NVAX - Options Database

NVAX

NOVAVAX INC

$10.31 +1.92%

(9/2 10:10) ◀

Wednesday, September 2, 2026 (10:15am)

▶ (9/2 10:20)

◀ 9/2 10:15 ▶

Option Volume

Detail

ℹ

Current (09/02 10:15am) 10,243

Calls: 9,900 (97%)

Puts: 343 (3%)

Prior (08/19) 21,077

Calls: 19,966 (95%)

Puts: 1,111 (5%)

Current vs Prior -51.40%

Calls: -50.42% (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 -53.33%

Calls: -49.04%

Puts: -86.39%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/02 10:15am) $475.9K

Calls: $460.3K (97%)

Puts: $15.6K (3%)

Prior (08/19) $856.7K

Calls: $842.7K (98%)

Puts: $14.0K (2%)

Current vs Prior -44.45%

Calls: -45.38%

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 -70.07%

Calls: -68.31%

Puts: -88.64%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/02 10:15am) 0.03

Prior (08/19) 0.06

Current vs Prior -37.74%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg -73.46%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/02 10:15am) 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

WKMO Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)

Current 9.80% | 13.39%17.46% | 22.11%

Prior 6.94% | 10.69%6.94% | 17.18%

Current vs Prior +41.16% | +25.16%+151.58% | +28.73%

Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%

Current vs 7-Day Avg +5.47% | +3.54%+57.96% | +6.57%

Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%

Current vs 7-Day Eod +41.16% | +25.16%+0.39% | +4.58%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 60.66% | 27.73%

Calls: 18.00% | 21.13%

Puts: 103.33% | 34.33%

Prior 16.10% | 35.97%

Calls: 20.00% | 2.70%

Puts: 12.20% | 69.23%

Current vs Prior +276.77% | -22.91%

Prior 7-Day Avg 42.27% | 48.66%

Calls: 34.99% | 31.45%

Puts: 49.56% | 65.87%

Current vs 7-Day Avg +43.50% | -43.01%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($460.3K) vs puts ($15.6K). Below-average activity with volume down 51% vs prior. Extreme bullish P/C ratio of 0.03 - heavy call buying (9,900 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)

Time	Smart Money	Retail	Overall
10:15	BULLISH	BULLISH	BULLISH
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	BULLISH

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

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 7.9%, best 7.9%)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.50	Sep 18	0.60	0.65	$0.63	7.9%	32	0.47	2.4K

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 $0.56, cheapest $0.50)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Sep 4	0.45	0.54	$0.50	18.0%	68	0.66	3.2K
$10.50	Sep 18	0.60	0.65	$0.63	7.9%	32	0.47	2.4K

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 0.69, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$8.50	Sep 4	1.62	2.27	$1.95	33.3%	--	1.00	146
$9.00	Sep 4	1.25	1.50	$1.38	18.1%	44	0.98	355
$8.50	Sep 11	1.62	2.39	$2.01	38.3%	--	0.91	62
$9.50	Sep 4	0.78	1.32	$1.05	51.4%	1	0.90	230
$9.00	Sep 18	1.42	1.58	$1.50	10.7%	13	0.82	614

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.50	Sep 4	0.91	1.89	$1.40	70.0%	--	0.86	13
$11.00	Sep 11	0.90	1.20	$1.05	28.6%	76	0.65	1
$10.50	Sep 4	0.35	0.66	$0.51	60.8%	4	0.59	12
$11.00	Oct 16	1.19	1.82	$1.51	41.7%	--	0.54	220
$10.50	Sep 11	0.55	0.78	$0.67	34.3%	1	0.54	1

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 6.4K, top 4.8K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Sep 4	0.01	0.14	$0.08	162.5%	4.8K	0.18	1.3K
$11.00	Sep 11	0.22	0.45	$0.34	67.6%	311	0.35	861
$10.50	Sep 4	0.22	0.28	$0.25	24.0%	241	0.41	1.2K
$12.00	Sep 4	0.03	0.04	$0.04	25.0%	149	0.07	511
$11.50	Sep 11	0.12	0.24	$0.18	66.7%	143	0.23	164

