Tour v528
NVAX
NOVAVAX INC
$10.60 +0.47%
$10.55 (-0.47%)🌙
as of 09/24 06:03 PM
◀ 9/24 18:03 ▶

Option Volume

Detail
ℹ
Current (09/24) 3,050
Calls: 2,563 (84%)
Puts: 487 (16%)
Prior (09/21) 12,907
Calls: 10,719 (83%)
Puts: 2,188 (17%)
Current vs Prior -76.37%
Calls: -76.09% (Calls)
Puts: -77.74% (Puts)
Prior 7-Day Total 57,072
Calls: 48,415 (85%)
Puts: 8,657 (15%)
Prior 7-Day Average 8,153
Calls: 6,916 (85%)
Puts: 1,236 (15%)
Current vs Prior 7-Day Avg -62.59%
Calls: -62.94%
Puts: -60.62%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $206.5K
Calls: $187.4K (91%)
Puts: $19.1K (9%)
Prior (09/21) $771.4K
Calls: $636.1K (82%)
Puts: $135.3K (18%)
Current vs Prior -73.24%
Calls: -70.54%
Puts: -85.89%
Prior 7-Day Total $3.59M
Calls: $3.13M (87%)
Puts: $457.0K (13%)
Prior 7-Day Average $513.0K
Calls: $447.7K (87%)
Puts: $65.3K (13%)
Current vs Prior 7-Day Avg -59.75%
Calls: -58.15%
Puts: -70.77%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.19
Prior (09/21) 0.20
Current vs Prior -6.91%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -24.26%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 239,481
Calls: 150,941 (63%)
Puts: 88,540 (37%)
Prior (09/21) 223,679
Calls: 137,962 (62%)
Puts: 85,717 (38%)
Current vs Prior +7.06%
Prior 7-Day Total 1,662,880
Calls: 1,040,472 (63%)
Puts: 622,408 (37%)
Prior 7-Day Average 237,554
Calls: 148,638 (63%)
Puts: 88,915 (37%)
Current vs Prior 7-Day Avg +0.81%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 6.04% | 9.72%19.43% | 26.60%
Prior 9.80% | 14.60%18.44% | 25.07%
Current vs Prior -38.38% | -33.45%+5.37% | +6.11%
Prior 7-Day Avg 7.54% | 11.32%7.99% | 18.18%
Current vs 7-Day Avg -19.87% | -14.19%+143.14% | +46.37%
Prior 7-Day Eod 9.80% | 14.60%18.44% | 25.07%
Current vs 7-Day Eod -38.38% | -33.45%+5.37% | +6.11%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 56.88% | 30.21%
Calls: 10.42% | 26.09%
Puts: 103.33% | 34.33%
Prior 56.88% | 30.21%
Calls: 10.42% | 26.09%
Puts: 103.33% | 34.33%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 56.88% | 30.21%
Calls: 10.42% | 26.09%
Puts: 103.33% | 34.33%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($187.4K) vs puts ($19.1K). Light premium activity with dollar volume down 73% vs prior. Below-average activity with volume down 76% vs prior. Extreme bullish P/C ratio of 0.19 - heavy call buying (2,563 calls vs 487 puts).

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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Sep 251.412.17$1.7942.5%451.00341
$9.00Oct 20.553.60$2.08146.6%--1.0020
$9.50Oct 20.751.95$1.3588.9%51.0015
$9.00Oct 91.252.41$1.8363.4%41.006
$10.00Sep 250.420.73$0.5754.4%240.971.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Sep 250.171.67$0.92163.0%--0.9212
$11.00Sep 250.000.85$0.43197.7%20.8215
$11.00Oct 20.301.13$0.72115.3%50.652
$10.50Oct 20.320.65$0.4967.3%30.5517
$11.00Oct 160.931.47$1.2045.0%--0.54220

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 2.1K, top 434)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 250.020.07$0.05100.0%4340.182.7K
$12.00Sep 250.010.02$0.0250.0%2540.051.2K
$11.50Oct 20.100.21$0.1668.7%2170.22495
$10.50Sep 250.130.28$0.2171.4%1640.582.7K
$10.00Oct 160.911.21$1.0628.3%1050.674.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 250.010.04$0.03100.0%1910.11690
$10.50Sep 250.000.27$0.14192.9%1500.44192
$9.00Oct 230.080.55$0.32146.9%230.2023
$10.50Oct 160.410.98$0.7081.4%170.4410
$10.00Oct 20.120.25$0.1968.4%120.32215

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 158.9%, max 357.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Sep 25Oct 30380.0%83.2%357.0%3590
$9.50Sep 25Oct 23226.2%59.1%282.4%4202
$11.00Sep 25Oct 3088.6%76.9%15.2%4352.9K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Sep 25Oct 23226.2%59.1%282.4%3301
$11.00Sep 25Oct 3088.6%76.9%15.2%230
$10.50Sep 25Oct 1675.0%73.8%1.5%167202

