Tour v526
NVAX
NOVAVAX INC
$10.39 +2.62%
(9/2 09:45) ◀
|
Wednesday, September 2, 2026 (9:50am)
January 2026
|
▶ (9/2 09:55)
◀ 9/2 09:50 ▶

Option Volume

Detail
ℹ
Current (09/02 9:50am) 8,533
Calls: 8,486 (99%)
Puts: 47 (1%)
Prior (08/19) 9,508
Calls: 9,471 (100%)
Puts: 37 (0%)
Current vs Prior -10.25%
Calls: -10.40% (Calls)
Puts: +27.03% (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 -61.12%
Calls: -56.32%
Puts: -98.13%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/02 9:50am) $407.8K
Calls: $405.7K (99%)
Puts: $2.1K (1%)
Prior (08/19) $307.7K
Calls: $305.5K (99%)
Puts: $2.2K (1%)
Current vs Prior +32.54%
Calls: +32.80%
Puts: -3.84%
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 -74.35%
Calls: -72.07%
Puts: -98.47%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/02 9:50am) 0.01
Prior (08/19) 0.00
Current vs Prior +41.77%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -95.78%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/02 9:50am) 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 8.76% | 13.28%16.55% | 22.23%
Prior 6.94% | 10.69%6.94% | 17.18%
Current vs Prior +26.21% | +24.20%+138.55% | +29.42%
Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%
Current vs 7-Day Avg -5.70% | +2.74%+49.78% | +7.14%
Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%
Current vs 7-Day Eod +26.21% | +24.20%-4.81% | +5.14%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 43.81% | 62.08%
Calls: 14.29% | 48.75%
Puts: 73.33% | 75.41%
Prior 16.10% | 35.97%
Calls: 20.00% | 2.70%
Puts: 12.20% | 69.23%
Current vs Prior +172.11% | +72.59%
Prior 7-Day Avg 42.27% | 48.66%
Calls: 34.99% | 31.45%
Puts: 49.56% | 65.87%
Current vs 7-Day Avg +3.64% | +27.58%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($405.7K) vs puts ($2.1K). Extreme bullish P/C ratio of 0.01 - heavy call buying (8,486 calls vs 47 puts). P/C ratio rising 42% - 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
09:50BULLISHBULLISHBULLISH
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 1 of results (avg 8.1%, best 8.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Sep 181.541.67$1.618.1%50.81614
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.58, cheapest $0.16)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 40.520.60$0.5614.3%370.733.2K
$10.50Sep 180.640.74$0.6914.5%260.512.4K
$10.00Sep 180.831.00$0.9218.5%370.624.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 40.150.17$0.1612.5%200.28326

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Sep 41.662.27$1.9731.0%--0.96146
$8.50Sep 111.702.39$2.0533.7%--0.9062
$9.50Sep 40.851.41$1.1349.6%10.88230
$9.00Sep 41.341.50$1.4211.3%250.82355
$9.00Sep 181.541.67$1.618.1%50.81614
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Sep 40.911.89$1.4070.0%--0.9113
$11.00Oct 161.191.62$1.4130.5%--0.53220
$10.50Sep 40.240.46$0.3562.9%40.5112
$10.50Sep 110.350.81$0.5879.3%10.511

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 5.2K, top 4.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.120.16$0.1428.6%4.4K0.281.3K
$11.00Sep 110.230.48$0.3669.4%3080.37861
$10.50Sep 40.270.37$0.3231.2%1540.511.2K
$11.50Sep 110.200.25$0.2321.7%770.26164
$10.00Sep 40.520.60$0.5614.3%370.733.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 40.150.17$0.1612.5%200.28326
$10.50Sep 40.240.46$0.3562.9%40.5112
$9.00Sep 180.150.26$0.2152.4%20.19701
$10.00Oct 160.800.98$0.8920.2%20.38228
$10.50Sep 110.350.81$0.5879.3%10.511

