What is NN's IV rank?

At the last close, NN's IV rank was 54 with 30-day implied volatility of 123.4%. IV sits 54% of the way from its one-year low to its one-year high. Its IV percentile was 80: IV is higher than 80% of the past year's readings.

What is the expected move for NN?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $2.96 (33.9%), a range of $5.77 to $11.69. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on NN?

At the last close, these OptionClaws preset screens had passing trades on NN: Bear Put Spreads Below the 200-Day (15), Bull Call Spreads on High-Beta Names (8). Open a screen in the app to see the individual trades, refreshed intraday.

Is NN option volume above average?

At the last close, NN option volume was 0.3x its average, much quieter than usual.

NN options: IV rank, expected move and trade screens

Nextnav Inc. · Industrials

In the app, stock prices are live and options data is refreshed intraday.

NN last closed at $8.73 with 30-day implied volatility of 123.4%. That is in the upper half of its one-year range (IV rank 54), so premiums are somewhat richer than usual for NN. Measured by IV percentile, IV is higher than 80% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $2.96, or 33.9%.

The price is below both its 50-day (-28.1%) and 200-day (-45.8%) moving averages. It is 63.0% below its 52-week high and 8.7% above its 52-week low. The 14-day RSI of 38.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.04, about 11.9% of the price, a measure of a typical day's range.

Option volume at the close (5.37K contracts) was 0.3x its average, much quieter than usual. A beta of 1.71 means NN has tended to move about 1.7 times as much as the broad market. 2 of our preset screens found trades on NN at the close, led by Bear Put Spreads Below the 200-Day with 15 trades.

NN stats at the close

Price: $8.73; Market cap $1.48B
Implied volatility: 123.4%; 30-day, at the money
IV rank: 54; IV sits 54% of the way from its one-year low to its one-year high.
IV percentile: 80; IV is higher than 80% of the past year's readings.
ATR (14-day): $1.04; 11.9% of the price on a typical day
RSI (14-day): 38.1; Between 30 and 70, neutral
52-week range: -63.0% from high; +8.7% from the 52-week low
Moving averages: -28.1% vs 50-day; -45.8% vs the 200-day
Beta: 1.71; Sensitivity to the broad market
Option volume: 0.3x avg; 5.37K contracts vs 17.6K average

NN expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	103.3%	±$1.25 (14.3%)	$7.48 to $9.98	$1.00
Dec 11, 202628 days	122.4%	±$2.96 (33.9%)	$5.77 to $11.69	$2.33
Jan 15, 202763 days	106.7%	±$3.87 (44.3%)	$4.86 to $12.60	$3.10

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for NN from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

15 trades pass on NN

Return on risk: 23.1% to 196.3%
Probability of profit: 43.4% to 73.6%

Bear put spread screener

Bull Call Spreads on High-Beta Names

Bull Call Spread

8 trades pass on NN

Return on risk: 122.2% to 531.6%
Probability of profit: 25.6% to 47.4%

Bull call spread screener

NN options FAQ

What is NN's IV rank?: At the last close, NN's IV rank was 54 with 30-day implied volatility of 123.4%. IV sits 54% of the way from its one-year low to its one-year high. Its IV percentile was 80: IV is higher than 80% of the past year's readings.
What is the expected move for NN?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $2.96 (33.9%), a range of $5.77 to $11.69. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on NN?: At the last close, these OptionClaws preset screens had passing trades on NN: Bear Put Spreads Below the 200-Day (15), Bull Call Spreads on High-Beta Names (8). Open a screen in the app to see the individual trades, refreshed intraday.
Is NN option volume above average?: At the last close, NN option volume was 0.3x its average, much quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.