NEW Tour v246
NVAX
NOVAVAX INC
$9.42 +0.64%
$9.29 (-1.38%)🌙
as of 06/30 06:03 PM
6/30 18:03

Option Volume

Detail
Current (06/30) 5,946
Calls: 4,978 (84%)
Puts: 968 (16%)
Prior (06/29) 7,184
Calls: 6,369 (89%)
Puts: 815 (11%)
Current vs Prior -17.23%
Calls: -21.84% (Calls)
Puts: +18.77% (Puts)
Prior 7-Day Total 49,665
Calls: 34,078 (69%)
Puts: 15,587 (31%)
Prior 7-Day Average 7,095
Calls: 4,868 (69%)
Puts: 2,226 (31%)
Current vs Prior 7-Day Avg -16.19%
Calls: +2.25%
Puts: -56.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $313.1K
Calls: $274.6K (88%)
Puts: $38.5K (12%)
Prior (06/29) $367.6K
Calls: $299.8K (82%)
Puts: $67.8K (18%)
Current vs Prior -14.85%
Calls: -8.42%
Puts: -43.27%
Prior 7-Day Total $2.99M
Calls: $2.28M (76%)
Puts: $710.2K (24%)
Prior 7-Day Average $427.3K
Calls: $325.9K (76%)
Puts: $101.5K (24%)
Current vs Prior 7-Day Avg -26.74%
Calls: -15.74%
Puts: -62.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.19
Prior (06/29) 0.13
Current vs Prior +51.96%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -62.61%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 226,940
Calls: 150,214 (66%)
Puts: 76,726 (34%)
Prior (06/29) 223,421
Calls: 147,054 (66%)
Puts: 76,367 (34%)
Current vs Prior +1.58%
Prior 7-Day Total 1,505,028
Calls: 1,040,295 (69%)
Puts: 464,733 (31%)
Prior 7-Day Average 215,004
Calls: 148,613 (69%)
Puts: 66,390 (31%)
Current vs Prior 7-Day Avg +5.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.92% | 14.54%8.92% | 14.54%14.54% | 27.07%
Prior 14.85% | 11.65%-- | ---- | --
Current vs Prior -33.52% | -23.43%-- | ---- | --
Prior 7-Day Avg 7.94% | 10.44%-- | ---- | --
Current vs 7-Day Avg +24.35% | -14.55%-- | ---- | --
Prior 7-Day Eod 14.85% | 11.65%-- | ---- | --
Current vs 7-Day Eod -33.52% | -23.43%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 51.07% | 26.48%
Calls: 44.00% | 17.78%
Puts: 58.14% | 35.19%
Prior 51.07% | 26.48%
Calls: 44.00% | 17.78%
Puts: 58.14% | 35.19%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 60.19% | 65.93%
Calls: 50.68% | 65.25%
Puts: 69.70% | 70.02%
Current vs 7-Day Avg -15.16% | -59.83%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($274.6K) vs puts ($38.5K). Extreme bullish P/C ratio of 0.19 - heavy call buying (4,978 calls vs 968 puts). P/C ratio rising 52% - increased hedging/bearish positioning. Call-heavy open interest (150,214 calls vs 76,726 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Jul 20.271.83$1.05148.6%--1.0026
$8.00Jul 101.082.41$1.7576.0%50.935
$8.50Jul 100.391.44$0.92114.1%750.89328
$8.00Jul 171.341.89$1.6234.0%--0.842.3K
$9.00Jul 100.500.71$0.6134.4%1440.6967
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 20.932.15$1.5479.2%70.922
$10.50Jul 20.871.76$1.3267.4%--0.9110
$11.00Jul 101.132.50$1.8275.3%20.853
$10.00Jul 20.141.29$0.72159.7%50.8417
$11.00Jul 171.432.19$1.8142.0%--0.831.2K

