Tour v531
NVAX
NOVAVAX INC
$12.95 +3.11%
(10/6 09:35) ◀
|
Tuesday, October 6, 2026 (9:40am)
January 2026
|
▶ (10/6 09:45)
◀ 10/6 09:40 ▶

Option Volume

Detail
ℹ
Current (10/06 9:40am) 4,425
Calls: 3,120 (71%)
Puts: 1,305 (29%)
Prior (09/02) 6,111
Calls: 6,082 (100%)
Puts: 29 (0%)
Current vs Prior -27.59%
Calls: -48.70% (Calls)
Puts: +4400.00% (Puts)
Prior 7-Day Total 157,596
Calls: 139,738 (89%)
Puts: 17,858 (11%)
Prior 7-Day Average 22,513
Calls: 19,962 (89%)
Puts: 2,551 (11%)
Current vs Prior 7-Day Avg -80.35%
Calls: -84.37%
Puts: -48.85%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:40am) $284.9K
Calls: $239.0K (84%)
Puts: $45.9K (16%)
Prior (09/02) $158.3K
Calls: $157.5K (100%)
Puts: $781 (0%)
Current vs Prior +80.00%
Calls: +51.74%
Puts: +5779.00%
Prior 7-Day Total $11.25M
Calls: $10.29M (91%)
Puts: $962.6K (9%)
Prior 7-Day Average $1.61M
Calls: $1.47M (91%)
Puts: $137.5K (9%)
Current vs Prior 7-Day Avg -82.27%
Calls: -83.73%
Puts: -66.61%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:40am) 0.42
Prior (09/02) 0.00
Current vs Prior +8672.12%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg +222.66%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 9:40am) 279,413
Calls: 185,283 (66%)
Puts: 94,130 (34%)
Prior (09/02) 244,196
Calls: 154,879 (63%)
Puts: 89,317 (37%)
Current vs Prior +14.42%
Prior 7-Day Total 1,498,205
Calls: 976,597 (65%)
Puts: 521,608 (35%)
Prior 7-Day Average 214,029
Calls: 139,513 (65%)
Puts: 74,515 (35%)
Current vs Prior 7-Day Avg +30.55%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 14.52% | 19.54%19.54% | 28.34%
Prior 9.63% | 13.23%17.22% | 21.11%
Current vs Prior +50.75% | +47.67%+13.47% | +34.26%
Prior 7-Day Avg 8.63% | 12.42%12.59% | 20.84%
Current vs 7-Day Avg +68.19% | +57.25%+55.13% | +35.98%
Prior 7-Day Eod 9.63% | 13.23%19.90% | 29.06%
Current vs 7-Day Eod +50.75% | +47.67%-1.85% | -2.48%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 47.53% | 55.55%
Calls: 37.78% | 29.20%
Puts: 57.27% | 81.90%
Prior 56.88% | 30.21%
Calls: 10.42% | 26.09%
Puts: 103.33% | 34.33%
Current vs Prior -16.44% | +83.88%
Prior 7-Day Avg 46.95% | 48.12%
Calls: 34.57% | 31.80%
Puts: 59.32% | 64.45%
Current vs 7-Day Avg +1.24% | +15.43%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($239.0K) vs puts ($45.9K). Elevated premium activity with dollar volume up 80% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (3,120 calls vs 1,305 puts). P/C ratio rising 8672% - increased hedging/bearish 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
09:40BULLISHBULLISHBULLISH
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 7.5%, best 7.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Oct 90.510.55$0.537.5%170.391.2K
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 $0.41, cheapest $0.28)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Oct 90.250.30$0.2817.9%250.2430
$13.50Oct 90.510.55$0.537.5%170.391.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 91.902.58$2.2430.4%--1.00332
$11.00Oct 91.752.14$1.9520.0%220.921.6K
$10.50Oct 161.402.82$2.1167.3%--0.91129
$11.00Oct 231.912.31$2.1119.0%--0.89121
$11.50Oct 91.391.76$1.5823.4%540.871.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 90.661.29$0.9864.3%80.52157

