Tour v531
NVAX
NOVAVAX INC
$11.26 -12.17%
$11.17 (-0.79%)🌙
as of 10/16 09:55 PM
◀ 10/16 21:55

Option Volume

Detail
ℹ
Current (10/16) 30,674
Calls: 21,151 (69%)
Puts: 9,523 (31%)
Prior (10/14) 14,333
Calls: 12,388 (86%)
Puts: 1,945 (14%)
Current vs Prior +114.01%
Calls: +70.74% (Calls)
Puts: +389.61% (Puts)
Prior 7-Day Total 236,327
Calls: 200,289 (85%)
Puts: 36,038 (15%)
Prior 7-Day Average 33,761
Calls: 28,612 (85%)
Puts: 5,148 (15%)
Current vs Prior 7-Day Avg -9.14%
Calls: -26.08%
Puts: +84.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/16) $3.25M
Calls: $2.57M (79%)
Puts: $688.7K (21%)
Prior (10/14) $1.80M
Calls: $1.69M (94%)
Puts: $111.8K (6%)
Current vs Prior +80.58%
Calls: +51.78%
Puts: +516.19%
Prior 7-Day Total $27.17M
Calls: $24.23M (89%)
Puts: $2.94M (11%)
Prior 7-Day Average $3.88M
Calls: $3.46M (89%)
Puts: $419.9K (11%)
Current vs Prior 7-Day Avg -16.16%
Calls: -25.89%
Puts: +64.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 0.45
Prior (10/14) 0.16
Current vs Prior +186.76%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +134.69%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/16) 244,721
Calls: 185,102 (76%)
Puts: 59,619 (24%)
Prior (10/14) 301,856
Calls: 192,437 (64%)
Puts: 109,419 (36%)
Current vs Prior -18.93%
Prior 7-Day Total 2,001,096
Calls: 1,285,487 (64%)
Puts: 715,609 (36%)
Prior 7-Day Average 285,870
Calls: 183,641 (64%)
Puts: 102,229 (36%)
Current vs Prior 7-Day Avg -14.39%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 4.26% | 10.48%4.26% | 22.02%
Prior 9.57% | 14.16%9.57% | 25.32%
Current vs Prior +9.47% | -4.05%-55.47% | -13.00%
Prior 7-Day Avg 10.00% | 14.39%12.42% | 25.79%
Current vs 7-Day Avg +4.83% | -5.60%-65.68% | -14.59%
Prior 7-Day Eod 9.57% | 14.16%9.57% | 25.32%
Current vs 7-Day Eod +9.47% | -4.05%-55.47% | -13.00%
Sentiment BEARISHBULLISH

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 29.38% | 77.49%
Calls: 17.90% | 31.45%
Puts: 40.87% | 123.54%
Current vs 7-Day Avg +4.48% | -16.65%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($2.57M) vs puts ($688.7K). Elevated premium activity with dollar volume up 81% vs prior. Unusually high activity with volume up 114% vs prior - elevated interest. Extreme bullish P/C ratio of 0.45 - heavy call buying (21,151 calls vs 9,523 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 $0.93, cheapest $0.88)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 300.800.96$0.8818.2%40.62165
$12.00Nov 200.921.02$0.9710.3%9140.472.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Oct 160.722.94$1.83121.3%11.00--
$10.50Oct 160.421.02$0.7283.3%171.00127
$11.00Oct 160.140.39$0.2792.6%1.1K1.003.3K
$10.00Oct 161.091.30$1.2017.5%3720.963.2K
$10.00Oct 301.361.59$1.4815.5%1430.83185
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 161.631.95$1.7917.9%1470.986.8K
$12.50Oct 161.211.55$1.3824.6%1650.98504
$12.00Oct 160.520.93$0.7356.2%2940.97484
$11.50Oct 160.010.40$0.21185.7%3.3K0.942.9K
$13.00Oct 231.762.04$1.9014.7%210.8917

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 19.1K, top 3.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 230.190.25$0.2227.3%1.4K0.30422
$12.00Oct 160.000.01$0.01100.0%1.2K0.031.1K
$11.00Oct 160.140.39$0.2792.6%1.1K1.003.3K
$12.00Nov 200.921.02$0.9710.3%9140.472.0K
$11.00Oct 230.550.68$0.6221.0%7880.60168
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 160.010.40$0.21185.7%3.3K0.942.9K
$11.00Oct 230.320.43$0.3828.9%1.7K0.417.3K
$10.00Oct 230.020.32$0.17176.5%7060.19144
$11.00Oct 160.000.01$0.01100.0%4560.09504
$10.50Oct 160.000.01$0.01100.0%3030.031.2K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 3.55, avg 1.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$13.00Nov 20$0.22$0.78$0.2247%3.55$12.22
$11.00$11.50Nov 6$0.12$0.38$0.1260%3.17$11.12
$10.50$11.00Oct 30$0.22$0.28$0.2274%1.27$10.72
$11.00$12.00Nov 20$0.42$0.58$0.4259%1.38$11.42
$10.00$11.00Nov 20$0.57$0.43$0.5773%0.75$10.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.50$13.00Oct 23$0.31$0.19$0.3187%0.61$13.19
$11.50$11.00Oct 30$0.13$0.37$0.1352%2.85$11.37
$12.50$12.00Oct 23$0.33$0.17$0.3382%0.52$12.17
$12.00$11.50Nov 13$0.20$0.30$0.2054%1.50$11.80
$11.50$11.00Oct 23$0.18$0.32$0.1857%1.78$11.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.65, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$12.50Oct 30$0.28$0.28$0.2258%1.27$12.28
$13.00$13.50Oct 30$0.15$0.15$0.3573%0.43$13.15
$13.00$13.50Nov 6$0.18$0.18$0.3267%0.56$13.18
$11.50$12.00Nov 6$0.25$0.25$0.2547%1.00$11.75
$12.00$12.50Nov 13$0.22$0.22$0.2853%0.79$12.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$9.50Nov 6$0.59$0.59$0.9159%0.65$10.41
$11.00$10.00Nov 20$0.53$0.53$0.4758%1.13$10.47
$11.00$10.50Nov 13$0.35$0.35$0.1558%2.33$10.65
$10.00$9.50Oct 23$0.14$0.14$0.3681%0.39$9.86
$10.50$10.00Nov 13$0.24$0.24$0.2666%0.92$10.26

