# NN - NEXTNAV INC. COMMON STOCK Options Profit Calculator, Price & Chart

> Graphical, multi-leg complex stock option profit and loss calculator for NN.

Data as of Oct 20, 2026 (end of day). **Data is delayed**: the latest session is Nov 10, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **9.61**. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.

## Settings

| Field | Value |
|---|---|
| Stock price | 9.61 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.7496 |
| Indexed IV | 1.1037 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 9.50 | Call | 1 | Long | 0.4250 | 0.4266 | 1.0636 | 0.5679 | 0.4243 | -0.0613 | 0.0034 | 0.0004 |

**Cost** is the entry price per share, **TPrice** the theoretical value on the valuation date, **Vol** the volatility it is priced with; Greeks are per share (short legs negative). Quantities are contracts of 100 shares, or shares for the stock leg.

### Position totals ($)

| Cost | Value | P/L | Delta | Gamma | Theta | Vega | Rho |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 42.50 | 42.66 | 0.16 | 56.79 | 42.43 | -6.13 | 0.34 | 0.04 |

Cost is the net debit paid (negative: a net credit), Value the position's theoretical value on the valuation date, P/L the difference; Greeks are position totals in shares.

## Profit and loss

Breakevens (where the P/L line crosses zero): **9.61**.

P/L by stock price from 4.81 to 14.32 (the chart spans 50% either side of the stock price; narrow it with `factor`, e.g. `factor=0.1` for 10%), every 4th of its 97 points.

At expiration, over the charted range, P/L runs from **-42.50** (at 4.81) to **439.09** (at 14.32).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 4.81 | -42.50 | -42.50 |
| 5.20 | -42.50 | -42.50 |
| 5.60 | -42.50 | -42.50 |
| 5.99 | -42.50 | -42.50 |
| 6.39 | -42.50 | -42.50 |
| 6.79 | -42.50 | -42.50 |
| 7.18 | -42.46 | -42.50 |
| 7.58 | -42.23 | -42.50 |
| 7.98 | -41.34 | -42.50 |
| 8.37 | -38.66 | -42.50 |
| 8.77 | -32.45 | -42.50 |
| 9.16 | -20.84 | -42.50 |
| 9.56 | -2.60 | -36.45 |
| 9.96 | 22.30 | 3.18 |
| 10.35 | 52.79 | 42.80 |
| 10.75 | 87.31 | 82.43 |
| 11.15 | 124.36 | 122.06 |
| 11.54 | 162.80 | 161.69 |
| 11.94 | 201.93 | 201.32 |
| 12.33 | 241.36 | 240.95 |
| 12.73 | 280.92 | 280.58 |
| 13.13 | 320.52 | 320.21 |
| 13.52 | 360.14 | 359.84 |
| 13.92 | 399.77 | 399.46 |
| 14.32 | 439.40 | 439.09 |

## How to use

Enter the position with query parameters. Option legs are `legs[N][field]`, N counting from 0, up to 4 legs ([subscribe](https://www.optionistics.com/subscribe) for 8): `expiry` (YYYY-MM-DD, required), `strike` (required), `putcall` (C or P), `side` (long or short), `quantity` (contracts, 1-1000), `cost` (entry price per share; default the contract's theoretical price), `ivol` (volatility override, decimal), `hidden` (1 leaves the leg out of the totals and chart). A stock leg: `stock[side]`, `stock[quantity]` (shares), `stock[cost]`. Or start from a `preset`: bull-call, bear-call, bull-put, bear-put, straddle, strangle, covered-call, covered-put, calendar-call, calendar-put, diagonal-call, diagonal-put, single-call, single-put. Pricing: `rate` (percent), `model` (a American, e European; default American when a dividend is set), `voltype` (0 slider, 1 indexed IV, 2 historical IV, 3 each leg's IV), `ivSlider` (1-400, with voltype 0), `dividend` (next dividend, dollars), `exDate` (YYYY-MM-DD), `frequency` (0 none, 12, 4, 2 or 1 a year). Chart: `solveFor` (p price change, dl days left), `factor` (price range either side of the stock price, 0.01-1, default 0.5), `dateOffset` (price change: value on the report date plus dateOffset + 1 days; default -1, the report date), `sliderPrice` (days left: the stock price to value at).

This position: `/calculators/stock-option-calculator/NN.md?legs[0][expiry]=2026-10-23&legs[0][strike]=9.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.425`. A preset: `/calculators/stock-option-calculator/NN.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for NN

- [Quote](https://www.optionistics.com/quotes/stock-quotes/NN.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/NN.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/NN.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=NN)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/NN.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/NN.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/NN.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/NN.md)
- [Probability calculator](https://www.optionistics.com/calculators/probability-calculator.md?symbol=NN)

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From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt