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 3.8K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 90.200.25$0.2321.7%6420.182.0K
$13.00Oct 160.841.06$0.9523.2%5920.4910.6K
$13.00Oct 90.570.75$0.6627.3%4010.472.3K
$12.00Oct 91.101.32$1.2118.2%2220.721.2K
$15.00Oct 160.400.64$0.5246.2%1180.293.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 230.080.50$0.29144.8%1.0K0.204.0K
$12.00Oct 90.300.50$0.4050.0%770.32335
$12.00Oct 160.461.10$0.7882.1%280.3612
$10.50Oct 160.080.40$0.24133.3%220.16844
$11.50Oct 90.090.32$0.21109.5%210.20174

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 59.3%, max 77.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Oct 9Nov 20181.0%102.2%77.1%6452.2K
$13.50Oct 9Oct 30182.0%102.8%77.0%181.4K
$14.00Oct 9Nov 20169.8%96.5%75.9%952.3K
$12.50Oct 9Nov 13160.4%95.2%68.4%45857
$13.00Oct 9Nov 20164.6%101.7%61.8%4032.4K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Oct 9Nov 20161.1%97.5%65.2%21273
$13.00Oct 9Oct 30164.6%100.0%64.5%10159
$12.00Oct 9Nov 20147.6%101.3%45.8%79345
$12.50Oct 9Oct 16160.4%129.7%23.6%36168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 2.85, avg 1.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$11.00Oct 16$0.13$0.37$0.1390%2.85$10.63
$13.00$15.00Nov 6$0.55$1.45$0.5551%2.64$13.55
$14.00$15.00Nov 20$0.19$0.81$0.1944%4.26$14.19
$10.50$11.00Oct 9$0.29$0.21$0.29100%0.72$10.79
$11.50$12.00Oct 16$0.16$0.34$0.1678%2.12$11.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.00Oct 30$0.14$0.86$0.1437%6.14$11.86
$13.00$12.50Oct 9$0.30$0.20$0.3052%0.67$12.70
$12.50$12.00Oct 16$0.26$0.24$0.2643%0.92$12.24
$12.00$11.50Oct 9$0.19$0.31$0.1932%1.63$11.81
$11.00$10.50Oct 9$0.12$0.38$0.1215%3.17$10.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 1.86, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.50$15.00Oct 23$0.23$0.23$0.2767%0.85$14.73
$13.00$13.50Oct 23$0.32$0.32$0.1850%1.78$13.32
$15.00$15.50Oct 16$0.14$0.14$0.3671%0.39$15.14
$13.00$14.00Nov 20$0.50$0.50$0.5047%1.00$13.50
$13.50$14.00Oct 9$0.17$0.17$0.3361%0.52$13.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$11.00Oct 23$0.65$0.65$0.3563%1.86$11.35
$12.00$11.00Nov 20$0.53$0.53$0.4763%1.13$11.47
$12.50$12.00Oct 9$0.28$0.28$0.2258%1.27$12.22
$11.00$10.50Oct 16$0.18$0.18$0.3277%0.56$10.82
$12.00$11.00Oct 16$0.36$0.36$0.6464%0.56$11.64

