NVAX - Options Database

NVAX

NOVAVAX INC

$10.48 +3.52%

(9/2 09:35) ◀

Wednesday, September 2, 2026 (9:40am)

▶

◀ 9/2 09:40

Option Volume

Detail

ℹ

Current (09/02 9:40am) 6,111

Calls: 6,082 (100%)

Puts: 29 (0%)

Prior (08/19) 6,029

Calls: 6,013 (100%)

Puts: 16 (0%)

Current vs Prior +1.36%

Calls: +1.15% (Calls)

Puts: +81.25% (Puts)

Prior 7-Day Total 153,634

Calls: 135,997 (89%)

Puts: 17,637 (11%)

Prior 7-Day Average 21,947

Calls: 19,428 (89%)

Puts: 2,519 (11%)

Current vs Prior 7-Day Avg -72.16%

Calls: -68.69%

Puts: -98.85%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/02 9:40am) $158.3K

Calls: $157.5K (100%)

Puts: $781 (0%)

Prior (08/19) $146.9K

Calls: $146.4K (100%)

Puts: $462 (0%)

Current vs Prior +7.76%

Calls: +7.56%

Puts: +69.05%

Prior 7-Day Total $11.13M

Calls: $10.17M (91%)

Puts: $960.8K (9%)

Prior 7-Day Average $1.59M

Calls: $1.45M (91%)

Puts: $137.3K (9%)

Current vs Prior 7-Day Avg -90.04%

Calls: -89.16%

Puts: -99.43%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/02 9:40am) 0.00

Prior (08/19) 0.00

Current vs Prior +79.19%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg -96.32%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/02 9:40am) 244,196

Calls: 154,879 (63%)

Puts: 89,317 (37%)

Prior (08/19) 204,535

Calls: 131,035 (64%)

Puts: 73,500 (36%)

Current vs Prior +19.39%

Prior 7-Day Total 1,459,262

Calls: 960,941 (66%)

Puts: 498,321 (34%)

Prior 7-Day Average 208,466

Calls: 137,277 (66%)

Puts: 71,188 (34%)

Current vs Prior 7-Day Avg +17.14%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)

Current 9.64% | 12.50%15.94% | 21.56%

Prior 6.94% | 10.69%6.94% | 17.18%

Current vs Prior +38.87% | +16.89%+129.62% | +25.53%

Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%

Current vs 7-Day Avg +3.76% | -3.31%+44.18% | +3.92%

Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%

Current vs 7-Day Eod +38.87% | +16.89%-8.37% | +1.98%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 58.63% | 28.38%

Calls: 43.94% | 35.71%

Puts: 73.33% | 21.05%

Prior 16.10% | 35.97%

Calls: 20.00% | 2.70%

Puts: 12.20% | 69.23%

Current vs Prior +264.16% | -21.10%

Prior 7-Day Avg 42.27% | 48.66%

Calls: 34.99% | 31.45%

Puts: 49.56% | 65.87%

Current vs 7-Day Avg +38.70% | -41.68%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 100% of dollar volume in calls ($157.5K) vs puts ($781). Extreme bullish P/C ratio of 0.00 - heavy call buying (6,082 calls vs 29 puts). P/C ratio rising 79% - increased hedging/bearish positioning. Call-heavy open interest (154,879 calls vs 89,317 puts) suggests bullish 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

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

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 5.6%, best 5.6%)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Sep 4	0.17	0.18	$0.18	5.6%	3.7K	0.31	1.3K

PUTS (0)

No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.18, cheapest $0.18)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Sep 4	0.17	0.18	$0.18	5.6%	3.7K	0.31	1.3K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.71, highest 0.96)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$8.50	Sep 4	1.66	2.27	$1.97	31.0%	--	0.96	146
$8.50	Sep 11	1.70	2.39	$2.05	33.7%	--	0.92	62
$9.50	Sep 4	0.85	1.41	$1.13	49.6%	1	0.88	230
$9.00	Sep 18	1.35	2.02	$1.69	39.6%	--	0.83	614
$9.00	Sep 4	1.34	1.70	$1.52	23.7%	23	0.82	355

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.50	Sep 4	1.78	2.69	$2.24	40.6%	--	0.93	10
$11.50	Sep 4	0.91	1.89	$1.40	70.0%	--	0.80	13
$11.00	Oct 16	1.19	1.62	$1.41	30.5%	--	0.52	220

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 5.6K, top 3.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Sep 4	0.17	0.18	$0.18	5.6%	3.7K	0.31	1.3K
$12.50	Sep 4	0.04	0.06	$0.05	40.0%	1.3K	0.09	2.1K
$11.00	Sep 11	0.23	0.48	$0.36	69.4%	308	0.41	861
$10.50	Sep 4	0.27	0.45	$0.36	50.0%	33	0.52	1.2K
$10.00	Sep 18	0.80	1.10	$0.95	31.6%	29	0.65	4.7K

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Sep 4	0.13	0.18	$0.16	31.2%	14	0.27	326
$10.50	Sep 4	0.24	0.46	$0.35	62.9%	4	0.48	12
$9.00	Sep 18	0.15	0.26	$0.21	52.4%	2	0.18	701
$10.50	Sep 18	0.54	0.90	$0.72	50.0%	1	0.47	6

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 89.2%, max 245.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$9.00	Sep 4	Oct 16	245.1%	70.9%	245.6%	35	2.8K
$10.00	Sep 4	Oct 16	109.1%	76.0%	43.5%	27	8.0K
$11.00	Sep 4	Oct 16	106.0%	74.2%	42.8%	3.7K	3.9K
$11.50	Sep 4	Sep 25	135.3%	102.0%	32.6%	1	197
$10.50	Sep 4	Oct 2	106.8%	81.9%	30.5%	47	1.3K

PUTS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$9.00	Sep 4	Oct 16	245.1%	70.9%	245.6%	--	694
$10.00	Sep 4	Oct 16	109.1%	76.0%	43.5%	14	554
$10.50	Sep 4	Sep 18	106.8%	82.3%	29.7%	5	18

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 3.76, avg 1.70)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$12.00	Oct 16	$0.21	$0.79	$0.21	49%	3.76	$11.21
$9.00	$10.00	Oct 16	$0.59	$0.41	$0.59	78%	0.69	$9.59
$10.00	$10.50	Sep 18	$0.19	$0.31	$0.19	65%	1.63	$10.19
$10.50	$11.00	Sep 18	$0.17	$0.33	$0.17	54%	1.94	$10.67
$10.00	$10.50	Sep 11	$0.26	$0.24	$0.26	67%	0.92	$10.26

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$10.00	$9.50	Sep 25	$0.12	$0.38	$0.12	38%	3.17	$9.88
$10.50	$10.00	Sep 18	$0.21	$0.29	$0.21	46%	1.38	$10.29
$10.50	$10.00	Sep 4	$0.19	$0.31	$0.19	48%	1.63	$10.31
$10.00	$9.50	Sep 4	$0.10	$0.40	$0.10	27%	4.00	$9.90
$9.00	$8.50	Sep 18	$0.11	$0.39	$0.11	18%	3.55	$8.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.27, avg 0.79)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.50	$12.00	Sep 25	$0.38	$0.38	$0.12	60%	3.17	$11.88
$12.00	$12.50	Sep 11	$0.26	$0.26	$0.24	70%	1.08	$12.26
$10.50	$11.00	Sep 25	$0.29	$0.29	$0.21	47%	1.38	$10.79
$12.00	$12.50	Sep 18	$0.11	$0.11	$0.39	73%	0.28	$12.11
$10.50	$11.00	Sep 4	$0.18	$0.18	$0.32	48%	0.56	$10.68

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$9.00	$8.50	Sep 11	$0.28	$0.28	$0.22	78%	1.27	$8.72
$10.00	$9.00	Oct 16	$0.46	$0.46	$0.54	63%	0.85	$9.54
$9.00	$8.50	Sep 4	$0.20	$0.20	$0.30	81%	0.67	$8.80
$9.50	$9.00	Sep 25	$0.24	$0.24	$0.26	69%	0.92	$9.26
$10.00	$9.50	Sep 18	$0.23	$0.23	$0.27	64%	0.85	$9.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.26, cheapest $0.22)

CALLS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$10.50	Sep 4	Sep 11	$0.22	106.8%	76.8%
$11.00	Sep 4	Sep 11	$0.18	106.0%	77.4%

