Tour v297
NVAX
NOVAVAX INC
$9.46 +1.18%
$9.36 (-1.06%)🌙
as of 07/07 06:03 PM
7/7 18:03

Option Volume

Detail
Current (07/07) 5,855
Calls: 5,454 (93%)
Puts: 401 (7%)
Prior (07/06) 3,780
Calls: 2,602 (69%)
Puts: 1,178 (31%)
Current vs Prior +54.89%
Calls: +109.61% (Calls)
Puts: -65.96% (Puts)
Prior 7-Day Total 44,509
Calls: 35,986 (81%)
Puts: 8,523 (19%)
Prior 7-Day Average 6,358
Calls: 5,140 (81%)
Puts: 1,217 (19%)
Current vs Prior 7-Day Avg -7.92%
Calls: +6.09%
Puts: -67.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $744.2K
Calls: $708.4K (95%)
Puts: $35.8K (5%)
Prior (07/06) $238.0K
Calls: $175.4K (74%)
Puts: $62.6K (26%)
Current vs Prior +212.67%
Calls: +303.94%
Puts: -42.86%
Prior 7-Day Total $3.17M
Calls: $2.69M (85%)
Puts: $484.6K (15%)
Prior 7-Day Average $453.5K
Calls: $384.3K (85%)
Puts: $69.2K (15%)
Current vs Prior 7-Day Avg +64.09%
Calls: +84.34%
Puts: -48.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.07
Prior (07/06) 0.45
Current vs Prior -83.76%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -74.44%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 229,800
Calls: 152,815 (66%)
Puts: 76,985 (34%)
Prior (07/06) 227,620
Calls: 151,322 (66%)
Puts: 76,298 (34%)
Current vs Prior +0.96%
Prior 7-Day Total 1,497,741
Calls: 1,022,423 (68%)
Puts: 475,318 (32%)
Prior 7-Day Average 213,963
Calls: 146,060 (68%)
Puts: 67,902 (32%)
Current vs Prior 7-Day Avg +7.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.77% | 12.69%12.69% | 23.57%
Prior 7.17% | 11.55%11.55% | 24.28%
Current vs Prior -5.59% | +9.82%+9.82% | -2.90%
Prior 7-Day Avg 7.84% | 9.82%11.55% | 24.28%
Current vs 7-Day Avg -13.76% | +29.19%+9.82% | -2.90%
Prior 7-Day Eod 7.17% | 11.55%-- | --
Current vs 7-Day Eod -5.59% | +9.82%-- | --
Sentiment BULLISHBEARISH

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 50.13% | 34.84%
Calls: 43.27% | 27.61%
Puts: 57.00% | 41.39%
Current vs 7-Day Avg +1.87% | -23.99%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($708.4K) vs puts ($35.8K). Massive premium surge with dollar volume up 213% vs prior. Dollar volume significantly above 7-day average (64% higher). Above-average activity with volume up 55% vs prior.

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. 5 found (avg $0.48, cheapest $0.26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 170.230.28$0.2619.2%8090.316.3K
$9.50Jul 170.420.48$0.4513.3%520.46200
$10.00Jul 310.480.55$0.5213.5%1860.42324
$9.00Jul 100.500.59$0.5416.7%1230.78255
$11.00Aug 210.590.69$0.6415.6%80.36120
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Jul 100.442.32$1.38136.2%--1.0010
$8.50Jul 100.391.38$0.89111.2%351.00303
$8.00Jul 170.911.57$1.2453.2%51.002.3K
$9.00Jul 100.500.59$0.5416.7%1230.78255
$8.00Aug 211.642.08$1.8623.7%100.7711
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 100.931.68$1.3157.3%50.912
$11.00Jul 171.482.24$1.8640.9%10.821.2K
$10.00Jul 100.401.27$0.84103.6%50.7790
$10.00Jul 170.521.10$0.8171.6%110.67490
$9.50Jul 100.220.55$0.3984.6%80.55176

