Tour v531
NVAX
NOVAVAX INC
$12.64 -1.40%
$12.60 (-0.32%)🌙
as of 10/14 06:03 PM
◀ 10/14 18:03 ▶

Option Volume

Detail
ℹ
Current (10/14) 14,333
Calls: 12,388 (86%)
Puts: 1,945 (14%)
Prior (10/13) 10,372
Calls: 9,743 (94%)
Puts: 629 (6%)
Current vs Prior +38.19%
Calls: +27.15% (Calls)
Puts: +209.22% (Puts)
Prior 7-Day Total 226,965
Calls: 192,226 (85%)
Puts: 34,739 (15%)
Prior 7-Day Average 32,423
Calls: 27,460 (85%)
Puts: 4,962 (15%)
Current vs Prior 7-Day Avg -55.79%
Calls: -54.89%
Puts: -60.81%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/14) $1.80M
Calls: $1.69M (94%)
Puts: $111.8K (6%)
Prior (10/13) $1.04M
Calls: $994.8K (96%)
Puts: $43.8K (4%)
Current vs Prior +73.51%
Calls: +69.92%
Puts: +155.25%
Prior 7-Day Total $26.09M
Calls: $23.22M (89%)
Puts: $2.87M (11%)
Prior 7-Day Average $3.73M
Calls: $3.32M (89%)
Puts: $409.6K (11%)
Current vs Prior 7-Day Avg -51.64%
Calls: -49.04%
Puts: -72.72%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 0.16
Prior (10/13) 0.06
Current vs Prior +143.20%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg -17.69%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/14) 301,856
Calls: 192,437 (64%)
Puts: 109,419 (36%)
Prior (10/13) 298,355
Calls: 189,001 (63%)
Puts: 109,354 (37%)
Current vs Prior +1.17%
Prior 7-Day Total 1,943,988
Calls: 1,250,678 (64%)
Puts: 693,310 (36%)
Prior 7-Day Average 277,712
Calls: 178,668 (64%)
Puts: 99,044 (36%)
Current vs Prior 7-Day Avg +8.69%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 9.57% | 14.16%9.57% | 25.32%
Prior 9.75% | 11.23%9.75% | 25.66%
Current vs Prior -1.82% | +26.08%-1.82% | -1.35%
Prior 7-Day Avg 9.95% | 14.20%12.88% | 25.60%
Current vs 7-Day Avg -3.83% | -0.28%-25.70% | -1.10%
Prior 7-Day Eod 9.75% | 11.23%9.75% | 25.66%
Current vs 7-Day Eod -1.82% | +26.08%-1.82% | -1.35%
Sentiment BULLISHBULLISH

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 33.12% | 72.58%
Calls: 16.41% | 31.01%
Puts: 49.83% | 114.16%
Current vs 7-Day Avg -7.31% | -11.01%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($1.69M) vs puts ($111.8K). Elevated premium activity with dollar volume up 74% vs prior. Extreme bullish P/C ratio of 0.16 - heavy call buying (12,388 calls vs 1,945 puts). P/C ratio rising 143% - increased hedging/bearish positioning.

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 $0.06, cheapest $0.06)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 160.050.06$0.0616.7%7630.095.3K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 46 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 161.572.12$1.8529.7%571.003.4K
$10.50Oct 161.714.25$2.9885.2%11.00129
$10.50Oct 301.443.30$2.3778.5%--0.88106
$11.50Oct 161.001.64$1.3248.5%540.87518
$10.50Oct 230.414.30$2.36164.8%--0.8613
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Oct 160.451.69$1.07115.9%--1.0010
$14.00Oct 160.932.11$1.5277.6%41.0010
$14.50Oct 161.462.85$2.1664.4%41.001
$15.00Oct 161.753.25$2.5060.0%21.007
$15.00Oct 230.503.80$2.15153.5%280.85--

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 8.9K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Oct 160.010.22$0.12175.0%2.1K0.261.1K
$13.00Oct 160.210.38$0.3056.7%1.4K0.5010.9K
$14.00Oct 160.060.17$0.1291.7%1.1K0.202.4K
$15.00Oct 160.050.06$0.0616.7%7630.095.3K
$13.00Oct 230.470.67$0.5735.1%3180.475.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 160.000.02$0.01200.0%2580.03484
$12.50Oct 160.050.33$0.19147.4%1630.34423
$13.00Oct 160.450.69$0.5742.1%1010.696.8K
$11.50Oct 160.010.25$0.13184.6%750.162.6K
$12.00Oct 160.080.15$0.1258.3%720.19476

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 40.0%, max 80.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Oct 16Nov 6147.9%99.2%49.1%2848
$12.00Oct 16Nov 27118.6%79.7%48.8%2151.3K
$14.00Oct 16Nov 27118.8%95.6%24.2%1.1K2.4K
$12.50Oct 16Nov 2796.4%84.4%14.2%441.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 16Nov 27167.1%92.5%80.7%772.6K
$12.00Oct 16Nov 27118.6%79.7%48.8%74476
$12.50Oct 16Nov 2796.4%84.4%14.2%165423

