Tour v531
NVAX
NOVAVAX INC
$10.46 -1.32%
◀ 10/2 18:02 ▶

Option Volume

Detail
ℹ
Current (10/02) 4,971
Calls: 4,325 (87%)
Puts: 646 (13%)
Prior (10/01) 3,975
Calls: 3,499 (88%)
Puts: 476 (12%)
Current vs Prior +25.06%
Calls: +23.61% (Calls)
Puts: +35.71% (Puts)
Prior 7-Day Total 52,245
Calls: 45,896 (88%)
Puts: 6,349 (12%)
Prior 7-Day Average 7,463
Calls: 6,556 (88%)
Puts: 907 (12%)
Current vs Prior 7-Day Avg -33.40%
Calls: -34.04%
Puts: -28.78%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $718.5K
Calls: $678.5K (94%)
Puts: $39.9K (6%)
Prior (10/01) $784.8K
Calls: $763.9K (97%)
Puts: $20.9K (3%)
Current vs Prior -8.45%
Calls: -11.17%
Puts: +91.39%
Prior 7-Day Total $4.65M
Calls: $4.22M (91%)
Puts: $435.5K (9%)
Prior 7-Day Average $664.4K
Calls: $602.2K (91%)
Puts: $62.2K (9%)
Current vs Prior 7-Day Avg +8.14%
Calls: +12.68%
Puts: -35.80%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.15
Prior (10/01) 0.14
Current vs Prior +9.80%
Prior 7-Day Average 0.14
Current vs Prior 7-Day Avg +10.62%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 244,748
Calls: 157,628 (64%)
Puts: 87,120 (36%)
Prior (10/01) 243,031
Calls: 156,035 (64%)
Puts: 86,996 (36%)
Current vs Prior +0.71%
Prior 7-Day Total 1,373,304
Calls: 917,366 (67%)
Puts: 455,938 (33%)
Prior 7-Day Average 196,186
Calls: 131,052 (67%)
Puts: 65,134 (33%)
Current vs Prior 7-Day Avg +24.75%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 5.16% | 9.27%12.81% | 24.00%
Prior 7.74% | 11.79%14.34% | 24.72%
Current vs Prior +19.88% | +8.63%-10.66% | -2.92%
Prior 7-Day Avg 8.31% | 12.63%16.10% | 24.12%
Current vs 7-Day Avg +11.64% | +1.42%-20.42% | -0.50%
Prior 7-Day Eod 7.74% | 11.79%14.34% | 24.72%
Current vs 7-Day Eod +19.88% | +8.63%-10.66% | -2.92%
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 94% of dollar volume in calls ($678.5K) vs puts ($39.9K). Extreme bullish P/C ratio of 0.15 - heavy call buying (4,325 calls vs 646 puts). Call-heavy open interest (157,628 calls vs 87,120 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. 33 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Oct 21.202.50$1.8570.3%271.0038
$9.00Oct 90.732.18$1.4699.3%41.009
$10.00Oct 20.370.49$0.4327.9%8810.97474
$8.50Oct 161.932.91$2.4240.5%250.905
$9.00Oct 161.302.15$1.7349.1%20.872.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 20.853.20$2.03115.8%10.98--
$12.00Oct 20.822.13$1.4888.5%20.982
$11.50Oct 20.071.96$1.01187.1%10.975
$11.00Oct 20.200.94$0.57129.8%130.9614
$12.00Oct 90.002.32$1.16200.0%--0.9016

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 3.1K, top 881)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 20.370.49$0.4327.9%8810.97474
$11.00Oct 20.000.01$0.01100.0%2570.044.3K
$10.00Oct 160.601.04$0.8253.7%2480.663.9K
$10.00Oct 90.161.01$0.59144.1%2090.79131
$11.00Oct 90.010.19$0.10180.0%1890.22226
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 20.050.17$0.11109.1%3020.65305
$10.00Oct 90.070.20$0.1492.9%1440.3026
$10.50Oct 160.330.70$0.5271.2%150.49825
$11.00Oct 20.200.94$0.57129.8%130.9614
$9.00Oct 90.000.05$0.03166.7%120.06280

