NAVI · Expected Move
Navient Holdings, Inc. Common Stock
The expected move for NAVI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NAVI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NAVI Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
30-Day ATM IV
57.3%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to NAVI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NAVI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $1.30 | $1.30 | 57.3% | 19% |
| 20261029 | $1.55 | $1.55 | 70.9% | 40% |
| 20261028 | $1.05 | $1.05 | 62.9% | 30% |
| 20261027 | $1.50 | $1.50 | 66.9% | 35% |
| 20261026 | $1.50 | $1.50 | 67.7% | 36% |
| 20261023 | $1.50 | $1.50 | 74.1% | 45% |
| 20261022 | $1.57 | $1.57 | 64.8% | 32% |
| 20261021 | $1.22 | $1.22 | 54.4% | 18% |
| 20261020 | $1.30 | $1.30 | 56.4% | 21% |
| 20261019 | $1.25 | $1.25 | 58.5% | 24% |
| 20261016 | $1.20 | $0.72 | 57.6% | 22% |
| 20261015 | $1.25 | $0.75 | 54.1% | 18% |
| 20261014 | $1.40 | $0.70 | 61.6% | 28% |
| 20261013 | $1.30 | $0.80 | 61.1% | 27% |
| 20261012 | $1.40 | $0.83 | 55.8% | 20% |
| 20261009 | $1.40 | $0.82 | 63.8% | 31% |
| 20261008 | $1.48 | $2.02 | 58.3% | 23% |
| 20261007 | $1.60 | $1.20 | 59.0% | 24% |
| 20261006 | $1.48 | $1.00 | 93.8% | 71% |
| 20261005 | $1.52 | $0.95 | 57.0% | 22% |
| 20261002 | $0.95 | $0.95 | 55.4% | 20% |
| 20261001 | $1.00 | $1.00 | 54.5% | 18% |
| 20260930 | $0.98 | $0.98 | 63.6% | 31% |
| 20260929 | $1.05 | $1.05 | 54.0% | 18% |
| 20260928 | $1.02 | $1.02 | 66.3% | 34% |
| 20260925 | $0.88 | $0.88 | 64.2% | 31% |
| 20260924 | $1.10 | $1.10 | 52.4% | 15% |
| 20260923 | $1.05 | $1.05 | 53.9% | 17% |
| 20260922 | $0.82 | $0.82 | 45.1% | 6% |
| 20260921 | $0.85 | $0.85 | 45.6% | 6% |
| 20260918 | $0.82 | $0.57 | 46.1% | 7% |
| 20260917 | $1.00 | $0.45 | 46.6% | 8% |
| 20260916 | $1.27 | $0.55 | 59.9% | 26% |
| 20260915 | $1.00 | $0.55 | 43.3% | 3% |
| 20260914 | $1.07 | $0.70 | 48.3% | 10% |
| 20260911 | $1.23 | $0.78 | 55.6% | 20% |
| 20260910 | $1.35 | $1.90 | 57.8% | 23% |
| 20260909 | $1.25 | $0.80 | 62.5% | 29% |
| 20260908 | $1.52 | $0.75 | 44.3% | 5% |
| 20260904 | $1.27 | $0.93 | 51.1% | 14% |
| 20260903 | $1.38 | $0.82 | 50.9% | 13% |
| 20260902 | $0.88 | $0.88 | 44.3% | 5% |
| 20260901 | $0.95 | $0.95 | 60.2% | 26% |
| 20260831 | $0.92 | $0.92 | 49.6% | 12% |
| 20260828 | $1.02 | $1.02 | 52.0% | 15% |
| 20260827 | $1.10 | $1.10 | 50.4% | 13% |
| 20260826 | $0.95 | $0.95 | 48.4% | 10% |
| 20260825 | $0.97 | $0.97 | 48.8% | 11% |
| 20260824 | $1.02 | $1.02 | 52.0% | 15% |
| 20260821 | $3.40 | $0.85 | 46.6% | 8% |
| 20260820 | $1.25 | $0.88 | 54.1% | 18% |
| 20260819 | $1.32 | $0.98 | 46.5% | 8% |
| 20260818 | $1.28 | $0.97 | 45.2% | 6% |
| 20260817 | $1.30 | $8.35 | 46.2% | 7% |
| 20260814 | $1.18 | $0.83 | 115.3% | 100% |
| 20260813 | $1.07 | $0.93 | 44.0% | 6% |
| 20260812 | $1.70 | $1.20 | — | — |
| 20260811 | $3.75 | $1.52 | 55.4% | 30% |
| 20260810 | $1.60 | $1.57 | 61.9% | 43% |
| 20260806 | $1.50 | $2.42 | — | — |
More on NAVI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.