Tour v526
NVAX
NOVAVAX INC
$10.35 +2.27%
(9/2 10:01) ◀
|
Wednesday, September 2, 2026 (10:05am)
January 2026
|
▶ (9/2 10:10)
◀ 9/2 10:05 ▶

Option Volume

Detail
ℹ
Current (09/02 10:05am) 9,782
Calls: 9,460 (97%)
Puts: 322 (3%)
Prior (08/19) 19,533
Calls: 18,424 (94%)
Puts: 1,109 (6%)
Current vs Prior -49.92%
Calls: -48.65% (Calls)
Puts: -70.96% (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 -55.43%
Calls: -51.31%
Puts: -87.22%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/02 10:05am) $481.3K
Calls: $465.6K (97%)
Puts: $15.7K (3%)
Prior (08/19) $842.9K
Calls: $829.0K (98%)
Puts: $14.0K (2%)
Current vs Prior -42.90%
Calls: -43.83%
Puts: +12.24%
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 -69.72%
Calls: -67.94%
Puts: -88.58%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/02 10:05am) 0.03
Prior (08/19) 0.06
Current vs Prior -43.45%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -73.92%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/02 10:05am) 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 9.95% | 14.01%17.20% | 22.03%
Prior 6.94% | 10.69%6.94% | 17.18%
Current vs Prior +43.40% | +31.01%+147.82% | +28.24%
Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%
Current vs 7-Day Avg +7.14% | +8.37%+55.61% | +6.15%
Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%
Current vs 7-Day Eod +43.40% | +31.01%-1.11% | +4.17%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 80.09% | 38.32%
Calls: 56.86% | 42.31%
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% | +6.53%
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% | -21.25%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($465.6K) vs puts ($15.7K). Below-average activity with volume down 50% vs prior. Extreme bullish P/C ratio of 0.03 - heavy call buying (9,460 calls vs 322 puts). P/C ratio dropping 43% - sentiment shifting bullish.

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
10:05BULLISHBULLISHBULLISH
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 1 of results (avg 9.6%, best 9.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Sep 181.481.63$1.569.6%90.82614
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.57, cheapest $0.48)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 180.430.52$0.4818.8%730.381.5K
$10.50Sep 180.620.71$0.6713.4%300.482.4K
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 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Sep 41.622.27$1.9533.3%--1.00146
$8.50Sep 111.622.39$2.0138.3%--0.9262
$9.50Sep 40.781.32$1.0551.4%10.86230
$9.00Sep 181.481.63$1.569.6%90.82614
$9.00Sep 41.131.50$1.3228.0%250.80355
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Sep 40.911.89$1.4070.0%--0.8613
$11.00Sep 110.901.20$1.0528.6%760.651
$10.50Sep 40.350.66$0.5160.8%40.5612
$11.00Oct 161.191.82$1.5141.7%--0.54220
$10.50Sep 110.550.78$0.6734.3%10.541

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 6.0K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.120.16$0.1428.6%4.7K0.261.3K
$11.00Sep 110.220.45$0.3467.6%3080.35861
$10.50Sep 40.250.38$0.3240.6%1840.441.2K
$11.50Sep 110.120.24$0.1866.7%1430.23164
$11.00Sep 180.430.52$0.4818.8%730.381.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Sep 40.040.10$0.0785.7%1420.15370
$11.00Sep 110.901.20$1.0528.6%760.651
$10.00Sep 40.100.27$0.1989.5%390.33326
$9.50Sep 180.310.56$0.4456.8%280.31162
$10.50Sep 40.350.66$0.5160.8%40.5612

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 73.6%, max 214.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16231.1%73.4%214.9%422.8K
$10.50Sep 4Oct 2123.8%82.5%49.9%1981.3K
$11.00Sep 4Oct 16117.7%80.1%46.8%4.7K3.9K
$10.00Sep 4Oct 1699.0%79.4%24.8%658.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Sep 4Oct 16231.1%73.4%214.9%1694
$10.50Sep 4Sep 18123.8%91.2%35.7%518
$9.50Sep 4Oct 9105.3%78.8%33.6%142386
$10.00Sep 4Oct 1699.0%79.4%24.8%41554
$11.00Sep 11Oct 1693.9%80.1%17.2%76221