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 91.8%, max 246.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16242.1%69.8%246.6%402.8K
$10.00Sep 4Oct 16107.0%78.4%36.4%418.0K
$11.00Sep 4Oct 16101.6%76.1%33.5%4.4K3.9K
$10.50Sep 4Oct 2102.0%82.3%23.9%1681.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16242.1%69.8%246.6%--694
$10.00Sep 4Oct 16107.0%78.4%36.4%22554
$10.50Sep 4Sep 18102.0%85.4%19.4%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 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$10.00Oct 16$0.45$0.55$0.4578%1.22$9.45
$9.00$9.50Sep 4$0.29$0.21$0.2982%0.72$9.29
$11.00$12.00Oct 16$0.27$0.73$0.2748%2.70$11.27
$10.50$11.00Sep 11$0.11$0.39$0.1149%3.55$10.61
$9.00$9.50Sep 18$0.30$0.20$0.3081%0.67$9.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$9.00Sep 11$0.22$1.28$0.2251%5.82$10.28
$10.00$9.50Sep 25$0.12$0.38$0.1240%3.17$9.88
$10.50$10.00Sep 4$0.19$0.31$0.1951%1.63$10.31
$10.00$9.50Sep 18$0.16$0.34$0.1638%2.12$9.84
$10.00$9.50Sep 4$0.10$0.40$0.1028%4.00$9.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 3.17, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Sep 25$0.38$0.38$0.1261%3.17$11.88
$10.50$11.00Sep 4$0.18$0.18$0.3250%0.56$10.68
$11.00$11.50Sep 11$0.13$0.13$0.3763%0.35$11.13
$10.50$11.00Sep 25$0.19$0.19$0.3149%0.61$10.69
$11.00$12.00Sep 18$0.24$0.24$0.7658%0.32$11.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Oct 16$0.51$0.51$0.4962%1.04$9.49
$9.00$8.50Sep 11$0.28$0.28$0.2277%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$0.3981%0.28$8.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.19, cheapest $0.15)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.15102.0%79.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.23102.0%79.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 6.45% of stock, avg 14.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Sep 4$0.32$0.35$0.67$9.83$11.176.45%
$10.00Sep 4$0.56$0.16$0.72$9.28$10.726.93%
$10.50Sep 11$0.47$0.58$1.05$9.45$11.5510.11%
$9.50Sep 4$1.13$0.06$1.19$8.31$10.6911.45%
$10.00Sep 18$0.92$0.51$1.43$8.57$11.4313.76%
$10.50Sep 18$0.69$0.80$1.49$9.01$11.9914.34%
$10.00Sep 25$0.91$0.74$1.65$8.35$11.6515.88%
$9.50Sep 18$1.31$0.35$1.66$7.84$11.1615.98%
$9.50Sep 25$1.41$0.62$2.03$7.47$11.5319.54%
$11.00Oct 16$0.89$1.41$2.30$8.70$13.3022.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 1.06% of stock, avg 7.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.50Sep 4$0.05$0.06$0.11$9.39$12.11
$11.50$9.50Sep 4$0.07$0.06$0.13$9.37$11.63
$11.00$9.50Sep 4$0.14$0.06$0.20$9.30$11.20
$12.00$10.00Sep 4$0.05$0.16$0.21$9.79$12.21
$11.50$10.00Sep 4$0.07$0.16$0.23$9.77$11.73
$11.00$10.00Sep 4$0.14$0.16$0.30$9.70$11.30
$12.00$9.00Sep 4$0.05$0.23$0.28$8.72$12.28
$11.50$9.00Sep 4$0.07$0.23$0.30$8.70$11.80
$11.50$8.50Sep 11$0.23$0.08$0.31$8.19$11.81
$11.00$9.00Sep 4$0.14$0.23$0.37$8.63$11.37

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. 18 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Sep 4$0.06$0.4444%7.33
$10.50$11.00$11.50Sep 4$0.11$0.3936%3.55
$10.00$10.50$11.00Sep 18$0.08$0.4220%5.25
$8.50$9.00$9.50Sep 11$0.09$0.4118%4.56
$8.50$9.00$9.50Sep 25$0.12$0.3810%3.17
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Sep 4$0.09$0.4139%4.56
$9.50$10.00$10.50Sep 18$0.13$0.3721%2.85
$9.00$9.50$10.00Sep 4$0.27$0.2310%0.85
$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. 28 found (best net $-0.14, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Sep 18-$0.06$0.94
$10.00$11.001:2Oct 9-$0.29$0.71
$10.00$10.501:2Sep 4-$0.08$0.42
$10.00$11.001:2Oct 16-$0.36$0.64
$10.00$10.501:2Sep 11-$0.14$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$9.001:2Sep 11-$0.14$1.36
$11.00$10.001:2Oct 16-$0.37$0.63
$9.50$9.001:2Sep 18-$0.07$0.43
$10.50$10.001:2Sep 18-$0.22$0.28
$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 5.29%, avg 3.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 16$0.550.3615.5%5.29%20.79%14726
$11.00Oct 16$0.750.485.9%7.22%13.09%82.7K
$11.00Oct 9$0.550.455.9%5.29%11.16%1--
$11.00Oct 2$0.450.445.9%4.33%10.20%--11
$10.50Sep 18$0.640.511.1%6.16%7.22%262.4K
$11.00Sep 18$0.440.425.9%4.23%10.11%121.5K
$10.50Sep 25$0.640.511.1%6.16%7.22%4175
$12.00Sep 18$0.210.2615.5%2.02%17.52%6106
$10.50Oct 2$0.530.511.1%5.10%6.16%1415
$11.00Sep 25$0.290.425.9%2.79%8.66%1453

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 8,486
Total Puts 47
Put/Call Ratio 0.01
Net Difference 8,439

Prior's Put/Call Breakdown

Total Calls 9,471
Total Puts 37
Put/Call Ratio 0.00
Net Difference 9,434

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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