NN · Expected Move
NextNav Inc. Common Stock
The expected move for NN 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).
NN 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 NN Expected Move
30-Day Straddle
$4.78
7-Day Straddle
$3.45
30-Day ATM IV
150.7%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to NN'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.
NN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $4.78 | $3.45 | 150.7% | 95% |
| 20261023 | $2.48 | $1.50 | 113.5% | 42% |
| 20261022 | $2.20 | $1.38 | 112.3% | 41% |
| 20261021 | $2.67 | $1.77 | 118.8% | 50% |
| 20261020 | $2.27 | $1.80 | 105.8% | 31% |
| 20261019 | $2.62 | $0.75 | 117.6% | 48% |
| 20261016 | $2.50 | $1.07 | 116.5% | 46% |
| 20261015 | $2.75 | $1.10 | 113.3% | 42% |
| 20261014 | $2.62 | $1.07 | 109.8% | 37% |
| 20261013 | $2.98 | $1.20 | 111.1% | 39% |
| 20261012 | $3.05 | $1.00 | 112.6% | 41% |
| 20261009 | $3.08 | $1.20 | 108.7% | 35% |
| 20261008 | $2.92 | $1.23 | 110.9% | 39% |
| 20261007 | $3.10 | $1.52 | 107.9% | 34% |
| 20261006 | $3.08 | $2.02 | 100.6% | 24% |
| 20261005 | $3.20 | $1.70 | 104.8% | 30% |
| 20261002 | $3.25 | $1.90 | 104.0% | 29% |
| 20261001 | $3.23 | $2.10 | 100.0% | 23% |
| 20260930 | $3.20 | $2.12 | 98.5% | 21% |
| 20260929 | $3.17 | $2.22 | 97.0% | 19% |
| 20260928 | $3.22 | $1.12 | 94.3% | 15% |
| 20260925 | $3.28 | $1.30 | 101.3% | 25% |
| 20260924 | $3.05 | $1.35 | 95.0% | 16% |
| 20260923 | $3.15 | $1.35 | 93.2% | 14% |
| 20260922 | $3.58 | $1.60 | 100.4% | 24% |
| 20260921 | $3.67 | $0.98 | 101.2% | 25% |
| 20260918 | $3.30 | $1.25 | 100.4% | 24% |
| 20260917 | $3.17 | $1.55 | 95.2% | 16% |
| 20260916 | $3.33 | $3.20 | 97.5% | 20% |
| 20260915 | $3.23 | $1.55 | 93.9% | 15% |
| 20260914 | $3.58 | $1.35 | 95.7% | 17% |
| 20260911 | $3.12 | $1.12 | 83.6% | 0% |
| 20260910 | $3.25 | $1.62 | 95.7% | 17% |
| 20260909 | $3.55 | $1.68 | 100.1% | 23% |
| 20260908 | $3.80 | $2.20 | 105.0% | 30% |
| 20260904 | $4.12 | $2.98 | 120.4% | 52% |
| 20260903 | $4.05 | $2.95 | 114.5% | 43% |
| 20260902 | $4.10 | $3.00 | 115.4% | 45% |
| 20260901 | $4.03 | $3.08 | 118.3% | 49% |
| 20260831 | $4.22 | $1.12 | 115.6% | 45% |
| 20260828 | $3.73 | $1.67 | 111.8% | 39% |
| 20260827 | $4.12 | $1.90 | 113.8% | 42% |
| 20260826 | $4.03 | $2.10 | 115.0% | 44% |
| 20260825 | $4.00 | $2.15 | 110.9% | 38% |
| 20260824 | $4.00 | $1.70 | 106.5% | 32% |
| 20260821 | $4.03 | $1.95 | 101.9% | 25% |
| 20260820 | $3.98 | $2.12 | 104.6% | 29% |
| 20260819 | $3.93 | $2.15 | 94.1% | 14% |
| 20260818 | $4.40 | $2.50 | 99.9% | 23% |
| 20260817 | $4.53 | $1.73 | 100.0% | 23% |
| 20260814 | $4.67 | $2.10 | 104.3% | 29% |
| 20260813 | $4.65 | $2.65 | 103.7% | 28% |
| 20260812 | $4.30 | $2.45 | 100.0% | 23% |
| 20260811 | $5.15 | $3.38 | 122.4% | 54% |
| 20260810 | $5.30 | $1.85 | 139.7% | 79% |
| 20260807 | — | — | 111.4% | 39% |
| 20260806 | $5.15 | $4.85 | 152.5% | 97% |
| 20260805 | $5.15 | $4.47 | 154.5% | 100% |
| 20260804 | $4.18 | $3.10 | 133.3% | 79% |
| 20260803 | $3.72 | $2.27 | 126.7% | 69% |
More on NN
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.