PUTS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$10.50	Sep 4	Sep 18	$0.37	106.8%	82.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 6.77% of stock, avg 14.82%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$10.50	Sep 4	$0.36	$0.35	$0.71	$9.79	$11.21	6.77%
$10.00	Sep 4	$0.66	$0.16	$0.82	$9.18	$10.82	7.82%
$9.50	Sep 4	$1.13	$0.06	$1.19	$8.31	$10.69	11.35%
$10.00	Sep 18	$0.95	$0.51	$1.46	$8.54	$11.46	13.93%
$10.50	Sep 18	$0.76	$0.72	$1.48	$9.02	$11.98	14.12%
$11.50	Sep 4	$0.13	$1.40	$1.53	$9.97	$13.03	14.60%
$9.50	Sep 18	$1.31	$0.28	$1.59	$7.91	$11.09	15.17%
$10.00	Sep 25	$0.98	$0.74	$1.72	$8.28	$11.72	16.41%
$9.50	Sep 25	$1.41	$0.62	$2.03	$7.47	$11.53	19.37%
$10.00	Oct 16	$1.42	$0.84	$2.26	$7.74	$12.26	21.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 1.05% of stock, avg 6.74%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$12.50	$9.50	Sep 4	$0.05	$0.06	$0.11	$9.39	$12.61
$12.00	$9.50	Sep 4	$0.08	$0.06	$0.14	$9.36	$12.14
$12.50	$8.50	Sep 11	$0.09	$0.08	$0.17	$8.33	$12.67
$11.50	$9.50	Sep 4	$0.13	$0.06	$0.19	$9.31	$11.69
$12.50	$10.00	Sep 4	$0.05	$0.16	$0.21	$9.79	$12.71
$12.00	$10.00	Sep 4	$0.08	$0.16	$0.24	$9.76	$12.24
$11.00	$9.50	Sep 4	$0.18	$0.06	$0.24	$9.26	$11.24
$11.50	$10.00	Sep 4	$0.13	$0.16	$0.29	$9.71	$11.79
$12.50	$9.00	Sep 4	$0.05	$0.23	$0.28	$8.72	$12.78
$12.50	$8.50	Sep 18	$0.19	$0.10	$0.29	$8.21	$12.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.79, avg credit $0.22)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
8/9	12/12	Sep 18	$0.22	$0.28	55%	0.79	$8.78	$12.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 15.67, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$9.00	$10.00	$11.00	Oct 16	$0.06	$0.94	29%	15.67
$10.00	$10.50	$11.00	Sep 4	$0.12	$0.38	43%	3.17
$10.50	$11.00	$11.50	Sep 11	$0.09	$0.41	27%	4.56
$10.50	$11.00	$11.50	Sep 4	$0.13	$0.37	31%	2.85
$8.50	$9.00	$9.50	Sep 4	$0.06	$0.44	8%	7.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$9.00	$10.00	$11.00	Oct 16	$0.11	$0.89	30%	8.09
$9.50	$10.00	$10.50	Sep 4	$0.09	$0.41	36%	4.56
$9.00	$9.50	$10.00	Sep 18	$0.16	$0.34	18%	2.13
$9.00	$9.50	$10.00	Sep 4	$0.27	$0.23	8%	0.85
$8.50	$9.00	$9.50	Sep 25	$0.34	$0.16	10%	0.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.56, 21 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$10.00	$10.50	1:2	Sep 4	-$0.06	$0.44
$9.50	$10.00	1:2	Sep 4	-$0.19	$0.31
$10.00	$11.00	1:2	Oct 16	-$0.36	$0.64
$10.50	$11.00	1:2	Sep 11	-$0.14	$0.36
$11.00	$11.50	1:2	Sep 11	-$0.10	$0.40

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$12.50	$11.50	1:2	Sep 4	-$0.56	$0.44
$11.00	$10.00	1:2	Oct 16	-$0.27	$0.73
$10.00	$9.50	1:2	Sep 18	-$0.05	$0.45
$9.50	$9.00	1:2	Sep 25	-$0.14	$0.36
$9.50	$9.00	1:2	Sep 18	-$0.14	$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 5.82%, avg 3.88%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$12.00	Oct 16	$0.61	0.38	14.5%	5.82%	20.32%	12	726
$11.00	Oct 16	$0.75	0.49	5.0%	7.16%	12.12%	7	2.7K
$10.50	Sep 25	$0.80	0.53	0.2%	7.63%	7.82%	4	175
$11.00	Sep 18	$0.50	0.44	5.0%	4.77%	9.73%	5	1.5K
$11.00	Oct 2	$0.45	0.44	5.0%	4.29%	9.26%	--	11
$10.50	Sep 18	$0.65	0.54	0.2%	6.20%	6.39%	21	2.4K
$12.00	Sep 18	$0.21	0.27	14.5%	2.00%	16.51%	6	106
$10.50	Oct 2	$0.53	0.51	0.2%	5.06%	5.25%	14	15
$11.00	Sep 25	$0.29	0.43	5.0%	2.77%	7.73%	1	453
$11.50	Sep 25	$0.10	0.40	9.7%	0.95%	10.69%	--	12

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 6,082

Total Puts 29

Put/Call Ratio 0.00

Net Difference 6,053

Prior's Put/Call Breakdown

Total Calls 6,013

Total Puts 16

Put/Call Ratio 0.00

Net Difference 5,997

Prior 7-Day Put/Call Summary

Total Calls 135,997

Total Puts 17,637

Average Put/Call Ratio 0.13

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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