Tour v528
NVAX
NOVAVAX INC
$10.82 +0.19%
$10.80 (-0.18%)🌙
as of 09/29 06:03 PM
◀ 9/29 18:03 ▶

Option Volume

Detail
ℹ
Current (09/29) 10,131
Calls: 9,033 (89%)
Puts: 1,098 (11%)
Prior (09/28) 7,976
Calls: 7,433 (93%)
Puts: 543 (7%)
Current vs Prior +27.02%
Calls: +21.53% (Calls)
Puts: +102.21% (Puts)
Prior 7-Day Total 63,123
Calls: 54,877 (87%)
Puts: 8,246 (13%)
Prior 7-Day Average 9,017
Calls: 7,839 (87%)
Puts: 1,178 (13%)
Current vs Prior 7-Day Avg +12.35%
Calls: +15.22%
Puts: -6.79%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $1.01M
Calls: $850.3K (84%)
Puts: $158.4K (16%)
Prior (09/28) $452.2K
Calls: $436.3K (96%)
Puts: $16.0K (4%)
Current vs Prior +123.06%
Calls: +94.91%
Puts: +892.90%
Prior 7-Day Total $4.17M
Calls: $3.78M (91%)
Puts: $389.2K (9%)
Prior 7-Day Average $596.0K
Calls: $540.4K (91%)
Puts: $55.6K (9%)
Current vs Prior 7-Day Avg +69.24%
Calls: +57.34%
Puts: +184.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.12
Prior (09/28) 0.07
Current vs Prior +66.39%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg -36.13%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 234,501
Calls: 148,022 (63%)
Puts: 86,479 (37%)
Prior (09/28) 104,090
Calls: 87,224 (84%)
Puts: 16,866 (16%)
Current vs Prior +125.29%
Prior 7-Day Total 1,529,195
Calls: 980,323 (64%)
Puts: 548,872 (36%)
Prior 7-Day Average 218,456
Calls: 140,046 (64%)
Puts: 78,410 (36%)
Current vs Prior 7-Day Avg +7.34%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 8.87% | 11.92%15.71% | 23.01%
Prior 8.52% | 14.72%14.63% | 23.89%
Current vs Prior +4.15% | -19.02%+7.40% | -3.67%
Prior 7-Day Avg 7.70% | 11.99%11.69% | 20.90%
Current vs 7-Day Avg +15.17% | -0.58%+34.43% | +10.11%
Prior 7-Day Eod 8.52% | 14.72%14.63% | 23.89%
Current vs 7-Day Eod +4.15% | -19.02%+7.40% | -3.67%
Sentiment BEARISHBEARISH

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 84% of dollar volume in calls ($850.3K) vs puts ($158.4K). Massive premium surge with dollar volume up 123% vs prior. Dollar volume significantly above 7-day average (69% higher). Extreme bullish P/C ratio of 0.12 - heavy call buying (9,033 calls vs 1,098 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. 17 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 21.792.11$1.9516.4%191.0034
$9.00Oct 161.812.43$2.1229.2%1880.972.1K
$10.00Oct 20.640.94$0.7938.0%1220.91312
$9.50Oct 91.021.97$1.5063.3%--0.8815
$9.00Oct 301.542.57$2.0550.2%--0.8626
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 20.300.66$0.4875.0%60.5810
$11.00Oct 160.581.20$0.8969.7%--0.54220

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 7.0K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 20.230.29$0.2623.1%2.2K0.422.2K
$11.50Oct 20.070.15$0.1172.7%2.1K0.23792
$12.00Oct 20.030.05$0.0450.0%5250.101.1K
$10.00Oct 161.001.42$1.2134.7%4460.743.9K
$11.00Oct 160.460.64$0.5532.7%3970.462.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Oct 90.030.16$0.10130.0%510.14123
$9.00Oct 20.000.04$0.02200.0%340.04131
$10.00Oct 20.010.08$0.05140.0%250.12428
$10.00Oct 90.110.23$0.1770.6%190.2318
$10.50Oct 20.090.43$0.26130.8%180.37280

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 55.9%, max 145.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Oct 2Oct 23151.4%61.6%145.7%363
$10.50Oct 2Oct 30100.7%71.2%41.5%14904
$11.50Oct 2Oct 3091.3%69.8%30.8%2.1K800
$11.00Oct 2Oct 3092.7%80.8%14.6%2.2K2.4K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Oct 2Oct 30151.4%77.7%94.9%--52
$10.50Oct 2Oct 16100.7%67.5%49.2%181.1K
$11.00Oct 2Oct 3092.7%80.8%14.6%625

