Tour v531
NVAX
NOVAVAX INC
$12.56 +20.08%
$12.45 (-0.88%)🌙
as of 10/05 06:03 PM
◀ 10/5 18:03 ▶

Option Volume

Detail
ℹ
Current (10/05) 116,972
Calls: 106,572 (91%)
Puts: 10,400 (9%)
Prior (10/02) 4,971
Calls: 4,325 (87%)
Puts: 646 (13%)
Current vs Prior +2253.09%
Calls: +2364.09% (Calls)
Puts: +1509.91% (Puts)
Prior 7-Day Total 44,309
Calls: 39,502 (89%)
Puts: 4,807 (11%)
Prior 7-Day Average 6,329
Calls: 5,643 (89%)
Puts: 686 (11%)
Current vs Prior 7-Day Avg +1747.94%
Calls: +1788.52%
Puts: +1414.46%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $15.24M
Calls: $14.54M (95%)
Puts: $699.2K (5%)
Prior (10/02) $718.5K
Calls: $678.5K (94%)
Puts: $39.9K (6%)
Current vs Prior +2020.51%
Calls: +2042.31%
Puts: +1650.29%
Prior 7-Day Total $4.60M
Calls: $4.26M (93%)
Puts: $340.2K (7%)
Prior 7-Day Average $656.8K
Calls: $608.2K (93%)
Puts: $48.6K (7%)
Current vs Prior 7-Day Avg +2219.54%
Calls: +2289.94%
Puts: +1338.59%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.10
Prior (10/02) 0.15
Current vs Prior -34.67%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -23.30%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/05) 231,475
Calls: 145,424 (63%)
Puts: 86,051 (37%)
Prior (10/02) 244,748
Calls: 157,628 (64%)
Puts: 87,120 (36%)
Current vs Prior -5.42%
Prior 7-Day Total 1,394,373
Calls: 937,032 (67%)
Puts: 457,341 (33%)
Prior 7-Day Average 199,196
Calls: 133,861 (67%)
Puts: 65,334 (33%)
Current vs Prior 7-Day Avg +16.20%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 14.33% | 19.90%19.90% | 29.06%
Prior 9.27% | 12.81%12.81% | 24.00%
Current vs Prior +54.54% | +55.37%+55.37% | +21.10%
Prior 7-Day Avg 8.23% | 12.38%15.29% | 23.96%
Current vs 7-Day Avg +74.11% | +60.84%+30.15% | +21.27%
Prior 7-Day Eod 9.27% | 12.81%12.81% | 24.00%
Current vs 7-Day Eod +54.54% | +55.37%+55.37% | +21.10%
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 95% of dollar volume in calls ($14.54M) vs puts ($699.2K). Massive premium surge with dollar volume up 2021% vs prior. Dollar volume significantly above 7-day average (2220% higher). Unusually high activity with volume up 2253% 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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 6.3%, best 6.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 90.610.65$0.636.3%7.2K0.4396
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.64, cheapest $0.22)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 90.610.65$0.636.3%7.2K0.4396
$13.00Oct 160.850.95$0.9011.1%13.1K0.493.0K
$14.00Oct 230.750.85$0.8012.5%2.6K0.38--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 160.200.24$0.2218.2%130.15840

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.66, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 91.903.20$2.5551.0%3220.9536
$11.00Oct 91.491.85$1.6721.6%2.1K0.85408
$10.50Oct 161.863.20$2.5353.0%1190.85131
$11.00Oct 231.652.97$2.3157.1%390.79111
$11.00Oct 161.712.10$1.9120.4%4740.782.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Oct 90.863.70$2.28124.6%20.77--
$14.00Oct 91.232.23$1.7357.8%70.691
$14.00Oct 161.183.85$2.52106.0%20.644
$13.50Oct 160.973.50$2.24112.9%10.57--
$13.00Oct 90.971.24$1.1124.3%2470.562

