Tour v531
NVAX
NOVAVAX INC
$12.82 +1.26%
◀ 10/13 18:02 ▶

Option Volume

Detail
ℹ
Current (10/13) 10,372
Calls: 9,743 (94%)
Puts: 629 (6%)
Prior (10/12) 20,056
Calls: 14,751 (74%)
Puts: 5,305 (26%)
Current vs Prior -48.28%
Calls: -33.95% (Calls)
Puts: -88.14% (Puts)
Prior 7-Day Total 220,568
Calls: 185,982 (84%)
Puts: 34,586 (16%)
Prior 7-Day Average 31,509
Calls: 26,568 (84%)
Puts: 4,940 (16%)
Current vs Prior 7-Day Avg -67.08%
Calls: -63.33%
Puts: -87.27%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/13) $1.04M
Calls: $994.8K (96%)
Puts: $43.8K (4%)
Prior (10/12) $2.57M
Calls: $2.38M (93%)
Puts: $183.5K (7%)
Current vs Prior -59.56%
Calls: -58.28%
Puts: -76.14%
Prior 7-Day Total $25.83M
Calls: $22.99M (89%)
Puts: $2.84M (11%)
Prior 7-Day Average $3.69M
Calls: $3.28M (89%)
Puts: $406.4K (11%)
Current vs Prior 7-Day Avg -71.86%
Calls: -69.71%
Puts: -89.22%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 0.06
Prior (10/12) 0.36
Current vs Prior -82.05%
Prior 7-Day Average 0.20
Current vs Prior 7-Day Avg -67.85%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/13) 298,355
Calls: 189,001 (63%)
Puts: 109,354 (37%)
Prior (10/12) 290,860
Calls: 185,286 (64%)
Puts: 105,574 (36%)
Current vs Prior +2.58%
Prior 7-Day Total 1,888,664
Calls: 1,217,712 (64%)
Puts: 670,952 (36%)
Prior 7-Day Average 269,809
Calls: 173,958 (64%)
Puts: 95,850 (36%)
Current vs Prior 7-Day Avg +10.58%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 9.75% | 11.23%9.75% | 25.66%
Prior 8.21% | 15.96%8.21% | 24.96%
Current vs Prior +18.69% | -29.60%+18.69% | +2.81%
Prior 7-Day Avg 9.67% | 14.28%13.54% | 25.46%
Current vs 7-Day Avg +0.87% | -21.35%-27.98% | +0.78%
Prior 7-Day Eod 8.21% | 15.96%8.21% | 24.96%
Current vs 7-Day Eod +18.69% | -29.60%+18.69% | +2.81%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Prior 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 36.86% | 67.67%
Calls: 14.92% | 30.57%
Puts: 58.80% | 104.77%
Current vs 7-Day Avg -16.72% | -4.55%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($994.8K) vs puts ($43.8K). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 48% vs prior. Extreme bullish P/C ratio of 0.06 - heavy call buying (9,743 calls vs 629 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 $0.56, cheapest $0.43)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.400.45$0.4311.6%9980.4710.7K
$13.00Oct 230.630.75$0.6917.4%890.535.1K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 161.933.35$2.6453.8%30.98130
$11.00Oct 161.752.10$1.9318.1%830.963.4K
$10.50Oct 302.132.84$2.4928.5%30.90106
$11.50Oct 161.231.60$1.4226.1%1470.89580
$11.00Oct 231.282.38$1.8360.1%10.88168
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 161.953.05$2.5044.0%10.907
$14.00Oct 161.022.02$1.5265.8%--0.7710
$14.50Oct 231.762.60$2.1838.5%20.76--
$15.00Oct 302.093.10$2.6038.8%60.76--
$14.50Oct 301.672.32$2.0032.5%20.71--

