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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Navient Corporation (NAVI) - NASDAQ Next Earnings Date: OS Estimate: July 22, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 3.2
Avg Daily Volume: 980,857    Market Cap: 755.0M
Sector: Financial    Short Interest: 9.29
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
April 29, 2026 BO 3.1 $9.17 @$10.00 $1.20
($9.17)
12.0% 7.3% I 3.7% I $9.51 $0.83
( $9.51 )
-30.83%
Jan. 28, 2026 BO 2.7 $12.04 @$12.50 $2.48
($12.04)
19.84% -18.85% I -18.52% I $9.81 $2.38
( $9.81 )
-4.03%
Oct. 29, 2025 BO 2.6 $12.94 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 2.6 $13.79 @$15.00
April 30, 2025 BO 2.6 $12.70 @$12.50
Jan. 29, 2025 BO 2.9 $14.75 @$15.00
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

 
 
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