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.50	Sep 4	0.04	0.08	$0.06	66.7%	143	0.15	370
$11.00	Sep 11	0.90	1.20	$1.05	28.6%	76	0.65	1
$10.00	Sep 4	0.10	0.27	$0.19	89.5%	39	0.35	326
$9.50	Sep 18	0.31	0.56	$0.44	56.8%	28	0.32	162
$9.00	Sep 4	0.02	0.04	$0.03	66.7%	20	0.07	617

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 21.2%, max 35.3%)

CALLS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$10.50	Sep 4	Oct 2	111.8%	82.7%	35.3%	255	1.3K
$11.00	Sep 4	Oct 16	96.6%	80.4%	20.2%	4.9K	3.9K
$10.00	Sep 4	Oct 16	91.6%	79.6%	15.1%	72	8.0K

PUTS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$10.50	Sep 4	Sep 18	111.8%	89.9%	24.3%	5	18
$11.00	Sep 11	Oct 16	94.3%	80.4%	17.3%	76	221
$10.00	Sep 4	Oct 16	91.6%	79.6%	15.1%	41	554

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 1.38, avg 1.59)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$9.00	$9.50	Sep 18	$0.21	$0.29	$0.21	82%	1.38	$9.21
$9.00	$9.50	Sep 4	$0.33	$0.17	$0.33	98%	0.52	$9.33
$11.00	$12.00	Oct 16	$0.24	$0.76	$0.24	45%	3.17	$11.24
$8.50	$9.00	Sep 25	$0.25	$0.25	$0.25	77%	1.00	$8.75
$9.00	$10.00	Oct 16	$0.54	$0.46	$0.54	74%	0.85	$9.54

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$9.00	Sep 11	$0.30	$1.20	$0.30	54%	4.00	$10.20
$10.00	$9.50	Sep 18	$0.17	$0.33	$0.17	42%	1.94	$9.83
$10.00	$9.50	Sep 4	$0.13	$0.37	$0.13	35%	2.85	$9.87
$11.00	$10.00	Oct 16	$0.52	$0.48	$0.52	54%	0.92	$10.48
$10.50	$10.00	Sep 4	$0.32	$0.18	$0.32	59%	0.56	$10.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 1.38, avg 0.80)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.50	$12.00	Sep 25	$0.37	$0.37	$0.13	60%	2.85	$11.87
$10.50	$11.00	Sep 4	$0.17	$0.17	$0.33	59%	0.52	$10.67
$11.00	$11.50	Sep 11	$0.16	$0.16	$0.34	65%	0.47	$11.16
$10.50	$11.00	Sep 18	$0.16	$0.16	$0.34	53%	0.47	$10.66
$10.50	$11.00	Sep 25	$0.15	$0.15	$0.35	50%	0.43	$10.65

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$9.00	$8.50	Sep 11	$0.29	$0.29	$0.21	76%	1.38	$8.71
$10.00	$9.00	Oct 16	$0.51	$0.51	$0.49	59%	1.04	$9.49
$9.50	$9.00	Sep 18	$0.23	$0.23	$0.27	68%	0.85	$9.27
$9.50	$9.00	Sep 25	$0.25	$0.25	$0.25	67%	1.00	$9.25
$10.00	$9.50	Sep 4	$0.13	$0.13	$0.37	65%	0.35	$9.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.29, cheapest $0.16)