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 3595.1%, max 9570.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Oct 2Nov 65832.8%60.3%9570.4%1049
$9.50Oct 2Oct 231935.2%57.9%3242.3%2865
$10.50Oct 2Nov 6161.1%98.5%63.6%100798
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Oct 2Nov 135832.8%89.0%6455.6%8140
$9.50Oct 2Nov 131935.2%88.8%2079.4%540
$10.50Oct 2Oct 16161.1%62.2%159.1%3171.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 0.85, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$10.50Nov 6$0.81$0.69$0.8187%0.85$9.81
$9.50$10.00Oct 9$0.19$0.31$0.1982%1.63$9.69
$8.50$9.00Oct 2$0.26$0.24$0.26100%0.92$8.76
$10.00$10.50Oct 30$0.12$0.38$0.1263%3.17$10.12
$10.50$11.00Oct 30$0.18$0.32$0.1853%1.78$10.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$10.00Oct 16$0.18$0.32$0.1849%1.78$10.32
$11.00$10.00Oct 30$0.48$0.52$0.4857%1.08$10.52
$10.50$10.00Oct 2$0.10$0.40$0.1065%4.00$10.40
$10.50$10.00Oct 9$0.24$0.26$0.2458%1.08$10.26
$9.50$9.00Nov 13$0.18$0.32$0.1829%1.78$9.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 1.08, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$11.00Oct 23$0.31$0.31$0.1948%1.63$10.81
$10.50$11.00Nov 6$0.29$0.29$0.2150%1.38$10.79
$11.50$12.00Nov 6$0.22$0.22$0.2863%0.79$11.72
$10.50$11.00Oct 16$0.25$0.25$0.2549%1.00$10.75
$10.50$11.00Oct 9$0.11$0.11$0.3957%0.28$10.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.50Oct 23$0.26$0.26$0.2463%1.08$9.74
$9.50$9.00Oct 9$0.13$0.13$0.3778%0.35$9.37
$10.00$9.50Oct 30$0.23$0.23$0.2763%0.85$9.77
$10.00$9.00Oct 16$0.24$0.24$0.7666%0.32$9.76
$9.50$9.00Nov 13$0.18$0.18$0.3271%0.56$9.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.23, cheapest $0.18)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Oct 2Oct 9$0.18161.1%49.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Oct 2Oct 9$0.27161.1%49.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.34% of stock, avg 9.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Oct 2$0.03$0.11$0.14$10.36$10.641.34%
$10.00Oct 2$0.43$0.01$0.44$9.56$10.444.21%
$11.00Oct 2$0.01$0.57$0.58$10.42$11.585.54%
$10.50Oct 9$0.21$0.38$0.59$9.91$11.095.64%
$10.00Oct 9$0.59$0.14$0.73$9.27$10.736.98%
$11.00Oct 9$0.10$0.72$0.82$10.18$11.827.84%
$9.50Oct 9$0.78$0.16$0.94$8.56$10.448.99%
$10.50Oct 16$0.49$0.52$1.01$9.49$11.519.66%
$11.50Oct 2$0.01$1.01$1.02$10.48$12.529.75%
$9.50Oct 2$0.87$0.23$1.10$8.40$10.6010.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 66 found (cheapest 0.67% of stock, avg 5.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.00Oct 9$0.04$0.03$0.07$8.93$12.07
$12.50$9.00Oct 9$0.05$0.03$0.08$8.92$12.58
$11.50$9.00Oct 9$0.06$0.03$0.09$8.91$11.59
$11.00$9.00Oct 9$0.10$0.03$0.13$8.87$11.13
$12.50$8.50Oct 16$0.11$0.07$0.18$8.32$12.68
$12.50$9.00Oct 16$0.11$0.10$0.21$8.79$12.71
$12.00$8.50Oct 16$0.13$0.07$0.20$8.30$12.20
$12.00$10.00Oct 9$0.04$0.14$0.18$9.82$12.18
$12.00$9.50Oct 9$0.04$0.16$0.20$9.30$12.20
$11.50$10.00Oct 9$0.06$0.14$0.20$9.80$11.70

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 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 2$0.38$0.1293%0.32
$10.50$11.00$11.50Oct 9$0.07$0.4330%6.14
$10.00$10.50$11.00Oct 16$0.08$0.4232%5.25
$10.00$10.50$11.00Oct 9$0.27$0.2356%0.85
$10.50$11.00$11.50Oct 16$0.20$0.3026%1.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 9$0.10$0.4047%4.00
$10.00$10.50$11.00Oct 2$0.36$0.1491%0.39
$10.50$11.00$11.50Oct 9$0.05$0.4528%9.00
$11.50$12.00$12.50Oct 2$0.08$0.421%5.25
$10.00$10.50$11.00Oct 16$0.22$0.2832%1.27

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.22, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.50$10.001:2Nov 13-$0.22$1.28
$9.00$10.501:2Nov 6-$0.24$1.26
$9.00$9.501:2Oct 9-$0.10$0.40
$9.00$9.501:2Oct 2-$0.15$0.35
$10.00$10.501:2Oct 16-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$11.001:2Oct 2-$0.13$0.37
$11.00$10.001:2Oct 30-$0.06$0.94
$11.00$10.501:2Oct 16-$0.12$0.38
$11.50$11.001:2Oct 9-$0.33$0.17
$10.00$9.501:2Oct 30-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 4.40%, avg 2.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Nov 6$0.460.425.2%4.40%9.56%--11
$12.50Nov 6$0.090.2819.5%0.86%20.36%--200
$10.50Nov 6$0.630.500.4%6.02%6.41%--12
$11.00Oct 30$0.360.435.2%3.44%8.60%3246
$12.00Nov 6$0.140.2914.7%1.34%16.06%7721
$11.50Nov 6$0.200.379.9%1.91%11.85%27
$12.00Oct 23$0.120.2514.7%1.15%15.87%10108
$10.50Oct 23$0.430.520.4%4.11%4.49%113
$11.00Oct 23$0.230.405.2%2.20%7.36%1112
$10.50Oct 30$0.420.530.4%4.02%4.40%2976

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 4,325
Total Puts 646
Put/Call Ratio 0.15
Net Difference 3,679

Prior's Put/Call Breakdown

Total Calls 3,499
Total Puts 476
Put/Call Ratio 0.14
Net Difference 3,023

Prior 7-Day Put/Call Summary

Total Calls 45,896
Total Puts 6,349
Average Put/Call Ratio 0.14
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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