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Navan NAVN 25.48 0.06 0.24%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $25.48
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.83 $24.65 – $26.31 $24.49 – $26.47 $23.70 – $27.26
2 sessions ±4.5% ±$1.15 $24.33 – $26.63 $24.08 – $26.88 $23.00 – $27.96
3 sessions ±5.7% ±$1.45 $24.03 – $26.93 $23.75 – $27.21 $22.39 – $28.57
1 week ±7.2% ±$1.84 $23.64 – $27.32 $23.23 – $27.73 $21.55 – $29.41
2 weeks ±10.2% ±$2.59 $22.89 – $28.07 $22.28 – $28.68 $19.96 – $31.00
3 weeks ±12.6% ±$3.20 $22.28 – $28.68 $21.50 – $29.46 $18.71 – $32.25
1 month ±15.0% ±$3.82 $21.66 – $29.30 $20.72 – $30.24 $17.39 – $33.57
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NAVN reports in 26 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±18.89%
Average actual move
15.09%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
September 10, 2026 ±16.71% -21.75% 1.30× —
June 11, 2026 ±21.08% +8.43% 0.40× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →