Tour v500
NVAX
NOVAVAX INC
$7.89 -0.75%
$7.85 (-0.51%)🌙
as of 08/10 06:08 PM
8/10 18:08

Option Volume

Detail
Current (08/10) 5,247
Calls: 3,654 (70%)
Puts: 1,593 (30%)
Prior (08/07) 5,463
Calls: 4,075 (75%)
Puts: 1,388 (25%)
Current vs Prior -3.95%
Calls: -10.33% (Calls)
Puts: +14.77% (Puts)
Prior 7-Day Total 37,405
Calls: 32,541 (87%)
Puts: 4,864 (13%)
Prior 7-Day Average 6,234
Calls: 4,648 (87%)
Puts: 694 (13%)
Current vs Prior 7-Day Avg -15.83%
Calls: -21.40%
Puts: +129.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $306.7K
Calls: $141.8K (46%)
Puts: $164.9K (54%)
Prior (08/07) $390.7K
Calls: $227.2K (58%)
Puts: $163.5K (42%)
Current vs Prior -21.49%
Calls: -37.59%
Puts: +0.89%
Prior 7-Day Total $2.35M
Calls: $2.01M (86%)
Puts: $336.4K (14%)
Prior 7-Day Average $391.4K
Calls: $287.5K (86%)
Puts: $48.1K (14%)
Current vs Prior 7-Day Avg -21.64%
Calls: -50.67%
Puts: +243.21%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/10) 0.44
Prior (08/07) 0.34
Current vs Prior +27.99%
Prior 7-Day Average 0.18
Current vs Prior 7-Day Avg +142.36%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 200,971
Calls: 131,204 (65%)
Puts: 69,767 (35%)
Prior (08/07) 209,103
Calls: 138,069 (66%)
Puts: 71,034 (34%)
Current vs Prior -3.89%
Prior 7-Day Total 961,910
Calls: 664,996 (69%)
Puts: 296,914 (31%)
Prior 7-Day Average 160,318
Calls: 110,832 (69%)
Puts: 49,485 (31%)
Current vs Prior 7-Day Avg +25.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.44% | 7.98%7.98% | 17.36%
Prior 5.91% | 9.56%9.56% | 18.74%
Current vs Prior -24.97% | -16.47%-16.47% | -7.35%
Prior 7-Day Avg 10.45% | 13.85%14.03% | 21.36%
Current vs 7-Day Avg -57.55% | -42.34%-43.10% | -18.71%
Prior 7-Day Eod 5.91% | 9.56%9.56% | 18.74%
Current vs 7-Day Eod -24.97% | -16.47%-16.47% | -7.35%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 70.72% | 46.05%
Calls: 71.43% | 42.11%
Puts: 70.00% | 50.00%
Prior 70.72% | 46.05%
Calls: 71.43% | 42.11%
Puts: 70.00% | 50.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.07% | 34.84%
Calls: 47.29% | 28.12%
Puts: 58.85% | 41.58%
Current vs 7-Day Avg +33.25% | +32.16%
Liquidity Expensive
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🤖 AI Insights

Extreme bullish P/C ratio of 0.44 - heavy call buying (3,654 calls vs 1,593 puts). Call-heavy open interest (131,204 calls vs 69,767 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 140.252.99$1.62169.1%10.959
$7.00Aug 280.521.80$1.16110.3%--0.8412
$6.50Aug 140.133.45$1.79185.5%10.818
$7.00Aug 210.871.19$1.0331.1%30.8169
$7.50Aug 140.340.52$0.4341.9%180.806.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 141.051.55$1.3038.5%50.9616
$9.00Aug 211.131.35$1.2417.7%--0.86299
$8.50Aug 140.261.12$0.69124.6%240.815
$8.50Aug 210.610.91$0.7639.5%310.769
$8.50Sep 40.551.30$0.9380.6%--0.6180

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 2.7K, top 515)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Aug 140.050.08$0.0742.9%5150.19509
$8.00Aug 140.040.19$0.12125.0%3400.40365
$8.00Aug 210.060.35$0.21138.1%2940.41752
$7.50Aug 210.460.66$0.5635.7%1680.7649
$9.00Aug 140.000.02$0.01200.0%1670.04438
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 210.350.49$0.4233.3%3590.594.1K
$6.50Aug 140.000.43$0.22195.5%1100.18496
$7.50Aug 140.010.11$0.06166.7%880.2182
$7.00Aug 140.000.02$0.01200.0%840.0447
$7.00Aug 210.030.30$0.16168.8%430.22535

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 25.4%, max 147.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Aug 14Sep 1872.9%54.0%34.9%174500
$7.50Aug 14Sep 1161.1%51.8%17.9%186.1K
$8.50Aug 14Sep 479.2%73.3%8.1%515568
$7.00Aug 14Sep 1868.2%66.2%3.0%797
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.50Aug 14Sep 4236.6%95.8%147.1%143496
$8.50Aug 14Sep 479.2%73.3%8.1%2485
$9.00Aug 14Aug 2172.9%69.6%4.7%5315
$7.00Aug 14Sep 1868.2%66.2%3.0%1151.1K
$7.50Aug 14Aug 2861.1%60.1%1.6%8893

