Tour v526
NVAX
NOVAVAX INC
$10.43 +3.05%
(9/2 09:40) ◀
|
Wednesday, September 2, 2026 (9:45am)
January 2026
|
▶ (9/2 09:50)
◀ 9/2 09:45 ▶

Option Volume

Detail
ℹ
Current (09/02 9:45am) 7,625
Calls: 7,586 (99%)
Puts: 39 (1%)
Prior (08/19) 8,200
Calls: 8,180 (100%)
Puts: 20 (0%)
Current vs Prior -7.01%
Calls: -7.26% (Calls)
Puts: +95.00% (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 -65.26%
Calls: -60.95%
Puts: -98.45%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/02 9:45am) $331.4K
Calls: $329.4K (99%)
Puts: $2.0K (1%)
Prior (08/19) $244.8K
Calls: $243.9K (100%)
Puts: $946 (0%)
Current vs Prior +35.35%
Calls: +35.07%
Puts: +109.62%
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 -79.16%
Calls: -77.32%
Puts: -98.56%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/02 9:45am) 0.01
Prior (08/19) 0.00
Current vs Prior +110.27%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -96.09%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/02 9:45am) 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
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 9.02% | 13.72%15.74% | 22.26%
Prior 6.94% | 10.69%6.94% | 17.18%
Current vs Prior +29.99% | +28.33%+126.80% | +29.61%
Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%
Current vs 7-Day Avg -2.87% | +6.16%+42.40% | +7.29%
Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%
Current vs 7-Day Eod +29.99% | +28.33%-9.50% | +5.29%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 48.53% | 54.17%
Calls: 23.73% | 32.94%
Puts: 73.33% | 75.41%
Prior 16.10% | 35.97%
Calls: 20.00% | 2.70%
Puts: 12.20% | 69.23%
Current vs Prior +201.43% | +50.60%
Prior 7-Day Avg 42.27% | 48.66%
Calls: 34.99% | 31.45%
Puts: 49.56% | 65.87%
Current vs 7-Day Avg +14.81% | +11.33%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($329.4K) vs puts ($2.0K). Extreme bullish P/C ratio of 0.01 - heavy call buying (7,586 calls vs 39 puts). P/C ratio rising 110% - 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)
TimeSmart MoneyRetailOverall
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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. 4 found (avg $0.52, cheapest $0.16)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.150.17$0.1612.5%4.1K0.301.3K
$10.50Sep 40.320.37$0.3514.3%540.521.2K
$12.00Oct 160.610.68$0.6510.8%140.37726
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 160.820.98$0.9017.8%20.38228

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Sep 41.662.27$1.9731.0%--0.96146
$8.50Sep 111.702.39$2.0533.7%--0.9262
$9.50Sep 40.851.41$1.1349.6%10.88230
$9.00Sep 181.352.02$1.6939.6%--0.83614
$9.00Sep 41.341.70$1.5223.7%230.82355
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Sep 41.782.69$2.2440.6%--0.9810
$11.50Sep 40.911.89$1.4070.0%--0.8713
$11.00Oct 161.191.62$1.4130.5%--0.52220

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 6.2K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.150.17$0.1612.5%4.1K0.301.3K
$12.50Sep 40.020.04$0.0366.7%1.4K0.062.1K
$11.00Sep 110.230.48$0.3669.4%3080.39861
$11.50Sep 110.200.27$0.2429.2%770.28164
$10.50Sep 40.320.37$0.3514.3%540.521.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 40.150.23$0.1942.1%140.29326
$10.50Sep 40.240.46$0.3562.9%40.4912
$9.00Sep 180.150.26$0.2152.4%20.18701
$10.00Oct 160.820.98$0.9017.8%20.38228
$10.50Sep 110.350.81$0.5879.3%10.481

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 89.0%, max 250.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16244.0%69.6%250.4%382.8K
$10.00Sep 4Oct 16120.2%79.0%52.2%318.0K
$11.00Sep 4Oct 16106.0%76.4%38.7%4.1K3.9K
$10.50Sep 4Oct 2105.7%82.1%28.7%681.3K
$11.50Sep 4Sep 25114.5%105.8%8.2%1197
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16244.0%69.6%250.4%--694
$10.00Sep 4Oct 16120.2%79.0%52.2%16554
$10.50Sep 4Sep 18105.7%80.7%30.9%518

