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Navan, Inc. Class A Common Stock NAVN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-08T09:15:39.943Z

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 · 2026-11-06T22:22:48.81045297Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-08T09:15:39.526384+00:00

Share price$26.78
1D+2.7%
AH$24.74$24.97$25.21$25.44$25.675:30 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$0.42$1.52$2.61$3.71$4.81$22.24$24.55$26.87$29.18$31.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive NAVN spot · $26.78NAVN PRICE$0.54$0.64$0.74$0.84$0.94$1.05$1.15$1.25$1.35$1.45$1.55$1.66$0.66$0.90$1.15$1.56$2.14$2.73$3.32$3.90$4.49
Puts——
Calls——
Skew——
Implied moveBearish±$4.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.29100.8%15.5%
25Δ29.9580.1%13.8%23.97104.5%13.9%
30Δ29.5776.2%12.8%24.65108.1%12.2%
35Δ29.2072.4%11.8%25.41112.5%10.9%
40Δ28.8268.6%10.8%26.25117.8%10.0%
45Δ28.4564.8%9.7%27.09123.0%9.0%
50Δ28.0760.9%8.7%27.94128.3%8.1%
55Δ27.6957.1%7.7%28.78133.5%7.1%
60Δ27.3253.3%6.7%29.63138.8%6.1%
65Δ26.9449.4%5.6%
70Δ26.5645.6%4.6%
75Δ26.1941.8%3.6%
80Δ25.8138.0%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.29
IV
100.8%
B/E move
15.5%

25Δ

Calls
Pseudo strike
29.95
IV
80.1%
B/E move
13.8%
Puts
Pseudo strike
23.97
IV
104.5%
B/E move
13.9%

30Δ

Calls
Pseudo strike
29.57
IV
76.2%
B/E move
12.8%
Puts
Pseudo strike
24.65
IV
108.1%
B/E move
12.2%

35Δ

Calls
Pseudo strike
29.20
IV
72.4%
B/E move
11.8%
Puts
Pseudo strike
25.41
IV
112.5%
B/E move
10.9%

40Δ

Calls
Pseudo strike
28.82
IV
68.6%
B/E move
10.8%
Puts
Pseudo strike
26.25
IV
117.8%
B/E move
10.0%

45Δ

Calls
Pseudo strike
28.45
IV
64.8%
B/E move
9.7%
Puts
Pseudo strike
27.09
IV
123.0%
B/E move
9.0%

50Δ

Calls
Pseudo strike
28.07
IV
60.9%
B/E move
8.7%
Puts
Pseudo strike
27.94
IV
128.3%
B/E move
8.1%

55Δ

Calls
Pseudo strike
27.69
IV
57.1%
B/E move
7.7%
Puts
Pseudo strike
28.78
IV
133.5%
B/E move
7.1%

60Δ

Calls
Pseudo strike
27.32
IV
53.3%
B/E move
6.7%
Puts
Pseudo strike
29.63
IV
138.8%
B/E move
6.1%

65Δ

Calls
Pseudo strike
26.94
IV
49.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.56
IV
45.6%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.19
IV
41.8%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.81
IV
38.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.33%
Daily EOD
NAVN66.0%68.5%71.1%2026-10-19: 66.36%2026-10-20: 70.26%2026-10-21: 68.87%2026-10-22: 70.63%2026-10-23: 70.42%2026-10-26: 70.30%2026-10-27: 70.05%2026-10-28: 70.71%2026-10-29: 70.33%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
66.36%
70.26%
68.87%
70.63%
70.42%
70.30%
70.05%
70.71%
70.33%