NVAX - Options Database

NVAX

NOVAVAX INC

$13.07 +4.06%

(10/6 09:40) ◀

Tuesday, October 6, 2026 (9:45am)

▶ (10/6 09:50)

◀ 10/6 09:45 ▶

Option Volume

Detail

ℹ

Current (10/06 9:45am) 9,851

Calls: 5,774 (59%)

Puts: 4,077 (41%)

Prior (09/02) 7,625

Calls: 7,586 (99%)

Puts: 39 (1%)

Current vs Prior +29.19%

Calls: -23.89% (Calls)

Puts: +10353.85% (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 -56.24%

Calls: -71.08%

Puts: +59.81%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 9:45am) $846.1K

Calls: $527.6K (62%)

Puts: $318.5K (38%)

Prior (09/02) $331.4K

Calls: $329.4K (99%)

Puts: $2.0K (1%)

Current vs Prior +155.36%

Calls: +60.20%

Puts: +15961.52%

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 -47.35%

Calls: -64.09%

Puts: +131.60%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 9:45am) 0.71

Prior (09/02) 0.01

Current vs Prior +13634.48%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +444.65%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/06 9:45am) 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

WKMO Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)

Current 18.36% | 20.43%20.43% | 28.00%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +90.67% | +54.42%+18.65% | +32.66%

Prior 7-Day Avg 8.63% | 12.42%12.59% | 20.84%

Current vs 7-Day Avg +112.74% | +64.43%+62.21% | +34.36%

Prior 7-Day Eod 9.63% | 13.23%19.90% | 29.06%

Current vs 7-Day Eod +90.67% | +54.42%+2.63% | -3.64%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 36.27% | 34.39%

Calls: 16.87% | 25.23%

Puts: 55.67% | 43.55%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -36.23% | +13.84%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg -22.74% | -28.54%

Liquidity Expensive

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Moderately bullish flow with 62% call dollar volume ($527.6K). Massive premium surge with dollar volume up 155% vs prior. P/C ratio rising 13634% - increased hedging/bearish positioning. Call-heavy open interest (185,283 calls vs 94,130 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 NEUTRAL

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
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

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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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. 3 found (avg $0.56, cheapest $0.32)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$15.00	Oct 9	0.29	0.35	$0.32	18.8%	930	0.26	2.0K
$13.00	Oct 9	0.76	0.90	$0.83	16.9%	527	0.56	2.3K
$15.00	Oct 16	0.49	0.58	$0.53	17.0%	162	0.31	3.7K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.69, highest 0.91)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Oct 9	1.94	2.66	$2.30	31.3%	23	0.91	1.6K
$10.50	Oct 9	1.90	3.20	$2.55	51.0%	2	0.91	332
$11.00	Oct 23	1.91	2.89	$2.40	40.8%	1	0.88	121
$10.50	Oct 16	1.40	3.25	$2.33	79.4%	--	0.87	129
$11.50	Oct 9	1.46	2.16	$1.81	38.7%	55	0.82	1.4K

PUTS (0)

No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 8.5K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.97	1.25	$1.11	25.2%	1.4K	0.56	10.6K
$15.00	Oct 9	0.29	0.35	$0.32	18.8%	930	0.26	2.0K
$13.00	Oct 9	0.76	0.90	$0.83	16.9%	527	0.56	2.3K
$14.00	Oct 9	0.30	0.51	$0.41	51.2%	321	0.38	1.9K
$12.00	Oct 9	1.28	1.52	$1.40	17.1%	301	0.75	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.88	1.17	$1.02	28.4%	2.7K	0.44	112
$11.00	Oct 23	0.08	0.50	$0.29	144.8%	1.0K	0.19	4.0K
$12.00	Oct 9	0.25	0.39	$0.32	43.8%	135	0.25	335
$11.00	Oct 9	0.01	0.12	$0.07	157.1%	39	0.08	263
$12.00	Oct 16	0.26	0.67	$0.47	87.2%	32	0.28	12

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 60.4%, max 86.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$14.50	Oct 9	Oct 23	206.7%	110.7%	86.8%	37	41
$13.50	Oct 9	Oct 30	162.3%	89.5%	81.3%	233	1.4K
$15.00	Oct 9	Nov 20	190.7%	107.4%	77.6%	941	2.2K
$12.50	Oct 9	Nov 13	168.8%	103.0%	63.9%	51	857
$11.50	Oct 9	Nov 6	164.5%	102.1%	61.2%	57	1.4K