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 4.6K, top 756)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 20.100.22$0.1675.0%7560.36888
$10.00Jul 20.020.09$0.06116.7%6650.14622
$10.50Jul 20.000.03$0.02150.0%4450.05112
$10.00Jul 100.110.28$0.2085.0%3640.29216
$9.00Jul 170.801.00$0.9022.2%3520.6110.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 20.070.17$0.1283.3%2660.48272
$8.00Jul 100.000.15$0.08187.5%1980.1257
$9.50Jul 20.031.51$0.77192.2%1050.718
$9.00Jul 170.360.69$0.5263.5%760.38977
$8.00Jul 20.000.02$0.01200.0%750.04311

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 62.8%, max 108.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Jul 2Aug 7148.0%76.0%94.7%575
$9.00Jul 2Jul 24184.5%110.1%67.6%62913
$10.50Jul 2Aug 7127.9%77.9%64.2%446137
$9.50Jul 2Aug 7127.7%81.9%55.9%758894
$10.00Jul 2Aug 7129.7%91.0%42.5%666657
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Jul 2Jul 17148.0%70.9%108.8%71.2K
$9.00Jul 2Jul 24184.5%110.1%67.6%266285
$9.50Jul 2Jul 24127.7%78.9%61.8%10815
$10.00Jul 2Jul 17129.7%81.0%60.1%5499
$8.00Jul 2Aug 786.5%82.9%4.3%77311

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 5.25, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$11.00Jul 31$0.16$0.84$0.165.25$10.16
$9.50$10.00Jul 2$0.10$0.40$0.104.00$9.60
$10.00$10.50Jul 10$0.11$0.39$0.113.55$10.11
$9.50$10.00Jul 10$0.13$0.37$0.132.85$9.63
$10.50$11.00Aug 7$0.15$0.35$0.152.33$10.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$8.50Jul 10$0.12$0.38$0.123.17$8.88
$11.00$10.50Jul 2$0.22$0.28$0.221.27$10.78
$11.00$10.00Jul 10$0.44$0.56$0.441.27$10.56
$9.50$9.00Jul 10$0.30$0.20$0.300.67$9.20
$10.00$9.00Jul 17$0.61$0.39$0.610.64$9.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 2.85, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$9.50Jul 2$0.37$0.37$0.132.85$9.37
$8.00$9.00Jul 17$0.72$0.72$0.282.57$8.72
$9.50$10.00Jul 31$0.34$0.34$0.162.12$9.84
$9.00$9.50Jul 24$0.33$0.33$0.171.94$9.33
$8.50$9.00Jul 10$0.31$0.31$0.191.63$8.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$8.50Jul 17$0.37$0.37$0.132.85$8.63
$11.00$10.00Jul 17$0.68$0.68$0.322.13$10.32
$9.00$8.00Jul 24$0.62$0.62$0.381.63$8.38
$10.00$9.00Jul 17$0.61$0.61$0.391.56$9.39
$9.50$9.00Jul 10$0.30$0.30$0.201.50$9.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.17, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Jul 2Jul 10$0.07127.9%70.6%
$9.00Jul 2Jul 10$0.08184.5%57.0%
$11.00Jul 2Jul 10$0.08148.0%86.3%
$10.00Jul 2Jul 10$0.14129.7%72.3%
$9.50Jul 2Jul 10$0.17127.7%66.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Jul 2Jul 10$0.0786.5%81.6%
$8.50Jul 2Jul 10$0.0752.8%61.3%
$9.00Jul 2Jul 10$0.09184.5%57.0%
$11.00Jul 2Jul 10$0.28148.0%86.3%
$10.00Jul 2Jul 10$0.66129.7%72.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 6.90% of stock, avg 14.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.00Jul 2$0.53$0.12$0.65$8.35$9.656.90%
$10.00Jul 2$0.06$0.72$0.78$9.22$10.788.28%
$9.00Jul 10$0.61$0.21$0.82$8.18$9.828.70%
$9.50Jul 10$0.33$0.51$0.84$8.66$10.348.92%
$9.50Jul 2$0.16$0.77$0.93$8.57$10.439.87%
$8.50Jul 10$0.92$0.09$1.01$7.49$9.5110.72%
$8.50Jul 2$1.05$0.02$1.07$7.43$9.5711.36%
$10.50Jul 2$0.02$1.32$1.34$9.16$11.8414.23%
$9.00Jul 17$0.90$0.52$1.42$7.58$10.4215.07%
$10.00Jul 17$0.39$1.13$1.52$8.48$11.5216.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 41 found (cheapest 0.85% of stock, avg 6.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$10.00$8.50Jul 2$0.06$0.02$0.08$8.42$10.08
$10.50$8.00Jul 10$0.09$0.08$0.17$7.83$10.67
$11.00$8.00Jul 10$0.09$0.08$0.17$7.83$11.17
$9.50$8.50Jul 2$0.16$0.02$0.18$8.32$9.68
$10.00$9.00Jul 2$0.06$0.12$0.18$8.82$10.18
$10.50$8.50Jul 10$0.09$0.09$0.18$8.32$10.68
$11.00$8.50Jul 10$0.09$0.09$0.18$8.32$11.18
$11.00$8.50Jul 17$0.11$0.15$0.26$8.24$11.26
$9.50$9.00Jul 2$0.16$0.12$0.28$8.72$9.78
$10.00$8.00Jul 10$0.20$0.08$0.28$7.72$10.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.00, avg credit $0.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
8/910/10Jul 10$0.25$0.251.00$8.75$9.75
8/910/10Jul 10$0.23$0.270.85$8.77$10.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$9.50$10.00$10.50Jul 2$0.06$0.447.33
$9.00$9.50$10.00Jul 17$0.07$0.436.14
$10.00$10.50$11.00Jul 10$0.11$0.393.55
$8.50$9.00$9.50Jul 2$0.15$0.352.33
$9.00$9.50$10.00Jul 10$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$9.00$10.00$11.00Jul 17$0.07$0.9313.29
$8.00$8.50$9.00Jul 2$0.09$0.414.56
$8.00$8.50$9.00Jul 10$0.11$0.393.55
$8.50$9.00$9.50Jul 10$0.18$0.321.78
$8.00$8.50$9.00Jul 17$0.39$0.110.28