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 6.14, avg 1.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$8.00$9.00Sep 11$0.14$0.86$0.146.14$8.14
$6.50$7.00Aug 14$0.17$0.33$0.171.94$6.67
$8.00$9.00Sep 18$0.47$0.53$0.471.13$8.47
$7.50$8.00Aug 28$0.24$0.26$0.241.08$7.74
$7.00$8.00Sep 18$0.50$0.50$0.501.00$7.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.50$7.00Aug 28$0.13$0.37$0.132.85$7.37
$7.00$6.50Aug 21$0.14$0.36$0.142.57$6.86
$8.00$7.50Aug 14$0.17$0.33$0.171.94$7.83
$8.00$7.00Sep 18$0.40$0.60$0.401.50$7.60
$8.50$7.00Sep 4$0.73$0.77$0.731.05$7.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 2.33, avg 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.50$8.00Aug 21$0.35$0.35$0.152.33$7.85
$7.50$8.00Sep 11$0.35$0.35$0.152.33$7.85
$7.50$8.00Aug 14$0.31$0.31$0.191.63$7.81
$8.00$8.50Aug 28$0.30$0.30$0.201.50$8.30
$8.00$8.50Sep 4$0.30$0.30$0.201.50$8.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$8.50$8.00Aug 21$0.34$0.34$0.162.13$8.16
$8.00$7.50Aug 28$0.32$0.32$0.181.78$7.68
$8.00$7.50Aug 21$0.29$0.29$0.211.38$7.71
$8.50$7.00Sep 4$0.73$0.73$0.770.95$7.77
$8.00$7.00Sep 18$0.40$0.40$0.600.67$7.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.12, cheapest $0.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Aug 14Aug 21$0.0951.0%55.1%
$7.50Aug 14Aug 21$0.1361.1%46.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.50Aug 14Aug 21$0.0761.1%46.3%
$8.50Aug 14Aug 21$0.0779.2%65.7%
$7.00Aug 14Aug 21$0.1568.2%88.6%
$8.00Aug 14Aug 21$0.1951.0%55.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 4.44% of stock, avg 13.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$8.00Aug 14$0.12$0.23$0.35$7.65$8.354.44%
$7.50Aug 14$0.43$0.06$0.49$7.01$7.996.21%
$8.00Aug 21$0.21$0.42$0.63$7.37$8.637.98%
$7.50Aug 21$0.56$0.13$0.69$6.81$8.198.75%
$8.50Aug 14$0.07$0.69$0.76$7.74$9.269.63%
$8.50Aug 21$0.12$0.76$0.88$7.62$9.3811.15%
$7.50Aug 28$0.74$0.23$0.97$6.53$8.4712.29%
$8.00Aug 28$0.50$0.55$1.05$6.95$9.0513.31%
$7.00Aug 21$1.03$0.16$1.19$5.81$8.1915.08%
$7.00Aug 28$1.16$0.10$1.26$5.74$8.2615.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 1.65% of stock, avg 5.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$8.50$7.50Aug 14$0.07$0.06$0.13$7.37$8.63
$8.00$7.50Aug 14$0.12$0.06$0.18$7.32$8.18
$9.00$7.50Aug 21$0.06$0.13$0.19$7.31$9.19
$9.00$7.00Aug 28$0.11$0.10$0.21$6.79$9.21
$9.00$7.00Aug 21$0.06$0.16$0.22$6.78$9.22
$8.50$7.50Aug 21$0.12$0.13$0.25$7.25$8.75
$9.00$6.50Aug 28$0.11$0.16$0.27$6.23$9.27
$8.50$7.00Aug 21$0.12$0.16$0.28$6.72$8.78
$8.50$6.50Aug 14$0.07$0.22$0.29$6.21$8.79
$8.50$7.00Aug 28$0.20$0.10$0.30$6.70$8.80

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$7.00$7.50$8.00Aug 21$0.12$0.383.17
$7.00$7.50$8.00Aug 28$0.18$0.321.78
$8.00$8.50$9.00Aug 28$0.21$0.291.38
$7.50$8.00$8.50Aug 14$0.26$0.240.92
$7.50$8.00$8.50Aug 21$0.26$0.240.92
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$7.50$8.00$8.50Aug 21$0.05$0.459.00
$7.00$7.50$8.00Aug 14$0.12$0.383.17
$8.00$8.50$9.00Aug 21$0.14$0.362.57
$8.00$8.50$9.00Aug 14$0.15$0.352.33
$6.50$7.00$7.50Aug 28$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. 28 found (best net $-0.20, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$8.001:2Sep 18-$0.20$0.80
$8.00$9.001:2Sep 11-$0.25$0.75
$8.00$8.501:2Sep 4-$0.08$0.42
$7.00$7.501:2Aug 21-$0.09$0.41
$7.50$8.001:2Sep 11-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$8.501:2Aug 14-$0.08$0.42
$8.50$8.001:2Aug 21-$0.08$0.42
$7.50$7.001:2Aug 21-$0.19$0.31
$7.00$6.501:2Aug 28-$0.22$0.28
$7.00$6.501:2Sep 4-$0.24$0.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 7.60%, avg 2.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$8.00Sep 18$0.600.551.4%7.60%9.00%301.4K
$8.00Aug 28$0.290.521.4%3.68%5.07%82185
$8.00Sep 11$0.160.471.4%2.03%3.42%95
$8.50Aug 28$0.140.327.7%1.77%9.51%4040
$8.00Aug 21$0.060.411.4%0.76%2.15%294752
$8.50Aug 21$0.060.237.7%0.76%8.49%7307

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 3,654
Total Puts 1,593
Put/Call Ratio 0.44
Net Difference 2,061

Prior's Put/Call Breakdown

Total Calls 4,075
Total Puts 1,388
Put/Call Ratio 0.34
Net Difference 2,687

Prior 7-Day Put/Call Summary

Total Calls 32,541
Total Puts 4,864
Average Put/Call Ratio 0.18
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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