Tour v528
NVAX
NOVAVAX INC
$10.80 +1.60%
$10.90 (+0.90%)🌙
as of 09/29 02:43 AM
◀ 9/28 02:43 ▶

Option Volume

Detail
ℹ
Current (09/29) 7,976
Calls: 7,433 (93%)
Puts: 543 (7%)
Prior (09/25) 9,943
Calls: 8,687 (87%)
Puts: 1,256 (13%)
Current vs Prior -19.78%
Calls: -14.44% (Calls)
Puts: -56.77% (Puts)
Prior 7-Day Total 58,817
Calls: 50,070 (85%)
Puts: 8,747 (15%)
Prior 7-Day Average 8,402
Calls: 7,152 (85%)
Puts: 1,249 (15%)
Current vs Prior 7-Day Avg -5.08%
Calls: +3.92%
Puts: -56.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $452.2K
Calls: $436.3K (96%)
Puts: $16.0K (4%)
Prior (09/25) $847.3K
Calls: $779.9K (92%)
Puts: $67.5K (8%)
Current vs Prior -46.63%
Calls: -44.06%
Puts: -76.35%
Prior 7-Day Total $3.84M
Calls: $3.41M (89%)
Puts: $429.8K (11%)
Prior 7-Day Average $548.9K
Calls: $487.5K (89%)
Puts: $61.4K (11%)
Current vs Prior 7-Day Avg -17.61%
Calls: -10.51%
Puts: -74.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.07
Prior (09/25) 0.14
Current vs Prior -49.47%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg -69.12%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 104,090
Calls: 87,224 (84%)
Puts: 16,866 (16%)
Prior (09/25) 240,318
Calls: 151,734 (63%)
Puts: 88,584 (37%)
Current vs Prior -56.69%
Prior 7-Day Total 1,663,047
Calls: 1,042,474 (63%)
Puts: 620,573 (37%)
Prior 7-Day Average 237,578
Calls: 148,924 (63%)
Puts: 88,653 (37%)
Current vs Prior 7-Day Avg -56.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 8.52% | 14.72%14.63% | 23.89%
Prior 9.60% | 13.55%14.77% | 22.95%
Current vs Prior -11.22% | +8.68%-0.95% | +4.07%
Prior 7-Day Avg 7.62% | 11.22%10.73% | 19.89%
Current vs 7-Day Avg +11.84% | +31.22%+36.37% | +20.12%
Prior 7-Day Eod 9.60% | 13.55%14.77% | 22.95%
Current vs 7-Day Eod -11.22% | +8.68%-0.95% | +4.07%
Sentiment BULLISHBULLISH

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 96% of dollar volume in calls ($436.3K) vs puts ($16.0K). Extreme bullish P/C ratio of 0.07 - heavy call buying (7,433 calls vs 543 puts). P/C ratio dropping 49% - sentiment shifting bullish. Call-heavy open interest (87,224 calls vs 16,866 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 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. 13 found (avg delta 0.78, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 21.462.05$1.7633.5%160.95--
$9.50Oct 90.801.61$1.2166.9%130.8924
$9.00Oct 161.702.13$1.9222.4%2250.872.3K
$10.00Oct 20.701.28$0.9958.6%260.85297
$10.00Oct 90.621.43$1.0279.4%10.85--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 21.152.61$1.8877.7%20.94--
$12.00Oct 20.392.35$1.37143.1%20.90--
$11.50Oct 20.311.51$0.91131.9%50.80--
$11.00Oct 20.200.70$0.45111.1%50.59--

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 6.0K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 20.010.04$0.03100.0%1.1K0.0645
$11.00Oct 20.120.34$0.2395.7%8750.411.9K
$12.00Oct 20.020.06$0.04100.0%8480.10432
$10.50Oct 20.390.55$0.4734.0%7720.65128
$11.50Oct 20.020.15$0.09144.4%4190.20556
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 20.020.12$0.07142.9%2140.16229
$10.50Oct 20.060.34$0.20140.0%1780.35115
$9.50Oct 20.000.04$0.02200.0%330.0532
$9.50Oct 90.020.34$0.18177.8%170.20117
$9.00Oct 20.000.04$0.02200.0%160.04133

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 18.8%, max 25.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Oct 2Oct 3072.6%64.7%12.2%812128
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Oct 2Oct 1674.2%59.2%25.3%222484

