Tour v526
NVAX
NOVAVAX INC
$10.12 +8.00%
$10.08 (-0.40%)🌙
as of 09/01 06:04 PM
(8/31 18:03) ◀
|
Tuesday, September 1, 2026 (6:04pm)
January 2026
|
▶ (9/2 09:35)
◀ 9/1 18:04 ▶

Option Volume

Detail
ℹ
Current (09/01) 27,777
Calls: 25,600 (92%)
Puts: 2,177 (8%)
Prior (08/31) 19,906
Calls: 15,034 (76%)
Puts: 4,872 (24%)
Current vs Prior +39.54%
Calls: +70.28% (Calls)
Puts: -55.32% (Puts)
Prior 7-Day Total 125,337
Calls: 80,902 (65%)
Puts: 44,435 (35%)
Prior 7-Day Average 17,905
Calls: 11,557 (65%)
Puts: 6,347 (35%)
Current vs Prior 7-Day Avg +55.13%
Calls: +121.50%
Puts: -65.70%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/01) $1.88M
Calls: $1.79M (95%)
Puts: $89.1K (5%)
Prior (08/31) $1.48M
Calls: $953.6K (64%)
Puts: $529.5K (36%)
Current vs Prior +26.78%
Calls: +87.83%
Puts: -83.17%
Prior 7-Day Total $13.92M
Calls: $4.60M (33%)
Puts: $9.32M (67%)
Prior 7-Day Average $1.99M
Calls: $657.4K (33%)
Puts: $1.33M (67%)
Current vs Prior 7-Day Avg -5.46%
Calls: +172.43%
Puts: -93.30%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/01) 0.09
Prior (08/31) 0.32
Current vs Prior -73.76%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -90.69%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/01) 232,221
Calls: 143,693 (62%)
Puts: 88,528 (38%)
Prior (08/31) 224,042
Calls: 139,097 (62%)
Puts: 84,945 (38%)
Current vs Prior +3.65%
Prior 7-Day Total 1,564,482
Calls: 1,016,759 (65%)
Puts: 547,723 (35%)
Prior 7-Day Average 223,497
Calls: 145,251 (65%)
Puts: 78,246 (35%)
Current vs Prior 7-Day Avg +3.90%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 10.57% | 14.53%17.39% | 21.15%
Prior 5.76% | 10.25%13.55% | 20.38%
Current vs Prior +83.46% | +41.78%+28.31% | +3.74%
Prior 7-Day Avg 6.64% | 9.22%11.46% | 19.89%
Current vs 7-Day Avg +59.26% | +57.55%+51.77% | +6.33%
Prior 7-Day Eod 5.76% | 10.25%13.55% | 20.38%
Current vs 7-Day Eod +83.46% | +41.78%+28.31% | +3.74%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
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 16.10% | 35.97%
Calls: 20.00% | 2.70%
Puts: 12.20% | 69.23%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($1.79M) vs puts ($89.1K). Extreme bullish P/C ratio of 0.09 - heavy call buying (25,600 calls vs 2,177 puts). P/C ratio dropping 74% - sentiment shifting bullish. Call-heavy open interest (143,693 calls vs 88,528 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 BEARISH
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. 6 found (avg $0.53, cheapest $0.13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.120.14$0.1315.4%2.2K0.221.0K
$10.00Sep 40.410.46$0.4411.4%2.0K0.552.8K
$11.00Sep 180.390.44$0.4211.9%2700.361.3K
$10.00Sep 180.680.80$0.7416.2%1.7K0.564.0K
$10.00Sep 250.780.94$0.8618.6%3920.5630
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 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Sep 41.231.87$1.5541.3%60.96147
$9.00Sep 40.951.59$1.2750.4%1820.94326
$8.50Sep 111.371.88$1.6331.3%--0.8562
$8.50Sep 181.542.24$1.8937.0%40.85--
$8.50Sep 251.512.25$1.8839.4%20.8338
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Sep 41.432.27$1.8545.4%20.914
$11.50Sep 40.981.89$1.4463.2%110.873
$10.50Sep 40.330.93$0.6395.2%100.643
$11.00Oct 161.471.95$1.7128.1%--0.58220
$10.50Sep 180.841.20$1.0235.3%30.543

