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NextNav Inc NN 8.03 -0.73 -8.33%

Previous-day view · Thu Nov 5 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 05, 2026 close · $8.10
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.3% ±$0.43 $7.66 – $8.53 $7.57 – $8.62 $7.17 – $9.02
2 sessions ±7.4% ±$0.60 $7.49 – $8.70 $7.36 – $8.83 $6.79 – $9.40
3 sessions ±9.4% ±$0.75 $7.34 – $8.85 $7.19 – $9.00 $6.48 – $9.71
1 week Earnings ±20.5% ±$1.66 $6.43 – $9.76 $6.03 – $10.16 $4.60 – $11.59
2 weeks Earnings ±24.2% ±$1.96 $6.14 – $10.05 $5.68 – $10.51 $3.97 – $12.22
3 weeks Earnings ±27.2% ±$2.21 $5.89 – $10.30 $5.37 – $10.82 $3.47 – $12.72
1 month Earnings ±30.3% ±$2.46 $5.64 – $10.55 $5.05 – $11.14 $2.93 – $13.26
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NN reports in 4 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
±13.14%
Average actual move
6.99%
Beyond the implied move
0 / 7
Median IV change
-23.53%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±15.00% +7.85% 0.52× —
May 15, 2026 ±8.12% -3.11% 0.38× —
March 18, 2026 ±10.67% +8.36% 0.78× —
August 07, 2025 ±11.52% -10.40% 0.90× —
May 09, 2025 ±14.00% -5.81% 0.42× —
March 13, 2025 ±17.77% +9.06% 0.51× 143.0% → 109.3%
November 14, 2024 ±14.93% +4.35% 0.29× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →