Tour v509
NVAX
NOVAVAX INC
$8.07 +0.25%
$8.07 (+0.05%)🌙
as of 08/17 06:04 PM
8/17 18:04

Option Volume

Detail
Current (08/17) 4,751
Calls: 3,727 (78%)
Puts: 1,024 (22%)
Prior (08/14) 4,357
Calls: 3,888 (89%)
Puts: 469 (11%)
Current vs Prior +9.04%
Calls: -4.14% (Calls)
Puts: +118.34% (Puts)
Prior 7-Day Total 36,363
Calls: 26,556 (73%)
Puts: 9,807 (27%)
Prior 7-Day Average 5,194
Calls: 3,793 (73%)
Puts: 1,401 (27%)
Current vs Prior 7-Day Avg -8.54%
Calls: -1.76%
Puts: -26.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $242.2K
Calls: $202.5K (84%)
Puts: $39.7K (16%)
Prior (08/14) $241.9K
Calls: $178.4K (74%)
Puts: $63.5K (26%)
Current vs Prior +0.11%
Calls: +13.52%
Puts: -37.51%
Prior 7-Day Total $1.77M
Calls: $1.07M (60%)
Puts: $704.7K (40%)
Prior 7-Day Average $252.9K
Calls: $152.2K (60%)
Puts: $100.7K (40%)
Current vs Prior 7-Day Avg -4.24%
Calls: +33.01%
Puts: -60.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.27
Prior (08/14) 0.12
Current vs Prior +127.77%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg -32.30%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 199,699
Calls: 127,204 (64%)
Puts: 72,495 (36%)
Prior (08/14) 209,943
Calls: 136,421 (65%)
Puts: 73,522 (35%)
Current vs Prior -4.88%
Prior 7-Day Total 1,351,140
Calls: 893,381 (66%)
Puts: 457,759 (34%)
Prior 7-Day Average 193,020
Calls: 127,625 (66%)
Puts: 65,394 (34%)
Current vs Prior 7-Day Avg +3.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 5.33% | 7.93%5.33% | 13.01%
Prior 6.46% | 8.20%6.46% | 14.04%
Current vs Prior -17.51% | -3.27%-17.51% | -7.31%
Prior 7-Day Avg 4.78% | 7.39%7.47% | 16.63%
Current vs 7-Day Avg +11.49% | +7.37%-28.67% | -21.76%
Prior 7-Day Eod 6.46% | 8.20%6.46% | 14.04%
Current vs 7-Day Eod -17.51% | -3.27%-17.51% | -7.31%
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 70.72% | 46.05%
Calls: 71.43% | 42.11%
Puts: 70.00% | 50.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($202.5K) vs puts ($39.7K). Extreme bullish P/C ratio of 0.27 - heavy call buying (3,727 calls vs 1,024 puts). P/C ratio rising 128% - increased hedging/bearish positioning. Call-heavy open interest (127,204 calls vs 72,495 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. 2 found (avg $0.40, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 280.250.30$0.2817.9%3130.44282
$8.00Sep 180.480.55$0.5213.5%60.47128

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 16 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.611.57$1.0988.1%30.9574
$7.00Aug 280.381.87$1.13131.9%--0.9415
$7.50Aug 210.260.71$0.4991.8%20.89190
$7.50Aug 280.101.25$0.68169.1%10.85111
$7.00Sep 181.041.47$1.2534.4%--0.8073
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 210.461.29$0.8894.3%160.98282
$8.50Aug 210.260.68$0.4789.4%--0.84165
$9.00Aug 280.701.45$1.0869.4%--0.83102
$8.50Sep 40.270.80$0.5498.1%--0.7180

