Tour v526
NVAX
NOVAVAX INC
$10.22 +0.99%
(9/2 09:55) ◀
|
Wednesday, September 2, 2026 (10:00am)
January 2026
|
▶ (9/2 10:05)
◀ 9/2 10:01 ▶

Option Volume

Detail
ℹ
Current (09/02 10:00am) 9,585
Calls: 9,265 (97%)
Puts: 320 (3%)
Prior (08/19) 12,297
Calls: 12,256 (100%)
Puts: 41 (0%)
Current vs Prior -22.05%
Calls: -24.40% (Calls)
Puts: +680.49% (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 -56.33%
Calls: -52.31%
Puts: -87.30%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/02 10:00am) $452.2K
Calls: $436.6K (97%)
Puts: $15.6K (3%)
Prior (08/19) $541.5K
Calls: $539.0K (100%)
Puts: $2.4K (0%)
Current vs Prior -16.48%
Calls: -19.00%
Puts: +539.52%
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 -71.55%
Calls: -69.94%
Puts: -88.64%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/02 10:00am) 0.03
Prior (08/19) 0.00
Current vs Prior +932.45%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -73.53%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/02 10:00am) 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 10.08% | 14.19%17.71% | 22.31%
Prior 6.94% | 10.69%6.94% | 17.18%
Current vs Prior +45.23% | +32.67%+155.20% | +29.87%
Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%
Current vs 7-Day Avg +8.51% | +9.75%+60.24% | +7.50%
Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%
Current vs 7-Day Eod +45.23% | +32.67%+1.83% | +5.50%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 80.09% | 40.88%
Calls: 56.86% | 47.44%
Puts: 103.33% | 34.33%
Prior 16.10% | 35.97%
Calls: 20.00% | 2.70%
Puts: 12.20% | 69.23%
Current vs Prior +397.45% | +13.65%
Prior 7-Day Avg 42.27% | 48.66%
Calls: 34.99% | 31.45%
Puts: 49.56% | 65.87%
Current vs 7-Day Avg +89.47% | -15.99%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($436.6K) vs puts ($15.6K). Extreme bullish P/C ratio of 0.03 - heavy call buying (9,265 calls vs 320 puts). P/C ratio rising 932% - 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
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
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 -- 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 $0.61, cheapest $0.42)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 180.380.45$0.4216.7%390.371.5K
$11.00Oct 160.740.88$0.8117.3%140.452.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Sep 41.622.27$1.9533.3%--0.97146
$8.50Sep 111.622.39$2.0138.3%--0.9262
$9.50Sep 40.691.41$1.0568.6%10.86230
$9.00Sep 41.131.50$1.3228.0%250.81355
$9.00Sep 181.351.67$1.5121.2%50.80614
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Sep 40.911.89$1.4070.0%--0.9513
$11.00Sep 110.901.20$1.0528.6%760.661
$10.50Sep 40.350.66$0.5160.8%40.6112
$11.00Oct 161.191.82$1.5141.7%--0.55220
$10.50Sep 110.550.78$0.6734.3%10.541

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 5.9K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.090.15$0.1250.0%4.6K0.241.3K
$11.00Sep 110.200.48$0.3482.4%3080.36861
$10.50Sep 40.170.29$0.2352.2%1760.431.2K
$11.50Sep 110.120.25$0.1968.4%1030.24164
$10.00Sep 40.370.66$0.5255.8%610.683.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Sep 40.040.10$0.0785.7%1420.15370
$11.00Sep 110.901.20$1.0528.6%760.661
$10.00Sep 40.090.27$0.18100.0%380.33326
$9.50Sep 180.310.56$0.4456.8%280.32162
$10.50Sep 40.350.66$0.5160.8%40.6112

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 75.4%, max 258.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16232.9%64.9%258.6%402.8K
$11.00Sep 4Oct 16107.4%78.0%37.8%4.7K3.9K
$10.00Sep 4Oct 1699.4%79.2%25.5%658.0K
$10.50Sep 4Oct 293.8%81.8%14.6%1901.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16232.9%64.9%258.6%--694
$9.50Sep 4Oct 9107.1%80.9%32.4%142386
$10.00Sep 4Oct 1699.4%79.2%25.5%40554
$11.00Sep 11Oct 1691.9%78.0%17.9%76221
$10.50Sep 4Sep 1893.8%87.3%7.4%518

