Tour v531
NVAX
NOVAVAX INC
$12.66 -0.71%
$12.65 (-0.10%)🌙
as of 10/12 06:02 PM
◀ 10/12 18:02 ▶

Option Volume

Detail
ℹ
Current (10/12) 20,056
Calls: 14,751 (74%)
Puts: 5,305 (26%)
Prior (10/08) 9,193
Calls: 8,695 (95%)
Puts: 498 (5%)
Current vs Prior +118.17%
Calls: +69.65% (Calls)
Puts: +965.26% (Puts)
Prior 7-Day Total 204,775
Calls: 175,193 (86%)
Puts: 29,582 (14%)
Prior 7-Day Average 29,253
Calls: 25,027 (86%)
Puts: 4,226 (14%)
Current vs Prior 7-Day Avg -31.44%
Calls: -41.06%
Puts: +25.53%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12) $2.57M
Calls: $2.38M (93%)
Puts: $183.5K (7%)
Prior (10/08) $837.4K
Calls: $778.7K (93%)
Puts: $58.7K (7%)
Current vs Prior +206.65%
Calls: +206.18%
Puts: +212.87%
Prior 7-Day Total $23.84M
Calls: $21.16M (89%)
Puts: $2.68M (11%)
Prior 7-Day Average $3.41M
Calls: $3.02M (89%)
Puts: $382.8K (11%)
Current vs Prior 7-Day Avg -24.61%
Calls: -21.14%
Puts: -52.06%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 0.36
Prior (10/08) 0.06
Current vs Prior +527.92%
Prior 7-Day Average 0.16
Current vs Prior 7-Day Avg +124.15%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12) 290,860
Calls: 185,286 (64%)
Puts: 105,574 (36%)
Prior (10/08) 302,076
Calls: 195,726 (65%)
Puts: 106,350 (35%)
Current vs Prior -3.71%
Prior 7-Day Total 1,686,008
Calls: 1,117,874 (66%)
Puts: 568,134 (34%)
Prior 7-Day Average 240,858
Calls: 159,696 (66%)
Puts: 81,162 (34%)
Current vs Prior 7-Day Avg +20.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 8.21% | 15.96%8.21% | 24.96%
Prior 7.54% | 12.35%12.35% | 22.71%
Current vs Prior +8.97% | +29.17%-33.50% | +9.93%
Prior 7-Day Avg 9.58% | 13.73%14.56% | 25.12%
Current vs 7-Day Avg -14.21% | +16.19%-43.58% | -0.64%
Prior 7-Day Eod 7.54% | 12.35%12.35% | 22.71%
Current vs 7-Day Eod +8.97% | +29.17%-33.50% | +9.93%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +62.43% | -39.16%
Prior 7-Day Avg 40.60% | 62.76%
Calls: 13.44% | 30.13%
Puts: 67.76% | 95.39%
Current vs 7-Day Avg -24.39% | +2.92%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($2.38M) vs puts ($183.5K). Massive premium surge with dollar volume up 207% vs prior. Unusually high activity with volume up 118% vs prior - elevated interest. Extreme bullish P/C ratio of 0.36 - heavy call buying (14,751 calls vs 5,305 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 -- 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. 2 found (avg $0.12, cheapest $0.08)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 160.070.08$0.0812.5%1.6K0.105.4K
$14.00Oct 160.140.17$0.1618.8%1.0K0.201.6K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 161.793.30$2.5559.2%--1.00130
$11.00Oct 161.431.83$1.6324.5%330.933.4K
$10.50Oct 230.243.55$1.90174.2%10.9213
$11.00Oct 231.392.10$1.7540.6%40.85169
$10.50Oct 302.002.71$2.3630.1%10.85106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 162.132.60$2.3719.8%20.906
$14.00Oct 161.231.88$1.5641.7%50.806
$13.50Oct 160.761.43$1.1060.9%100.712
$13.00Oct 160.010.90$0.46193.5%5550.586.3K
$13.00Oct 300.401.47$0.94113.8%10.5533

