Tour v526
NVAX
NOVAVAX INC
$8.94 +6.18%
$8.95 (+0.11%)🌙
as of 08/21 06:04 PM
8/21 18:04

Option Volume

Detail
Current (08/21) 25,678
Calls: 24,375 (95%)
Puts: 1,303 (5%)
Prior (08/20) 12,566
Calls: 10,146 (81%)
Puts: 2,420 (19%)
Current vs Prior +104.35%
Calls: +140.24% (Calls)
Puts: -46.16% (Puts)
Prior 7-Day Total 82,439
Calls: 69,558 (84%)
Puts: 12,881 (16%)
Prior 7-Day Average 11,777
Calls: 9,936 (84%)
Puts: 1,840 (16%)
Current vs Prior 7-Day Avg +118.04%
Calls: +145.30%
Puts: -29.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $1.34M
Calls: $1.28M (95%)
Puts: $61.9K (5%)
Prior (08/20) $511.1K
Calls: $419.9K (82%)
Puts: $91.1K (18%)
Current vs Prior +162.17%
Calls: +204.32%
Puts: -32.05%
Prior 7-Day Total $3.63M
Calls: $3.22M (89%)
Puts: $413.2K (11%)
Prior 7-Day Average $519.1K
Calls: $460.0K (89%)
Puts: $59.0K (11%)
Current vs Prior 7-Day Avg +158.14%
Calls: +177.80%
Puts: +4.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.05
Prior (08/20) 0.24
Current vs Prior -77.59%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -85.33%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 226,448
Calls: 151,999 (67%)
Puts: 74,449 (33%)
Prior (08/20) 222,801
Calls: 148,832 (67%)
Puts: 73,969 (33%)
Current vs Prior +1.64%
Prior 7-Day Total 1,452,368
Calls: 942,908 (65%)
Puts: 509,460 (35%)
Prior 7-Day Average 207,481
Calls: 134,701 (65%)
Puts: 72,780 (35%)
Current vs Prior 7-Day Avg +9.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.57% | 7.94%2.57% | 16.55%
Prior 4.51% | 9.50%4.51% | 16.86%
Current vs Prior +75.97% | +11.84%-42.99% | -1.84%
Prior 7-Day Avg 5.04% | 7.99%5.69% | 14.89%
Current vs 7-Day Avg +57.67% | +33.01%-54.77% | +11.16%
Prior 7-Day Eod 4.51% | 9.50%4.51% | 16.86%
Current vs 7-Day Eod +75.97% | +11.84%-42.99% | -1.84%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.10% | 35.97%
Calls: 20.00% | 2.70%
Puts: 12.20% | 69.23%
Prior 16.10% | 35.97%
Calls: 20.00% | 2.70%
Puts: 12.20% | 69.23%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 55.11% | 43.17%
Calls: 56.74% | 30.85%
Puts: 53.49% | 55.49%
Current vs 7-Day Avg -70.79% | -16.68%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($1.28M) vs puts ($61.9K). Massive premium surge with dollar volume up 162% vs prior. Dollar volume significantly above 7-day average (158% higher). Unusually high activity with volume up 104% vs prior - elevated interest.

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 $0.52, cheapest $0.63)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Aug 280.580.68$0.6315.9%870.77491
$10.00Sep 180.380.43$0.4112.2%2.5K0.342.9K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Aug 210.320.74$0.5379.2%5861.001.2K
$8.00Aug 210.511.28$0.9085.6%1540.961.4K
$7.50Aug 211.121.64$1.3837.7%240.91133
$8.00Aug 280.761.20$0.9844.9%1140.90813
$7.50Sep 41.291.90$1.6038.1%140.8815
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 210.641.50$1.0780.4%50.972
$9.50Aug 210.070.99$0.53173.6%50.9615
$10.50Aug 211.311.96$1.6439.6%30.953
$10.50Sep 41.301.91$1.6137.9%10.841
$9.50Aug 280.460.90$0.6864.7%20.70--

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 21.0K, top 4.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Aug 210.000.01$0.01100.0%4.3K0.041.3K
$9.00Aug 210.000.11$0.06183.3%3.6K0.364.3K
$9.50Aug 280.150.25$0.2050.0%2.9K0.34572
$10.00Sep 180.380.43$0.4112.2%2.5K0.342.9K
$9.00Aug 280.340.42$0.3821.1%2.1K0.556.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 210.000.34$0.17200.0%5190.64271
$9.00Aug 280.210.44$0.3369.7%1520.48201
$8.50Sep 110.350.45$0.4025.0%1000.352
$8.00Aug 280.030.08$0.0683.3%920.11787
$8.00Sep 180.270.35$0.3125.8%570.27195

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 347.3%, max 347.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Aug 21Sep 25336.4%75.2%347.3%4.1K4.8K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Aug 21Sep 25336.4%75.2%347.3%521280

