Tour v531
NVAX
NOVAVAX INC
$11.22 -0.88%
$11.19 (-0.27%)🌙
as of 10/07 06:02 PM
(10/6 18:02) ◀
|
Wednesday, October 7, 2026 (6:02pm)
January 2026
|
▶
◀ 10/7 18:02

Option Volume

Detail
ℹ
Current (10/07) 17,865
Calls: 15,577 (87%)
Puts: 2,288 (13%)
Prior (10/06) 47,536
Calls: 32,563 (69%)
Puts: 14,973 (31%)
Current vs Prior -62.42%
Calls: -52.16% (Calls)
Puts: -84.72% (Puts)
Prior 7-Day Total 195,824
Calls: 167,387 (85%)
Puts: 28,437 (15%)
Prior 7-Day Average 27,974
Calls: 23,912 (85%)
Puts: 4,062 (15%)
Current vs Prior 7-Day Avg -36.14%
Calls: -34.86%
Puts: -43.68%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $1.69M
Calls: $1.44M (85%)
Puts: $247.6K (15%)
Prior (10/06) $4.00M
Calls: $2.41M (60%)
Puts: $1.59M (40%)
Current vs Prior -57.84%
Calls: -40.19%
Puts: -84.47%
Prior 7-Day Total $22.78M
Calls: $20.23M (89%)
Puts: $2.55M (11%)
Prior 7-Day Average $3.25M
Calls: $2.89M (89%)
Puts: $363.9K (11%)
Current vs Prior 7-Day Avg -48.17%
Calls: -50.21%
Puts: -31.97%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.15
Prior (10/06) 0.46
Current vs Prior -68.06%
Prior 7-Day Average 0.16
Current vs Prior 7-Day Avg -7.65%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 297,061
Calls: 192,330 (65%)
Puts: 104,731 (35%)
Prior (10/06) 279,413
Calls: 185,283 (66%)
Puts: 94,130 (34%)
Current vs Prior +6.32%
Prior 7-Day Total 1,425,462
Calls: 965,064 (68%)
Puts: 460,398 (32%)
Prior 7-Day Average 203,637
Calls: 137,866 (68%)
Puts: 65,771 (32%)
Current vs Prior 7-Day Avg +45.88%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 8.20% | 13.64%13.64% | 27.27%
Prior 12.37% | 13.52%13.52% | 25.53%
Current vs Prior -33.70% | +0.89%+0.89% | +6.83%
Prior 7-Day Avg 9.81% | 13.83%15.18% | 24.68%
Current vs 7-Day Avg -16.43% | -1.38%-10.18% | +10.49%
Prior 7-Day Eod 12.37% | 13.52%13.52% | 25.53%
Current vs 7-Day Eod -33.70% | +0.89%+0.89% | +6.83%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 51.45% | 41.06%
Calls: 11.43% | 27.44%
Puts: 91.47% | 54.68%
Current vs 7-Day Avg -63.27% | +158.55%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($1.44M) vs puts ($247.6K). Light premium activity with dollar volume down 58% vs prior. Below-average activity with volume down 62% vs prior. Extreme bullish P/C ratio of 0.15 - heavy call buying (15,577 calls vs 2,288 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 1 of results (avg 3.7%, best 3.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 230.530.55$0.543.7%2450.407.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.76, cheapest $0.54)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 300.891.07$0.9818.4%120.58162
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 230.530.55$0.543.7%2450.407.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 40 found (avg delta 0.71, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 90.304.30$2.30173.9%20.957
$10.00Oct 90.871.76$1.3267.4%550.94266
$9.50Oct 91.043.80$2.42114.0%--0.9322
$9.00Oct 161.962.83$2.4036.3%110.892.6K
$10.00Oct 161.151.70$1.4238.7%2390.863.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 91.382.02$1.7037.6%90.93149
$13.00Oct 161.592.26$1.9234.9%1.0K0.873.2K
$12.50Oct 90.861.65$1.2563.2%20.85181
$12.00Oct 90.701.10$0.9044.4%380.772.4K
$12.50Oct 161.001.84$1.4259.2%10.7524

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 14.6K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 201.061.45$1.2531.2%4.1K0.491.3K
$12.00Oct 90.090.15$0.1250.0%3.0K0.232.1K
$12.00Oct 160.300.43$0.3735.1%1.1K0.37968
$13.00Oct 90.000.05$0.03166.7%8900.061.7K
$11.50Oct 90.100.32$0.21104.8%6540.381.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 161.592.26$1.9234.9%1.0K0.873.2K
$9.50Oct 160.040.14$0.09111.1%2510.1154
$11.00Oct 230.530.55$0.543.7%2450.407.0K
$11.00Oct 90.110.32$0.2295.5%1780.37504
$10.50Oct 90.040.10$0.0785.7%1430.16498

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 20.8%, max 55.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Oct 9Nov 20116.3%102.2%13.8%7.2K3.4K
$11.50Oct 9Nov 699.8%90.4%10.3%6941.6K
$12.50Oct 9Nov 13137.5%124.9%10.0%125916
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Oct 9Oct 30137.5%88.3%55.8%2199
$10.50Oct 9Nov 697.3%73.8%31.9%143518
$12.00Oct 9Nov 20116.3%102.2%13.8%393.0K
$11.50Oct 9Nov 699.8%90.4%10.3%38196