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 1.63, avg 1.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$10.00Oct 9$0.19$0.31$0.1989%1.63$9.69
$10.00$10.50Oct 9$0.30$0.20$0.3085%0.67$10.30
$10.00$11.00Oct 16$0.54$0.46$0.5473%0.85$10.54
$10.50$11.00Oct 2$0.24$0.26$0.2465%1.08$10.74
$11.00$11.50Oct 2$0.14$0.36$0.1441%2.57$11.14
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Oct 2$0.25$0.25$0.2559%1.00$10.75
$10.50$10.00Oct 2$0.13$0.37$0.1335%2.85$10.37
$9.50$9.00Oct 9$0.12$0.38$0.1220%3.17$9.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 1.38, avg 0.65)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Oct 16$0.29$0.29$0.2154%1.38$11.29
$11.00$11.50Oct 9$0.22$0.22$0.2858%0.79$11.22
$11.00$11.50Oct 2$0.14$0.14$0.3659%0.39$11.14
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.50$9.00Oct 9$0.12$0.12$0.3880%0.32$9.38
$10.50$10.00Oct 2$0.13$0.13$0.3765%0.35$10.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.23, cheapest $0.25)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Oct 2Oct 9$0.2572.6%59.0%
$11.00Oct 2Oct 9$0.2073.4%83.4%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 6.20% of stock, avg 9.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Oct 2$0.47$0.20$0.67$9.83$11.176.20%
$11.00Oct 2$0.23$0.45$0.68$10.32$11.686.30%
$11.50Oct 2$0.09$0.91$1.00$10.50$12.509.26%
$10.00Oct 2$0.99$0.07$1.06$8.94$11.069.81%
$10.00Oct 9$1.02$0.19$1.21$8.79$11.2111.20%
$10.00Oct 16$1.15$0.28$1.43$8.57$11.4313.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.46% of stock, avg 3.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$9.50Oct 2$0.03$0.02$0.05$9.45$12.55
$12.00$9.50Oct 2$0.04$0.02$0.06$9.44$12.06
$12.50$10.00Oct 2$0.03$0.07$0.10$9.90$12.60
$12.00$10.00Oct 2$0.04$0.07$0.11$9.89$12.11
$11.50$9.50Oct 2$0.09$0.02$0.11$9.39$11.61
$11.50$10.00Oct 2$0.09$0.07$0.16$9.84$11.66
$12.00$9.00Oct 9$0.16$0.06$0.22$8.78$12.22
$12.00$10.50Oct 2$0.04$0.20$0.24$10.26$12.24
$12.50$10.50Oct 2$0.03$0.20$0.23$10.27$12.73
$11.50$9.00Oct 9$0.21$0.06$0.27$8.73$11.77

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. 12 found (best R:R 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 2$0.10$0.4045%4.00
$10.50$11.00$11.50Oct 9$0.07$0.4332%6.14
$9.00$10.00$11.00Oct 16$0.23$0.7740%3.35
$11.00$11.50$12.00Oct 2$0.09$0.4131%4.56
$11.00$11.50$12.00Oct 9$0.17$0.3322%1.94
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 2$0.12$0.3844%3.17
$9.50$10.00$10.50Oct 2$0.08$0.4230%5.25
$9.00$9.50$10.00Oct 2$0.05$0.4512%9.00
$10.50$11.00$11.50Oct 2$0.21$0.2945%1.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.22, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$10.001:2Oct 2-$0.22$0.78
$10.00$11.001:2Oct 16-$0.07$0.93
$9.00$10.001:2Oct 16-$0.38$0.62
$10.50$11.001:2Oct 9-$0.14$0.36
$11.50$12.001:2Oct 9-$0.11$0.39
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.501:2Oct 2-$0.45$0.05
$10.00$9.501:2Oct 9-$0.17$0.33
$10.50$10.001:2Oct 2$0.06$0.44
$9.50$9.001:2Oct 9$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 4.63%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.50Nov 6$0.500.436.5%4.63%11.11%7--
$11.00Oct 16$0.510.461.9%4.72%6.57%1102.6K
$12.00Oct 30$0.140.3211.1%1.30%12.41%23113
$11.00Oct 9$0.360.421.9%3.33%5.19%15235
$11.50Oct 16$0.130.336.5%1.20%7.69%30921
$12.00Oct 9$0.080.2011.1%0.74%11.85%197
$11.00Oct 2$0.120.411.9%1.11%2.96%8751.9K

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 7,433
Total Puts 543
Put/Call Ratio 0.07
Net Difference 6,890

Prior's Put/Call Breakdown

Total Calls 8,687
Total Puts 1,256
Put/Call Ratio 0.14
Net Difference 7,431

Prior 7-Day Put/Call Summary

Total Calls 50,070
Total Puts 8,747
Average Put/Call Ratio 0.24
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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