Tour v526
NVAX
NOVAVAX INC
$9.05 -1.74%
$9.11 (+0.61%)🌙
as of 08/27 06:03 PM
8/27 18:03

Option Volume

Detail
Current (08/27) 3,845
Calls: 2,964 (77%)
Puts: 881 (23%)
Prior (08/26) 34,683
Calls: 4,951 (14%)
Puts: 29,732 (86%)
Current vs Prior -88.91%
Calls: -40.13% (Calls)
Puts: -97.04% (Puts)
Prior 7-Day Total 145,505
Calls: 103,987 (71%)
Puts: 41,518 (29%)
Prior 7-Day Average 20,786
Calls: 14,855 (71%)
Puts: 5,931 (29%)
Current vs Prior 7-Day Avg -81.50%
Calls: -80.05%
Puts: -85.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $221.6K
Calls: $166.8K (75%)
Puts: $54.8K (25%)
Prior (08/26) $8.43M
Calls: $394.2K (5%)
Puts: $8.03M (95%)
Current vs Prior -97.37%
Calls: -57.67%
Puts: -99.32%
Prior 7-Day Total $14.01M
Calls: $5.47M (39%)
Puts: $8.54M (61%)
Prior 7-Day Average $2.00M
Calls: $781.4K (39%)
Puts: $1.22M (61%)
Current vs Prior 7-Day Avg -88.93%
Calls: -78.65%
Puts: -95.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.30
Prior (08/26) 6.01
Current vs Prior -95.05%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -66.12%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 232,728
Calls: 146,385 (63%)
Puts: 86,343 (37%)
Prior (08/26) 216,452
Calls: 144,982 (67%)
Puts: 71,470 (33%)
Current vs Prior +7.52%
Prior 7-Day Total 1,481,770
Calls: 973,185 (66%)
Puts: 508,585 (34%)
Prior 7-Day Average 211,681
Calls: 139,026 (66%)
Puts: 72,655 (34%)
Current vs Prior 7-Day Avg +9.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 4.09% | 6.30%13.92% | 23.31%
Prior 6.30% | 9.34%14.66% | 19.98%
Current vs Prior -35.08% | -32.55%-5.02% | +16.70%
Prior 7-Day Avg 6.33% | 9.11%7.92% | 16.97%
Current vs 7-Day Avg -35.38% | -30.84%+75.81% | +37.38%
Prior 7-Day Eod 6.30% | 9.34%14.66% | 19.98%
Current vs 7-Day Eod -35.08% | -32.55%-5.02% | +16.70%
Sentiment BULLISHBULLISH

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 31.71% | 38.85%
Calls: 34.69% | 13.96%
Puts: 28.71% | 63.74%
Current vs 7-Day Avg -49.22% | -7.41%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($166.8K) vs puts ($54.8K). Light premium activity with dollar volume down 97% vs prior. Below-average activity with volume down 89% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (2,964 calls vs 881 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 $0.68, cheapest $0.68)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Sep 180.610.74$0.6819.1%420.56537
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Aug 281.331.74$1.5426.6%21.00111
$8.50Aug 280.490.89$0.6958.0%330.99410
$7.50Sep 41.152.25$1.7064.7%--0.9615
$7.50Sep 111.182.70$1.9478.4%--0.9213
$8.00Sep 41.041.35$1.2025.8%630.9068
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Aug 280.832.09$1.4686.3%20.935
$10.00Aug 280.591.56$1.0889.8%10.924
$10.00Sep 41.011.32$1.1726.5%10.807
$9.50Aug 280.220.63$0.4395.3%430.7915
$10.00Sep 181.161.42$1.2920.2%--0.6715

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 2.9K, top 612)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 280.160.22$0.1931.6%6120.534.7K
$10.00Aug 280.010.03$0.02100.0%4440.072.0K
$9.50Aug 280.040.09$0.0771.4%2210.211.9K
$10.00Sep 180.300.38$0.3423.5%1800.343.6K
$9.50Sep 110.000.46$0.23200.0%1400.3723
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Sep 40.000.40$0.20200.0%2370.4464
$9.00Aug 280.100.25$0.1883.3%1290.48661
$8.00Sep 250.260.33$0.3023.3%1060.2530
$8.50Aug 280.000.03$0.02150.0%810.08512
$8.50Sep 110.050.27$0.16137.5%500.25105

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 140.5%, max 285.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.00Aug 28Sep 18256.6%66.6%285.1%202.3K
$9.50Aug 28Sep 25124.7%92.3%35.1%2211.9K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.00Aug 28Sep 25256.6%71.5%259.0%1071.2K
$9.50Aug 28Sep 18124.7%72.9%71.0%46120
$9.00Aug 28Sep 25100.7%66.1%52.3%133671

