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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Navient Holdings (NAVI) - NASDAQ Next Earnings Date: OS Estimate: Jan. 27, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 3.2
Avg Daily Volume: 1,431,317    Market Cap: 872.2M
Sector: Financial Services    Short Interest: 12.65
Live Interactive Chart
Days to Next Earnings: 82 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Nov. 4, 2026 AC 3.4 $9.07 @$10.00 $1.47
($9.07)
14.7% -8.37% I -2.75% I $8.82 $1.07
( $8.82 )
-27.21%
Aug. 6, 2026 AC 3.2 $9.49 @$10.00 $1.12
($9.49)
11.2% -10.85% I -4.32% I $9.08 $1.18
( $9.08 )
5.36%
April 29, 2026 BO 3.1 $9.17 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 BO 2.7 $12.04 @$12.50
Oct. 29, 2025 BO 2.6 $12.94 @$12.50
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

 
 
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