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 4.00, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$9.50Sep 4$0.27$0.23$0.2780%0.85$9.27
$11.00$12.00Oct 16$0.24$0.76$0.2445%3.17$11.24
$8.50$9.00Sep 25$0.25$0.25$0.2578%1.00$8.75
$9.00$10.00Oct 16$0.54$0.46$0.5474%0.85$9.54
$10.00$10.50Sep 25$0.15$0.35$0.1559%2.33$10.15
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$0.1741%1.94$9.83
$10.00$9.50Sep 4$0.12$0.38$0.1233%3.17$9.88
$9.00$8.50Sep 18$0.11$0.39$0.1120%3.55$8.89
$11.00$10.00Oct 16$0.52$0.48$0.5254%0.92$10.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 1.38, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Sep 25$0.38$0.38$0.1260%3.17$11.88
$11.00$11.50Sep 11$0.16$0.16$0.3465%0.47$11.16
$10.50$11.00Sep 4$0.18$0.18$0.3256%0.56$10.68
$10.50$11.00Sep 18$0.19$0.19$0.3152%0.61$10.69
$10.50$11.00Sep 25$0.16$0.16$0.3450%0.47$10.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.00$8.50Sep 11$0.29$0.29$0.2176%1.38$8.71
$10.00$9.00Oct 16$0.51$0.51$0.4959%1.04$9.49
$9.00$8.50Sep 4$0.21$0.21$0.2980%0.72$8.79
$9.50$9.00Sep 18$0.23$0.23$0.2769%0.85$9.27
$9.50$9.00Sep 25$0.24$0.24$0.2667%0.92$9.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.28, cheapest $0.12)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.12123.8%83.6%
$10.00Sep 4Sep 11$0.2699.0%90.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.16123.8%83.6%
$10.00Sep 4Sep 18$0.4299.0%83.4%
$11.00Sep 11Oct 16$0.4693.9%80.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 6.86% of stock, avg 14.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Sep 4$0.52$0.19$0.71$9.29$10.716.86%
$10.50Sep 4$0.32$0.51$0.83$9.67$11.338.02%
$10.50Sep 11$0.44$0.67$1.11$9.39$11.6110.72%
$9.50Sep 4$1.05$0.07$1.12$8.38$10.6210.82%
$11.00Sep 11$0.34$1.05$1.39$9.61$12.3913.43%
$10.00Sep 18$0.85$0.61$1.46$8.54$11.4614.11%
$10.50Sep 18$0.67$0.93$1.60$8.90$12.1015.46%
$10.00Sep 25$0.98$0.70$1.68$8.32$11.6816.23%
$9.50Sep 18$1.29$0.44$1.73$7.77$11.2316.71%
$9.50Sep 25$1.41$0.68$2.09$7.41$11.5920.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.06% of stock, avg 7.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.50Sep 4$0.04$0.07$0.11$9.39$12.11
$11.50$9.50Sep 4$0.07$0.07$0.14$9.36$11.64
$11.00$9.50Sep 4$0.14$0.07$0.21$9.29$11.21
$11.50$8.50Sep 11$0.18$0.08$0.26$8.24$11.76
$12.00$9.00Sep 4$0.04$0.23$0.27$8.73$12.27
$12.00$10.00Sep 4$0.04$0.19$0.23$9.77$12.23
$11.50$9.00Sep 4$0.07$0.23$0.30$8.70$11.80
$11.50$10.00Sep 4$0.07$0.19$0.26$9.74$11.76
$11.00$10.00Sep 4$0.14$0.19$0.33$9.67$11.33
$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. 17 found (best R:R 9.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Oct 16$0.10$0.9028%9.00
$10.50$11.00$11.50Sep 4$0.11$0.3931%3.55
$10.00$11.00$12.00Oct 16$0.20$0.8024%4.00
$9.00$9.50$10.00Sep 11$0.15$0.3516%2.33
$10.00$10.50$11.00Oct 2$0.16$0.3414%2.12
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.50$9.00$9.50Sep 18$0.12$0.3820%3.17
$9.50$10.00$10.50Sep 4$0.20$0.3040%1.50
$9.50$10.00$10.50Sep 18$0.15$0.3520%2.33
$9.00$9.50$10.00Sep 4$0.28$0.2213%0.79
$8.50$9.00$9.50Sep 25$0.28$0.2211%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. 24 found (best net $-0.05, 20 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
$11.00$12.001:2Sep 18-$0.10$0.90
$10.00$10.501:2Sep 11-$0.10$0.40
$10.00$10.501:2Sep 4-$0.12$0.38
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-$0.29$0.21
$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 5.12%, avg 3.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 16$0.530.3515.9%5.12%21.06%14726
$11.00Oct 16$0.750.456.3%7.25%13.53%202.7K
$11.00Oct 9$0.550.456.3%5.31%11.59%1--
$11.00Oct 2$0.450.456.3%4.35%10.63%--11
$10.50Sep 25$0.640.511.4%6.18%7.63%4175
$11.50Sep 25$0.250.4011.1%2.42%13.53%--12
$10.50Sep 18$0.620.481.4%5.99%7.44%302.4K
$11.00Sep 18$0.430.386.3%4.15%10.43%731.5K
$11.00Sep 25$0.350.436.3%3.38%9.66%1453
$12.00Sep 25$0.180.2715.9%1.74%17.68%--23

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 9,460
Total Puts 322
Put/Call Ratio 0.03
Net Difference 9,138

Prior's Put/Call Breakdown

Total Calls 18,424
Total Puts 1,109
Put/Call Ratio 0.06
Net Difference 17,315

Prior 7-Day Put/Call Summary

Total Calls 135,997
Total Puts 17,637
Average Put/Call Ratio 0.13
Ratio Trend Falling

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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