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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Navient Corporation (NAVI) - NASDAQ Next Earnings Date: OS Estimate: Oct. 21, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.6
Avg Daily Volume: 1,036,688    Market Cap: 1.5B
Sector: Financial    Short Interest: 7.47
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 30, 2025 BO None $13.79 @$15.00 $1.48
($13.79)
9.87% -8.41% I -8.04% I $12.68 $2.30
( $12.68 )
55.41%
April 30, 2025 BO 2.6 $12.70 @$12.50 $0.93
($12.70)
7.44% -5.35% I -2.51% I $12.38 $0.95
( $12.38 )
2.15%
Jan. 29, 2025 BO 2.9 $14.75 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2024 BO 2.9 $15.14 @$15.00
July 24, 2024 BO 2.8 $15.54 @$15.00
April 24, 2024 BO 2.8 $16.60 @$17.50
Jan. 31, 2024 BO 2.9 $17.95 @$17.50
Oct. 25, 2023 BO 2.5 $17.11 @$17.50
July 26, 2023 BO 2.5 $19.34 @$20.00
April 26, 2023 BO 2.7 $15.99 @$15.00

 
 
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