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 2.5K, top 809)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 170.230.28$0.2619.2%8090.316.3K
$10.50Jul 100.000.05$0.03166.7%2790.08762
$10.00Jul 310.480.55$0.5213.5%1860.42324
$10.00Jul 100.040.15$0.10110.0%1630.221.6K
$9.00Jul 100.500.59$0.5416.7%1230.78255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 100.090.15$0.1250.0%1010.2876
$8.50Jul 170.100.26$0.1888.9%400.2447
$8.50Jul 100.010.07$0.04150.0%170.1194
$9.00Jul 170.240.47$0.3663.9%150.401.3K
$9.50Jul 170.471.03$0.7574.7%130.54222

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 31.4%, max 59.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Jul 10Aug 21147.0%91.9%59.9%123696
$8.00Jul 10Aug 21109.8%73.3%49.8%1021
$9.50Jul 10Aug 791.3%85.1%7.3%61643
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.00Jul 10Aug 21109.8%73.3%49.8%14283
$8.50Jul 10Jul 1789.5%76.1%17.7%57141
$9.50Jul 10Jul 3191.3%87.6%4.1%12180

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 3.55, avg 1.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.50$10.00Jul 10$0.15$0.35$0.152.33$9.65
$10.50$11.00Jul 24$0.15$0.35$0.152.33$10.65
$9.00$10.00Aug 21$0.32$0.68$0.322.12$9.32
$10.00$11.00Aug 21$0.35$0.65$0.351.86$10.35
$9.50$10.00Jul 17$0.19$0.31$0.191.63$9.69
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$8.50$8.00Jul 17$0.11$0.39$0.113.55$8.39
$9.00$8.00Jul 24$0.25$0.75$0.253.00$8.75
$9.00$8.50Jul 17$0.18$0.32$0.181.78$8.82
$9.50$8.00Jul 31$0.63$0.87$0.631.38$8.87
$9.50$9.00Jul 10$0.27$0.23$0.270.85$9.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 3.55, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$8.50$9.00Jul 10$0.35$0.35$0.152.33$8.85
$9.50$10.00Jul 31$0.31$0.31$0.191.63$9.81
$9.00$9.50Jul 17$0.30$0.30$0.201.50$9.30
$9.00$9.50Jul 10$0.29$0.29$0.211.38$9.29
$10.00$10.50Jul 31$0.29$0.29$0.211.38$10.29
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$9.00Jul 17$0.39$0.39$0.113.55$9.11
$10.00$9.00Aug 21$0.60$0.60$0.401.50$9.40
$9.50$9.00Jul 24$0.29$0.29$0.211.38$9.21
$9.00$8.00Aug 21$0.55$0.55$0.451.22$8.45
$9.50$9.00Jul 10$0.27$0.27$0.231.17$9.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.19, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Jul 10Jul 17$0.1588.2%95.7%
$10.00Jul 10Jul 17$0.1692.0%89.2%
$9.50Jul 10Jul 17$0.2091.3%93.6%
$9.00Jul 10Jul 17$0.2179.6%74.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Jul 10Jul 17$0.05109.8%73.6%
$8.50Jul 10Jul 17$0.1489.5%76.1%
$9.00Jul 10Jul 17$0.2479.6%74.3%
$9.50Jul 10Jul 17$0.3691.3%93.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 6.77% of stock, avg 14.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Jul 10$0.25$0.39$0.64$8.86$10.146.77%
$9.00Jul 10$0.54$0.12$0.66$8.34$9.666.98%
$8.50Jul 10$0.89$0.04$0.93$7.57$9.439.83%
$10.00Jul 10$0.10$0.84$0.94$9.06$10.949.94%
$10.00Jul 17$0.26$0.81$1.07$8.93$11.0711.31%
$9.00Jul 17$0.75$0.36$1.11$7.89$10.1111.73%
