Tour v509
NVAX
NOVAVAX INC
$8.05 -1.11%
$8.06 (+0.12%)🌙
as of 08/14 06:04 PM
8/14 18:04

Option Volume

Detail
Current (08/14) 4,357
Calls: 3,888 (89%)
Puts: 469 (11%)
Prior (08/13) 6,281
Calls: 3,273 (52%)
Puts: 3,008 (48%)
Current vs Prior -30.63%
Calls: +18.79% (Calls)
Puts: -84.41% (Puts)
Prior 7-Day Total 36,289
Calls: 26,168 (72%)
Puts: 10,121 (28%)
Prior 7-Day Average 5,184
Calls: 3,738 (72%)
Puts: 1,445 (28%)
Current vs Prior 7-Day Avg -15.96%
Calls: +4.00%
Puts: -67.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $241.9K
Calls: $178.4K (74%)
Puts: $63.5K (26%)
Prior (08/13) $232.7K
Calls: $118.6K (51%)
Puts: $114.1K (49%)
Current vs Prior +3.94%
Calls: +50.39%
Puts: -44.34%
Prior 7-Day Total $1.78M
Calls: $1.09M (61%)
Puts: $688.0K (39%)
Prior 7-Day Average $254.6K
Calls: $156.3K (61%)
Puts: $98.3K (39%)
Current vs Prior 7-Day Avg -4.98%
Calls: +14.13%
Puts: -35.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.12
Prior (08/13) 0.92
Current vs Prior -86.87%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -71.33%
Sentiment BULLISH

Open Interest

Detail
Current (08/14) 209,943
Calls: 136,421 (65%)
Puts: 73,522 (35%)
Prior (08/13) 207,005
Calls: 135,147 (65%)
Puts: 71,858 (35%)
Current vs Prior +1.42%
Prior 7-Day Total 1,206,776
Calls: 820,197 (68%)
Puts: 386,579 (32%)
Prior 7-Day Average 172,396
Calls: 117,171 (68%)
Puts: 55,225 (32%)
Current vs Prior 7-Day Avg +21.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.36% | 6.46%6.46% | 14.04%
Prior 2.70% | 6.76%6.76% | 15.72%
Current vs Prior +139.01% | +21.34%-4.40% | -10.73%
Prior 7-Day Avg 5.47% | 8.63%8.74% | 17.83%
Current vs 7-Day Avg +18.08% | -4.96%-26.06% | -21.29%
Prior 7-Day Eod 2.70% | 6.76%6.76% | 15.72%
Current vs 7-Day Eod +139.01% | +21.34%-4.40% | -10.73%
Sentiment BEARISHBULLISH

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 64.02% | 44.83%
Calls: 62.50% | 40.54%
Puts: 65.53% | 49.13%
Current vs 7-Day Avg +10.47% | +2.72%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($178.4K). Extreme bullish P/C ratio of 0.12 - heavy call buying (3,888 calls vs 469 puts). P/C ratio dropping 87% - sentiment shifting bullish. Call-heavy open interest (136,421 calls vs 73,522 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 1 of results (avg 9.1%, best 9.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 211.051.15$1.109.1%200.9769
PUTS (0)
No puts meet the criteria

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 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 211.051.15$1.109.1%200.9769
$7.00Aug 280.613.25$1.93136.8%--0.8815
$7.50Aug 210.520.69$0.6127.9%1650.87125
$7.00Sep 181.111.51$1.3130.5%--0.8473
$7.50Aug 280.630.77$0.7020.0%2150.7882
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Aug 211.052.05$1.5564.5%40.931
$9.00Aug 210.771.12$0.9536.8%120.89292
$9.00Aug 280.971.22$1.1022.7%40.82106
$8.50Aug 210.480.76$0.6245.2%230.77142
$8.50Sep 40.002.85$1.43199.3%--0.6880

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 2.5K, top 485)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 140.040.09$0.0771.4%4850.002.1K
$8.00Aug 210.220.32$0.2737.0%3550.53928
$7.50Aug 280.630.77$0.7020.0%2150.7882
$8.00Sep 180.530.67$0.6023.3%2040.551.5K
$8.50Aug 210.040.11$0.0887.5%1960.23552
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 210.190.30$0.2544.0%790.474.5K
$7.00Aug 210.010.02$0.0250.0%320.05557
$8.50Aug 140.390.62$0.5145.1%270.0029
$7.50Aug 210.020.07$0.05100.0%260.15373
$8.50Aug 210.480.76$0.6245.2%230.77142