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.32, cheapest $0.25)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Oct 9Oct 16$0.25182.0%133.0%
$12.50Oct 9Oct 16$0.23160.4%129.7%
$13.00Oct 9Oct 16$0.29164.6%137.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Oct 9Oct 16$0.36160.4%129.7%
$13.00Oct 9Oct 16$0.42164.6%137.7%
$12.00Oct 9Oct 16$0.38147.6%128.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 12.20% of stock, avg 17.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Oct 9$0.90$0.68$1.58$10.92$14.0812.20%
$12.00Oct 9$1.21$0.40$1.61$10.39$13.6112.43%
$13.00Oct 9$0.66$0.98$1.64$11.36$14.6412.66%
$12.50Oct 16$1.13$1.04$2.17$10.33$14.6716.76%
$12.00Oct 16$1.41$0.78$2.19$9.81$14.1916.91%
$12.00Oct 23$1.36$0.94$2.30$9.70$14.3017.76%
$13.00Oct 16$0.95$1.40$2.35$10.65$15.3518.15%
$12.00Oct 30$1.52$0.98$2.50$9.50$14.5019.31%
$13.00Oct 30$1.12$1.54$2.66$10.34$15.6620.54%
$12.00Nov 20$2.09$1.46$3.55$8.45$15.5527.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 2.16% of stock, avg 10.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$10.50Oct 9$0.23$0.05$0.28$10.22$15.28
$14.50$10.50Oct 9$0.28$0.05$0.33$10.17$14.83
$15.00$11.00Oct 9$0.23$0.17$0.40$10.60$15.40
$15.00$11.50Oct 9$0.23$0.21$0.44$11.06$15.44
$14.50$11.00Oct 9$0.28$0.17$0.45$10.55$14.95
$14.50$11.50Oct 9$0.28$0.21$0.49$11.01$14.99
$14.00$10.50Oct 9$0.36$0.05$0.41$10.09$14.41
$14.00$11.00Oct 9$0.36$0.17$0.53$10.47$14.53
$14.00$11.50Oct 9$0.36$0.21$0.57$10.93$14.57
$15.50$10.50Oct 16$0.38$0.24$0.62$9.88$16.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.78, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1115/16Oct 16$0.32$0.1849%1.78$10.68$15.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.50$12.00$12.50Oct 9$0.06$0.4429%7.33
$12.00$12.50$13.00Oct 9$0.07$0.4324%6.14
$13.50$14.00$14.50Oct 9$0.09$0.4116%4.56
$12.50$13.00$13.50Oct 9$0.11$0.3919%3.55
$12.00$12.50$13.00Oct 16$0.10$0.4015%4.00
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$11.50$12.00$12.50Oct 9$0.09$0.4122%4.56
$12.00$12.50$13.00Oct 16$0.10$0.4014%4.00
$11.00$11.50$12.00Oct 9$0.15$0.3516%2.33
$11.00$12.00$13.00Oct 30$0.42$0.5821%1.38

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 $-0.26, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$15.001:2Nov 6-$0.26$1.74
$14.00$15.001:2Oct 30-$0.27$0.73
$13.50$14.001:2Oct 9-$0.19$0.31
$14.50$15.001:2Oct 23-$0.18$0.32
$14.00$14.501:2Oct 9-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Oct 16-$0.06$0.94
$12.50$12.001:2Oct 9-$0.12$0.38
$11.00$10.501:2Oct 16-$0.06$0.44
$13.00$12.001:2Oct 30-$0.42$0.58
$11.50$11.001:2Oct 9-$0.13$0.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 6.72%, avg 4.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Nov 20$0.870.3815.8%6.72%22.55%3210
$13.00Nov 20$1.510.530.4%11.66%12.05%2152
$14.00Nov 20$0.960.448.1%7.41%15.52%3364
$14.00Oct 30$0.750.418.1%5.79%13.90%17103
$15.00Oct 16$0.400.2915.8%3.09%18.92%1183.7K
$15.00Oct 30$0.280.3415.8%2.16%17.99%2283
$13.00Oct 23$0.950.500.4%7.34%7.72%55.1K
$13.00Nov 6$0.910.510.4%7.03%7.41%--52
$14.00Oct 16$0.520.368.1%4.02%12.12%23697
$14.00Oct 23$0.490.388.1%3.78%11.89%102.6K

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 3,120
Total Puts 1,305
Put/Call Ratio 0.42
Net Difference 1,815

Prior's Put/Call Breakdown

Total Calls 6,082
Total Puts 29
Put/Call Ratio 0.00
Net Difference 6,053

Prior 7-Day Put/Call Summary

Total Calls 139,738
Total Puts 17,858
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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