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 10.7K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 160.070.08$0.0812.5%1.6K0.105.4K
$13.00Oct 160.250.52$0.3969.2%1.3K0.4110.5K
$14.00Oct 160.140.17$0.1618.8%1.0K0.201.6K
$12.00Oct 160.640.96$0.8040.0%4840.741.6K
$13.00Nov 201.251.56$1.4122.0%4510.52462
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 160.080.18$0.1376.9%1.6K0.171.1K
$12.00Oct 230.390.52$0.4628.3%8630.32133
$13.00Oct 160.010.90$0.46193.5%5550.586.3K
$12.00Oct 160.130.22$0.1850.0%4110.26297
$12.50Oct 160.200.71$0.45113.3%3900.44153

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 20.6%, max 57.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Oct 16Oct 23140.9%89.6%57.3%2228
$13.50Oct 16Oct 30103.4%73.4%40.8%128936
$14.00Oct 16Nov 20111.6%80.7%38.2%1.1K2.0K
$12.00Oct 16Nov 2081.2%71.6%13.3%5893.6K
$12.50Oct 16Nov 1398.7%87.5%12.8%3271.2K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Oct 16Nov 2081.2%71.6%13.3%479905
$13.00Oct 16Nov 20104.6%96.1%8.9%6646.3K
$11.50Oct 16Oct 30101.2%100.6%0.5%1.6K1.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 2.33, avg 1.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$11.00Oct 23$0.15$0.35$0.1592%2.33$10.65
$11.00$12.00Nov 20$0.44$0.56$0.4474%1.27$11.44
$12.00$13.00Nov 20$0.40$0.60$0.4063%1.50$12.40
$11.00$11.50Oct 23$0.31$0.19$0.3185%0.61$11.31
$12.00$12.50Oct 16$0.22$0.28$0.2274%1.27$12.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 6$0.11$0.39$0.1131%3.55$10.89
$12.50$11.00Nov 6$0.53$0.97$0.5347%1.83$11.97
$12.00$11.00Nov 20$0.30$0.70$0.3037%2.33$11.70
$11.00$10.50Oct 30$0.12$0.38$0.1221%3.17$10.88
$12.50$12.00Oct 16$0.27$0.23$0.2744%0.85$12.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 1.08, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$14.00Nov 20$0.60$0.60$0.4048%1.50$13.60
$14.50$15.00Oct 23$0.14$0.14$0.3676%0.39$14.64
$13.00$13.50Oct 16$0.17$0.17$0.3359%0.52$13.17
$14.00$14.50Oct 23$0.11$0.11$0.3969%0.28$14.11
$14.00$15.00Oct 30$0.18$0.18$0.8267%0.22$14.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$11.00Oct 30$0.26$0.26$0.2470%1.08$11.24
$12.00$11.50Oct 30$0.30$0.30$0.2063%1.50$11.70
$12.00$11.50Oct 23$0.25$0.25$0.2568%1.00$11.75
$12.50$12.00Oct 16$0.27$0.27$0.2356%1.17$12.23
$11.00$10.50Oct 30$0.12$0.12$0.3879%0.32$10.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.25, cheapest $0.08)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 23$0.08104.6%63.2%
$12.50Oct 16Oct 23$0.1898.7%66.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 30$0.48104.6%67.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 6.71% of stock, avg 14.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.00Oct 16$0.39$0.46$0.85$12.15$13.856.71%
$12.00Oct 16$0.80$0.18$0.98$11.02$12.987.74%
$12.50Oct 16$0.58$0.45$1.03$11.47$13.538.14%
$12.50Oct 23$0.76$0.45$1.21$11.29$13.719.56%
$13.50Oct 16$0.22$1.10$1.32$12.18$14.8210.43%
$11.50Oct 16$1.22$0.13$1.35$10.15$12.8510.66%