CALLS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$10.50	Sep 4	Sep 11	$0.19	111.8%	83.3%
$10.00	Sep 4	Sep 11	$0.21	91.6%	89.9%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$10.50	Sep 4	Sep 11	$0.16	111.8%	83.3%
$11.00	Sep 11	Oct 16	$0.46	94.3%	80.4%
$10.00	Sep 4	Sep 18	$0.42	91.6%	81.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 6.69% of stock, avg 14.77%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$10.00	Sep 4	$0.50	$0.19	$0.69	$9.31	$10.69	6.69%
$10.50	Sep 4	$0.25	$0.51	$0.76	$9.74	$11.26	7.37%
$9.50	Sep 4	$1.05	$0.06	$1.11	$8.39	$10.61	10.77%
$10.50	Sep 11	$0.44	$0.67	$1.11	$9.39	$11.61	10.77%
$11.00	Sep 11	$0.34	$1.05	$1.39	$9.61	$12.39	13.48%
$10.00	Sep 18	$0.86	$0.61	$1.47	$8.53	$11.47	14.26%
$10.50	Sep 18	$0.63	$0.94	$1.57	$8.93	$12.07	15.23%
$10.00	Sep 25	$0.99	$0.70	$1.69	$8.31	$11.69	16.39%
$9.50	Sep 18	$1.29	$0.44	$1.73	$7.77	$11.23	16.78%
$9.50	Sep 25	$1.41	$0.70	$2.11	$7.39	$11.61	20.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.68% of stock, avg 7.62%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$12.00	$9.00	Sep 4	$0.04	$0.03	$0.07	$8.93	$12.07
$11.50	$9.00	Sep 4	$0.07	$0.03	$0.10	$8.90	$11.60
$12.00	$9.50	Sep 4	$0.04	$0.06	$0.10	$9.40	$12.10
$11.00	$9.00	Sep 4	$0.08	$0.03	$0.11	$8.89	$11.11
$11.50	$9.50	Sep 4	$0.07	$0.06	$0.13	$9.37	$11.63
$11.00	$9.50	Sep 4	$0.08	$0.06	$0.14	$9.36	$11.14
$11.50	$8.50	Sep 11	$0.18	$0.08	$0.26	$8.24	$11.76
$12.00	$10.00	Sep 4	$0.04	$0.19	$0.23	$9.77	$12.23
$11.00	$10.00	Sep 4	$0.08	$0.19	$0.27	$9.73	$11.27
$11.50	$10.00	Sep 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. 20 found (best R:R 5.25, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$10.50	$11.00	Sep 4	$0.08	$0.42	48%	5.25
$9.00	$10.00	$11.00	Oct 16	$0.10	$0.90	28%	9.00
$10.00	$10.50	$11.00	Sep 18	$0.07	$0.43	20%	6.14
$9.50	$10.00	$10.50	Sep 11	$0.10	$0.40	24%	4.00
$9.00	$9.50	$10.00	Sep 11	$0.09	$0.41	16%	4.56

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$9.00	$9.50	$10.00	Sep 4	$0.10	$0.40	28%	4.00
$9.50	$10.00	$10.50	Sep 4	$0.19	$0.31	44%	1.63
$8.50	$9.00	$9.50	Sep 18	$0.13	$0.37	20%	2.85
$9.50	$10.00	$10.50	Sep 18	$0.16	$0.34	20%	2.13
$8.50	$9.00	$9.50	Sep 25	$0.28	$0.22	11%	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. 25 found (best net $-0.05, 19 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$8.50	$10.00	1:2	Oct 2	-$0.05	$1.45
$10.00	$11.00	1:2	Oct 9	-$0.29	$0.71
$11.00	$12.00	1:2	Sep 18	-$0.11	$0.89
$10.00	$11.00	1:2	Oct 16	-$0.41	$0.59
$10.00	$10.50	1:2	Sep 11	-$0.17	$0.33

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$10.50	$9.00	1:2	Sep 11	-$0.07	$1.43
$11.00	$10.50	1:2	Sep 11	-$0.29	$0.21
$11.00	$10.00	1:2	Oct 16	-$0.47	$0.53
$10.50	$10.00	1:2	Sep 18	-$0.28	$0.22
$9.50	$9.00	1:2	Sep 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. 17 found (best yield 5.14%, avg 3.72%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$12.00	Oct 16	$0.53	0.35	16.4%	5.14%	21.53%	14	726
$11.00	Oct 16	$0.75	0.45	6.7%	7.27%	13.97%	24	2.7K
$11.00	Oct 9	$0.55	0.45	6.7%	5.33%	12.03%	1	--
$11.00	Oct 2	$0.45	0.45	6.7%	4.36%	11.06%	--	11
$11.50	Sep 25	$0.28	0.40	11.5%	2.72%	14.26%	--	12
$10.50	Sep 25	$0.64	0.50	1.8%	6.21%	8.05%	4	175
$10.50	Sep 18	$0.60	0.47	1.8%	5.82%	7.66%	32	2.4K
$12.00	Sep 25	$0.21	0.28	16.4%	2.04%	18.43%	--	23
$11.00	Sep 18	$0.42	0.38	6.7%	4.07%	10.77%	73	1.5K
$11.00	Sep 25	$0.38	0.43	6.7%	3.69%	10.38%	1	453

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 9,900

Total Puts 343

Put/Call Ratio 0.03

Net Difference 9,557

Prior's Put/Call Breakdown

Total Calls 19,966

Total Puts 1,111

Put/Call Ratio 0.06

Net Difference 18,855

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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