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$11.50	Oct 9	Oct 16	164.5%	102.5%	60.6%	23	178
$12.00	Oct 9	Nov 20	160.9%	100.2%	60.5%	137	345
$13.00	Oct 9	Oct 30	153.1%	99.6%	53.7%	12	159
$12.50	Oct 9	Oct 16	168.8%	131.5%	28.3%	36	168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 3.65, avg 1.74)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$13.00	$15.00	Nov 6	$0.43	$1.57	$0.43	53%	3.65	$13.43
$11.00	$12.00	Oct 30	$0.42	$0.58	$0.42	75%	1.38	$11.42
$13.00	$14.00	Nov 20	$0.24	$0.76	$0.24	55%	3.17	$13.24
$10.50	$11.00	Oct 9	$0.25	$0.25	$0.25	91%	1.00	$10.75
$12.00	$12.50	Oct 30	$0.16	$0.34	$0.16	70%	2.13	$12.16

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$13.00	$12.50	Oct 9	$0.15	$0.35	$0.15	44%	2.33	$12.85
$13.00	$12.50	Oct 16	$0.17	$0.33	$0.17	44%	1.94	$12.83
$12.00	$11.50	Oct 16	$0.12	$0.38	$0.12	28%	3.17	$11.88
$12.00	$11.50	Oct 9	$0.11	$0.39	$0.11	25%	3.55	$11.89
$12.50	$12.00	Oct 9	$0.21	$0.29	$0.21	34%	1.38	$12.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.27, avg 0.88)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$14.00	$15.00	Oct 30	$0.61	$0.61	$0.39	52%	1.56	$14.61
$14.50	$15.00	Oct 9	$0.21	$0.21	$0.29	66%	0.72	$14.71
$14.00	$14.50	Oct 23	$0.23	$0.23	$0.27	59%	0.85	$14.23
$13.50	$14.00	Oct 9	$0.24	$0.24	$0.26	54%	0.92	$13.74
$15.00	$15.50	Oct 16	$0.15	$0.15	$0.35	69%	0.43	$15.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.00	Oct 23	$0.56	$0.56	$0.44	66%	1.27	$11.44
$12.00	$11.00	Nov 20	$0.56	$0.56	$0.44	65%	1.27	$11.44
$13.00	$12.00	Oct 30	$0.61	$0.61	$0.39	57%	1.56	$12.39
$12.50	$12.00	Oct 16	$0.38	$0.38	$0.12	63%	3.17	$12.12
$11.00	$10.50	Oct 16	$0.19	$0.19	$0.31	80%	0.61	$10.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.37, cheapest $0.11)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$14.50	Oct 9	Oct 23	$0.11	206.7%	110.7%
$14.00	Oct 9	Oct 16	$0.30	169.5%	121.2%
$12.50	Oct 9	Oct 16	$0.33	168.8%	131.5%
$13.00	Oct 9	Oct 16	$0.28	153.1%	119.2%
$13.50	Oct 9	Oct 16	$0.91	162.3%	196.6%

