Nextnav (NN)'s 30-day implied volatility (IV30) was 93.6% at the close on October 26, 2026, down from 107.2% the day before, against a 52-week range of 45.2% to 135.9%. Its 20-day historical volatility was 89.6%.
Key numbers
30-day implied volatility (IV30): 93.6%
IV30 52-week range: 45.2% to 135.9% (median 96.6%)
Historical volatility: 20-day 89.6%, 1-year 78.8%
Implied move by the nearest expiration: ±7.6%
Data as of October 26, 2026.
NN Implied Volatility (IV) vs Historical Volatility (HV)
The NN IV term structure shows the implied volatility difference between different maturity dates.
