Tour v531
NVAX
NOVAVAX INC
$11.32 -9.87%
$11.35 (+0.27%)🌙
as of 10/06 06:02 PM
◀ 10/6 18:02 ▶

Option Volume

Detail
ℹ
Current (10/06) 47,536
Calls: 32,563 (69%)
Puts: 14,973 (31%)
Prior (10/05) 116,972
Calls: 106,572 (91%)
Puts: 10,400 (9%)
Current vs Prior -59.36%
Calls: -69.45% (Calls)
Puts: +43.97% (Puts)
Prior 7-Day Total 158,231
Calls: 143,511 (91%)
Puts: 14,720 (9%)
Prior 7-Day Average 22,604
Calls: 20,501 (91%)
Puts: 2,102 (9%)
Current vs Prior 7-Day Avg +110.30%
Calls: +58.83%
Puts: +612.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $4.00M
Calls: $2.41M (60%)
Puts: $1.59M (40%)
Prior (10/05) $15.24M
Calls: $14.54M (95%)
Puts: $699.2K (5%)
Current vs Prior -73.74%
Calls: -83.45%
Puts: +128.08%
Prior 7-Day Total $19.63M
Calls: $18.61M (95%)
Puts: $1.02M (5%)
Prior 7-Day Average $2.80M
Calls: $2.66M (95%)
Puts: $145.8K (5%)
Current vs Prior 7-Day Avg +42.69%
Calls: -9.48%
Puts: +994.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.46
Prior (10/05) 0.10
Current vs Prior +371.19%
Prior 7-Day Average 0.11
Current vs Prior 7-Day Avg +303.18%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06) 279,413
Calls: 185,283 (66%)
Puts: 94,130 (34%)
Prior (10/05) 231,475
Calls: 145,424 (63%)
Puts: 86,051 (37%)
Current vs Prior +20.71%
Prior 7-Day Total 1,386,367
Calls: 931,515 (67%)
Puts: 454,852 (33%)
Prior 7-Day Average 198,052
Calls: 133,073 (67%)
Puts: 64,978 (33%)
Current vs Prior 7-Day Avg +41.08%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 12.37% | 13.52%13.52% | 25.53%
Prior 14.33% | 19.90%19.90% | 29.06%
Current vs Prior -13.70% | -32.10%-32.10% | -12.15%
Prior 7-Day Avg 9.42% | 13.83%15.36% | 24.31%
Current vs 7-Day Avg +31.34% | -2.28%-12.01% | +5.00%
Prior 7-Day Eod 14.33% | 19.90%19.90% | 29.06%
Current vs 7-Day Eod -13.70% | -32.10%-32.10% | -12.15%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Prior 56.88% | 30.21%
Calls: 10.42% | 26.09%
Puts: 103.33% | 34.33%
Current vs Prior -66.77% | +251.41%
Prior 7-Day Avg 56.88% | 30.21%
Calls: 10.42% | 26.09%
Puts: 103.33% | 34.33%
Current vs 7-Day Avg -66.77% | +251.41%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($2.41M). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 59% vs prior. Volume explosion - 110% above 7-day average (47,536 vs avg 22,604).

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. 1 found (avg $0.13, cheapest $0.13)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 90.120.14$0.1315.4%6260.25186

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Oct 90.033.60$1.82196.2%11.0021
$10.00Oct 90.551.56$1.0695.3%11.00266
$10.50Oct 90.751.06$0.9134.1%561.00332
$10.00Oct 161.251.55$1.4021.4%3260.874.0K
$9.50Oct 230.553.70$2.13147.9%--0.8230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Oct 91.644.30$2.9789.6%20.901
$13.00Oct 91.572.14$1.8630.6%1680.87157
$12.50Oct 91.101.70$1.4042.9%2480.80165
$13.00Oct 161.702.51$2.1138.4%3.2K0.78112
$12.50Oct 161.102.00$1.5558.1%720.723

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 28.8K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 90.020.12$0.07142.9%2.6K0.112.3K
$11.50Oct 230.441.07$0.7682.9%2.5K0.5036
$13.00Oct 160.150.26$0.2152.4%2.4K0.2110.6K
$12.00Oct 90.200.25$0.2321.7%2.2K0.281.2K
$11.50Oct 90.250.38$0.3240.6%1.4K0.391.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 161.702.51$2.1138.4%3.2K0.78112
$11.00Oct 230.510.96$0.7460.8%3.0K0.414.0K
$12.00Oct 90.781.16$0.9739.2%2.7K0.71335
$11.00Oct 90.150.47$0.31103.2%8620.47263
$12.00Nov 201.702.20$1.9525.6%7390.4810

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 24.0%, max 32.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 9Nov 6126.4%95.3%32.7%1.4K1.4K
$12.00Oct 9Nov 20142.7%117.1%21.9%2.5K2.4K
$12.50Oct 9Nov 13141.4%120.6%17.3%426857
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 9Nov 6126.4%95.3%32.7%265174
$12.00Oct 9Nov 20142.7%117.1%21.9%3.4K345
$12.50Oct 9Nov 13141.4%120.6%17.3%253170