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 69.1K, top 13.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.850.95$0.9011.1%13.1K0.493.0K
$13.00Oct 90.610.65$0.636.3%7.2K0.4396
$13.00Oct 231.011.16$1.0913.8%5.3K0.479
$12.00Oct 90.961.13$1.0516.2%4.8K0.63307
$14.00Oct 90.370.48$0.4325.6%4.4K0.30--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 230.300.45$0.3839.5%4.3K0.24--
$11.00Oct 90.150.22$0.1936.8%6410.188
$12.00Oct 90.450.57$0.5123.5%5580.3816
$10.50Oct 90.070.11$0.0944.4%2610.1038
$13.00Oct 90.971.24$1.1124.3%2470.562

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 28.9%, max 60.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Oct 9Nov 6170.1%105.8%60.8%7.5K96
$12.50Oct 9Nov 13141.8%118.5%19.6%2.6K93
$11.50Oct 9Nov 13152.5%140.4%8.6%3.3K633
$12.00Oct 9Nov 6137.6%133.5%3.0%4.8K405
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Oct 9Oct 23137.6%86.5%59.0%55916
$11.50Oct 9Oct 16152.5%124.6%22.4%17712

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 4.88, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.50$12.00Oct 30$0.13$0.37$0.1366%2.85$11.63
$10.50$11.00Oct 30$0.20$0.30$0.2072%1.50$10.70
$12.00$12.50Oct 16$0.15$0.35$0.1564%2.33$12.15
$14.00$15.00Oct 30$0.22$0.78$0.2240%3.55$14.22
$11.00$11.50Oct 16$0.27$0.23$0.2778%0.85$11.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.50$12.50Nov 13$0.17$0.83$0.1749%4.88$13.33
$13.00$12.50Oct 30$0.19$0.31$0.1948%1.63$12.81
$12.00$11.50Oct 9$0.12$0.38$0.1238%3.17$11.88
$14.00$13.50Oct 16$0.28$0.22$0.2864%0.79$13.72
$14.00$13.00Oct 9$0.62$0.38$0.6269%0.61$13.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 1.46, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.50$15.00Oct 23$0.35$0.35$0.1562%2.33$14.85
$14.50$15.00Oct 16$0.31$0.31$0.1964%1.63$14.81
$13.50$14.00Oct 30$0.32$0.32$0.1853%1.78$13.82
$14.50$15.00Nov 13$0.30$0.30$0.2054%1.50$14.80
$14.00$14.50Oct 9$0.15$0.15$0.3570%0.43$14.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$11.00Oct 30$0.89$0.89$0.6156%1.46$11.61
$12.00$11.00Oct 23$0.41$0.41$0.5960%0.69$11.59
$12.50$12.00Oct 16$0.31$0.31$0.1956%1.63$12.19
$11.50$11.00Oct 9$0.20$0.20$0.3072%0.67$11.30
$11.00$10.50Oct 16$0.16$0.16$0.3478%0.47$10.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.33, cheapest $0.21)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Oct 9Oct 16$0.21189.4%132.7%
$13.50Oct 9Oct 16$0.28182.2%134.4%
$13.00Oct 9Oct 16$0.27170.1%123.5%
$12.00Oct 9Oct 16$0.24137.6%115.8%
$12.50Oct 9Oct 16$0.45141.8%123.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Oct 9Oct 16$0.79189.4%132.7%
$13.00Oct 9Oct 16$0.25170.1%123.5%
$12.00Oct 9Oct 16$0.20137.6%115.8%
$12.50Oct 9Oct 16$0.24141.8%123.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 11.70% of stock, avg 18.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Oct 9$0.69$0.78$1.47$11.03$13.9711.70%
$12.00Oct 9$1.05$0.51$1.56$10.44$13.5612.42%
