NVAX - Options Database

NVAX

NOVAVAX INC

$10.63 +0.28%

$10.63 (+0.01%)🌙

as of 09/25 06:02 PM

(9/24 18:03) ◀

Friday, September 25, 2026 (6:02pm)

▶

◀ 9/25 18:02

Option Volume

Detail

ℹ

Current (09/25) 9,943

Calls: 8,687 (87%)

Puts: 1,256 (13%)

Prior (09/24) 3,050

Calls: 2,563 (84%)

Puts: 487 (16%)

Current vs Prior +226.00%

Calls: +238.94% (Calls)

Puts: +157.91% (Puts)

Prior 7-Day Total 52,321

Calls: 44,005 (84%)

Puts: 8,316 (16%)

Prior 7-Day Average 7,474

Calls: 6,286 (84%)

Puts: 1,188 (16%)

Current vs Prior 7-Day Avg +33.03%

Calls: +38.19%

Puts: +5.72%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/25) $847.3K

Calls: $779.9K (92%)

Puts: $67.5K (8%)

Prior (09/24) $206.5K

Calls: $187.4K (91%)

Puts: $19.1K (9%)

Current vs Prior +310.42%

Calls: +316.23%

Puts: +253.44%

Prior 7-Day Total $3.20M

Calls: $2.80M (87%)

Puts: $401.2K (13%)

Prior 7-Day Average $457.4K

Calls: $400.1K (87%)

Puts: $57.3K (13%)

Current vs Prior 7-Day Avg +85.24%

Calls: +94.91%

Puts: +17.70%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/25) 0.14

Prior (09/24) 0.19

Current vs Prior -23.91%

Prior 7-Day Average 0.26

Current vs Prior 7-Day Avg -44.60%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/25) 240,318

Calls: 151,734 (63%)

Puts: 88,584 (37%)

Prior (09/24) 239,481

Calls: 150,941 (63%)

Puts: 88,540 (37%)

Current vs Prior +0.35%

Prior 7-Day Total 1,658,967

Calls: 1,038,618 (63%)

Puts: 620,349 (37%)

Prior 7-Day Average 236,995

Calls: 148,374 (63%)

Puts: 88,621 (37%)

Current vs Prior 7-Day Avg +1.40%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)

Current 7.34% | 9.60%14.77% | 22.95%

Prior 6.04% | 9.72%19.43% | 26.60%

Current vs Prior +58.93% | +39.41%-24.00% | -13.72%

Prior 7-Day Avg 7.20% | 10.92%9.57% | 19.14%

Current vs 7-Day Avg +33.28% | +24.02%+54.31% | +19.93%

Prior 7-Day Eod 6.04% | 9.72%19.43% | 26.60%

Current vs 7-Day Eod +58.93% | +39.41%-24.00% | -13.72%

Sentiment BEARISHBULLISH

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 92% of dollar volume in calls ($779.9K) vs puts ($67.5K). Massive premium surge with dollar volume up 310% vs prior. Dollar volume significantly above 7-day average (85% higher). Unusually high activity with volume up 226% 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

🎯

Tightest Spreads

💰

Best Value <$1

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High Delta

⚖️

Ratio Spreads

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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 $0.06, cheapest $0.06)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.00	Oct 2	0.05	0.06	$0.06	16.7%	47	0.11	392

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.00	Sep 25	1.35	1.95	$1.65	36.4%	263	1.00	377
$10.00	Sep 25	0.05	0.74	$0.40	172.5%	305	1.00	1.3K
$9.00	Oct 2	1.25	2.15	$1.70	52.9%	20	1.00	20
$9.50	Oct 2	0.61	1.59	$1.10	89.1%	13	1.00	20
$10.50	Sep 25	0.11	0.40	$0.26	111.5%	1.5K	0.93	2.7K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.50	Sep 25	0.50	2.50	$1.50	133.3%	3	0.98	4
$12.00	Sep 25	0.59	1.90	$1.24	105.6%	1	0.98	4
$11.50	Sep 25	0.00	2.90	$1.45	200.0%	--	0.97	12
$11.00	Sep 25	0.00	1.03	$0.52	198.1%	2	0.89	14
$12.00	Oct 16	1.35	1.75	$1.55	25.8%	1	0.73	7

