Tour v526
NVAX
NOVAVAX INC
$10.31 +1.87%
(9/2 10:05) ◀
|
Wednesday, September 2, 2026 (10:10am)
January 2026
|
▶ (9/2 10:15)
◀ 9/2 10:10 ▶

Option Volume

Detail
ℹ
Current (09/02 10:10am) 10,000
Calls: 9,657 (97%)
Puts: 343 (3%)
Prior (08/19) 20,367
Calls: 19,256 (95%)
Puts: 1,111 (5%)
Current vs Prior -50.90%
Calls: -49.85% (Calls)
Puts: -69.13% (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 -54.44%
Calls: -50.29%
Puts: -86.39%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/02 10:10am) $464.4K
Calls: $448.8K (97%)
Puts: $15.6K (3%)
Prior (08/19) $856.5K
Calls: $842.5K (98%)
Puts: $14.0K (2%)
Current vs Prior -45.78%
Calls: -46.73%
Puts: +11.54%
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 -70.78%
Calls: -69.10%
Puts: -88.64%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/02 10:10am) 0.04
Prior (08/19) 0.06
Current vs Prior -38.44%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg -72.77%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/02 10:10am) 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 9.41% | 14.06%17.46% | 22.11%
Prior 6.94% | 10.69%6.94% | 17.18%
Current vs Prior +35.57% | +31.51%+151.58% | +28.73%
Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%
Current vs 7-Day Avg +1.29% | +8.79%+57.96% | +6.57%
Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%
Current vs 7-Day Eod +35.57% | +31.51%+0.39% | +4.58%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 58.19% | 38.32%
Calls: 13.04% | 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 +261.43% | +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 +37.66% | -21.25%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($448.8K) vs puts ($15.6K). Below-average activity with volume down 51% vs prior. Extreme bullish P/C ratio of 0.04 - heavy call buying (9,657 calls vs 343 puts). P/C ratio dropping 38% - 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
10:10BULLISHBULLISHBULLISH
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 2 of results (avg 7.3%, best 5.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Sep 181.481.56$1.525.3%130.81614
$10.50Sep 180.610.67$0.649.4%300.472.4K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.53, cheapest $0.46)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 40.430.49$0.4613.0%620.663.2K
$11.00Sep 180.430.52$0.4818.8%730.381.5K
$10.50Sep 180.610.67$0.649.4%300.472.4K
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 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Sep 41.622.27$1.9533.3%--0.94146
$9.00Sep 41.291.50$1.4015.0%440.92355
$8.50Sep 111.622.39$2.0138.3%--0.9062
$9.50Sep 40.781.32$1.0551.4%10.86230
$9.00Sep 181.481.56$1.525.3%130.81614
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. 40 active (total vol 6.2K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 40.010.14$0.08162.5%4.8K0.191.3K
$11.00Sep 110.220.45$0.3467.6%3110.35861
$10.50Sep 40.220.38$0.3053.3%1850.441.2K
$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 40.040.07$0.0650.0%1430.14370
$11.00Sep 110.901.20$1.0528.6%760.651
$10.00Sep 40.100.27$0.1989.5%390.34326
$9.50Sep 180.310.56$0.4456.8%280.32162
$9.00Sep 40.020.04$0.0366.7%200.07617

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 26.5%, max 46.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Sep 4Oct 2121.4%82.7%46.8%1991.3K
$10.00Sep 4Oct 1697.4%79.4%22.7%668.0K
$11.00Sep 4Oct 1692.3%80.2%15.0%4.9K3.9K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Sep 4Sep 18121.4%90.1%34.7%518
$10.00Sep 4Oct 1697.4%79.4%22.7%41554
$11.00Sep 11Oct 1694.0%80.2%17.2%76221