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 1.00, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$11.00Oct 23$0.75$0.75$0.7577%1.00$10.25
$9.00$9.50Oct 9$0.33$0.17$0.33100%0.52$9.33
$10.00$10.50Oct 30$0.17$0.33$0.1763%1.94$10.17
$11.00$12.00Oct 30$0.26$0.74$0.2646%2.85$11.26
$10.00$10.50Oct 16$0.20$0.30$0.2066%1.50$10.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$10.00Nov 6$0.76$1.24$0.7651%1.63$11.24
$11.00$10.50Oct 2$0.23$0.27$0.2365%1.17$10.77
$11.00$10.50Sep 25$0.29$0.21$0.2982%0.72$10.71
$10.50$10.00Oct 16$0.19$0.31$0.1944%1.63$10.31
$10.50$10.00Sep 25$0.11$0.39$0.1144%3.55$10.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.63, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Oct 23$0.35$0.35$0.1553%2.33$11.35
$11.50$12.00Oct 9$0.17$0.17$0.3368%0.52$11.67
$11.00$11.50Oct 2$0.13$0.13$0.3766%0.35$11.13
$11.00$11.50Oct 16$0.20$0.20$0.3053%0.67$11.20
$11.50$12.00Oct 16$0.13$0.13$0.3763%0.35$11.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.50Oct 9$0.31$0.31$0.1963%1.63$9.69
$10.00$9.50Oct 16$0.26$0.26$0.2466%1.08$9.74
$9.50$9.00Sep 25$0.10$0.10$0.4084%0.25$9.40
$10.50$10.00Oct 2$0.30$0.30$0.2045%1.50$10.20
$10.00$9.00Oct 30$0.33$0.33$0.6763%0.49$9.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.22, cheapest $0.10)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 25Oct 2$0.1075.0%59.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 25Oct 2$0.3575.0%59.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 3.30% of stock, avg 11.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Sep 25$0.21$0.14$0.35$10.15$10.853.30%
$11.00Sep 25$0.05$0.43$0.48$10.52$11.484.53%
$10.00Sep 25$0.57$0.03$0.60$9.40$10.605.66%
$10.50Oct 2$0.31$0.49$0.80$9.70$11.307.55%
$10.00Oct 2$0.73$0.19$0.92$9.08$10.928.68%
$11.50Sep 25$0.02$0.92$0.94$10.56$12.448.87%
$11.00Oct 2$0.29$0.72$1.01$9.99$12.019.53%
$10.50Oct 9$0.58$0.72$1.30$9.20$11.8012.26%
$10.00Oct 9$0.91$0.45$1.36$8.64$11.3612.83%
$10.50Oct 16$0.86$0.70$1.56$8.94$12.0614.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 0.47% of stock, avg 5.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$10.00Sep 25$0.02$0.03$0.05$9.95$11.55
$11.00$10.00Sep 25$0.05$0.03$0.08$9.92$11.08
$11.50$8.50Sep 25$0.02$0.11$0.13$8.37$11.63
$12.50$9.00Oct 2$0.06$0.08$0.14$8.86$12.64
$11.50$9.50Sep 25$0.02$0.11$0.13$9.37$11.63
$11.00$9.50Sep 25$0.05$0.11$0.16$9.34$11.16
$11.00$8.50Sep 25$0.05$0.11$0.16$8.34$11.16
$12.00$9.00Oct 2$0.11$0.08$0.19$8.81$12.19
$12.50$9.50Oct 2$0.06$0.13$0.19$9.31$12.69
$12.00$9.50Oct 2$0.11$0.13$0.24$9.26$12.24

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. 26 found (best R:R 1.50, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Sep 25$0.20$0.3079%1.50
$10.50$11.00$11.50Sep 25$0.13$0.3750%2.85
$11.00$11.50$12.00Oct 16$0.07$0.4318%6.14
$11.00$11.50$12.00Oct 2$0.08$0.4220%5.25
$9.50$10.00$10.50Oct 2$0.20$0.3050%1.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Sep 25$0.18$0.3271%1.78
$10.50$11.00$11.50Sep 25$0.20$0.3048%1.50
$9.00$10.00$11.00Oct 30$0.24$0.7630%3.17
$8.50$9.00$9.50Oct 9$0.10$0.406%4.00
$9.50$10.00$10.50Sep 25$0.19$0.3128%1.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.28, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$10.001:2Oct 16-$0.28$0.72
$9.50$10.001:2Oct 2-$0.11$0.39
$9.00$10.001:2Oct 30-$0.44$0.56
$11.00$12.001:2Oct 30-$0.27$0.73
$9.50$10.001:2Oct 9-$0.32$0.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Oct 30-$0.13$0.87
$12.00$10.001:2Nov 6-$0.69$1.31
$11.00$10.501:2Oct 2-$0.26$0.24
$11.00$10.501:2Oct 16-$0.20$0.30
$10.00$9.501:2Oct 2-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.64%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.50Oct 30$0.280.2917.9%2.64%20.57%124
$11.00Oct 16$0.540.473.8%5.09%8.87%382.6K
$11.00Oct 23$0.520.473.8%4.91%8.68%4110
$12.00Oct 30$0.200.3413.2%1.89%15.09%--18
$11.00Oct 30$0.420.473.8%3.96%7.74%1247
$12.00Oct 16$0.190.2913.2%1.79%15.00%21.1K
$11.50Oct 9$0.200.328.5%1.89%10.38%221
$11.50Oct 16$0.080.378.5%0.75%9.25%--28
$11.00Oct 2$0.260.343.8%2.45%6.23%751.1K
$11.00Oct 9$0.200.383.8%1.89%5.66%3714

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 2,563
Total Puts 487
Put/Call Ratio 0.19
Net Difference 2,076

Prior's Put/Call Breakdown

Total Calls 10,719
Total Puts 2,188
Put/Call Ratio 0.20
Net Difference 8,531

Prior 7-Day Put/Call Summary

Total Calls 48,415
Total Puts 8,657
Average Put/Call Ratio 0.25
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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