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 16.2K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.120.14$0.1315.4%2.2K0.221.0K
$10.00Sep 40.410.46$0.4411.4%2.0K0.552.8K
$10.50Sep 40.200.28$0.2433.3%1.9K0.36446
$10.00Sep 180.680.80$0.7416.2%1.7K0.564.0K
$10.00Oct 161.101.24$1.1712.0%1.1K0.584.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 40.300.42$0.3633.3%7060.4576
$9.50Sep 40.100.15$0.1338.5%3590.23163
$9.50Sep 180.350.64$0.5058.0%1750.34104
$10.00Sep 250.520.94$0.7357.5%1030.441
$9.50Sep 250.300.70$0.5080.0%1000.342

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 46.0%, max 66.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Sep 4Oct 16119.8%71.8%66.8%2.4K3.6K
$10.00Sep 4Oct 16110.3%74.3%48.4%3.2K7.6K
$10.50Sep 4Oct 2114.2%82.0%39.3%1.9K461
$9.50Sep 4Oct 996.4%70.5%36.6%122196
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Sep 4Oct 16110.3%74.3%48.4%706304
$9.50Sep 4Oct 996.4%70.5%36.6%376166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 6.69, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$12.00Oct 16$0.13$0.87$0.1342%6.69$11.13
$8.50$9.00Sep 4$0.28$0.22$0.2896%0.79$8.78
$9.00$9.50Oct 9$0.17$0.33$0.1774%1.94$9.17
$9.00$10.00Oct 16$0.50$0.50$0.5072%1.00$9.50
$9.00$10.00Oct 2$0.51$0.49$0.5174%0.96$9.51
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$9.50Sep 18$0.13$0.37$0.1344%2.85$9.87
$10.50$10.00Sep 4$0.27$0.23$0.2764%0.85$10.23
$9.50$9.00Sep 18$0.15$0.35$0.1534%2.33$9.35
$9.50$9.00Sep 25$0.15$0.35$0.1534%2.33$9.35
$10.00$9.50Sep 25$0.23$0.27$0.2344%1.17$9.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 2.33, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Sep 11$0.15$0.15$0.3570%0.43$11.15
$11.50$12.00Sep 18$0.14$0.14$0.3673%0.39$11.64
$11.50$12.00Sep 25$0.18$0.18$0.3266%0.56$11.68
$10.50$11.00Sep 18$0.23$0.23$0.2754%0.85$10.73
$10.50$11.00Sep 11$0.18$0.18$0.3257%0.56$10.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.50Oct 9$0.35$0.35$0.1555%2.33$9.65
$9.00$8.50Sep 18$0.19$0.19$0.3175%0.61$8.81
$9.50$9.00Sep 11$0.21$0.21$0.2968%0.72$9.29
$10.00$9.50Sep 4$0.23$0.23$0.2755%0.85$9.77
$9.50$8.50Oct 9$0.33$0.33$0.6763%0.49$9.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.28, cheapest $0.27)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.20114.2%89.9%
$10.00Sep 4Sep 11$0.24110.3%90.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Sep 4Sep 18$0.27110.3%78.4%
$10.50Sep 4Sep 18$0.39114.2%94.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 7.91% of stock, avg 15.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Sep 4$0.44$0.36$0.80$9.20$10.807.91%
$10.50Sep 4$0.24$0.63$0.87$9.63$11.378.60%
$9.50Sep 4$0.79$0.13$0.92$8.58$10.429.09%
$9.50Sep 11$0.89$0.37$1.26$8.24$10.7612.45%
$10.00Sep 18$0.74$0.63$1.37$8.63$11.3713.54%
$9.50Sep 18$1.05$0.50$1.55$7.95$11.0515.32%
$10.00Sep 25$0.86$0.73$1.59$8.41$11.5915.71%