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.18, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$9.001:2Jul 17-$0.18$0.82
$10.00$11.001:2Jul 31-$0.19$0.81
$9.00$9.501:2Jul 10-$0.05$0.45
$10.50$11.001:2Jul 17-$0.06$0.44
$9.50$10.001:2Jul 10-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Jul 17-$0.45$0.55
$8.50$8.001:2Jul 10-$0.07$0.43
$10.50$10.001:2Jul 2-$0.12$0.38
$8.50$8.001:2Jul 17-$0.19$0.31
$11.00$10.001:2Jul 10-$0.94$0.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 5.63%, avg 2.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$9.50Aug 7$0.530.530.8%5.63%6.48%26
$9.50Jul 17$0.480.500.8%5.10%5.94%109178
$10.00Aug 7$0.390.476.2%4.14%10.30%135
$9.50Jul 31$0.380.530.8%4.03%4.88%--20
$10.00Jul 17$0.340.386.2%3.61%9.77%1436.2K
$9.50Jul 24$0.310.470.8%3.29%4.14%421
$10.00Jul 31$0.220.426.2%2.34%8.49%22262
$10.00Jul 24$0.200.396.2%2.12%8.28%--79
$9.50Jul 10$0.130.450.8%1.38%2.23%31126
$11.00Jul 24$0.120.2216.8%1.27%18.05%131

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 4,978
Total Puts 968
Put/Call Ratio 0.19
Net Difference 4,010

Prior's Put/Call Breakdown

Total Calls 6,369
Total Puts 815
Put/Call Ratio 0.13
Net Difference 5,554

Prior 7-Day Put/Call Summary

Total Calls 34,078
Total Puts 15,587
Average Put/Call Ratio 0.52
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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