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 2.33, avg 1.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$10.50Oct 9$0.15$0.35$0.15100%2.33$10.15
$11.00$12.00Oct 30$0.24$0.76$0.2459%3.17$11.24
$11.50$12.00Nov 6$0.10$0.40$0.1052%4.00$11.60
$10.00$10.50Oct 16$0.28$0.22$0.2887%0.79$10.28
$10.50$11.00Oct 9$0.32$0.18$0.32100%0.56$10.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.50Oct 9$0.16$0.34$0.1671%2.13$11.84
$12.50$12.00Oct 16$0.19$0.31$0.1972%1.63$12.31
$11.50$11.00Oct 30$0.16$0.34$0.1649%2.12$11.34
$11.00$10.50Oct 30$0.19$0.31$0.1941%1.63$10.81
$11.50$11.00Oct 16$0.25$0.25$0.2554%1.00$11.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 2.57, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$13.00Nov 20$0.52$0.52$0.4849%1.08$12.52
$12.00$12.50Oct 23$0.21$0.21$0.2959%0.72$12.21
$12.00$12.50Oct 9$0.10$0.10$0.4072%0.25$12.10
$12.50$13.00Nov 6$0.19$0.19$0.3159%0.61$12.69
$13.00$13.50Oct 30$0.10$0.10$0.4069%0.25$13.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$9.50Nov 13$1.08$1.08$0.4260%2.57$9.92
$11.00$10.00Nov 20$0.66$0.66$0.3459%1.94$10.34
$11.00$10.50Oct 23$0.31$0.31$0.1959%1.63$10.69
$10.00$9.50Oct 30$0.23$0.23$0.2772%0.85$9.77
$10.50$10.00Nov 6$0.25$0.25$0.2565%1.00$10.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.19, cheapest $0.19)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Oct 9Oct 16$0.19126.4%86.0%
$11.00Oct 9Oct 16$0.1479.8%87.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Oct 9Oct 16$0.2479.8%87.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 7.95% of stock, avg 16.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Oct 9$0.59$0.31$0.90$10.10$11.907.95%
$10.50Oct 9$0.91$0.13$1.04$9.46$11.549.19%
$11.50Oct 9$0.32$0.81$1.13$10.37$12.639.98%
$12.00Oct 9$0.23$0.97$1.20$10.80$13.2010.60%
$11.00Oct 16$0.73$0.55$1.28$9.72$12.2811.31%
$11.50Oct 16$0.51$0.80$1.31$10.19$12.8111.57%
$10.50Oct 23$0.99$0.43$1.42$9.08$11.9212.54%
$10.50Oct 16$1.12$0.31$1.43$9.07$11.9312.63%
$12.00Oct 16$0.36$1.36$1.72$10.28$13.7215.19%
$12.00Oct 23$0.59$1.36$1.95$10.05$13.9517.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.88% of stock, avg 9.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.50$9.50Oct 9$0.05$0.05$0.10$9.40$13.60
$13.50$10.00Oct 9$0.05$0.05$0.10$9.90$13.60
$13.00$10.00Oct 9$0.07$0.05$0.12$9.88$13.12
$13.00$9.50Oct 9$0.07$0.05$0.12$9.38$13.12
$12.50$10.00Oct 9$0.13$0.05$0.18$9.82$12.68
$12.50$9.50Oct 9$0.13$0.05$0.18$9.32$12.68
$13.50$10.50Oct 9$0.05$0.13$0.18$10.32$13.68
$13.00$10.50Oct 9$0.07$0.13$0.20$10.30$13.20
$12.50$10.50Oct 9$0.13$0.13$0.26$10.24$12.76
$12.00$10.00Oct 9$0.23$0.05$0.28$9.72$12.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.94, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1013/14Oct 30$0.33$0.1741%1.94$9.67$13.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 9$0.05$0.4561%9.00
$11.00$11.50$12.00Oct 16$0.07$0.4324%6.14
$11.50$12.00$12.50Oct 16$0.06$0.4419%7.33
$11.00$11.50$12.00Oct 9$0.18$0.3239%1.78
$12.50$13.00$13.50Oct 16$0.08$0.427%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 16$0.06$0.4425%7.33
$10.00$10.50$11.00Oct 9$0.10$0.4037%4.00
$9.50$10.00$10.50Oct 9$0.08$0.4217%5.25
$10.00$10.50$11.00Oct 23$0.13$0.3720%2.85
$10.00$10.50$11.00Oct 30$0.11$0.3913%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.12, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$10.001:2Oct 9-$0.30$0.20
$11.00$11.501:2Oct 9-$0.05$0.45
$10.50$11.001:2Oct 9-$0.27$0.23
$11.50$12.001:2Oct 9-$0.14$0.36
$12.00$12.501:2Oct 23-$0.17$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Oct 23-$0.12$0.88
$11.00$10.501:2Oct 16-$0.07$0.43
$12.00$11.501:2Oct 16-$0.24$0.26
$11.00$10.501:2Oct 23-$0.12$0.38
$10.50$10.001:2Oct 23-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 10.07%, avg 2.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Nov 20$1.140.516.0%10.07%16.08%2761.2K
$13.00Nov 20$0.600.4114.8%5.30%20.14%55152
$13.00Nov 13$0.310.4414.8%2.74%17.58%11--
$12.00Nov 6$0.700.476.0%6.18%12.19%219108
$12.00Oct 30$0.510.456.0%4.51%10.51%6818
$12.50Nov 6$0.310.4110.4%2.74%13.16%5210
$11.50Nov 6$0.680.521.6%6.01%7.60%612
$13.00Nov 6$0.180.3514.8%1.59%16.43%--52
$13.00Oct 30$0.220.3114.8%1.94%16.78%106141
$13.50Oct 30$0.120.2519.3%1.06%20.32%247158

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 32,563
Total Puts 14,973
Put/Call Ratio 0.46
Net Difference 17,590

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 143,511
Total Puts 14,720
Average Put/Call Ratio 0.11
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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