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. 12 found (best R:R 0.52, avg 1.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.00$8.50Aug 28$0.11$0.39$0.1154%3.55$8.11
$8.00$9.00Sep 18$0.33$0.67$0.3355%2.03$8.33
$7.50$8.00Sep 4$0.31$0.19$0.3175%0.61$7.81
$8.00$8.50Sep 11$0.20$0.30$0.2052%1.50$8.20
$8.00$8.50Aug 21$0.19$0.31$0.1953%1.63$8.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$8.50Aug 21$0.33$0.17$0.3389%0.52$8.67
$8.00$7.50Aug 28$0.20$0.30$0.2046%1.50$7.80
$8.00$7.50Aug 21$0.20$0.30$0.2047%1.50$7.80
$7.50$7.00Sep 11$0.19$0.31$0.1932%1.63$7.31
$8.00$7.00Sep 18$0.42$0.58$0.4245%1.38$7.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.72, avg 0.62)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.50$9.00Aug 28$0.15$0.15$0.3564%0.43$8.65
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.00$7.00Sep 18$0.42$0.42$0.5855%0.72$7.58
$7.50$7.00Sep 11$0.19$0.19$0.3168%0.61$7.31
$8.00$7.50Aug 21$0.20$0.20$0.3053%0.67$7.80
$8.00$7.50Aug 28$0.20$0.20$0.3054%0.67$7.80

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.36% of stock, avg 9.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$8.00Aug 14$0.07$0.12$0.19$7.81$8.192.36%
$7.50Aug 14$0.47$0.03$0.50$7.00$8.006.21%
$8.50Aug 14$0.01$0.51$0.52$7.98$9.026.46%
$8.00Aug 21$0.27$0.25$0.52$7.48$8.526.46%
$7.50Aug 21$0.61$0.05$0.66$6.84$8.168.20%
$8.00Aug 28$0.35$0.31$0.66$7.34$8.668.20%
$8.50Aug 21$0.08$0.62$0.70$7.80$9.208.70%
$7.50Aug 28$0.70$0.11$0.81$6.69$8.3110.06%
$7.50Sep 4$0.86$0.20$1.06$6.44$8.5613.17%
$8.00Sep 18$0.60$0.53$1.13$6.87$9.1314.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 0.62% of stock, avg 3.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$9.50$7.00Aug 21$0.03$0.02$0.05$6.95$9.55
$9.00$7.00Aug 21$0.04$0.02$0.06$6.94$9.06
$9.50$7.50Aug 21$0.03$0.05$0.08$7.42$9.58
$9.00$7.50Aug 21$0.04$0.05$0.09$7.41$9.09
$8.50$7.00Aug 21$0.08$0.02$0.10$6.90$8.60
$8.50$7.50Aug 21$0.08$0.05$0.13$7.37$8.63
$9.00$7.00Aug 28$0.09$0.07$0.16$6.84$9.16
$9.50$6.50Aug 21$0.03$0.13$0.16$6.34$9.66
$9.00$6.50Aug 21$0.04$0.13$0.17$6.33$9.17
$9.00$7.50Aug 28$0.09$0.11$0.20$7.30$9.20

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. 19 found (best R:R 2.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7.50$8.00$8.50Aug 21$0.15$0.3564%2.33
$7.00$7.50$8.00Aug 21$0.15$0.3544%2.33
$7.00$8.00$9.00Sep 18$0.38$0.6254%1.63
$8.00$8.50$9.00Aug 21$0.15$0.3542%2.33
$8.00$8.50$9.00Sep 11$0.12$0.3825%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7.50$8.00$8.50Aug 21$0.17$0.3362%1.94
$7.00$7.50$8.00Aug 21$0.17$0.3342%1.94
$7.00$7.50$8.00Aug 28$0.16$0.3434%2.12
$7.00$7.50$8.00Aug 14$0.07$0.430%6.14
$6.50$7.00$7.50Aug 21$0.14$0.362%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.12, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$7.501:2Aug 21-$0.12$0.38
$7.50$8.001:2Sep 11-$0.14$0.36
$8.00$8.501:2Sep 11-$0.10$0.40
$7.50$8.001:2Sep 4-$0.24$0.26
$8.00$8.501:2Aug 28-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$8.501:2Aug 21-$0.29$0.21
$9.50$9.001:2Aug 21-$0.35$0.15
$7.50$7.001:2Sep 4-$0.06$0.44
$7.00$6.501:2Aug 21-$0.24$0.26
$7.00$6.501:2Sep 4-$0.41$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.48%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$9.00Sep 18$0.200.3011.8%2.48%14.29%12127
$8.50Aug 28$0.150.365.6%1.86%7.45%154105
$9.00Aug 28$0.070.1811.8%0.87%12.67%11153

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 3,888
Total Puts 469
Put/Call Ratio 0.12
Net Difference 3,419

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,168
Total Puts 10,121
Average Put/Call Ratio 0.42
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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