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 2.51, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$15.00Nov 13$0.57$1.43$0.5756%2.51$13.57
$14.00$15.00Nov 20$0.11$0.89$0.1143%8.09$14.11
$12.00$13.00Nov 20$0.37$0.63$0.3765%1.70$12.37
$11.00$11.50Oct 23$0.21$0.29$0.2180%1.38$11.21
$11.00$12.00Nov 20$0.53$0.47$0.5375%0.89$11.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.00$14.50Oct 23$0.17$0.33$0.1785%1.94$14.83
$15.00$14.50Oct 30$0.32$0.18$0.3282%0.56$14.68
$14.00$13.00Oct 30$0.55$0.45$0.5565%0.82$13.45
$13.50$13.00Nov 6$0.23$0.27$0.2354%1.17$13.27
$12.00$11.50Nov 13$0.14$0.36$0.1435%2.57$11.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.96, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$15.00Oct 30$0.34$0.34$0.6661%0.52$14.34
$13.00$14.00Nov 20$0.53$0.53$0.4745%1.13$13.53
$14.00$14.50Nov 6$0.22$0.22$0.2857%0.79$14.22
$13.50$14.00Oct 23$0.17$0.17$0.3362%0.52$13.67
$13.00$13.50Oct 16$0.18$0.18$0.3250%0.56$13.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$10.50Nov 13$0.49$0.49$0.5170%0.96$11.01
$12.50$12.00Nov 27$0.33$0.33$0.1758%1.94$12.17
$11.50$11.00Oct 16$0.12$0.12$0.3884%0.32$11.38
$12.00$11.00Nov 6$0.36$0.36$0.6465%0.56$11.64
$11.00$10.50Nov 6$0.18$0.18$0.3277%0.56$10.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.36, cheapest $0.43)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 23$0.2785.4%87.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Oct 16Oct 23$0.4396.4%91.3%
$13.00Oct 16Oct 23$0.3785.4%87.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 6.57% of stock, avg 17.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Oct 16$0.64$0.19$0.83$11.67$13.336.57%
$13.00Oct 16$0.30$0.57$0.87$12.13$13.876.88%
$12.00Oct 16$0.91$0.12$1.03$10.97$13.038.15%
$13.50Oct 16$0.12$1.07$1.19$12.31$14.699.41%
$12.00Oct 23$1.07$0.37$1.44$10.56$13.4411.39%
$11.50Oct 16$1.32$0.13$1.45$10.05$12.9511.47%
$12.50Oct 23$0.85$0.62$1.47$11.03$13.9711.63%
$13.00Oct 23$0.57$0.94$1.51$11.49$14.5111.95%
$12.50Oct 30$1.09$0.67$1.76$10.74$14.2613.92%
$13.00Oct 30$0.85$1.16$2.01$10.99$15.0115.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 1.42% of stock, avg 9.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$12.00Oct 16$0.06$0.12$0.18$11.82$15.18
$15.00$11.50Oct 16$0.06$0.13$0.19$11.31$15.19
$14.50$12.00Oct 16$0.11$0.12$0.23$11.77$14.73
$14.50$11.50Oct 16$0.11$0.13$0.24$11.26$14.74
$14.00$12.00Oct 16$0.12$0.12$0.24$11.76$14.24
$13.50$12.00Oct 16$0.12$0.12$0.24$11.76$13.74
$14.00$11.50Oct 16$0.12$0.13$0.25$11.25$14.25
$13.50$11.50Oct 16$0.12$0.13$0.25$11.25$13.75
$15.00$12.50Oct 16$0.06$0.19$0.25$12.25$15.25
$13.50$12.50Oct 16$0.12$0.19$0.31$12.19$13.81

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 3.17, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$14.00$15.00Nov 27$0.08$0.9216%11.50
$12.50$13.00$13.50Oct 16$0.16$0.3446%2.12
$13.50$14.00$14.50Oct 23$0.09$0.4116%4.56
$11.00$12.00$13.00Nov 20$0.16$0.8420%5.25
$12.00$12.50$13.00Oct 30$0.10$0.4016%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.50$13.00$13.50Oct 16$0.12$0.3866%3.17
$12.00$12.50$13.00Oct 23$0.07$0.4323%6.14
$11.50$12.00$12.50Oct 16$0.08$0.4219%5.25
$10.50$11.00$11.50Oct 30$0.06$0.4411%7.33
$11.00$11.50$12.00Oct 30$0.10$0.4014%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. 39 found (best net $-0.24, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$15.001:2Nov 13-$0.24$1.76
$12.00$12.501:2Oct 16-$0.37$0.13
$13.00$14.001:2Nov 20-$0.45$0.55
$13.50$14.001:2Oct 23-$0.14$0.36
$14.50$15.001:2Oct 23-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$13.001:2Oct 16-$0.07$0.43
$15.00$13.501:2Nov 6-$0.76$0.74
$12.00$11.001:2Nov 6-$0.14$0.86
$12.50$12.001:2Oct 23-$0.12$0.38
$13.00$12.501:2Oct 30-$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 10.21%, avg 4.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Nov 20$1.290.552.9%10.21%13.05%156834
$14.00Nov 27$0.840.4610.8%6.65%17.41%124
$15.00Nov 20$0.580.3718.7%4.59%23.26%63321
$14.00Nov 20$0.850.4310.8%6.72%17.48%73439
$13.00Nov 27$1.210.552.9%9.57%12.42%721
$15.00Nov 27$0.400.3818.7%3.16%21.84%5--
$15.00Nov 6$0.390.3518.7%3.09%21.76%4192
$15.00Nov 13$0.270.3718.7%2.14%20.81%13
$13.00Nov 13$0.910.562.9%7.20%10.05%5134
$13.50Nov 6$0.620.496.8%4.91%11.71%810

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 12,388
Total Puts 1,945
Put/Call Ratio 0.16
Net Difference 10,443

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 192,226
Total Puts 34,739
Average Put/Call Ratio 0.19
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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