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Navan NAVN 21.53 0.17 0.8%

NAVN Delta Exposure (DEX)

NAVN (Navan): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.615
Put Call Ratio (OI)
0.3
Put Call Ratio (Vol)
0.157
IV Rank
11
IV Percentile
1.44
Max Pain
20

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.5
23.5
View values by strike
NAVN · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
5.00 99.2 -104
7.50 483 -3.01 K
10.00 2.81 K -613
12.50 8.38 K -609
15.00 21.3 K -2.22 K
17.50 2.2 K -23.8 K
20.00 271 K -86.4 K
22.50 21.3 K -12.5 K
25.00 39.9 K -45.5 K
30.00 279 K -15.4 K
35.00 71.8 K -1.29 K
40.00 33.7 K -167
45.00 67.8 0