NAVN · Expected Move
Navan, Inc. Class A Common Stock
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).
NAVN 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 NAVN Expected Move
30-Day Straddle
$4.62
7-Day Straddle
$4.62
30-Day ATM IV
69.7%
IV Rank
29%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $4.62 | $4.62 | 69.7% | 29% |
| 20261023 | $3.92 | $3.92 | 63.4% | 16% |
| 20261022 | $3.30 | $3.30 | 60.1% | 8% |
| 20261021 | $3.95 | $3.95 | 60.1% | 9% |
| 20261020 | $4.17 | $4.17 | 67.5% | 24% |
| 20261019 | $3.48 | $3.48 | 57.0% | 2% |
| 20261016 | $3.53 | $0.40 | 56.1% | 0% |
| 20261015 | $4.08 | $0.80 | 64.7% | 12% |
| 20261014 | $4.08 | $1.65 | 61.7% | 7% |
| 20261013 | $4.03 | $1.85 | 63.4% | 10% |
| 20261012 | $3.65 | $1.70 | 61.0% | 6% |
| 20261009 | $3.35 | $1.23 | 57.6% | 0% |
| 20261008 | $3.88 | $1.80 | 62.8% | 3% |
| 20261007 | $4.42 | $1.95 | 71.1% | 19% |
| 20261006 | $4.40 | $2.27 | 68.5% | 14% |
| 20261005 | $4.10 | $2.02 | 63.4% | 5% |
| 20261002 | $2.10 | $2.10 | 60.8% | 0% |
| 20261001 | $2.30 | $2.30 | 62.2% | 1% |
| 20260930 | $2.42 | $2.42 | 63.8% | 4% |
| 20260929 | $2.28 | $2.28 | 64.9% | 6% |
| 20260928 | $2.12 | $2.12 | 62.9% | 3% |
| 20260925 | $2.38 | $2.38 | 66.1% | 8% |
| 20260924 | $2.50 | $2.50 | 64.5% | 6% |
| 20260923 | $2.50 | $2.50 | 63.7% | 4% |
| 20260922 | $3.05 | $3.05 | 72.3% | 20% |
| 20260921 | $3.35 | $3.35 | 68.1% | 12% |
| 20260918 | $3.12 | $1.12 | 61.5% | 0% |
| 20260917 | $3.12 | $0.77 | 62.1% | 0% |
| 20260916 | $3.23 | $1.20 | 63.2% | 0% |
| 20260915 | $3.42 | $1.20 | 65.9% | 5% |
| 20260914 | $3.30 | $1.53 | 63.7% | 1% |
| 20260911 | $3.32 | $1.70 | 64.4% | 2% |
| 20260910 | $3.20 | $1.67 | 63.3% | 0% |
| 20260909 | $5.78 | $4.32 | 92.5% | 40% |
| 20260908 | $5.70 | $3.97 | 84.8% | 20% |
| 20260904 | $6.45 | $4.88 | 84.3% | 19% |
| 20260903 | $6.65 | $5.22 | 88.0% | 28% |
| 20260902 | $4.35 | $4.35 | 85.5% | 22% |
| 20260901 | $4.60 | $4.60 | 80.7% | 9% |
| 20260831 | $5.35 | $5.35 | 90.4% | 34% |
| 20260828 | $5.38 | $5.38 | 83.3% | 16% |
| 20260827 | $5.03 | $5.03 | 82.9% | 15% |
| 20260826 | $5.17 | $5.17 | 85.1% | 21% |
| 20260825 | $5.30 | $5.30 | 84.5% | 19% |
| 20260824 | $5.70 | $5.70 | 85.9% | 23% |
| 20260821 | $5.03 | $0.78 | 78.2% | 3% |
| 20260820 | $6.05 | $2.15 | 88.1% | 28% |
| 20260819 | $6.18 | $2.40 | 89.2% | 31% |
| 20260818 | $5.97 | $2.42 | 86.8% | 25% |
| 20260817 | $6.25 | $2.70 | 88.7% | 30% |
| 20260814 | $6.38 | $3.42 | 87.5% | 27% |
| 20260813 | $7.20 | $4.05 | 97.9% | 53% |
| 20260812 | $7.23 | $4.92 | 98.6% | 55% |
| 20260811 | $7.20 | $4.45 | 96.1% | 49% |
| 20260810 | $7.27 | $4.90 | 98.3% | 55% |
| 20260807 | — | — | 97.1% | 52% |
| 20260806 | $7.43 | $5.12 | 101.4% | 62% |
| 20260805 | $5.95 | $5.95 | 102.7% | 66% |
| 20260804 | $6.12 | $6.12 | 103.1% | 60% |
| 20260803 | $5.80 | $5.80 | 103.2% | 61% |
More on NAVN
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.