Tour v509
NVAX
NOVAVAX INC
$8.14 +2.26%
$8.11 (-0.33%)🌙
as of 08/13 06:06 PM
8/13 18:06

Option Volume

Detail
Current (08/13) 6,281
Calls: 3,273 (52%)
Puts: 3,008 (48%)
Prior (08/12) 4,153
Calls: 2,589 (62%)
Puts: 1,564 (38%)
Current vs Prior +51.24%
Calls: +26.42% (Calls)
Puts: +92.33% (Puts)
Prior 7-Day Total 33,255
Calls: 25,855 (78%)
Puts: 7,400 (22%)
Prior 7-Day Average 4,750
Calls: 3,693 (78%)
Puts: 1,057 (22%)
Current vs Prior 7-Day Avg +32.21%
Calls: -11.39%
Puts: +184.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/13) $232.7K
Calls: $118.6K (51%)
Puts: $114.1K (49%)
Prior (08/12) $174.7K
Calls: $141.5K (81%)
Puts: $33.2K (19%)
Current vs Prior +33.18%
Calls: -16.19%
Puts: +243.31%
Prior 7-Day Total $1.91M
Calls: $1.31M (69%)
Puts: $599.5K (31%)
Prior 7-Day Average $273.3K
Calls: $187.7K (69%)
Puts: $85.6K (31%)
Current vs Prior 7-Day Avg -14.86%
Calls: -36.81%
Puts: +33.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/13) 0.92
Prior (08/12) 0.60
Current vs Prior +52.13%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg +203.10%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/13) 207,005
Calls: 135,147 (65%)
Puts: 71,858 (35%)
Prior (08/12) 205,216
Calls: 134,178 (65%)
Puts: 71,038 (35%)
Current vs Prior +0.87%
Prior 7-Day Total 1,079,799
Calls: 759,063 (70%)
Puts: 320,736 (30%)
Prior 7-Day Average 154,257
Calls: 108,437 (70%)
Puts: 45,819 (30%)
Current vs Prior 7-Day Avg +34.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.70% | 6.76%6.76% | 15.72%
Prior 4.52% | 5.03%5.03% | 14.57%
Current vs Prior -40.24% | +34.46%+34.46% | +7.90%
Prior 7-Day Avg 7.27% | 9.58%9.86% | 18.76%
Current vs 7-Day Avg -62.81% | -29.49%-31.47% | -16.17%
Prior 7-Day Eod 4.52% | 5.03%5.03% | 14.57%
Current vs 7-Day Eod -40.24% | +34.46%+34.46% | +7.90%
Sentiment BULLISHBEARISH

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 61.21% | 42.04%
Calls: 58.58% | 37.07%
Puts: 63.84% | 47.01%
Current vs 7-Day Avg +15.54% | +9.55%
Liquidity Expensive
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🤖 AI Insights

Above-average activity with volume up 51% vs prior. P/C ratio rising 52% - increased hedging/bearish positioning. Call-heavy open interest (135,147 calls vs 71,858 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 2 found (avg $0.81, cheapest $0.89)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Sep 180.670.80$0.7417.6%30.581.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 210.820.96$0.8915.7%30.86293

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 140.973.10$2.04104.4%71.0012
$7.00Aug 211.091.44$1.2727.6%20.9469
$7.00Aug 280.641.72$1.1891.5%30.9212
$7.50Aug 140.590.92$0.7643.4%900.926.1K
$7.50Aug 280.651.09$0.8750.6%--0.8482
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 140.001.12$0.56200.0%--0.9717
$9.50Aug 140.771.51$1.1464.9%--0.9116
$8.50Aug 140.260.53$0.4067.5%--0.8729
$9.00Aug 210.820.96$0.8915.7%30.86293
$9.00Aug 280.731.20$0.9748.5%1000.796

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 2.9K, top 920)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 140.090.25$0.1794.1%9200.711.5K
$8.50Aug 140.010.03$0.02100.0%6170.13987
$8.00Aug 210.290.40$0.3531.4%2000.60910
$8.50Aug 210.080.18$0.1376.9%1200.32455
$7.50Aug 140.590.92$0.7643.4%900.926.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Aug 210.320.57$0.4456.8%1000.6942
$9.00Aug 280.731.20$0.9748.5%1000.796
$7.00Sep 180.140.25$0.2055.0%700.201.0K
$8.00Aug 210.150.24$0.2045.0%620.404.5K
$7.50Aug 210.010.11$0.06166.7%560.16393