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 0.79, avg 1.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$10.00Oct 9$0.28$0.22$0.2888%0.79$9.78
$10.00$10.50Oct 2$0.31$0.19$0.3191%0.61$10.31
$11.00$11.50Oct 16$0.13$0.37$0.1346%2.85$11.13
$10.50$11.00Oct 2$0.22$0.28$0.2263%1.27$10.72
$10.50$11.00Oct 9$0.25$0.25$0.2563%1.00$10.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$10.00Oct 9$0.11$0.39$0.1138%3.55$10.39
$11.00$10.50Oct 2$0.22$0.28$0.2258%1.27$10.78
$10.00$9.50Oct 30$0.16$0.34$0.1631%2.12$9.84
$10.00$9.00Oct 16$0.19$0.81$0.1929%4.26$9.81
$9.50$9.00Oct 2$0.11$0.39$0.1116%3.55$9.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 1.94, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Oct 30$0.34$0.34$0.1646%2.12$11.34
$11.00$11.50Oct 9$0.25$0.25$0.2555%1.00$11.25
$11.50$12.00Oct 23$0.21$0.21$0.2961%0.72$11.71
$11.50$12.00Oct 16$0.18$0.18$0.3264%0.56$11.68
$11.00$11.50Oct 2$0.15$0.15$0.3558%0.43$11.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.50Oct 23$0.33$0.33$0.1766%1.94$9.67
$9.50$9.00Oct 30$0.21$0.21$0.2976%0.72$9.29
$10.50$10.00Oct 2$0.21$0.21$0.2963%0.72$10.29
$10.50$10.00Oct 16$0.26$0.26$0.2457%1.08$10.24
$9.50$9.00Oct 2$0.11$0.11$0.3984%0.28$9.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.24, cheapest $0.17)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Oct 2Oct 9$0.17100.7%56.1%
$11.00Oct 2Oct 9$0.1492.7%72.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Oct 2Oct 16$0.4192.7%76.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 6.84% of stock, avg 11.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Oct 2$0.48$0.26$0.74$9.76$11.246.84%
$11.00Oct 2$0.26$0.48$0.74$10.26$11.746.84%
$10.00Oct 2$0.79$0.05$0.84$9.16$10.847.76%
$10.50Oct 9$0.65$0.28$0.93$9.57$11.438.60%
$10.50Oct 16$0.81$0.54$1.35$9.15$11.8512.48%
$10.00Oct 9$1.22$0.17$1.39$8.61$11.3912.85%
$11.00Oct 16$0.55$0.89$1.44$9.56$12.4413.31%
$10.00Oct 16$1.21$0.28$1.49$8.51$11.4913.77%
$10.00Oct 30$1.36$0.54$1.90$8.10$11.9017.56%
$11.00Oct 30$0.98$1.04$2.02$8.98$13.0218.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 64 found (cheapest 0.83% of stock, avg 5.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$10.00Oct 2$0.04$0.05$0.09$9.91$12.09
$12.50$10.00Oct 2$0.04$0.05$0.09$9.91$12.59
$12.50$9.00Oct 9$0.07$0.03$0.10$8.90$12.60
$12.00$9.00Oct 9$0.09$0.03$0.12$8.88$12.12
$12.50$9.50Oct 9$0.07$0.10$0.17$9.33$12.67
$11.50$10.00Oct 2$0.11$0.05$0.16$9.84$11.66
$12.00$9.50Oct 2$0.04$0.13$0.17$9.33$12.17
$12.50$9.50Oct 2$0.04$0.13$0.17$9.33$12.67
$12.00$9.50Oct 9$0.09$0.10$0.19$9.31$12.19
$11.50$9.00Oct 9$0.15$0.03$0.18$8.82$11.68

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. 17 found (best R:R 4.56, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 2$0.09$0.4149%4.56
$10.50$11.00$11.50Oct 2$0.07$0.4341%6.14
$11.00$11.50$12.00Oct 2$0.08$0.4232%5.25
$11.50$12.00$12.50Oct 2$0.07$0.4315%6.14
$10.00$10.50$11.00Oct 16$0.14$0.3629%2.57
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 16$0.09$0.4125%4.56
$9.00$9.50$10.00Oct 23$0.25$0.2520%1.00
$9.50$10.00$10.50Oct 2$0.29$0.2121%0.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.30, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$10.001:2Oct 16-$0.30$0.70
$9.50$10.001:2Oct 2-$0.08$0.42
$10.00$10.501:2Oct 9-$0.08$0.42
$10.00$10.501:2Oct 2-$0.17$0.33
$9.00$10.001:2Oct 30-$0.67$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$10.001:2Oct 9-$0.06$0.44
$11.00$10.501:2Oct 16-$0.19$0.31
$9.50$9.001:2Oct 23-$0.06$0.44
$10.00$9.501:2Oct 30-$0.22$0.28
$10.00$9.501:2Oct 2-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 7.21%, avg 2.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Oct 30$0.780.541.7%7.21%8.87%10246
$12.50Nov 6$0.190.3415.5%1.76%17.28%200--
$12.00Oct 30$0.270.3510.9%2.50%13.40%28133
$11.50Oct 30$0.290.446.3%2.68%8.96%68
$11.00Oct 16$0.460.461.7%4.25%5.91%3972.7K
$12.00Oct 16$0.150.2510.9%1.39%12.29%241.2K
$12.50Oct 23$0.060.2215.5%0.55%16.08%15
$11.00Oct 9$0.260.451.7%2.40%4.07%36177
$11.50Oct 16$0.090.366.3%0.83%7.12%15325
$11.00Oct 2$0.230.421.7%2.13%3.79%2.2K2.2K

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 9,033
Total Puts 1,098
Put/Call Ratio 0.12
Net Difference 7,935

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 54,877
Total Puts 8,246
Average Put/Call Ratio 0.19
Ratio Trend Rising

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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