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NAVI

NAVIENT CORP
9.35post−$0.01 (−0.11%)at close +$0.00 (+0.00%)
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as of 20:41:55 UTCnext report Oct 28 · 84d
Earnings Room‹ back to NAVI

The report

fiscal Q3 2026 · from the company's notice
Oct 28after close84days out

Expected movement

market-implied · at the Aug 4 close
±18.9%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Nov 20 · first after the reportATM strike 10straddle 2.08ATM IV 48%× 0.85 straddle-to-rangespot 9.35

Blast radius

2 linked · N-PORT + EDGAR

If NAVI moves ±18.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.

Positioning

Butterfly Ladder

No options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.

The record

expected in pale · actual in full color
1/8reports moved further than the options market had pricedtypically ±2.9% realized vs ±7.0% priced
Apr 29 '26±8.1%→−2.8%×0.35
Jan 28 '26±7.0%→+0.7%×0.10
Oct 29 '25±10.2%→+2.7%×0.27
Jul 30 '25±5.0%→+2.0%×0.41
Apr 30 '25±6.6%→+1.2%×0.18
Jan 29 '25±6.8%→−3.5%×0.51
Jan 29 '25±6.8%→−3.5%×0.51
Oct 30 '24±5.9%→−6.3%×1.08
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 0.17 · rev $152M
record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.