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NNNextNav Inc. Common Stock

Options Analysis Report•SEARCH, DETECTION, NAVIGATION, GUIDANCE, AERONAUTICAL SYS
Market Cap $2.7B|NASDAQ
● 2026-08-28$15.71
BULLISH
Analysis: 2026-08-27 EOD data
1Y -12.4%YTD -3.1%7D -10.5%
5,155
30D
±32.7%
33%

NN Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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NN Gamma Walls

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Value

Is IV priced right?

3.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks2/9 checks passed
≤35%

IV Rank 96.9% — elevated vs history

<1.05x

IV/HV 1.26x — IV premium over HV

Sector Relative≤50%

Sector percentile 97% — above sector median

<1.1x

Front/Back 0.96x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 114.2% — crisis-level IV

<80%

Effective IV 135.4% (ATM 114.2% + spread 10.6% + bias) — expensive

<3.0%

Total drag 13.86% (spread 10.60% + slippage 3.26%) — high friction

≥5.0

Vega efficiency 1.64 (vega 1.734 / spread 10.60%) — spread drag

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +5%, Raw: -1%)
|net sentiment| ≥25%

Conviction-weighted: +5% (neutral) — Raw: -1%

≥15%

|OI skew| 83.3% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +20.1%, OI skew +83.3% — aligned

≥2/3 conditions

0-DTE 11%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +9%, ATM: -8%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 45% — neutral vs sector

Activity

Unusual activity?

1.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.9% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -4.7% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 43% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 27% — patient

≥30

Conviction +5 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.1
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 10.6% — wide

≥10,000

OI 548,417 — deep

≥500

Volume 5,155/day — active

≤$0.50

$0.53 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 99% — much wider than sector

≥100 contracts

Depth 148.9 contracts (bid:99.9 ask:49.0) — adequate

<1.0%

Avg slippage 3.26% — poor

Timing

Is now a good time?

6.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -4.3% — flat/unclear

<30 or >70

IV percentile 97% — seller opportunity

≥10pts kink

IV kink -8.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 47.63 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +5% @ 52% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV expensive, bullish flow
Long Puts4.0
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.5
bullishIV rich premium, bullish flow
Covered Call5.3
bearishIV rich premium, bullish flow

For educational purposes only. Not investment advice.