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 1.95% of stock, avg 13.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.50Oct 16$0.01$0.21$0.22$11.28$11.721.95%
$11.00Oct 16$0.27$0.01$0.28$10.72$11.282.49%
$10.50Oct 16$0.72$0.01$0.73$9.77$11.236.48%
$12.00Oct 16$0.01$0.73$0.74$11.26$12.746.57%
$11.50Oct 23$0.38$0.56$0.94$10.56$12.448.35%
$11.00Oct 23$0.62$0.38$1.00$10.00$12.008.88%
$12.00Oct 23$0.22$1.06$1.28$10.72$13.2811.37%
$11.50Oct 30$0.66$0.65$1.31$10.19$12.8111.63%
$10.50Oct 30$1.10$0.30$1.40$9.10$11.9012.43%
$11.00Oct 30$0.88$0.52$1.40$9.60$12.4012.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 49 found (cheapest 0.18% of stock, avg 9.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$11.00Oct 16$0.01$0.01$0.02$10.98$11.52
$13.00$10.00Oct 23$0.09$0.17$0.26$9.74$13.26
$13.50$10.00Oct 23$0.13$0.17$0.30$9.70$13.80
$12.50$10.00Oct 23$0.14$0.17$0.31$9.69$12.81
$13.50$10.00Oct 30$0.16$0.19$0.35$9.65$13.85
$12.00$10.00Oct 23$0.22$0.17$0.39$9.61$12.39
$12.50$10.00Oct 30$0.26$0.19$0.45$9.55$12.95
$13.50$10.50Oct 30$0.16$0.30$0.46$10.04$13.96
$13.00$10.00Oct 30$0.31$0.19$0.50$9.50$13.50
$12.50$10.50Oct 30$0.26$0.30$0.56$9.94$13.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.08, avg credit $0.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1013/14Oct 30$0.26$0.2445%1.08$10.24$13.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 1.63, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 16$0.19$0.3194%1.63
$11.00$11.50$12.00Oct 16$0.26$0.2497%0.92
$10.50$11.00$11.50Oct 23$0.07$0.4333%6.14
$11.00$11.50$12.00Oct 23$0.08$0.4230%5.25
$10.00$11.00$12.00Nov 20$0.15$0.8526%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 16$0.20$0.3091%1.50
$11.00$11.50$12.00Oct 16$0.32$0.1888%0.56
$11.00$12.00$13.00Nov 20$0.17$0.8322%4.88
$10.00$10.50$11.00Oct 30$0.11$0.3921%3.55
$10.00$10.50$11.00Nov 13$0.11$0.3915%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. 37 found (best net $-0.16, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$10.501:2Oct 16-$0.24$0.26
$11.00$11.501:2Oct 23-$0.14$0.36
$11.50$12.001:2Oct 23-$0.06$0.44
$12.00$12.501:2Oct 23-$0.06$0.44
$10.50$11.001:2Oct 23-$0.31$0.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$11.501:2Nov 6-$0.16$1.34
$13.50$12.001:2Nov 13-$0.40$1.10
$12.50$12.001:2Oct 16-$0.08$0.42
$12.00$11.501:2Oct 23-$0.06$0.44
$12.00$11.501:2Oct 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. 22 found (best yield 7.28%, avg 3.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.50Nov 27$0.820.4611.0%7.28%18.29%225
$12.00Nov 20$0.920.476.6%8.17%14.74%9142.0K
$13.00Nov 27$0.500.4115.4%4.44%19.89%634
$13.00Nov 20$0.470.3815.4%4.17%19.63%3601.1K
$12.50Nov 13$0.610.4011.0%5.42%16.43%125
$12.00Nov 13$0.670.476.6%5.95%12.52%13--
$11.50Nov 13$0.890.522.1%7.90%10.04%1102
$11.50Nov 6$0.850.532.1%7.55%9.68%55516
$12.50Nov 6$0.460.3811.0%4.09%15.10%1241
$12.00Nov 6$0.580.456.6%5.15%11.72%7336

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 21,151
Total Puts 9,523
Put/Call Ratio 0.45
Net Difference 11,628

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 200,289
Total Puts 36,038
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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