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 6.8K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Oct 160.130.24$0.1957.9%1.5K0.241.7K
$15.00Oct 160.060.10$0.0850.0%1.0K0.115.5K
$13.00Oct 160.400.45$0.4311.6%9980.4710.7K
$13.50Oct 160.270.35$0.3125.8%9350.35885
$12.00Oct 160.921.19$1.0625.5%2040.821.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.010.20$0.11172.7%1350.18473
$12.00Oct 230.240.46$0.3562.9%960.28890
$12.50Oct 160.150.39$0.2788.9%690.35399
$11.00Oct 230.070.22$0.15100.0%500.137.3K
$11.50Oct 160.020.12$0.07142.9%410.112.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 17.6%, max 49.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Oct 16Nov 6145.0%107.1%35.4%2829
$14.00Oct 16Nov 27122.6%101.1%21.2%1.5K1.8K
$13.50Oct 16Nov 6122.0%115.1%6.0%938893
$13.00Oct 16Nov 27106.5%101.4%5.1%1.0K10.7K
$12.00Oct 16Nov 2089.0%86.7%2.7%3703.4K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Oct 16Oct 30122.6%81.8%49.8%410
$13.50Oct 16Oct 30122.0%93.9%30.0%2110
$13.00Oct 16Nov 20106.5%101.0%5.5%166.9K
$12.00Oct 16Nov 2089.0%86.7%2.7%1411.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 4.56, avg 1.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$14.00Nov 13$0.18$0.82$0.1854%4.56$13.18
$13.00$14.00Nov 20$0.19$0.81$0.1954%4.26$13.19
$12.00$13.00Nov 20$0.36$0.64$0.3664%1.78$12.36
$10.50$11.00Oct 30$0.23$0.27$0.2390%1.17$10.73
$12.50$13.00Oct 30$0.12$0.38$0.1262%3.17$12.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.50$13.00Oct 16$0.17$0.33$0.1766%1.94$13.33
$14.50$14.00Oct 30$0.28$0.22$0.2871%0.79$14.22
$13.50$13.00Oct 30$0.23$0.27$0.2355%1.17$13.27
$12.50$12.00Oct 30$0.15$0.35$0.1540%2.33$12.35
$12.00$11.00Nov 20$0.30$0.70$0.3036%2.33$11.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.56, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Oct 30$0.30$0.30$0.2054%1.50$13.80
$14.00$15.00Nov 20$0.46$0.46$0.5453%0.85$14.46
$13.50$14.00Nov 6$0.22$0.22$0.2855%0.79$13.72
$14.00$14.50Nov 6$0.18$0.18$0.3261%0.56$14.18
$13.50$14.00Oct 16$0.12$0.12$0.3865%0.32$13.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$10.50Oct 30$0.18$0.18$0.3281%0.56$10.82
$12.50$12.00Oct 23$0.24$0.24$0.2662%0.92$12.26
$12.50$12.00Oct 16$0.16$0.16$0.3465%0.47$12.34
$12.50$12.00Nov 6$0.24$0.24$0.2656%0.92$12.26
$12.00$11.50Oct 30$0.17$0.17$0.3368%0.52$11.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.25, cheapest $0.20)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Oct 16Oct 23$0.20122.0%84.1%
$13.00Oct 16Oct 23$0.26106.5%79.0%
$12.50Oct 16Oct 23$0.0694.1%96.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Oct 16Oct 30$0.51122.0%93.9%
$13.00Oct 16Oct 23$0.13106.5%79.0%
$12.50Oct 16Oct 23$0.3294.1%96.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 7.49% of stock, avg 14.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Oct 16$0.69$0.27$0.96$11.54$13.467.49%
$13.00Oct 16$0.43$0.56$0.99$12.01$13.997.72%
$13.50Oct 16$0.31$0.73$1.04$12.46$14.548.11%
$12.00Oct 16$1.06$0.11$1.17$10.83$13.179.13%
$12.50Oct 23$0.75$0.59$1.34$11.16$13.8410.45%
$13.00Oct 23$0.69$0.69$1.38$11.62$14.3810.76%
$12.00Oct 23$1.21$0.35$1.56$10.44$13.5612.17%
$14.00Oct 16$0.19$1.52$1.71$12.29$15.7113.34%
$12.50Oct 30$1.10$0.75$1.85$10.65$14.3514.43%
$13.00Oct 30$0.98$1.01$1.99$11.01$14.9915.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 1.17% of stock, avg 8.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.50Oct 16$0.08$0.07$0.15$11.35$15.15
$15.00$12.00Oct 16$0.08$0.11$0.19$11.81$15.19
$14.50$11.50Oct 16$0.17$0.07$0.24$11.26$14.74
$14.50$12.00Oct 16$0.17$0.11$0.28$11.72$14.78
$14.00$11.50Oct 16$0.19$0.07$0.26$11.24$14.26
$14.00$12.00Oct 16$0.19$0.11$0.30$11.70$14.30
$15.00$11.50Oct 23$0.23$0.22$0.45$11.05$15.45
$15.00$12.50Oct 16$0.08$0.27$0.35$12.15$15.35
$13.50$11.50Oct 16$0.31$0.07$0.38$11.12$13.88
$13.50$12.00Oct 16$0.31$0.11$0.42$11.58$13.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.92, avg credit $0.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1214/14Oct 23$0.24$0.2637%0.92$11.76$14.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 3.55, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.00$12.50$13.00Oct 16$0.11$0.3935%3.55
$12.50$13.00$13.50Oct 16$0.14$0.3630%2.57
$13.00$13.50$14.00Oct 23$0.10$0.4018%4.00
$13.50$14.00$14.50Oct 16$0.10$0.4015%4.00
$12.00$13.00$14.00Nov 20$0.17$0.8317%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Oct 23$0.06$0.4414%7.33
$12.00$12.50$13.00Oct 16$0.13$0.3735%2.85
$11.50$12.00$12.50Oct 16$0.12$0.3824%3.17
$11.50$12.00$12.50Oct 23$0.11$0.3919%3.55
$12.00$12.50$13.00Oct 30$0.11$0.3916%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. 33 found (best net $-0.54, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$13.001:2Oct 16-$0.17$0.33
$12.00$12.501:2Oct 16-$0.32$0.18
$12.00$12.501:2Oct 23-$0.29$0.21
$13.50$14.001:2Oct 16-$0.07$0.43
$13.00$13.501:2Oct 16-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Oct 16-$0.54$0.46
$13.00$12.001:2Nov 20-$0.31$0.69
$12.50$12.001:2Oct 23-$0.11$0.39
$12.00$11.501:2Oct 23-$0.09$0.41
$11.50$11.001:2Oct 23-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 8.81%, avg 3.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Nov 20$1.130.479.2%8.81%18.02%24430
$15.00Nov 20$0.710.3717.0%5.54%22.54%10316
$13.00Nov 20$1.310.541.4%10.22%11.62%84800
$14.00Nov 27$0.800.479.2%6.24%15.44%123
$13.00Nov 13$1.000.541.4%7.80%9.20%9155
$15.00Nov 6$0.300.3117.0%2.34%19.34%3460
$13.50Oct 30$0.630.465.3%4.91%10.22%982
$13.00Nov 27$0.840.551.4%6.55%7.96%2021
$13.50Nov 6$0.570.455.3%4.45%9.75%38
$15.00Oct 30$0.270.2717.0%2.11%19.11%20136

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 9,743
Total Puts 629
Put/Call Ratio 0.06
Net Difference 9,114

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 185,982
Total Puts 34,586
Average Put/Call Ratio 0.20
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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