$9.50Sep 25$1.16$0.50$1.66$7.84$11.1616.40%
$10.50Sep 18$0.65$1.02$1.67$8.83$12.1716.50%
$9.50Oct 9$1.34$0.68$2.02$7.48$11.5219.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.79% of stock, avg 6.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$8.50Sep 4$0.05$0.03$0.08$8.42$12.08
$12.00$9.00Sep 4$0.05$0.04$0.09$8.91$12.09
$11.50$8.50Sep 4$0.07$0.03$0.10$8.40$11.60
$11.50$9.00Sep 4$0.07$0.04$0.11$8.89$11.61
$11.00$8.50Sep 4$0.13$0.03$0.16$8.34$11.16
$11.00$9.00Sep 4$0.13$0.04$0.17$8.83$11.17
$12.00$9.50Sep 4$0.05$0.13$0.18$9.32$12.18
$11.50$9.50Sep 4$0.07$0.13$0.20$9.30$11.70
$12.00$8.50Sep 11$0.08$0.15$0.23$8.27$12.23
$12.00$9.00Sep 11$0.08$0.16$0.24$8.76$12.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.94, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
8/912/12Sep 18$0.33$0.1748%1.94$8.67$11.83
9/1011/12Sep 11$0.36$0.1438%2.57$9.14$11.36
8/912/12Sep 25$0.33$0.1740%1.94$8.67$11.83
9/1012/12Sep 25$0.33$0.1732%1.94$9.17$11.83
9/1012/12Sep 18$0.29$0.2139%1.38$9.21$11.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Sep 11$0.06$0.4426%7.33
$10.00$10.50$11.00Sep 4$0.09$0.4133%4.56
$9.00$9.50$10.00Sep 4$0.13$0.3739%2.85
$9.50$10.00$10.50Sep 4$0.15$0.3542%2.33
$9.00$9.50$10.00Sep 18$0.07$0.4319%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Sep 4$0.14$0.3636%2.57
$9.00$9.50$10.00Sep 25$0.08$0.4219%5.25
$8.50$9.00$9.50Sep 4$0.08$0.4218%5.25
$8.50$9.00$9.50Sep 11$0.20$0.3017%1.50
$9.00$10.00$11.00Oct 16$0.35$0.6529%1.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.21, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$11.001:2Oct 16-$0.21$0.79
$9.50$10.001:2Sep 4-$0.09$0.41
$9.00$10.001:2Oct 2-$0.44$0.56
$9.00$9.501:2Sep 4-$0.31$0.19
$10.50$11.001:2Sep 11-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Oct 16-$0.23$0.77
$10.50$10.001:2Sep 4-$0.09$0.41
$10.00$9.001:2Oct 16-$0.19$0.81
$9.00$8.501:2Sep 25-$0.05$0.45
$10.50$10.001:2Sep 18-$0.24$0.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 5.14%, avg 3.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 16$0.520.3418.6%5.14%23.72%54706
$11.00Oct 16$0.500.428.7%4.94%13.64%1802.6K
$11.00Sep 25$0.420.398.7%4.15%12.85%42932
$10.50Sep 18$0.540.463.8%5.34%9.09%4202.4K
$11.00Sep 18$0.390.368.7%3.85%12.55%2701.3K
$10.50Oct 2$0.530.463.8%5.24%8.99%215
$11.00Oct 2$0.290.408.7%2.87%11.56%511
$12.00Sep 25$0.100.2618.6%0.99%19.57%1112
$12.00Oct 2$0.100.2618.6%0.99%19.57%33
$10.50Sep 25$0.390.463.8%3.85%7.61%12059

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 25,600
Total Puts 2,177
Put/Call Ratio 0.09
Net Difference 23,423

Prior's Put/Call Breakdown

Total Calls 15,034
Total Puts 4,872
Put/Call Ratio 0.32
Net Difference 10,162

Prior 7-Day Put/Call Summary

Total Calls 80,902
Total Puts 44,435
Average Put/Call Ratio 0.91
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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