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 1.22, avg 2.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$10.00Oct 16$0.45$0.55$0.4578%1.22$9.45
$10.00$10.50Sep 25$0.10$0.40$0.1060%4.00$10.10
$11.00$12.00Oct 16$0.24$0.76$0.2448%3.17$11.24
$10.00$10.50Sep 18$0.19$0.31$0.1964%1.63$10.19
$11.00$12.00Sep 18$0.23$0.77$0.2343%3.35$11.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$9.00Sep 11$0.22$1.28$0.2248%5.82$10.28
$10.00$9.50Sep 25$0.12$0.38$0.1240%3.17$9.88
$10.50$10.00Sep 4$0.16$0.34$0.1650%2.13$10.34
$10.50$10.00Sep 18$0.21$0.29$0.2147%1.38$10.29
$10.00$9.50Sep 18$0.16$0.34$0.1636%2.12$9.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 1.08, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Sep 25$0.38$0.38$0.1261%3.17$11.88
$12.00$12.50Sep 11$0.26$0.26$0.2471%1.08$12.26
$12.00$12.50Sep 18$0.11$0.11$0.3973%0.28$12.11
$10.50$11.00Sep 4$0.19$0.19$0.3148%0.61$10.69
$10.50$11.00Sep 11$0.21$0.21$0.2948%0.72$10.71
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Oct 16$0.52$0.52$0.4862%1.08$9.48
$9.00$8.50Sep 11$0.28$0.28$0.2278%1.27$8.72
$9.00$8.50Sep 4$0.20$0.20$0.3081%0.67$8.80
$9.50$9.00Sep 25$0.24$0.24$0.2668%0.92$9.26
$9.00$8.50Sep 18$0.11$0.11$0.3982%0.28$8.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.22, cheapest $0.20)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Sep 4Sep 11$0.20106.0%84.8%
$10.50Sep 4Sep 11$0.22105.7%87.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.23105.7%87.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 6.71% of stock, avg 14.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Sep 4$0.35$0.35$0.70$9.80$11.206.71%
$10.00Sep 4$0.59$0.19$0.78$9.22$10.787.48%
$10.50Sep 11$0.57$0.58$1.15$9.35$11.6511.03%
$9.50Sep 4$1.13$0.06$1.19$8.31$10.6911.41%
$10.00Sep 18$0.92$0.51$1.43$8.57$11.4313.71%
$10.50Sep 18$0.73$0.72$1.45$9.05$11.9513.90%
$9.50Sep 18$1.31$0.35$1.66$7.84$11.1615.92%
$10.00Sep 25$0.93$0.74$1.67$8.33$11.6716.01%
$9.50Sep 25$1.41$0.62$2.03$7.47$11.5319.46%
$11.00Oct 16$0.89$1.41$2.30$8.70$13.3022.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 0.86% of stock, avg 6.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$9.50Sep 4$0.03$0.06$0.09$9.41$12.59
$12.00$9.50Sep 4$0.06$0.06$0.12$9.38$12.12
$11.50$9.50Sep 4$0.08$0.06$0.14$9.36$11.64
$12.50$8.50Sep 11$0.09$0.08$0.17$8.33$12.67
$11.00$9.50Sep 4$0.16$0.06$0.22$9.28$11.22
$12.50$10.00Sep 4$0.03$0.19$0.22$9.78$12.72
$12.50$9.00Sep 4$0.03$0.23$0.26$8.74$12.76
$12.00$10.00Sep 4$0.06$0.19$0.25$9.75$12.25
$11.50$10.00Sep 4$0.08$0.19$0.27$9.73$11.77
$12.00$9.00Sep 4$0.06$0.23$0.29$8.71$12.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.79, avg credit $0.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
8/912/12Sep 18$0.22$0.2855%0.79$8.78$12.22
9/1012/12Sep 18$0.25$0.2546%1.00$9.25$12.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Sep 4$0.05$0.4541%9.00
$10.00$10.50$11.00Sep 11$0.07$0.4326%6.14
$10.50$11.00$11.50Sep 4$0.11$0.3935%3.55
$11.00$11.50$12.00Sep 4$0.06$0.4419%7.33
$10.50$11.00$11.50Sep 11$0.09$0.4125%4.56
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Sep 4$0.30$0.2010%0.67
$8.50$9.00$9.50Sep 25$0.34$0.1610%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. 31 found (best net $-0.56, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$10.001:2Sep 4-$0.05$0.45
$11.00$12.001:2Sep 18-$0.07$0.93
$10.00$11.001:2Oct 16-$0.36$0.64
$10.00$10.501:2Sep 4-$0.11$0.39
$10.50$11.001:2Sep 11-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$11.501:2Sep 4-$0.56$0.44
$10.50$9.001:2Sep 11-$0.14$1.36
$11.00$10.001:2Oct 16-$0.39$0.61
$9.50$9.001:2Sep 18-$0.07$0.43
$9.50$9.001:2Sep 25-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 5.85%, avg 3.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 16$0.610.3715.1%5.85%20.90%14726
$11.00Oct 16$0.750.485.5%7.19%12.66%82.7K
$11.00Oct 2$0.450.445.5%4.31%9.78%--11
$11.00Sep 18$0.430.435.5%4.12%9.59%111.5K
$10.50Sep 18$0.630.530.7%6.04%6.71%212.4K
$10.50Sep 25$0.600.510.7%5.75%6.42%4175
$12.00Sep 18$0.210.2715.1%2.01%17.07%6106
$10.50Oct 2$0.530.510.7%5.08%5.75%1415
$11.00Sep 25$0.290.425.5%2.78%8.25%1453
$11.50Sep 25$0.100.3910.3%0.96%11.22%--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 7,586
Total Puts 39
Put/Call Ratio 0.01
Net Difference 7,547

Prior's Put/Call Breakdown

Total Calls 8,180
Total Puts 20
Put/Call Ratio 0.00
Net Difference 8,160

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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Chart Title

Price — Past 7 Days

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