Tour v509
NVAX
NOVAVAX INC
$7.93 -1.73%
$7.90 (-0.38%)🌙
as of 08/18 06:05 PM
8/18 18:05

Option Volume

Detail
Current (08/18) 4,144
Calls: 3,146 (76%)
Puts: 998 (24%)
Prior (08/17) 4,751
Calls: 3,727 (78%)
Puts: 1,024 (22%)
Current vs Prior -12.78%
Calls: -15.59% (Calls)
Puts: -2.54% (Puts)
Prior 7-Day Total 34,983
Calls: 24,891 (71%)
Puts: 10,092 (29%)
Prior 7-Day Average 4,997
Calls: 3,555 (71%)
Puts: 1,441 (29%)
Current vs Prior 7-Day Avg -17.08%
Calls: -11.53%
Puts: -30.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/18) $217.6K
Calls: $200.0K (92%)
Puts: $17.6K (8%)
Prior (08/17) $242.2K
Calls: $202.5K (84%)
Puts: $39.7K (16%)
Current vs Prior -10.13%
Calls: -1.22%
Puts: -55.57%
Prior 7-Day Total $1.85M
Calls: $1.14M (61%)
Puts: $715.1K (39%)
Prior 7-Day Average $264.5K
Calls: $162.4K (61%)
Puts: $102.2K (39%)
Current vs Prior 7-Day Avg -17.73%
Calls: +23.17%
Puts: -82.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/18) 0.32
Prior (08/17) 0.27
Current vs Prior +15.46%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -25.46%
Sentiment BULLISH

Open Interest

Detail
Current (08/18) 203,169
Calls: 130,091 (64%)
Puts: 73,078 (36%)
Prior (08/17) 199,699
Calls: 127,204 (64%)
Puts: 72,495 (36%)
Current vs Prior +1.74%
Prior 7-Day Total 1,343,211
Calls: 883,804 (66%)
Puts: 459,407 (34%)
Prior 7-Day Average 191,887
Calls: 126,257 (66%)
Puts: 65,629 (34%)
Current vs Prior 7-Day Avg +5.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 4.79% | 7.82%4.79% | 12.86%
Prior 5.33% | 7.93%5.33% | 13.01%
Current vs Prior -10.07% | -1.41%-10.07% | -1.14%
Prior 7-Day Avg 4.93% | 7.36%6.74% | 15.79%
Current vs 7-Day Avg -2.82% | +6.28%-28.86% | -18.56%
Prior 7-Day Eod 5.33% | 7.93%5.33% | 13.01%
Current vs 7-Day Eod -10.07% | -1.41%-10.07% | -1.14%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($200.0K) vs puts ($17.6K). Extreme bullish P/C ratio of 0.32 - heavy call buying (3,146 calls vs 998 puts). Call-heavy open interest (130,091 calls vs 73,078 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. 1 found (avg $0.19, cheapest $0.19)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Sep 40.180.20$0.1910.5%1070.273

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 18 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 280.462.30$1.38133.3%--0.9515
$7.00Aug 210.571.33$0.9580.0%--0.9173
$7.00Sep 181.001.33$1.1728.2%--0.8673
$7.50Aug 280.261.01$0.64117.2%--0.84110
$7.50Aug 210.390.68$0.5453.7%220.84189
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 280.681.84$1.2692.1%--1.00102
$9.00Aug 210.641.54$1.0982.6%--0.97266
$8.50Aug 210.510.91$0.7156.3%200.88165
$8.50Sep 40.571.03$0.8057.5%--0.7680
$8.50Oct 20.471.62$1.05109.5%--0.5641

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 2.0K, top 502)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Sep 250.190.50$0.3588.6%5020.333
$8.00Aug 210.070.24$0.16106.2%2770.451.4K
$8.50Aug 210.020.03$0.0333.3%1870.12704
$8.00Aug 280.200.50$0.3585.7%1480.57369
$9.00Aug 210.000.01$0.01100.0%660.03586
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Sep 40.180.20$0.1910.5%1070.273
$7.00Aug 280.000.05$0.03166.7%740.0750
$7.50Aug 280.000.13$0.07185.7%720.1839
$7.00Sep 180.010.18$0.10170.0%580.171.1K
$8.00Aug 210.150.30$0.2268.2%510.554.5K