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 2.0K, top 427)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 210.230.31$0.2729.6%4270.601.1K
$9.50Aug 210.010.02$0.0250.0%3850.05200
$8.50Aug 210.020.08$0.05120.0%1220.21643
$9.00Aug 280.060.09$0.0837.5%1180.17163
$9.00Sep 180.240.30$0.2722.2%1010.30139
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 280.250.30$0.2817.9%3130.44282
$7.50Aug 210.020.04$0.0366.7%1860.11381
$7.50Aug 280.000.10$0.05200.0%640.1537
$8.00Aug 210.120.19$0.1643.8%420.414.5K
$6.50Sep 110.000.09$0.05180.0%200.08--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 22.6%, max 31.2%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.50Aug 21Sep 453.0%40.4%31.2%--245
$8.00Aug 21Sep 1861.7%54.1%14.1%484.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 1.27, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7.50$8.00Aug 21$0.22$0.28$0.2289%1.27$7.72
$8.00$9.00Sep 18$0.26$0.74$0.2653%2.85$8.26
$7.50$8.00Aug 28$0.32$0.18$0.3285%0.56$7.82
$8.00$8.50Aug 28$0.18$0.32$0.1856%1.78$8.18
$8.00$8.50Aug 21$0.22$0.28$0.2260%1.27$8.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.00$7.00Sep 4$0.14$0.86$0.1441%6.14$7.86
$8.50$8.00Aug 21$0.31$0.19$0.3184%0.61$8.19
$8.50$8.00Sep 4$0.27$0.23$0.2771%0.85$8.23
$8.00$7.00Sep 18$0.31$0.69$0.3147%2.23$7.69
$8.00$7.50Aug 21$0.13$0.37$0.1341%2.85$7.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 4.00, avg 0.91)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.00$9.50Sep 4$0.40$0.40$0.1060%4.00$9.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7.50$6.50Sep 11$0.25$0.25$0.7564%0.33$7.25
$8.00$7.50Aug 28$0.23$0.23$0.2756%0.85$7.77
$7.00$6.50Sep 4$0.10$0.10$0.4084%0.25$6.90
$8.00$7.50Aug 21$0.13$0.13$0.3759%0.35$7.87
$8.00$7.00Sep 18$0.31$0.31$0.6953%0.45$7.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.10, cheapest $0.09)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Aug 21Aug 28$0.0961.7%56.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Aug 21Aug 28$0.1261.7%56.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 5.33% of stock, avg 9.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$8.00Aug 21$0.27$0.16$0.43$7.57$8.435.33%
$7.50Aug 21$0.49$0.03$0.52$6.98$8.026.44%
$8.50Aug 21$0.05$0.47$0.52$7.98$9.026.44%
$8.00Aug 28$0.36$0.28$0.64$7.36$8.647.93%
$8.50Sep 4$0.17$0.54$0.71$7.79$9.218.80%
$7.50Aug 28$0.68$0.05$0.73$6.77$8.239.05%
$8.00Sep 4$0.48$0.27$0.75$7.25$8.759.29%
$8.00Sep 18$0.53$0.52$1.05$6.95$9.0513.01%
$7.50Sep 11$0.91$0.30$1.21$6.29$8.7114.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 0.50% of stock, avg 4.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$9.00$7.00Aug 21$0.02$0.02$0.04$6.96$9.04
$9.00$7.50Aug 21$0.02$0.03$0.05$7.45$9.05
$8.50$7.00Aug 21$0.05$0.02$0.07$6.93$8.57
$8.50$7.50Aug 21$0.05$0.03$0.08$7.42$8.58
$9.00$7.00Aug 28$0.08$0.02$0.10$6.90$9.10
$9.00$7.50Aug 28$0.08$0.05$0.13$7.37$9.13
$9.00$6.50Aug 28$0.08$0.06$0.14$6.36$9.14
$9.50$7.00Sep 4$0.08$0.13$0.21$6.79$9.71
$8.50$8.00Aug 21$0.05$0.16$0.21$7.79$8.71
$9.00$8.00Aug 21$0.02$0.16$0.18$7.82$9.18

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. 13 found (best R:R 4.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7.50$8.00$8.50Sep 11$0.10$0.4045%4.00
$8.00$8.50$9.00Aug 28$0.08$0.4239%5.25
$7.50$8.00$8.50Aug 28$0.14$0.3651%2.57
$7.00$7.50$8.00Aug 28$0.13$0.3738%2.85
$8.00$8.50$9.00Aug 21$0.19$0.3152%1.63
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.00$8.50$9.00Aug 21$0.10$0.4057%4.00
$7.50$8.00$8.50Aug 21$0.18$0.3273%1.78
$7.00$7.50$8.00Aug 21$0.12$0.3835%3.17
$6.50$7.00$7.50Aug 28$0.07$0.436%6.14
$7.00$7.50$8.00Aug 28$0.20$0.3038%1.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.06, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.50$8.001:2Aug 21-$0.05$0.45
$7.00$7.501:2Aug 28-$0.23$0.27
$7.50$8.001:2Sep 11-$0.09$0.41
$9.00$9.501:2Aug 28-$0.32$0.18
$7.00$8.001:2Sep 18$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$8.501:2Aug 21-$0.06$0.44
$7.00$6.501:2Aug 28-$0.10$0.40
$8.00$7.001:2Sep 18$0.10$0.90
$9.00$8.001:2Aug 28$0.52$0.48
$8.50$8.001:2Aug 21$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.97%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$9.00Sep 18$0.240.3011.5%2.97%14.50%101139
$8.50Aug 28$0.130.345.3%1.61%6.94%23212
$9.00Aug 28$0.060.1711.5%0.74%12.27%118163
$8.50Sep 4$0.060.365.3%0.74%6.07%380

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 3,727
Total Puts 1,024
Put/Call Ratio 0.27
Net Difference 2,703

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,556
Total Puts 9,807
Average Put/Call Ratio 0.41
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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