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 2.12, avg 1.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7.00$7.50Aug 28$0.31$0.19$0.3192%0.61$7.31
$7.50$8.00Sep 4$0.23$0.27$0.2379%1.17$7.73
$8.00$8.50Sep 4$0.18$0.32$0.1862%1.78$8.18
$8.00$8.50Aug 28$0.19$0.31$0.1965%1.63$8.19
$8.00$8.50Sep 25$0.20$0.30$0.2056%1.50$8.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$8.50Aug 14$0.16$0.34$0.1697%2.12$8.84
$8.50$8.00Aug 21$0.24$0.26$0.2468%1.08$8.26
$9.00$7.50Sep 25$0.63$0.87$0.6357%1.38$8.37
$8.00$7.50Aug 28$0.13$0.37$0.1337%2.85$7.87
$8.00$7.50Aug 21$0.14$0.36$0.1440%2.57$7.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.52, avg 0.58)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.50$9.00Sep 4$0.23$0.23$0.2754%0.85$8.73
$8.50$9.00Sep 11$0.25$0.25$0.2552%1.00$8.75
$8.50$9.00Aug 28$0.13$0.13$0.3757%0.35$8.63
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.00$7.00Sep 18$0.34$0.34$0.6658%0.52$7.66
$8.00$7.50Aug 21$0.14$0.14$0.3660%0.39$7.86
$8.00$7.50Aug 28$0.13$0.13$0.3763%0.35$7.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.15, cheapest $0.15)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Aug 14Aug 21$0.1560.9%55.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.70% of stock, avg 9.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$8.00Aug 14$0.17$0.05$0.22$7.78$8.222.70%
$8.50Aug 14$0.02$0.40$0.42$8.08$8.925.16%
$8.00Aug 21$0.35$0.20$0.55$7.45$8.556.76%
$8.50Aug 21$0.13$0.44$0.57$7.93$9.077.00%
$8.00Aug 28$0.47$0.21$0.68$7.32$8.688.35%
$7.50Aug 14$0.76$0.03$0.79$6.71$8.299.71%
$7.50Aug 21$0.74$0.06$0.80$6.70$8.309.83%
$7.50Aug 28$0.87$0.08$0.95$6.55$8.4511.67%
$7.50Sep 11$0.76$0.37$1.13$6.37$8.6313.88%
$8.00Sep 18$0.74$0.54$1.28$6.72$9.2815.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 0.61% of stock, avg 4.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$8.50$7.50Aug 14$0.02$0.03$0.05$7.45$8.55
$9.50$7.00Aug 21$0.03$0.03$0.06$6.94$9.56
$9.50$7.50Aug 14$0.04$0.03$0.07$7.43$9.57
$8.50$8.00Aug 14$0.02$0.05$0.07$7.93$8.57
$9.00$7.00Aug 21$0.05$0.03$0.08$6.92$9.08
$9.50$7.50Aug 21$0.03$0.06$0.09$7.41$9.59
$9.00$7.50Aug 21$0.05$0.06$0.11$7.39$9.11
$9.50$8.00Aug 14$0.04$0.05$0.09$7.91$9.59
$8.50$7.00Aug 21$0.13$0.03$0.16$6.84$8.66
$8.50$7.50Aug 21$0.13$0.06$0.19$7.31$8.69

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. 18 found (best R:R 2.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.00$8.50$9.00Aug 14$0.14$0.3668%2.57
$8.00$8.50$9.00Aug 28$0.06$0.4439%7.33
$7.50$8.00$8.50Sep 4$0.05$0.4533%9.00
$7.00$8.00$9.00Sep 18$0.31$0.6949%2.23
$8.00$8.50$9.00Aug 21$0.14$0.3646%2.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7.50$8.00$8.50Aug 21$0.10$0.4053%4.00
$7.00$7.50$8.00Aug 21$0.11$0.3933%3.55
$7.50$8.00$8.50Aug 14$0.33$0.1777%0.52
$7.00$7.50$8.00Aug 28$0.10$0.4027%4.00
$8.00$8.50$9.00Aug 21$0.21$0.2946%1.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.07, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.50$8.001:2Aug 28-$0.07$0.43
$7.00$7.501:2Aug 21-$0.21$0.29
$8.00$8.501:2Aug 28-$0.09$0.41
$8.00$8.501:2Sep 4-$0.23$0.27
$7.50$8.001:2Sep 4-$0.36$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$8.501:2Aug 14-$0.24$0.26
$9.00$7.501:2Sep 25$0.07$1.43
$8.00$7.001:2Sep 18$0.14$0.86
$9.00$8.001:2Aug 28$0.55$0.45
$8.50$8.001:2Aug 14$0.30$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 6.02%, avg 2.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$8.50Sep 25$0.490.464.4%6.02%10.44%5--
$8.50Sep 11$0.380.484.4%4.67%9.09%--15
$9.00Sep 11$0.230.3310.6%2.83%13.39%321
$9.00Sep 25$0.150.4210.6%1.84%12.41%3--
$8.50Sep 4$0.280.464.4%3.44%7.86%8359
$9.00Sep 18$0.150.3210.6%1.84%12.41%4186
$8.50Aug 28$0.180.434.4%2.21%6.63%2694
$9.00Aug 28$0.100.2610.6%1.23%11.79%10153
$8.50Aug 21$0.080.324.4%0.98%5.41%120455

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 3,273
Total Puts 3,008
Put/Call Ratio 0.92
Net Difference 265

Prior's Put/Call Breakdown

Total Calls 2,589
Total Puts 1,564
Put/Call Ratio 0.60
Net Difference 1,025

Prior 7-Day Put/Call Summary

Total Calls 25,855
Total Puts 7,400
Average Put/Call Ratio 0.30
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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