PUTS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$12.50	Oct 9	Oct 16	$0.32	168.8%	131.5%
$13.00	Oct 9	Oct 16	$0.34	153.1%	119.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 11.55% of stock, avg 17.43%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$13.00	Oct 9	$0.83	$0.68	$1.51	$11.49	$14.51	11.55%
$12.50	Oct 9	$1.06	$0.53	$1.59	$10.91	$14.09	12.17%
$12.00	Oct 9	$1.40	$0.32	$1.72	$10.28	$13.72	13.16%
$12.00	Oct 16	$1.61	$0.47	$2.08	$9.92	$14.08	15.91%
$13.00	Oct 16	$1.11	$1.02	$2.13	$10.87	$15.13	16.30%
$12.50	Oct 16	$1.39	$0.85	$2.24	$10.26	$14.74	17.14%
$12.00	Oct 30	$1.76	$0.66	$2.42	$9.58	$14.42	18.52%
$12.00	Oct 23	$1.87	$0.85	$2.72	$9.28	$14.72	20.81%
$13.00	Oct 30	$1.46	$1.27	$2.73	$10.27	$15.73	20.89%
$12.00	Nov 20	$2.28	$1.36	$3.64	$8.36	$15.64	27.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 2.37% of stock, avg 9.07%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$15.50	$11.00	Oct 9	$0.24	$0.07	$0.31	$10.69	$15.81
$15.50	$11.50	Oct 9	$0.24	$0.21	$0.45	$11.05	$15.95
$15.00	$11.00	Oct 9	$0.32	$0.07	$0.39	$10.61	$15.39
$15.00	$11.50	Oct 9	$0.32	$0.21	$0.53	$10.97	$15.53
$15.50	$12.00	Oct 9	$0.24	$0.32	$0.56	$11.44	$16.06
$15.00	$12.00	Oct 9	$0.32	$0.32	$0.64	$11.36	$15.64
$14.00	$11.00	Oct 9	$0.41	$0.07	$0.48	$10.52	$14.48
$15.50	$11.50	Oct 16	$0.38	$0.35	$0.73	$10.77	$16.23
$14.00	$11.50	Oct 9	$0.41	$0.21	$0.62	$10.88	$14.62
$14.50	$11.00	Oct 9	$0.53	$0.07	$0.60	$10.40	$15.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 2.33, avg credit $0.32)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
11/12	14/15	Oct 9	$0.35	$0.15	48%	2.33	$11.15	$14.85
10/11	15/16	Oct 16	$0.34	$0.16	49%	2.13	$10.66	$15.34
12/12	14/15	Oct 9	$0.32	$0.18	41%	1.78	$11.68	$14.82
12/12	15/16	Oct 16	$0.27	$0.23	40%	1.17	$11.73	$15.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 9.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$12.50	$13.00	$13.50	Oct 9	$0.05	$0.45	19%	9.00
$11.00	$12.00	$13.00	Nov 20	$0.11	$0.89	19%	8.09
$11.50	$12.00	$12.50	Oct 9	$0.07	$0.43	17%	6.14
$11.00	$11.50	$12.00	Oct 9	$0.08	$0.42	16%	5.25
$12.00	$12.50	$13.00	Oct 9	$0.11	$0.39	19%	3.55

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.50	$12.00	$12.50	Oct 9	$0.10	$0.40	17%	4.00
$10.50	$11.00	$11.50	Oct 9	$0.15	$0.35	10%	2.33
$11.00	$11.50	$12.00	Oct 16	$0.17	$0.33	8%	1.94
$11.50	$12.00	$12.50	Oct 16	$0.26	$0.24	17%	0.92
$11.00	$12.00	$13.00	Oct 30	$0.80	$0.20	18%	0.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.05, 20 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$13.00	$15.00	1:2	Nov 6	-$0.65	$1.35
$13.50	$14.00	1:2	Oct 9	-$0.17	$0.33
$14.50	$15.00	1:2	Oct 9	-$0.11	$0.39
$14.00	$15.00	1:2	Oct 16	-$0.35	$0.65
$12.00	$12.50	1:2	Oct 23	-$0.33	$0.17

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$13.00	$12.00	1:2	Oct 30	-$0.05	$0.95
$12.50	$12.00	1:2	Oct 16	-$0.09	$0.41
$12.00	$11.00	1:2	Nov 20	-$0.24	$0.76
$12.50	$12.00	1:2	Oct 9	-$0.11	$0.39
$12.00	$11.50	1:2	Oct 9	-$0.10	$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 7.88%, avg 4.10%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$15.00	Nov 20	$1.03	0.41	14.8%	7.88%	22.65%	11	210
$14.00	Nov 20	$1.34	0.48	7.1%	10.25%	17.37%	23	364
$15.00	Nov 6	$0.62	0.38	14.8%	4.74%	19.51%	10	32
$14.00	Oct 30	$0.76	0.48	7.1%	5.81%	12.93%	21	103
$15.00	Oct 16	$0.49	0.31	14.8%	3.75%	18.52%	162	3.7K
$15.00	Oct 23	$0.44	0.33	14.8%	3.37%	18.13%	53	96
$15.00	Oct 30	$0.28	0.34	14.8%	2.14%	16.91%	22	83
$14.00	Oct 16	$0.52	0.41	7.1%	3.98%	11.09%	51	697
$14.00	Oct 23	$0.51	0.41	7.1%	3.90%	11.02%	12	2.6K
$14.50	Oct 9	$0.34	0.34	10.9%	2.60%	13.54%	37	30

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 5,774

Total Puts 4,077

Put/Call Ratio 0.71

Net Difference 1,697

Prior's Put/Call Breakdown

Total Calls 7,586

Total Puts 39

Put/Call Ratio 0.01

Net Difference 7,547

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

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📈 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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