NAVN (Navan, Inc. Class A Common Stock)

Expected Move & Straddle Price History

The expected move for NAVN 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).

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.

Current NAVN Expected Move
30-Day Straddle
$3.20
7-Day Straddle
$1.67
Avg IV
1.4%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to NAVN'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.
NAVN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260910 $3.20 $1.67 1.4% 31%
20260909 $5.78 $4.32 1.6% 48%
20260908 $5.70 $3.97 1.7% 50%
20260904 $6.45 $4.88 1.4% 29%
20260903 $6.65 $5.22 1.4% 30%
20260902 $4.35 $4.35 1.4% 34%
20260901 $4.60 $4.60 1.3% 28%
20260831 $5.35 $5.35 1.2% 18%
20260828 $5.38 $5.38 1.4% 31%
20260827 $5.03 $5.03 1.2% 20%
20260826 $5.17 $5.17 1.3% 24%
20260825 $5.30 $5.30 1.3% 24%
20260824 $5.70 $5.70 1.2% 22%
20260821 $5.03 $0.78 1.0% 8%
20260820 $6.05 $2.15 1.2% 16%
20260819 $6.18 $2.40 1.2% 16%
20260818 $5.97 $2.42 1.2% 16%
20260817 $6.25 $2.70 1.2% 19%
20260814 $6.38 $3.42 1.1% 15%
20260813 $7.20 $4.05 1.2% 17%
20260812 $7.23 $4.92 1.2% 17%
20260811 $7.20 $4.45 1.2% 18%
20260810 $7.27 $4.90 1.2% 18%
20260806 $7.43 $5.12 1.2% 17%
20260805 $5.95 $5.95 2.3% 94%
20260804 $6.12 $6.12 1.4% 35%
20260803 $5.80 $5.80 2.0% 71%
20260731 $5.58 $5.58 1.9% 68%
20260730 $5.67 $5.67 1.7% 53%
20260729 $5.65 $5.65 1.9% 62%
20260728 $5.62 $5.62 1.6% 45%
20260727 $5.45 $5.45 1.7% 53%
20260724 $5.12 $5.12 1.7% 50%
20260723 $5.07 $5.07 1.7% 54%
20260722 $5.33 $5.33 1.7% 54%
20260721 $6.20 $6.20 1.3% 28%
20260720 $7.40 $7.40 1.2% 21%
20260716 $6.15 $1.80 1.5% 40%
20260715 $5.95 $2.42 1.6% 44%
20260714 $6.15 $2.40 1.6% 46%
20260713 $6.38 $2.40 1.3% 26%
20260710 $6.50 $2.60 1.3% 23%
20260709 $6.50 $2.83 1.3% 26%
20260708 $6.50 $3.05 1.4% 27%
20260707 $6.77 $3.45 1.6% 40%
20260706 $6.50 $3.17 1.1% 10%
20260702 $3.83 $3.83 1.9% 61%
20260701 $3.30 $3.30 1.5% 37%
20260630 $3.02 $3.02 2.1% 76%
20260629 $3.35 $3.35 1.7% 47%
20260626 $3.60 $3.60 1.5% 34%
20260625 $3.70 $3.70 1.8% 57%
20260624 $3.73 $3.73 1.4% 31%
20260623 $3.85 $3.85 1.5% 36%
20260622 $3.98 $3.98 1.6% 42%
20260618 $4.05 $1.32 1.6% 41%
20260617 $4.70 $2.30 1.3% 26%
20260616 $3.65 $1.30 1.5% 37%
20260615 $3.62 $1.48 1.5% 34%
20260613 $4.00 $1.95 1.4% 29%