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 21.6%, max 26.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.50Aug 21Sep 1164.6%55.3%16.7%22202
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.00Aug 21Oct 266.5%52.5%26.6%524.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 0.72, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7.50$8.00Aug 28$0.29$0.21$0.2984%0.72$7.79
$8.00$9.00Sep 18$0.24$0.76$0.2449%3.17$8.24
$8.00$8.50Sep 4$0.15$0.35$0.1560%2.33$8.15
$8.50$9.00Sep 25$0.11$0.39$0.1141%3.55$8.61
$8.00$8.50Sep 25$0.25$0.25$0.2552%1.00$8.25
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.00$7.50Aug 21$0.18$0.32$0.1855%1.78$7.82
$8.00$7.50Aug 28$0.20$0.30$0.2048%1.50$7.80
$7.50$7.00Sep 4$0.14$0.36$0.1427%2.57$7.36
$8.00$7.00Sep 18$0.47$0.53$0.4751%1.13$7.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 1.78, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.50$9.00Sep 11$0.32$0.32$0.1855%1.78$8.82
$8.00$8.50Aug 28$0.28$0.28$0.2243%1.27$8.28
$8.00$8.50Aug 21$0.13$0.13$0.3755%0.35$8.13
$8.00$8.50Sep 25$0.25$0.25$0.2548%1.00$8.25
$8.50$9.00Sep 25$0.11$0.11$0.3959%0.28$8.61
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7.50$7.00Sep 4$0.14$0.14$0.3673%0.39$7.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.12, cheapest $0.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Aug 21Aug 28$0.1966.5%56.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Aug 21Aug 28$0.0566.5%56.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 4.79% of stock, avg 9.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$8.00Aug 21$0.16$0.22$0.38$7.62$8.384.79%
$8.00Sep 4$0.34$0.21$0.55$7.45$8.556.94%
$7.50Aug 21$0.54$0.04$0.58$6.92$8.087.31%
$8.00Aug 28$0.35$0.27$0.62$7.38$8.627.82%
$7.50Aug 28$0.64$0.07$0.71$6.79$8.218.95%
$8.50Aug 21$0.03$0.71$0.74$7.76$9.249.33%
$8.50Sep 4$0.19$0.80$0.99$7.51$9.4912.48%
$7.50Sep 4$0.82$0.19$1.01$6.49$8.5112.74%
$8.00Sep 18$0.45$0.57$1.02$6.98$9.0212.86%
$7.50Sep 11$0.83$0.21$1.04$6.46$8.5413.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 0.76% of stock, avg 4.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$8.50$7.00Aug 21$0.03$0.03$0.06$6.94$8.56
$8.50$7.50Aug 21$0.03$0.04$0.07$7.43$8.57
$9.00$7.00Aug 28$0.05$0.03$0.08$6.92$9.08
$9.50$7.00Aug 28$0.06$0.03$0.09$6.91$9.59
$8.50$7.00Aug 28$0.07$0.03$0.10$6.90$8.60
$9.00$7.50Aug 28$0.05$0.07$0.12$7.38$9.12
$9.50$7.50Aug 28$0.06$0.07$0.13$7.37$9.63
$8.50$7.50Aug 28$0.07$0.07$0.14$7.36$8.64
$9.00$6.50Aug 28$0.05$0.17$0.22$6.28$9.22
$9.50$6.50Aug 28$0.06$0.17$0.23$6.27$9.73

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 1.00, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7.50$8.00$8.50Aug 21$0.25$0.2572%1.00
$8.00$8.50$9.00Aug 21$0.11$0.3942%3.55
$7.00$8.00$9.00Sep 18$0.48$0.5260%1.08
$8.00$8.50$9.00Sep 25$0.14$0.3620%2.57
$8.00$8.50$9.00Aug 28$0.26$0.2443%0.92
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7.00$7.50$8.00Aug 21$0.17$0.3346%1.94
$7.50$8.00$8.50Aug 21$0.31$0.1972%0.61
$7.00$7.50$8.00Aug 28$0.16$0.3441%2.12
$6.50$7.00$7.50Sep 4$0.11$0.3923%3.55
$6.50$7.00$7.50Aug 28$0.18$0.323%1.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.13, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$7.501:2Aug 21-$0.13$0.37
$7.50$8.001:2Aug 28-$0.06$0.44
$8.00$8.501:2Sep 25-$0.21$0.29
$9.00$9.501:2Aug 28-$0.07$0.43
$8.50$9.001:2Sep 25-$0.24$0.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$8.501:2Aug 21-$0.33$0.17
$8.00$7.501:2Sep 4-$0.17$0.33
$7.00$6.501:2Aug 28-$0.31$0.19
$7.50$6.501:2Sep 11-$0.53$0.47
$9.00$8.001:2Aug 28$0.72$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.40%, avg 2.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$9.00Sep 25$0.190.3313.5%2.40%15.89%5023
$9.00Sep 18$0.160.2613.5%2.02%15.51%55234
$8.50Sep 11$0.160.457.2%2.02%9.21%--33
$8.00Sep 25$0.330.530.9%4.16%5.04%--12
$8.50Sep 25$0.130.417.2%1.64%8.83%175
$9.00Sep 11$0.080.2413.5%1.01%14.50%--49
$8.00Sep 18$0.300.490.9%3.78%4.67%131.7K
$8.00Aug 28$0.200.570.9%2.52%3.40%148369
$8.00Aug 21$0.070.450.9%0.88%1.77%2771.4K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,146
Total Puts 998
Put/Call Ratio 0.32
Net Difference 2,148

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 24,891
Total Puts 10,092
Average Put/Call Ratio 0.43
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All