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 6.6K, top 1.5K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.50	Sep 25	0.11	0.40	$0.26	111.5%	1.5K	0.93	2.7K
$11.00	Oct 2	0.17	0.24	$0.21	33.3%	1.4K	0.32	1.1K
$12.00	Sep 25	0.00	0.01	$0.01	100.0%	503	0.02	1.4K
$11.00	Sep 25	0.00	0.03	$0.02	150.0%	363	0.11	2.7K
$10.00	Oct 16	0.90	1.45	$1.18	46.6%	311	0.66	4.0K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.50	Oct 16	0.39	0.81	$0.60	70.0%	864	0.46	25
$10.50	Sep 25	0.00	0.02	$0.01	200.0%	120	0.16	293
$10.50	Oct 2	0.10	0.79	$0.45	153.3%	106	0.49	17
$10.00	Oct 2	0.07	0.20	$0.14	92.9%	20	0.27	218
$9.00	Oct 16	0.08	0.35	$0.22	122.7%	20	0.18	121

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 5179.6%, max 8063.2%)

CALLS (1)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$9.50	Sep 25	Oct 23	5183.1%	63.5%	8063.2%	14	198

PUTS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$9.50	Sep 25	Oct 30	5183.1%	69.7%	7337.5%	10	288
$10.50	Sep 25	Oct 16	145.4%	61.1%	138.1%	984	318

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 2.57, avg 1.78)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$10.00	$10.50	Sep 25	$0.14	$0.36	$0.14	100%	2.57	$10.14
$9.00	$9.50	Oct 16	$0.20	$0.30	$0.20	83%	1.50	$9.20
$9.50	$10.00	Oct 9	$0.25	$0.25	$0.25	84%	1.00	$9.75
$10.50	$11.00	Oct 30	$0.12	$0.38	$0.12	54%	3.17	$10.62
$10.50	$11.00	Oct 16	$0.13	$0.37	$0.13	54%	2.85	$10.63

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.50	$12.00	Sep 25	$0.26	$0.24	$0.26	98%	0.92	$12.24
$12.00	$11.00	Oct 16	$0.63	$0.37	$0.63	73%	0.59	$11.37
$11.00	$10.00	Oct 30	$0.38	$0.62	$0.38	52%	1.63	$10.62
$10.50	$10.00	Oct 16	$0.16	$0.34	$0.16	46%	2.13	$10.34
$10.00	$9.00	Oct 16	$0.22	$0.78	$0.22	34%	3.55	$9.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 2.33, avg 0.80)

BEAR CALL (3)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$12.00	Oct 30	$0.40	$0.40	$0.60	52%	0.67	$11.40
$11.00	$11.50	Oct 23	$0.23	$0.23	$0.27	52%	0.85	$11.23
$11.00	$11.50	Oct 16	$0.14	$0.14	$0.36	57%	0.39	$11.14

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$10.00	Oct 9	$0.35	$0.35	$0.15	56%	2.33	$10.15
$10.50	$10.00	Oct 2	$0.31	$0.31	$0.19	51%	1.63	$10.19
$10.00	$9.50	Oct 23	$0.24	$0.24	$0.26	67%	0.92	$9.76
$10.00	$9.50	Oct 2	$0.10	$0.10	$0.40	74%	0.25	$9.90
$10.00	$9.50	Oct 9	$0.10	$0.10	$0.40	73%	0.25	$9.90