$9.00Jul 24$0.77$0.41$1.18$7.82$10.1812.47%
$9.50Jul 17$0.45$0.75$1.20$8.30$10.7012.68%
$9.50Jul 24$0.55$0.70$1.25$8.25$10.7513.21%
$8.00Jul 17$1.24$0.07$1.31$6.69$9.3113.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 41 found (cheapest 0.74% of stock, avg 6.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$10.50$8.50Jul 10$0.03$0.04$0.07$8.43$10.57
$11.00$8.50Jul 10$0.07$0.04$0.11$8.39$11.11
$10.00$8.50Jul 10$0.10$0.04$0.14$8.36$10.14
$10.50$9.00Jul 10$0.03$0.12$0.15$8.85$10.65
$11.00$9.00Jul 10$0.07$0.12$0.19$8.81$11.19
$11.00$8.00Jul 17$0.12$0.07$0.19$7.81$11.19
$10.00$9.00Jul 10$0.10$0.12$0.22$8.78$10.22
$10.50$8.00Jul 17$0.18$0.07$0.25$7.75$10.75
$9.50$8.50Jul 10$0.25$0.04$0.29$8.21$9.79
$11.00$8.50Jul 17$0.12$0.18$0.30$8.20$11.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.85, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
8/910/10Jul 17$0.37$0.132.85$8.63$9.87
8/1010/10Jul 31$0.92$0.581.59$8.58$10.92
8/810/10Jul 17$0.30$0.201.50$8.20$9.80
8/910/10Jul 24$0.44$0.560.79$8.56$9.94
8/910/11Jul 24$0.40$0.600.67$8.60$10.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$8.50$9.00$9.50Jul 10$0.06$0.447.33
$9.50$10.00$10.50Jul 10$0.08$0.425.25
$10.00$10.50$11.00Jul 10$0.11$0.393.55
$9.00$9.50$10.00Jul 17$0.11$0.393.55
$9.50$10.00$10.50Jul 17$0.11$0.393.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$8.00$9.00$10.00Aug 21$0.05$0.9519.00
$8.00$8.50$9.00Jul 10$0.06$0.447.33
$8.00$8.50$9.00Jul 17$0.07$0.436.14
$9.00$9.50$10.00Jul 10$0.18$0.321.78
$8.50$9.00$9.50Jul 10$0.19$0.311.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.26, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$9.001:2Jul 17-$0.26$0.74
$10.00$11.001:2Aug 21-$0.29$0.71
$10.50$11.001:2Jul 17-$0.06$0.44
$9.50$10.001:2Jul 17-$0.07$0.43
$10.00$10.501:2Jul 17-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Aug 21-$0.32$0.68
$9.50$9.001:2Jul 24-$0.12$0.38
$10.50$10.001:2Jul 10-$0.37$0.13
$9.50$8.001:2Jul 31$0.41$1.09
$9.00$8.001:2Jul 24$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 7.72%, avg 3.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.00Aug 21$0.730.485.7%7.72%13.42%--145
$9.50Jul 31$0.600.540.4%6.34%6.77%--45
$10.00Aug 14$0.600.465.7%6.34%12.05%30--
$11.00Aug 21$0.590.3616.3%6.24%22.52%8120
$10.00Jul 31$0.480.425.7%5.07%10.78%186324
$9.50Jul 17$0.420.460.4%4.44%4.86%52200
$9.50Jul 24$0.390.490.4%4.12%4.55%--16
$9.50Aug 7$0.320.500.4%3.38%3.81%--17
$10.00Jul 17$0.230.315.7%2.43%8.14%8096.3K
$10.00Jul 24$0.230.375.7%2.43%8.14%31109

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 5,454
Total Puts 401
Put/Call Ratio 0.07
Net Difference 5,053

Prior's Put/Call Breakdown

Total Calls 2,602
Total Puts 1,178
Put/Call Ratio 0.45
Net Difference 1,424

Prior 7-Day Put/Call Summary

Total Calls 35,986
Total Puts 8,523
Average Put/Call Ratio 0.29
Ratio Trend Falling

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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