Navan NAVN 25.48 0.06 0.24%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
NAVN / Comparative study
3 signals / 169 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.14
21.07
Mean
24
Window
-58.3%
ATM IV
z -0.43
0.79
Mean
0.88
Window
-29.5%
IV Percentile
z -0.24
28.57
Mean
35.43
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.82 | 0.79 |
| ATM IV | 0.82 | 1.00 | 0.84 |
| IV Percent... | 0.79 | 0.84 | 1.00 |
Source observations
Data inspector
1-50 of 169
- 1 / 4
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 25.48 | 21.07 | 0.79 | 28.57 |
| 2026-11-05 | 25.42 | 22.89 | 0.82 | 37.72 |
| 2026-11-04 | 27.06 | 19.61 | 0.76 | 27.06 |
| 2026-11-03 | 24.8 | 21.23 | 0.79 | 28.99 |
| 2026-11-02 | 25.38 | 13.17 | 0.65 | 13.69 |
| 2026-10-30 | 26.1 | 24.74 | 0.85 | 45.51 |
| 2026-10-29 | 26.63 | 12.44 | 0.64 | 12.65 |
| 2026-10-28 | 27 | 16.96 | 0.72 | 20 |
| 2026-10-27 | 27.08 | 15.37 | 0.69 | 18.29 |
| 2026-10-26 | 27.2 | 23.46 | 0.83 | 39.26 |
| 2026-10-23 | 26.96 | 13.88 | 0.67 | 14.2 |
| 2026-10-22 | 26.03 | 15.02 | 0.68 | 16.77 |
| 2026-10-21 | 26.62 | 11.83 | 0.63 | 10.63 |
| 2026-10-20 | 26.28 | 13.2 | 0.65 | 13.21 |
| 2026-10-19 | 25.67 | 6.36 | 0.54 | 0.63 |
| 2026-10-15 | 25.2 | 11.7 | 0.63 | 8.28 |
| 2026-10-14 | 24 | 8.99 | 0.58 | 1.28 |
| 2026-10-13 | 23.9 | 11.73 | 0.63 | 7.74 |
| 2026-10-12 | 23.56 | 11.58 | 0.63 | 6.49 |
| 2026-10-09 | 23.64 | 7.43 | 0.55 | 0.65 |
| 2026-10-08 | 23.08 | 11.6 | 0.63 | 5.92 |
| 2026-10-07 | 22.28 | 14.57 | 0.68 | 11.26 |
| 2026-10-06 | 21.34 | 14.07 | 0.67 | 9.33 |
| 2026-10-05 | 21.84 | 11.23 | 0.62 | 4.03 |
| 2026-10-02 | 21.43 | 9.32 | 0.59 | 0.68 |
| 2026-10-01 | 21.5 | 11.5 | 0.62 | 4.08 |
| 2026-09-30 | 20.99 | 14.1 | 0.67 | 7.53 |
| 2026-09-29 | 20.69 | 12.1 | 0.63 | 6.21 |
| 2026-09-28 | 19.98 | 10.89 | 0.61 | 2.08 |
| 2026-09-25 | 19.41 | 11.92 | 0.63 | 4.2 |
| 2026-09-24 | 19.43 | 11.97 | 0.63 | 4.23 |
| 2026-09-23 | 19.66 | 10.73 | 0.61 | 0.71 |
| 2026-09-22 | 20.96 | 19.17 | 0.76 | 13.57 |
| 2026-09-21 | 21.53 | 10.98 | 0.62 | 1.44 |
| 2026-09-18 | 21.36 | 15.31 | 0.69 | 4.35 |
| 2026-09-17 | 22.13 | 11.75 | 0.63 | 2.19 |
| 2026-09-16 | 22.53 | 18.2 | 0.74 | 8.09 |
| 2026-09-15 | 22.42 | 17.76 | 0.73 | 7.41 |
| 2026-09-14 | 21.37 | 10.8 | 0.61 | 0.75 |
| 2026-09-11 | 21.02 | 12.46 | 0.64 | 1.5 |
| 2026-09-10 | 20.26 | 11.36 | 0.62 | 0.76 |
| 2026-09-09 | 25.89 | 81.62 | 1.83 | 99.24 |
| 2026-09-08 | 26.64 | 22.8 | 0.82 | 20 |
| 2026-09-04 | 27.78 | 22.42 | 0.81 | 15.63 |
| 2026-09-03 | 27.71 | 22.64 | 0.82 | 15.75 |
| 2026-09-02 | 26.9 | 23.72 | 0.83 | 23.81 |
| 2026-09-01 | 27.31 | 17.14 | 0.72 | 4.8 |
| 2026-08-31 | 29.06 | 28.39 | 0.92 | 47.58 |
| 2026-08-28 | 28.5 | 23.24 | 0.83 | 20.33 |
| 2026-08-27 | 30.58 | 23.53 | 0.83 | 22.13 |