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Navient Holdings, Inc. Common Stock NAVI

i

Market datapartial · fetched 2026-11-03T16:02:06.607Z

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 · 2026-11-03T16:02:03.953156833Z

FundamentalsAlpha Vantage · unavailable

Share price$8.54
1D-4.5%
$8.52$8.64$8.76$8.88$9.005:30 AM6:30 AM9:00 AM1:00 PMNAVI
Sold putSold call

Navient Holdings, Inc. Common Stock options

Live interpolated NAVI call and put midpoint premiums by absolute delta.Navient Holdings, Inc. Common Stock$0.26$0.56$0.85$1.15$1.45$7.21$7.88$8.54$9.21$9.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NAVI spot · $8.54NAVI PRICE$0.29$0.40$0.51$0.61$0.72$0.83$0.94$1.04$1.15$1.26$1.37$0.33$0.42$0.50$0.59$0.67$0.76$0.85$0.93$1.02$1.10$1.19$1.27
Puts——
Calls——
Skew——
Implied moveBullish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ9.6373.3%16.1%7.51106.0%15.9%
30Δ9.4276.6%14.9%7.70101.8%14.7%
35Δ9.2179.9%13.7%7.8997.7%13.5%
40Δ8.9983.1%12.5%8.0793.5%12.4%
45Δ8.7886.4%11.3%8.2689.3%11.2%
50Δ8.5789.7%10.1%8.4585.1%10.0%
55Δ8.3692.9%8.9%8.6380.9%8.8%
60Δ8.1596.2%7.7%8.8276.7%7.7%
65Δ7.9499.4%6.5%9.0072.5%6.5%
70Δ7.73102.7%5.2%9.1968.3%5.3%
75Δ7.52106.0%4.0%9.3864.1%4.1%
80Δ9.5659.9%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.63
IV
73.3%
B/E move
16.1%
Puts
Pseudo strike
7.51
IV
106.0%
B/E move
15.9%

30Δ

Calls
Pseudo strike
9.42
IV
76.6%
B/E move
14.9%
Puts
Pseudo strike
7.70
IV
101.8%
B/E move
14.7%

35Δ

Calls
Pseudo strike
9.21
IV
79.9%
B/E move
13.7%
Puts
Pseudo strike
7.89
IV
97.7%
B/E move
13.5%

40Δ

Calls
Pseudo strike
8.99
IV
83.1%
B/E move
12.5%
Puts
Pseudo strike
8.07
IV
93.5%
B/E move
12.4%

45Δ

Calls
Pseudo strike
8.78
IV
86.4%
B/E move
11.3%
Puts
Pseudo strike
8.26
IV
89.3%
B/E move
11.2%

50Δ

Calls
Pseudo strike
8.57
IV
89.7%
B/E move
10.1%
Puts
Pseudo strike
8.45
IV
85.1%
B/E move
10.0%

55Δ

Calls
Pseudo strike
8.36
IV
92.9%
B/E move
8.9%
Puts
Pseudo strike
8.63
IV
80.9%
B/E move
8.8%

60Δ

Calls
Pseudo strike
8.15
IV
96.2%
B/E move
7.7%
Puts
Pseudo strike
8.82
IV
76.7%
B/E move
7.7%

65Δ

Calls
Pseudo strike
7.94
IV
99.4%
B/E move
6.5%
Puts
Pseudo strike
9.00
IV
72.5%
B/E move
6.5%

70Δ

Calls
Pseudo strike
7.73
IV
102.7%
B/E move
5.2%
Puts
Pseudo strike
9.19
IV
68.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
7.52
IV
106.0%
B/E move
4.0%
Puts
Pseudo strike
9.38
IV
64.1%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.56
IV
59.9%
B/E move
2.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations