Tour v529
NVAX
NOVAVAX INC
$10.81 -0.09%
$10.80 (-0.09%)🌙
as of 09/30 11:33 PM
◀ 9/30 23:33 ▶

Option Volume

Detail
ℹ
Current (09/30) 4,263
Calls: 3,962 (93%)
Puts: 301 (7%)
Prior (09/29) 10,131
Calls: 9,033 (89%)
Puts: 1,098 (11%)
Current vs Prior -57.92%
Calls: -56.14% (Calls)
Puts: -72.59% (Puts)
Prior 7-Day Total 70,460
Calls: 62,033 (88%)
Puts: 8,427 (12%)
Prior 7-Day Average 10,065
Calls: 8,861 (88%)
Puts: 1,203 (12%)
Current vs Prior 7-Day Avg -57.65%
Calls: -55.29%
Puts: -75.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30) $579.9K
Calls: $561.4K (97%)
Puts: $18.5K (3%)
Prior (09/29) $1.01M
Calls: $850.3K (84%)
Puts: $158.4K (16%)
Current vs Prior -42.51%
Calls: -33.98%
Puts: -88.30%
Prior 7-Day Total $5.01M
Calls: $4.51M (90%)
Puts: $500.1K (10%)
Prior 7-Day Average $715.5K
Calls: $644.1K (90%)
Puts: $71.4K (10%)
Current vs Prior 7-Day Avg -18.95%
Calls: -12.84%
Puts: -74.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 0.08
Prior (09/29) 0.12
Current vs Prior -37.50%
Prior 7-Day Average 0.14
Current vs Prior 7-Day Avg -44.92%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/30) 88,204
Calls: 85,448 (97%)
Puts: 2,756 (3%)
Prior (09/29) 234,501
Calls: 148,022 (63%)
Puts: 86,479 (37%)
Current vs Prior -62.39%
Prior 7-Day Total 1,525,211
Calls: 978,962 (64%)
Puts: 546,249 (36%)
Prior 7-Day Average 217,887
Calls: 139,851 (64%)
Puts: 78,035 (36%)
Current vs Prior 7-Day Avg -59.52%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 7.59% | 12.12%15.36% | 22.57%
Prior 8.87% | 11.92%15.71% | 23.01%
Current vs Prior -14.50% | +1.64%-2.26% | -1.92%
Prior 7-Day Avg 8.30% | 12.34%13.26% | 21.90%
Current vs 7-Day Avg -8.60% | -1.76%+15.81% | +3.09%
Prior 7-Day Eod 8.87% | 11.92%15.71% | 23.01%
Current vs 7-Day Eod -14.50% | +1.64%-2.26% | -1.92%
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 97% of dollar volume in calls ($561.4K) vs puts ($18.5K). Below-average activity with volume down 58% vs prior. Extreme bullish P/C ratio of 0.08 - heavy call buying (3,962 calls vs 301 puts). P/C ratio dropping 38% - sentiment shifting bullish.

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. 16 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 21.702.87$2.2951.1%31.0047
$10.00Oct 20.771.02$0.9027.8%661.00415
$9.00Oct 161.842.38$2.1125.6%40.85--
$9.50Oct 90.702.18$1.44102.8%20.84--
$9.50Oct 20.502.28$1.39128.1%40.8030
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 90.731.80$1.2784.3%150.811
$11.00Oct 20.010.84$0.43193.0%50.61--
$11.00Oct 90.221.03$0.63128.6%20.54--

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 2.1K, top 911)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 20.000.05$0.03166.7%9110.061.3K
$12.00Oct 90.090.14$0.1241.7%1780.1836
$11.00Oct 160.480.70$0.5937.3%1400.492.7K
$11.50Oct 90.180.22$0.2020.0%1340.29526
$11.00Oct 20.120.25$0.1968.4%1180.384.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 20.070.12$0.1050.0%260.29287
$10.00Oct 90.050.25$0.15133.3%150.2220
$12.00Oct 90.731.80$1.2784.3%150.811
$9.00Oct 160.070.31$0.19126.3%130.15139
$10.00Oct 230.240.42$0.3354.5%110.45102

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 58.7%, max 176.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Oct 2Oct 16231.2%83.6%176.7%630
$11.50Oct 2Oct 991.1%68.1%33.7%2042.9K
$11.00Oct 2Nov 692.0%79.3%15.9%1214.2K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Oct 2Oct 964.3%59.2%8.6%34309

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 0.79, avg 2.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$10.00Oct 16$0.28$0.22$0.2880%0.79$9.78
$11.00$12.00Oct 23$0.23$0.77$0.2341%3.35$11.23
$10.00$10.50Oct 16$0.27$0.23$0.2772%0.85$10.27
$10.50$11.00Oct 2$0.20$0.30$0.2074%1.50$10.70
$11.00$12.00Oct 16$0.31$0.69$0.3149%2.23$11.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.00Oct 9$0.64$0.36$0.6481%0.56$11.36
$10.00$9.00Oct 16$0.13$0.87$0.1328%6.69$9.87
$10.50$10.00Oct 9$0.12$0.38$0.1237%3.17$10.38
$9.50$9.00Oct 9$0.11$0.39$0.1116%3.55$9.39
$11.00$10.50Oct 2$0.33$0.17$0.3362%0.52$10.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.28, avg 0.39)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Oct 9$0.23$0.23$0.2754%0.85$11.23
$11.00$11.50Oct 2$0.13$0.13$0.3762%0.35$11.13
$11.00$12.00Oct 16$0.31$0.31$0.6951%0.45$11.31
$11.00$12.00Oct 23$0.23$0.23$0.7759%0.30$11.23
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.50$9.00Oct 9$0.11$0.11$0.3984%0.28$9.39
$10.50$10.00Oct 9$0.12$0.12$0.3863%0.32$10.38
$10.00$9.00Oct 16$0.13$0.13$0.8772%0.15$9.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.22, cheapest $0.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Oct 2Oct 9$0.2492.0%77.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Oct 2Oct 9$0.2092.0%77.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 4.53% of stock, avg 8.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Oct 2$0.39$0.10$0.49$10.01$10.994.53%
$11.00Oct 2$0.19$0.43$0.62$10.38$11.625.74%
$10.00Oct 2$0.90$0.02$0.92$9.08$10.928.51%
$10.50Oct 9$0.68$0.27$0.95$9.55$11.458.79%
$11.00Oct 9$0.43$0.63$1.06$9.94$12.069.81%
$10.00Oct 9$1.07$0.15$1.22$8.78$11.2211.29%
$10.00Oct 16$1.17$0.32$1.49$8.51$11.4913.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 0.46% of stock, avg 3.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$10.00Oct 2$0.03$0.02$0.05$9.95$12.55
$11.50$10.00Oct 2$0.06$0.02$0.08$9.92$11.58
$12.50$9.00Oct 9$0.07$0.03$0.10$8.90$12.60
$12.50$10.50Oct 2$0.03$0.10$0.13$10.37$12.63
$12.00$9.00Oct 9$0.12$0.03$0.15$8.85$12.15
$11.50$10.50Oct 2$0.06$0.10$0.16$10.34$11.66
$12.50$9.50Oct 9$0.07$0.14$0.21$9.29$12.71
$12.50$10.00Oct 9$0.07$0.15$0.22$9.78$12.72
$12.00$9.50Oct 9$0.12$0.14$0.26$9.24$12.26
$12.00$10.00Oct 9$0.12$0.15$0.27$9.73$12.27

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. 11 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 2$0.07$0.4357%6.14
$11.00$11.50$12.00Oct 2$0.08$0.4234%5.25
$10.00$10.50$11.00Oct 9$0.14$0.3632%2.57
$11.50$12.00$12.50Oct 2$0.07$0.4310%6.14
$10.00$10.50$11.00Oct 2$0.31$0.1962%0.61
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Oct 9$0.11$0.3920%3.55
$10.00$10.50$11.00Oct 2$0.25$0.2554%1.00
$10.00$10.50$11.00Oct 9$0.24$0.2632%1.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.11, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Oct 23-$0.11$0.89
$10.50$11.001:2Oct 9-$0.18$0.32
$10.00$10.501:2Oct 9-$0.29$0.21
$10.50$11.001:2Oct 23-$0.18$0.32
$12.00$12.501:2Oct 16-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Oct 16-$0.06$0.94
$10.00$9.501:2Oct 9-$0.13$0.37
$11.00$10.501:2Oct 9$0.09$0.41
$10.50$10.001:2Oct 2$0.06$0.44
$11.00$10.501:2Oct 2$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 7.68%, avg 2.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Nov 6$0.830.541.8%7.68%9.44%3--
$11.00Oct 30$0.660.501.8%6.11%7.86%17246
$12.00Oct 30$0.200.3911.0%1.85%12.86%50--
$11.00Oct 16$0.480.491.8%4.44%6.20%1402.7K
$12.00Oct 23$0.240.2611.0%2.22%13.23%8226
$12.00Oct 16$0.110.2811.0%1.02%12.03%2--
$11.00Oct 9$0.310.461.8%2.87%4.63%37188
$11.50Oct 9$0.180.296.4%1.67%8.05%134526
$12.00Oct 9$0.090.1811.0%0.83%11.84%17836
$11.00Oct 23$0.220.411.8%2.04%3.79%3112

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 3,962
Total Puts 301
Put/Call Ratio 0.08
Net Difference 3,661

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 62,033
Total Puts 8,427
Average Put/Call Ratio 0.14
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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