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 2.19, avg 2.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.50$10.00Oct 2$0.47$1.03$0.4767%2.19$8.97
$9.00$9.50Sep 4$0.12$0.38$0.1257%3.17$9.12
$9.50$10.00Sep 18$0.13$0.37$0.1344%2.85$9.63
$9.00$9.50Sep 18$0.21$0.29$0.2156%1.38$9.21
$8.50$9.00Sep 25$0.27$0.23$0.2766%0.85$8.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$9.00Aug 28$0.25$0.25$0.2579%1.00$9.25
$10.00$9.50Sep 18$0.30$0.20$0.3067%0.67$9.70
$9.00$8.00Sep 25$0.37$0.63$0.3746%1.70$8.63
$8.50$8.00Sep 4$0.12$0.38$0.1226%3.17$8.38
$9.00$8.50Aug 28$0.16$0.34$0.1648%2.12$8.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 3.55, avg 0.83)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.50$10.00Sep 25$0.39$0.39$0.1153%3.55$9.89
$9.50$10.00Sep 4$0.13$0.13$0.3763%0.35$9.63
$9.50$10.00Sep 18$0.13$0.13$0.3756%0.35$9.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.00$8.00Sep 18$0.40$0.40$0.6055%0.67$8.60
$8.00$7.50Aug 28$0.10$0.10$0.4084%0.25$7.90
$9.00$8.50Sep 11$0.24$0.24$0.2656%0.92$8.76
$9.00$8.50Aug 28$0.16$0.16$0.3452%0.47$8.84
$8.50$8.00Sep 4$0.12$0.12$0.3874%0.32$8.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.18, cheapest $0.18)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Aug 28Sep 4$0.18100.7%44.5%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 4.09% of stock, avg 10.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.00Aug 28$0.19$0.18$0.37$8.63$9.374.09%
$9.50Aug 28$0.07$0.43$0.50$9.00$10.005.52%
$9.00Sep 4$0.37$0.20$0.57$8.43$9.576.30%
$8.50Aug 28$0.69$0.02$0.71$7.79$9.217.85%
$9.50Sep 4$0.25$0.67$0.92$8.58$10.4210.17%
$9.00Sep 11$0.52$0.40$0.92$8.08$9.9210.17%
$8.50Sep 4$0.82$0.17$0.99$7.51$9.4910.94%
$8.50Sep 11$0.89$0.16$1.05$7.45$9.5511.60%
$9.00Sep 18$0.68$0.58$1.26$7.74$10.2613.92%
$9.00Sep 25$0.69$0.67$1.36$7.64$10.3615.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 46 found (cheapest 0.44% of stock, avg 5.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$10.00$8.50Aug 28$0.02$0.02$0.04$8.46$10.04
$10.50$8.50Aug 28$0.03$0.02$0.05$8.45$10.55
$9.50$8.50Aug 28$0.07$0.02$0.09$8.41$9.59
$10.50$8.00Sep 4$0.08$0.05$0.13$7.87$10.63
$10.00$8.00Aug 28$0.02$0.11$0.13$7.87$10.13
$10.50$8.00Aug 28$0.03$0.11$0.14$7.86$10.64
$9.50$8.00Aug 28$0.07$0.11$0.18$7.82$9.68
$10.00$8.00Sep 4$0.12$0.05$0.17$7.83$10.17
$10.50$8.50Sep 4$0.08$0.17$0.25$8.25$10.75
$10.00$8.50Sep 4$0.12$0.17$0.29$8.21$10.29

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. 20 found (best R:R 4.56, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Aug 28$0.07$0.4346%6.14
$8.50$9.00$9.50Sep 11$0.08$0.4239%5.25
$9.00$9.50$10.00Sep 18$0.08$0.4222%5.25
$9.50$10.00$10.50Aug 28$0.06$0.4414%7.33
$9.50$10.00$10.50Sep 4$0.09$0.4123%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.50$9.00$9.50Aug 28$0.09$0.4170%4.56
$7.50$8.00$8.50Sep 4$0.09$0.4122%4.56
$8.00$8.50$9.00Sep 11$0.19$0.3129%1.63
$8.00$8.50$9.00Aug 28$0.25$0.2532%1.00
$9.00$9.50$10.00Aug 28$0.40$0.1045%0.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.17, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.50$9.001:2Sep 11-$0.15$0.35
$8.00$8.501:2Aug 28-$0.33$0.17
$9.00$9.501:2Sep 4-$0.13$0.37
$8.00$8.501:2Sep 11-$0.41$0.09
$8.00$8.501:2Sep 4-$0.44$0.06
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.501:2Sep 4-$0.17$0.33
$9.50$9.001:2Sep 18-$0.17$0.33
$8.50$8.001:2Sep 11-$0.06$0.44
$9.00$8.501:2Sep 4-$0.14$0.36
$8.00$7.501:2Sep 25-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 3.31%, avg 2.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.00Sep 18$0.300.3410.5%3.31%13.81%1803.6K
$10.50Sep 18$0.200.2616.0%2.21%18.23%1202.5K
$9.50Sep 25$0.340.475.0%3.76%8.73%--15
$10.50Sep 25$0.110.2716.0%1.22%17.24%--43
$10.00Oct 2$0.120.3810.5%1.33%11.82%--21
$9.50Sep 18$0.240.435.0%2.65%7.62%4637
$9.50Sep 4$0.180.375.0%1.99%6.96%961
$10.00Sep 11$0.060.2710.5%0.66%11.16%8202
$10.00Sep 4$0.090.2110.5%0.99%11.49%27801

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 2,964
Total Puts 881
Put/Call Ratio 0.30
Net Difference 2,083

Prior's Put/Call Breakdown

Total Calls 4,951
Total Puts 29,732
Put/Call Ratio 6.01
Net Difference -24,781

Prior 7-Day Put/Call Summary

Total Calls 103,987
Total Puts 41,518
Average Put/Call Ratio 0.88
Ratio Trend Falling

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