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 4.00, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$12.00Oct 16$0.20$0.80$0.2045%4.00$11.20
$9.00$9.50Sep 18$0.22$0.28$0.2280%1.27$9.22
$9.00$9.50Sep 4$0.27$0.23$0.2781%0.85$9.27
$10.00$10.50Sep 25$0.11$0.39$0.1157%3.55$10.11
$9.00$10.00Oct 16$0.54$0.46$0.5476%0.85$9.54
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$9.00Sep 11$0.30$1.20$0.3054%4.00$10.20
$10.00$9.50Sep 18$0.17$0.33$0.1742%1.94$9.83
$10.00$9.50Sep 4$0.11$0.39$0.1133%3.55$9.89
$11.00$10.00Oct 16$0.52$0.48$0.5255%0.92$10.48
$9.00$8.50Sep 18$0.11$0.39$0.1120%3.55$8.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 1.56, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Sep 25$0.37$0.37$0.1361%2.85$11.87
$11.00$11.50Sep 11$0.15$0.15$0.3564%0.43$11.15
$10.50$11.00Sep 18$0.21$0.21$0.2952%0.72$10.71
$10.50$11.00Sep 25$0.19$0.19$0.3151%0.61$10.69
$10.50$11.00Sep 4$0.11$0.11$0.3957%0.28$10.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Oct 16$0.61$0.61$0.3959%1.56$9.39
$9.00$8.50Sep 11$0.29$0.29$0.2176%1.38$8.71
$9.00$8.50Sep 4$0.21$0.21$0.2980%0.72$8.79
$9.50$9.00Sep 18$0.23$0.23$0.2768%0.85$9.27
$9.50$9.00Sep 25$0.24$0.24$0.2666%0.92$9.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.30, cheapest $0.43)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.2193.8%80.2%
$10.00Sep 4Sep 11$0.2699.4%93.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Sep 4Sep 18$0.4399.4%83.7%
$11.00Sep 11Oct 16$0.4691.9%78.0%
$10.50Sep 4Sep 11$0.1693.8%80.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 6.85% of stock, avg 14.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Sep 4$0.52$0.18$0.70$9.30$10.706.85%
$10.50Sep 4$0.23$0.51$0.74$9.76$11.247.24%
$10.50Sep 11$0.44$0.67$1.11$9.39$11.6110.86%
$9.50Sep 4$1.05$0.07$1.12$8.38$10.6210.96%
$11.00Sep 11$0.34$1.05$1.39$9.61$12.3913.60%
$10.00Sep 18$0.85$0.61$1.46$8.54$11.4614.29%
$10.50Sep 18$0.63$0.96$1.59$8.91$12.0915.56%
$10.00Sep 25$0.94$0.76$1.70$8.30$11.7016.63%
$9.50Sep 18$1.29$0.44$1.73$7.77$11.2316.93%
$9.50Sep 25$1.41$0.68$2.09$7.41$11.5920.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 0.98% of stock, avg 8.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.50Sep 4$0.03$0.07$0.10$9.40$12.10
$11.50$9.50Sep 4$0.07$0.07$0.14$9.36$11.64
$11.00$9.50Sep 4$0.12$0.07$0.19$9.31$11.19
$12.00$10.00Sep 4$0.03$0.18$0.21$9.79$12.21
$12.00$9.00Sep 4$0.03$0.23$0.26$8.74$12.26
$11.50$10.00Sep 4$0.07$0.18$0.25$9.75$11.75
$11.50$8.50Sep 11$0.19$0.08$0.27$8.23$11.77
$11.50$9.00Sep 4$0.07$0.23$0.30$8.70$11.80
$11.00$10.00Sep 4$0.12$0.18$0.30$9.70$11.30
$11.00$9.00Sep 4$0.12$0.23$0.35$8.65$11.35

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 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Oct 16$0.06$0.9430%15.67
$10.50$11.00$11.50Sep 4$0.06$0.4429%7.33
$10.00$10.50$11.00Sep 4$0.18$0.3244%1.78
$9.50$10.00$10.50Sep 4$0.24$0.2643%1.08
$9.00$9.50$10.00Sep 11$0.15$0.3515%2.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Sep 4$0.22$0.2846%1.27
$8.50$9.00$9.50Sep 18$0.12$0.3820%3.17
$9.50$10.00$10.50Sep 18$0.18$0.3221%1.78
$9.00$9.50$10.00Sep 4$0.27$0.2313%0.85
$8.50$9.00$9.50Sep 25$0.28$0.2212%0.79

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.05, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.50$10.001:2Oct 2-$0.05$1.45
$10.00$11.001:2Oct 9-$0.29$0.71
$10.00$11.001:2Oct 16-$0.33$0.67
$10.00$10.501:2Sep 11-$0.10$0.40
$11.00$12.001:2Sep 18-$0.16$0.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$9.001:2Sep 11-$0.07$1.43
$11.00$10.501:2Sep 11-$0.29$0.21
$11.00$10.001:2Oct 16-$0.47$0.53
$10.50$10.001:2Sep 18-$0.26$0.24
$9.50$9.001:2Sep 25-$0.20$0.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 5.19%, avg 3.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 16$0.530.3517.4%5.19%22.60%14726
$11.00Oct 16$0.740.457.6%7.24%14.87%142.7K
$11.00Oct 9$0.550.477.6%5.38%13.01%1--
$11.00Oct 2$0.450.457.6%4.40%12.04%--11
$10.50Sep 25$0.640.492.7%6.26%9.00%4175
$11.50Sep 25$0.200.3912.5%1.96%14.48%--12
$10.50Sep 18$0.550.482.7%5.38%8.12%302.4K
$10.50Oct 2$0.530.522.7%5.19%7.93%1415
$11.00Sep 18$0.380.377.6%3.72%11.35%391.5K
$12.00Sep 18$0.190.2517.4%1.86%19.28%6106

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 9,265
Total Puts 320
Put/Call Ratio 0.03
Net Difference 8,945

Prior's Put/Call Breakdown

Total Calls 12,256
Total Puts 41
Put/Call Ratio 0.00
Net Difference 12,215

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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