$13.00Oct 9$0.63$1.11$1.74$11.26$14.7413.85%
$11.50Oct 9$1.36$0.39$1.75$9.75$13.2513.93%
$12.00Oct 16$1.29$0.71$2.00$10.00$14.0015.92%
$12.50Oct 16$1.14$1.02$2.16$10.34$14.6617.20%
$11.50Oct 16$1.64$0.57$2.21$9.29$13.7117.60%
$13.00Oct 16$0.90$1.36$2.26$10.74$15.2617.99%
$12.00Oct 23$1.54$0.79$2.33$9.67$14.3318.55%
$12.50Oct 23$1.30$1.47$2.77$9.73$15.2722.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 2.63% of stock, avg 11.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$10.50Oct 9$0.24$0.09$0.33$10.17$15.33
$14.50$10.50Oct 9$0.28$0.09$0.37$10.13$14.87
$15.00$11.00Oct 9$0.24$0.19$0.43$10.57$15.43
$14.50$11.00Oct 9$0.28$0.19$0.47$10.53$14.97
$14.00$10.50Oct 9$0.43$0.09$0.52$9.98$14.52
$15.00$11.50Oct 9$0.24$0.39$0.63$10.87$15.63
$14.00$11.00Oct 9$0.43$0.19$0.62$10.38$14.62
$14.50$11.50Oct 9$0.28$0.39$0.67$10.83$15.17
$15.00$10.50Oct 16$0.45$0.22$0.67$9.83$15.67
$14.00$11.50Oct 9$0.43$0.39$0.82$10.68$14.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 2.33, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
11/1214/14Oct 9$0.35$0.1542%2.33$11.15$14.35
10/1114/14Oct 9$0.25$0.2552%1.00$10.75$14.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$14.50$15.00Oct 9$0.11$0.3911%3.55
$12.50$13.00$13.50Oct 16$0.15$0.3513%2.33
$11.50$12.00$12.50Oct 16$0.20$0.3015%1.50
$11.50$12.00$12.50Oct 23$0.22$0.2811%1.27
$12.00$12.50$13.00Oct 9$0.30$0.2020%0.67
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$12.00$12.50$13.00Oct 9$0.06$0.4419%7.33
$10.50$11.00$11.50Oct 9$0.10$0.4018%4.00
$11.50$12.00$12.50Oct 9$0.15$0.3520%2.33
$11.50$12.00$12.50Oct 16$0.17$0.3315%1.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.49, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$14.501:2Nov 6-$0.11$0.39
$14.50$15.001:2Oct 16-$0.14$0.36
$14.00$14.501:2Oct 9-$0.13$0.37
$12.00$12.501:2Oct 9-$0.33$0.17
$14.50$15.001:2Oct 9-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Oct 9-$0.49$0.51
$12.50$12.001:2Oct 23-$0.11$0.39
$11.00$10.501:2Oct 16-$0.06$0.44
$12.50$12.001:2Oct 9-$0.24$0.26
$11.50$11.001:2Oct 16-$0.19$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 2.79%, avg 4.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Nov 6$0.350.4619.4%2.79%22.21%315
$14.00Nov 6$0.660.5111.5%5.25%16.72%6--
$14.50Nov 6$0.610.4015.4%4.86%20.30%2--
$13.00Nov 6$1.120.523.5%8.92%12.42%260--
$13.50Oct 30$0.870.477.5%6.93%14.41%1556
$15.00Nov 13$0.350.3919.4%2.79%22.21%8--
$14.00Oct 23$0.750.3811.5%5.97%17.44%2.6K--
$15.00Oct 30$0.460.3219.4%3.66%23.09%9420
$13.50Oct 23$0.800.467.5%6.37%13.85%11--
$15.00Oct 23$0.500.3019.4%3.98%23.41%1323

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 106,572
Total Puts 10,400
Put/Call Ratio 0.10
Net Difference 96,172

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 39,502
Total Puts 4,807
Average Put/Call Ratio 0.13
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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