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 4.00, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$9.50Sep 18$0.23$0.27$0.2382%1.17$9.23
$11.00$12.00Oct 16$0.24$0.76$0.2445%3.17$11.24
$8.50$9.00Sep 25$0.25$0.25$0.2577%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$0.1742%1.94$9.83
$10.00$9.50Sep 4$0.13$0.37$0.1334%2.85$9.87
$11.00$10.00Oct 16$0.52$0.48$0.5254%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. 14 found (best R:R 1.38, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Sep 25$0.37$0.37$0.1360%2.85$11.87
$10.50$11.00Sep 4$0.22$0.22$0.2856%0.79$10.72
$11.00$11.50Sep 11$0.16$0.16$0.3465%0.47$11.16
$10.50$11.00Sep 18$0.16$0.16$0.3453%0.47$10.66
$10.50$11.00Sep 25$0.16$0.16$0.3449%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
$9.50$9.00Sep 18$0.23$0.23$0.2768%0.85$9.27
$9.50$9.00Sep 25$0.25$0.25$0.2567%1.00$9.25
$9.00$8.50Sep 18$0.11$0.11$0.3980%0.28$8.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.30, cheapest $0.14)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.14121.4%83.8%
$10.00Sep 4Sep 11$0.3297.4%90.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 4Sep 11$0.16121.4%83.8%
$10.00Sep 4Sep 18$0.4297.4%81.9%
$11.00Sep 11Oct 16$0.4694.0%80.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 6.30% of stock, avg 14.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Sep 4$0.46$0.19$0.65$9.35$10.656.30%
$10.50Sep 4$0.30$0.51$0.81$9.69$11.317.86%
$9.50Sep 4$1.05$0.06$1.11$8.39$10.6110.77%
$10.50Sep 11$0.44$0.67$1.11$9.39$11.6110.77%
$11.00Sep 11$0.34$1.05$1.39$9.61$12.3913.48%
$10.00Sep 18$0.86$0.61$1.47$8.53$11.4714.26%
$10.50Sep 18$0.64$0.94$1.58$8.92$12.0815.32%
$10.00Sep 25$0.98$0.70$1.68$8.32$11.6816.29%
$9.50Sep 18$1.29$0.44$1.73$7.77$11.2316.78%
$9.50Sep 25$1.41$0.69$2.10$7.40$11.6020.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.68% of stock, avg 7.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.00Sep 4$0.04$0.03$0.07$8.93$12.07
$12.00$9.50Sep 4$0.04$0.06$0.10$9.40$12.10
$11.50$9.00Sep 4$0.07$0.03$0.10$8.90$11.60
$11.00$9.00Sep 4$0.08$0.03$0.11$8.89$11.11
$11.50$9.50Sep 4$0.07$0.06$0.13$9.37$11.63
$11.00$9.50Sep 4$0.08$0.06$0.14$9.36$11.14
$11.50$8.50Sep 11$0.18$0.08$0.26$8.24$11.76
$12.00$10.00Sep 4$0.04$0.19$0.23$9.77$12.23
$11.00$10.00Sep 4$0.08$0.19$0.27$9.73$11.27
$11.50$10.00Sep 4$0.07$0.19$0.26$9.74$11.76

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 9.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Oct 16$0.10$0.9028%9.00
$10.00$10.50$11.00Sep 18$0.06$0.4420%7.33
$10.00$11.00$12.00Oct 16$0.20$0.8024%4.00
$10.50$11.00$11.50Sep 4$0.21$0.2930%1.38
$10.00$10.50$11.00Oct 2$0.16$0.3414%2.12
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Sep 4$0.10$0.4027%4.00
$9.50$10.00$10.50Sep 4$0.19$0.3143%1.63
$8.50$9.00$9.50Sep 18$0.12$0.3820%3.17
$9.50$10.00$10.50Sep 18$0.16$0.3420%2.13
$8.50$9.00$9.50Sep 25$0.29$0.2111%0.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 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-$0.14$0.36
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-$0.28$0.22
$9.50$9.001:2Sep 25-$0.19$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 5.14%, avg 3.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 16$0.530.3516.4%5.14%21.53%14726
$11.00Oct 16$0.750.456.7%7.27%13.97%242.7K
$11.00Oct 9$0.550.456.7%5.33%12.03%1--
$11.00Oct 2$0.450.456.7%4.36%11.06%--11
$10.50Sep 25$0.640.511.8%6.21%8.05%4175
$11.50Sep 25$0.260.4011.5%2.52%14.06%--12
$10.50Sep 18$0.610.471.8%5.92%7.76%302.4K
$11.00Sep 18$0.430.386.7%4.17%10.86%731.5K
$12.00Sep 25$0.190.2816.4%1.84%18.23%--23
$11.00Sep 25$0.350.436.7%3.39%10.09%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 9,657
Total Puts 343
Put/Call Ratio 0.04
Net Difference 9,314

Prior's Put/Call Breakdown

Total Calls 19,256
Total Puts 1,111
Put/Call Ratio 0.06
Net Difference 18,145

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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