$12.00Oct 23$1.00$0.46$1.46$10.54$13.4611.53%
$13.00Oct 30$0.59$0.94$1.53$11.47$14.5312.09%
$12.50Oct 30$0.99$0.60$1.59$10.91$14.0912.56%
$11.50Oct 23$1.44$0.21$1.65$9.85$13.1513.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 1.03% of stock, avg 7.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.00Oct 16$0.08$0.05$0.13$10.87$15.13
$15.00$10.50Oct 23$0.11$0.10$0.21$10.29$15.21
$15.00$11.50Oct 16$0.08$0.13$0.21$11.29$15.21
$14.00$11.00Oct 16$0.16$0.05$0.21$10.79$14.21
$14.50$11.00Oct 16$0.18$0.05$0.23$10.77$14.73
$15.00$11.00Oct 23$0.11$0.18$0.29$10.71$15.29
$14.00$11.50Oct 16$0.16$0.13$0.29$11.21$14.29
$15.00$12.00Oct 16$0.08$0.18$0.26$11.74$15.26
$14.50$11.50Oct 16$0.18$0.13$0.31$11.19$14.81
$13.50$11.00Oct 16$0.22$0.05$0.27$10.73$13.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 3.55, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1214/15Oct 23$0.39$0.1144%3.55$11.61$14.89
12/1214/14Oct 23$0.36$0.1437%2.57$11.64$14.36
11/1214/15Oct 30$0.44$0.5637%0.79$11.06$14.44
10/1114/15Oct 30$0.30$0.7046%0.43$10.70$14.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 3.55, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$13.50$14.00Oct 16$0.11$0.3921%3.55
$13.50$14.00$14.50Oct 16$0.08$0.429%5.25
$13.00$13.50$14.00Oct 30$0.11$0.3912%3.55
$11.50$12.00$12.50Oct 16$0.20$0.3028%1.50
$11.50$12.00$12.50Oct 23$0.20$0.3020%1.50
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 30$0.14$0.3615%2.57
$11.50$12.00$12.50Oct 16$0.22$0.2827%1.27
$11.00$11.50$12.00Oct 23$0.22$0.2816%1.27
$11.00$12.00$13.00Nov 20$0.58$0.4222%0.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.21, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Nov 20-$0.21$0.79
$14.00$15.001:2Oct 30-$0.12$0.88
$13.00$14.001:2Nov 6-$0.24$0.76
$12.50$13.001:2Oct 23-$0.18$0.32
$12.50$13.001:2Oct 30-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Oct 16-$0.75$0.25
$11.50$11.001:2Oct 30-$0.08$0.42
$12.00$11.001:2Nov 20-$0.27$0.73
$12.00$11.501:2Oct 16-$0.08$0.42
$12.50$11.001:2Nov 6-$0.54$0.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 4.90%, avg 2.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Nov 20$0.620.3618.5%4.90%23.38%20316
$13.00Nov 20$1.250.522.7%9.87%12.56%451462
$14.00Nov 20$0.420.3910.6%3.32%13.90%72397
$14.00Oct 30$0.320.3310.6%2.53%13.11%7160
$13.00Nov 13$0.480.522.7%3.79%6.48%--55
$13.50Oct 23$0.260.386.6%2.05%8.69%4028
$13.50Oct 30$0.250.376.6%1.97%8.61%--82
$14.00Oct 23$0.100.3110.6%0.79%11.37%832.8K
$14.00Oct 16$0.140.2010.6%1.11%11.69%1.0K1.6K
$13.00Oct 16$0.250.412.7%1.97%4.66%1.3K10.5K

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 14,751
Total Puts 5,305
Put/Call Ratio 0.36
Net Difference 9,446

Prior's Put/Call Breakdown

Total Calls 8,695
Total Puts 498
Put/Call Ratio 0.06
Net Difference 8,197

Prior 7-Day Put/Call Summary

Total Calls 175,193
Total Puts 29,582
Average Put/Call Ratio 0.16
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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