0.59$1.15$1.71$2.27$8.50$9.16$9.81$10.46$11.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NN spot · $9.68NN PRICE$0.23$0.21$0.32$0.23$0.23$0.27$0.31$0.35$0.39$0.52$0.67$0.83$1.33$0.09$0.12$0.15$0.18$0.22$0.27$0.32$0.37$0.42$0.47$0.97$1.54$2.11
PutsCheap0.89×
CallsExpensive1.12×
SkewBullish-49.95 pp
Implied moveBalanced±$0.63
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.47327.8%31.3%9.07107.8%7.3%
25Δ10.75194.7%13.2%9.18105.6%6.4%
30Δ10.93253.6%16.2%9.30103.3%5.5%
35Δ10.25152.9%8.3%9.42101.1%4.6%
40Δ9.94114.2%5.0%9.5399.5%3.8%
45Δ9.83112.3%4.3%9.6299.5%3.4%
50Δ9.73110.3%3.7%9.7199.5%2.9%
55Δ9.63108.4%3.0%9.8099.4%2.5%
60Δ9.52106.5%2.4%9.9099.4%2.1%
65Δ9.37119.0%2.1%9.9999.4%1.7%
70Δ9.20135.4%2.0%10.52121.4%1.4%
75Δ9.02151.8%1.8%11.11146.7%1.2%
80Δ8.54217.0%2.0%11.70171.9%1.0%

20Δ

Calls
Pseudo strike
12.47
IV
327.8%
B/E move
31.3%
Puts
Pseudo strike
9.07
IV
107.8%
B/E move
7.3%

25Δ

Calls
Pseudo strike
10.75
IV
194.7%
B/E move
13.2%
Puts
Pseudo strike
9.18
IV
105.6%
B/E move
6.4%

30Δ

Calls
Pseudo strike
10.93
IV
253.6%
B/E move
16.2%
Puts
Pseudo strike
9.30
IV
103.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
10.25
IV
152.9%
B/E move
8.3%
Puts
Pseudo strike
9.42
IV
101.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
9.94
IV
114.2%
B/E move
5.0%
Puts
Pseudo strike
9.53
IV
99.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
9.83
IV
112.3%
B/E move
4.3%
Puts
Pseudo strike
9.62
IV
99.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
9.73
IV
110.3%
B/E move
3.7%
Puts
Pseudo strike
9.71
IV
99.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
9.63
IV
108.4%
B/E move
3.0%
Puts
Pseudo strike
9.80
IV
99.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
9.52
IV
106.5%
B/E move
2.4%
Puts
Pseudo strike
9.90
IV
99.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
9.37
IV
119.0%
B/E move
2.1%
Puts
Pseudo strike
9.99
IV
99.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
9.20
IV
135.4%
B/E move
2.0%
Puts
Pseudo strike
10.52
IV
121.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
9.02
IV
151.8%
B/E move
1.8%
Puts
Pseudo strike
11.11
IV
146.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
8.54
IV
217.0%
B/E move
2.0%
Puts
Pseudo strike
11.70
IV
171.9%
B/E move
1.0%

Options history

NN115.46119.35123.232026-10-19: 116.00%2026-10-20: 122.70%Oct 19Oct 20
Table
DateIV
116.00%
122.70%