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Navan NAVN 21.6 0.24 1.12%

NAVN Historical Options Analysis

Explore NAVN (Navan) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NAVN / Comparative study

3 signals / 140 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.69
10.98
Mean
26.13
Window
-78.3%
ATM IV z -1.48
0.62
Mean
0.93
Window
-45.1%
IV Percentile z -1.33
1.44
Mean
40.11
Window
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Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.78
ATM IV 0.82 1.00 0.80
IV Percent... 0.78 0.80 1.00
Source observations

Data inspector

1-50 of 140
  • 1 / 3
Date Close IV Rank ATM IV IV Percentile
2026-09-21 21.6 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
2026-09-07 27.78 21.2 0.79 10.08
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
2026-08-26 29.33 22.84 0.82 18.18
2026-08-25 29.29 25.05 0.86 30.83
2026-08-24 29.36 26.19 0.88 36.97
2026-08-21 29.16 18.26 0.74 5.08
2026-08-20 28.56 25.16 0.86 30.77
2026-08-19 29.18 22.16 0.81 12.93
2026-08-18 29.2 22.22 0.81 13.04
2026-08-17 28.72 25.95 0.87 33.33
2026-08-14 29.25 23.43 0.83 19.47
2026-08-13 29.71 30.02 0.94 54.46
2026-08-12 28.78 26.04 0.87 33.33
2026-08-11 28.93 28.88 0.92 45.45
2026-08-10 28.68 30.63 0.95 55.96
2026-08-07 29.08 30.76 0.96 57.41
2026-08-06 27.86 30.77 0.96 57.94
2026-08-05 27.65 29.07 0.93 49.06
2026-08-04 27.87 29.41 0.93 51.43
2026-08-03 27.48 40.13 1.12 87.5
2026-07-31 26.62 39.59 1.11 86.41
2026-07-30 26.71 40.53 1.12 89.22
2026-07-29 26.56 38.99 1.1 87.13
2026-07-28 26.35 34.71 1.02 76
2026-07-27 25.78 35.48 1.04 76.77
2026-07-24 23.2 33.94 1.01 76.53
2026-07-23 22.23 32.88 0.99 73.2
2026-07-22 23.54 33.45 1 75
2026-07-21 26.62 32.01 0.98 71.58
2026-07-20 27.73 31.17 0.96 67.02
2026-07-17 25.96 28.87 0.92 52.69
2026-07-16 25.8 28.97 0.93 54.35
2026-07-15 25.29 29.5 0.93 57.14
2026-07-14 25.8 31.53 0.97 68.89