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 2.54% of stock, avg 10.70%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$10.50	Sep 25	$0.26	$0.01	$0.27	$10.23	$10.77	2.54%
$10.00	Sep 25	$0.40	$0.01	$0.41	$9.59	$10.41	3.86%
$11.00	Sep 25	$0.02	$0.52	$0.54	$10.46	$11.54	5.08%
$10.50	Oct 2	$0.40	$0.45	$0.85	$9.65	$11.35	8.00%
$10.00	Oct 2	$0.73	$0.14	$0.87	$9.13	$10.87	8.18%
$10.00	Oct 9	$0.97	$0.22	$1.19	$8.81	$11.19	11.19%
$10.50	Oct 16	$0.65	$0.60	$1.25	$9.25	$11.75	11.76%
$10.50	Oct 9	$0.73	$0.57	$1.30	$9.20	$11.80	12.23%
$11.00	Oct 16	$0.52	$0.92	$1.44	$9.56	$12.44	13.55%
$11.50	Sep 25	$0.01	$1.45	$1.46	$10.04	$12.96	13.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 0.28% of stock, avg 6.42%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$11.00	$10.50	Sep 25	$0.02	$0.01	$0.03	$10.47	$11.03
$12.50	$9.50	Oct 2	$0.04	$0.04	$0.08	$9.42	$12.58
$12.00	$9.50	Oct 2	$0.06	$0.04	$0.10	$9.40	$12.10
$11.50	$9.50	Oct 2	$0.14	$0.04	$0.18	$9.32	$11.68
$12.50	$10.00	Oct 2	$0.04	$0.14	$0.18	$9.82	$12.68
$12.00	$10.00	Oct 2	$0.06	$0.14	$0.20	$9.80	$12.20
$12.50	$9.00	Oct 9	$0.19	$0.05	$0.24	$8.76	$12.74
$11.50	$10.00	Oct 2	$0.14	$0.14	$0.28	$9.72	$11.78
$12.50	$9.50	Oct 9	$0.19	$0.12	$0.31	$9.19	$12.81
$11.00	$9.50	Oct 2	$0.21	$0.04	$0.25	$9.25	$11.25

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. 18 found (best R:R 1.17, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.50	$11.00	$11.50	Sep 25	$0.23	$0.27	90%	1.17
$10.00	$10.50	$11.00	Oct 2	$0.14	$0.36	54%	2.57
$11.50	$12.00	$12.50	Oct 2	$0.06	$0.44	14%	7.33
$10.50	$11.00	$11.50	Oct 2	$0.12	$0.38	31%	3.17
$10.00	$10.50	$11.00	Oct 30	$0.16	$0.34	17%	2.12

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$9.00	$9.50	$10.00	Oct 2	$0.08	$0.42	22%	5.25
$9.00	$9.50	$10.00	Oct 30	$0.07	$0.43	13%	6.14
$10.50	$11.00	$11.50	Sep 25	$0.42	$0.08	81%	0.19
$9.50	$10.00	$10.50	Oct 2	$0.21	$0.29	40%	1.38
$10.00	$10.50	$11.00	Oct 16	$0.16	$0.34	22%	2.12

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 $-0.17, 27 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$9.50	$10.50	1:2	Oct 23	-$0.17	$0.83
$10.00	$10.50	1:2	Sep 25	-$0.12	$0.38
$9.00	$10.00	1:2	Oct 30	-$0.41	$0.59
$11.00	$12.00	1:2	Oct 30	-$0.06	$0.94
$10.00	$10.50	1:2	Oct 2	-$0.07	$0.43

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$12.00	$11.00	1:2	Oct 16	-$0.29	$0.71
$11.00	$10.00	1:2	Oct 30	-$0.16	$0.84
$10.00	$9.00	1:2	Oct 16	$0.00	$1.00
$11.00	$10.50	1:2	Oct 16	-$0.28	$0.22
$9.50	$9.00	1:2	Oct 23	-$0.15	$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 3.10%, avg 2.44%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$12.00	Oct 30	$0.33	0.32	12.9%	3.10%	15.99%	95	18
$11.00	Oct 23	$0.49	0.48	3.5%	4.61%	8.09%	2	112
$11.00	Oct 30	$0.48	0.47	3.5%	4.52%	8.00%	--	246
$12.50	Oct 23	$0.11	0.28	17.6%	1.03%	18.63%	2	5
$11.00	Oct 16	$0.44	0.43	3.5%	4.14%	7.62%	56	2.6K
$12.00	Oct 23	$0.12	0.33	12.9%	1.13%	14.02%	2	23
$12.00	Oct 16	$0.10	0.26	12.9%	0.94%	13.83%	--	1.1K
$11.50	Oct 16	$0.09	0.34	8.2%	0.85%	9.03%	7	28
$11.00	Oct 2	$0.17	0.32	3.5%	1.60%	5.08%	1.4K	1.1K

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 8,687

Total Puts 1,256

Put/Call Ratio 0.14

Net Difference 7,431

Prior's Put/Call Breakdown

Total Calls 2,563

Total Puts 487

Put/Call Ratio 0.19

Net Difference 2,076

Prior 7-Day Put/Call Summary

Total Calls 44,005

Total Puts 8,316

Average Put/Call Ratio 0.26

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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