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 2.66, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.50$10.00Oct 2$0.41$1.09$0.4160%2.66$8.91
$7.50$8.00Sep 4$0.29$0.21$0.2988%0.72$7.79
$8.00$8.50Sep 11$0.21$0.29$0.2177%1.38$8.21
$9.00$10.00Sep 18$0.27$0.73$0.2751%2.70$9.27
$8.50$9.00Aug 28$0.25$0.25$0.2577%1.00$8.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.50$8.00Sep 25$0.11$0.39$0.1139%3.55$8.39
$9.00$8.50Sep 4$0.17$0.33$0.1749%1.94$8.83
$9.00$8.50Sep 11$0.19$0.31$0.1948%1.63$8.81
$9.00$8.50Aug 28$0.20$0.30$0.2048%1.50$8.80
$8.50$8.00Sep 11$0.17$0.33$0.1735%1.94$8.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.85, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$10.50Oct 2$0.24$0.24$0.2663%0.92$10.24
$10.00$10.50Sep 4$0.18$0.18$0.3270%0.56$10.18
$9.50$10.00Aug 28$0.12$0.12$0.3866%0.32$9.62
$9.00$9.50Sep 4$0.21$0.21$0.2949%0.72$9.21
$9.00$9.50Aug 28$0.18$0.18$0.3245%0.56$9.18
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.50$8.00Sep 4$0.23$0.23$0.2766%0.85$8.27
$8.50$8.00Sep 11$0.17$0.17$0.3365%0.52$8.33
$8.50$8.00Sep 25$0.11$0.11$0.3961%0.28$8.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.24, cheapest $0.16)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Aug 21Aug 28$0.32336.4%69.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Aug 21Aug 28$0.16336.4%69.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.57% of stock, avg 11.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.00Aug 21$0.06$0.17$0.23$8.77$9.232.57%
$8.50Aug 21$0.53$0.01$0.54$7.96$9.046.04%
$9.50Aug 21$0.01$0.53$0.54$8.96$10.046.04%
$9.00Aug 28$0.38$0.33$0.71$8.29$9.717.94%
$8.50Aug 28$0.63$0.13$0.76$7.74$9.268.50%
$9.50Aug 28$0.20$0.68$0.88$8.62$10.389.84%
$9.00Sep 4$0.45$0.50$0.95$8.05$9.9510.63%
$9.00Sep 11$0.57$0.59$1.16$7.84$10.1612.98%
$8.50Sep 4$0.90$0.33$1.23$7.27$9.7313.76%
$8.50Sep 11$0.97$0.40$1.37$7.13$9.8715.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 46 found (cheapest 0.89% of stock, avg 6.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$9.00$8.00Aug 21$0.06$0.02$0.08$7.92$9.08
$10.50$8.00Aug 28$0.06$0.06$0.12$7.88$10.62
$10.00$8.00Aug 28$0.08$0.06$0.14$7.86$10.14
$9.00$7.50Aug 21$0.06$0.05$0.11$7.39$9.11
$10.50$7.50Sep 4$0.10$0.08$0.18$7.32$10.68
$10.50$8.00Sep 4$0.10$0.10$0.20$7.80$10.70
$10.50$8.50Aug 28$0.06$0.13$0.19$8.31$10.69
$10.00$8.50Aug 28$0.08$0.13$0.21$8.29$10.21
$10.00$7.50Aug 28$0.08$0.25$0.33$7.17$10.33
$10.50$7.50Aug 28$0.06$0.25$0.31$7.19$10.81

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. 24 found (best R:R 1.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.50$9.00$9.50Aug 28$0.07$0.4342%6.14
$9.00$9.50$10.00Aug 28$0.06$0.4437%7.33
$8.50$9.00$9.50Aug 21$0.42$0.0896%0.19
$8.00$8.50$9.00Aug 28$0.10$0.4035%4.00
$9.00$9.50$10.00Sep 11$0.09$0.4121%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.50$9.00$9.50Aug 21$0.20$0.3091%1.50
$8.00$8.50$9.00Aug 21$0.17$0.3358%1.94
$8.00$9.00$10.00Sep 18$0.24$0.7639%3.17
$8.50$9.00$9.50Aug 28$0.15$0.3545%2.33
$8.00$8.50$9.00Aug 28$0.13$0.3736%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.06, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$9.001:2Sep 18-$0.06$0.94
$8.50$10.001:2Oct 2-$0.15$1.35
$8.00$8.501:2Aug 21-$0.16$0.34
$9.00$10.001:2Sep 18-$0.14$0.86
$9.50$10.501:2Sep 25-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Sep 18-$0.07$0.93
$9.00$8.501:2Sep 25-$0.07$0.43
$8.50$8.001:2Sep 11-$0.06$0.44
$9.00$8.501:2Sep 4-$0.16$0.34
$8.00$7.501:2Sep 4-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 4.25%, avg 3.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.00Sep 18$0.380.3411.9%4.25%16.11%2.5K2.9K
$10.00Oct 2$0.290.3711.9%3.24%15.10%619
$9.50Sep 25$0.430.436.3%4.81%11.07%14--
$10.50Oct 2$0.190.2717.4%2.13%19.57%106
$9.00Sep 25$0.580.500.7%6.49%7.16%507515
$10.00Sep 11$0.250.3111.9%2.80%14.65%7544
$9.00Sep 18$0.520.510.7%5.82%6.49%201440
$9.50Sep 11$0.270.406.3%3.02%9.28%--11
$9.00Aug 28$0.340.550.7%3.80%4.47%2.1K6.3K
$9.00Sep 11$0.330.520.7%3.69%4.36%250

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 24,375
Total Puts 1,303
Put/Call Ratio 0.05
Net Difference 23,072

Prior's Put/Call Breakdown

Total Calls 10,146
Total Puts 2,420
Put/Call Ratio 0.24
Net Difference 7,726

Prior 7-Day Put/Call Summary

Total Calls 69,558
Total Puts 12,881
Average Put/Call Ratio 0.36
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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