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 3.88, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$12.50Nov 13$0.41$1.59$0.4165%3.88$10.91
$9.00$10.00Oct 30$0.54$0.46$0.5480%0.85$9.54
$10.00$11.00Nov 20$0.47$0.53$0.4770%1.13$10.47
$10.00$10.50Oct 16$0.26$0.24$0.2686%0.92$10.26
$11.00$12.00Nov 20$0.40$0.60$0.4058%1.50$11.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$12.50Oct 30$0.13$0.37$0.1371%2.85$12.87
$12.00$11.00Oct 30$0.40$0.60$0.4058%1.50$11.60
$12.50$12.00Oct 16$0.29$0.21$0.2975%0.72$12.21
$11.50$11.00Oct 23$0.21$0.29$0.2152%1.38$11.29
$10.50$10.00Oct 23$0.10$0.40$0.1029%4.00$10.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.63, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$13.00Oct 16$0.13$0.13$0.3772%0.35$12.63
$11.50$12.00Nov 6$0.27$0.27$0.2347%1.17$11.77
$12.50$13.00Oct 23$0.14$0.14$0.3668%0.39$12.64
$11.50$12.00Oct 23$0.23$0.23$0.2750%0.85$11.73
$12.50$13.00Oct 30$0.14$0.14$0.3664%0.39$12.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$10.00Nov 20$0.62$0.62$0.3859%1.63$10.38
$11.00$10.50Nov 6$0.38$0.38$0.1259%3.17$10.62
$11.00$10.50Oct 16$0.32$0.32$0.1860%1.78$10.68
$10.00$9.00Nov 20$0.30$0.30$0.7070%0.43$9.70
$11.00$10.50Oct 9$0.15$0.15$0.3563%0.43$10.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.30, cheapest $0.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Oct 9Oct 16$0.2599.8%75.4%
$11.00Oct 9Oct 16$0.4698.1%102.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Oct 9Oct 16$0.1599.8%75.4%
$11.00Oct 9Oct 16$0.3498.1%102.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 5.97% of stock, avg 15.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Oct 9$0.45$0.22$0.67$10.33$11.675.97%
$11.50Oct 9$0.21$0.47$0.68$10.82$12.186.06%
$10.50Oct 9$0.91$0.07$0.98$9.52$11.488.73%
$12.00Oct 9$0.12$0.90$1.02$10.98$13.029.09%
$11.50Oct 16$0.46$0.62$1.08$10.42$12.589.63%
$11.50Oct 23$0.62$0.75$1.37$10.13$12.8712.21%
$10.50Oct 16$1.16$0.24$1.40$9.10$11.9012.48%
$11.00Oct 23$0.91$0.54$1.45$9.55$12.4512.92%
$11.00Oct 16$0.91$0.56$1.47$9.53$12.4713.10%
$12.00Oct 16$0.37$1.13$1.50$10.50$13.5013.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 0.45% of stock, avg 7.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.00$10.00Oct 9$0.03$0.02$0.05$9.95$13.05
$13.00$9.00Oct 9$0.03$0.04$0.07$8.93$13.07
$13.00$9.50Oct 9$0.03$0.04$0.07$9.43$13.07
$13.00$10.50Oct 9$0.03$0.07$0.10$10.40$13.10
$12.50$10.00Oct 9$0.09$0.02$0.11$9.89$12.61
$12.50$9.50Oct 9$0.09$0.04$0.13$9.37$12.63
$12.50$9.00Oct 9$0.09$0.04$0.13$8.87$12.63
$12.50$10.50Oct 9$0.09$0.07$0.16$10.34$12.66
$12.00$10.00Oct 9$0.12$0.02$0.14$9.86$12.14
$12.00$9.50Oct 9$0.12$0.04$0.16$9.34$12.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.00, avg credit $0.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1012/13Oct 16$0.25$0.2546%1.00$10.25$12.75
10/1012/13Oct 23$0.24$0.2640%0.92$10.26$12.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Nov 20$0.07$0.9320%13.29
$10.50$11.00$11.50Oct 23$0.05$0.4522%9.00
$11.00$11.50$12.00Oct 23$0.06$0.4424%7.33
$11.50$12.00$12.50Oct 9$0.06$0.4423%7.33
$11.00$11.50$12.00Oct 9$0.15$0.3540%2.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Oct 30$0.08$0.9232%11.50
$10.50$11.00$11.50Oct 9$0.10$0.4045%4.00
$10.00$10.50$11.00Oct 9$0.10$0.4032%4.00
$9.50$10.00$10.50Oct 9$0.07$0.4310%6.14
$10.00$10.50$11.00Oct 23$0.10$0.4019%4.00

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 $-0.44, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$10.001:2Oct 16-$0.44$0.56
$9.50$10.001:2Oct 9-$0.22$0.28
$10.50$12.501:2Nov 13-$0.91$1.09
$11.50$12.001:2Oct 30-$0.12$0.38
$11.50$12.001:2Oct 23-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Oct 30-$0.08$0.92
$12.00$11.501:2Oct 16-$0.11$0.39
$11.00$10.001:2Nov 20-$0.17$0.83
$12.00$11.001:2Oct 30-$0.32$0.68
$12.50$12.001:2Oct 30-$0.20$0.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 9.45%, avg 2.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Nov 20$1.060.497.0%9.45%16.40%4.1K1.3K
$13.00Nov 20$0.700.3915.9%6.24%22.10%103160
$13.00Nov 13$0.300.3815.9%2.67%18.54%--11
$12.00Nov 6$0.540.467.0%4.81%11.76%4327
$11.50Nov 6$0.720.532.5%6.42%8.91%4012
$12.50Nov 6$0.320.4011.4%2.85%14.26%--212
$12.00Oct 30$0.500.427.0%4.46%11.41%301823
$13.00Oct 30$0.180.2915.9%1.60%17.47%2170
$12.00Oct 16$0.300.377.0%2.67%9.63%1.1K968
$11.50Oct 16$0.400.482.5%3.57%6.06%57503

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 15,577
Total Puts 2,288
Put/Call Ratio 0.15
Net Difference 13,289

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 167,387
Total Puts 28,437
Average Put/Call Ratio 0.16
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All