NVAX - Options Database

NVAX

NOVAVAX INC

$12.58 +0.12%

(10/6 09:45) ◀

Tuesday, October 6, 2026 (9:50am)

▶ (10/6 09:55)

◀ 10/6 09:50 ▶

Option Volume

Detail

ℹ

Current (10/06 9:50am) 13,019

Calls: 8,033 (62%)

Puts: 4,986 (38%)

Prior (09/02) 8,533

Calls: 8,486 (99%)

Puts: 47 (1%)

Current vs Prior +52.57%

Calls: -5.34% (Calls)

Puts: +10508.51% (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 -42.17%

Calls: -59.76%

Puts: +95.44%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 9:50am) $1.15M

Calls: $701.0K (61%)

Puts: $453.9K (39%)

Prior (09/02) $407.8K

Calls: $405.7K (99%)

Puts: $2.1K (1%)

Current vs Prior +183.18%

Calls: +72.77%

Puts: +21504.95%

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 -28.13%

Calls: -52.30%

Puts: +230.07%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 9:50am) 0.62

Prior (09/02) 0.01

Current vs Prior +11106.75%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +378.78%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 9:50am) 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 13.20% | 17.57%17.57% | 27.50%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +37.02% | +32.79%+2.03% | +30.30%

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

Current vs 7-Day Avg +52.87% | +41.40%+39.49% | +31.97%

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

Current vs 7-Day Eod +37.02% | +32.79%-11.74% | -5.36%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 46.96% | 38.46%

Calls: 46.67% | 38.53%

Puts: 47.25% | 38.39%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -17.44% | +27.31%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg +0.03% | -20.08%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($701.0K). Massive premium surge with dollar volume up 183% vs prior. Above-average activity with volume up 53% vs prior. Bullish P/C ratio of 0.62.

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
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 -- 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. 1 found (avg $0.78, cheapest $0.78)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.72	0.84	$0.78	15.4%	1.4K	0.50	10.6K

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 0.66, highest 0.92)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.50	Oct 9	1.90	3.20	$2.55	51.0%	2	0.92	332
$11.00	Oct 9	1.55	2.12	$1.84	31.0%	27	0.91	1.6K
$10.50	Oct 16	1.40	3.25	$2.33	79.4%	--	0.87	129
$11.00	Oct 23	1.71	2.89	$2.30	51.3%	1	0.81	121
$11.00	Oct 16	1.69	2.63	$2.16	43.5%	18	0.80	2.8K

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.50	Oct 9	0.83	1.44	$1.14	53.5%	1	0.66	1
$13.00	Oct 9	0.69	1.12	$0.91	47.3%	91	0.56	157
$13.00	Oct 16	0.90	1.33	$1.12	38.4%	2.7K	0.52	112

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 10.6K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.72	0.84	$0.78	15.4%	1.4K	0.50	10.6K
$15.00	Oct 9	0.10	0.30	$0.20	100.0%	1.2K	0.18	2.0K
$13.00	Oct 9	0.45	0.62	$0.54	31.5%	989	0.44	2.3K
$14.00	Oct 9	0.25	0.43	$0.34	52.9%	534	0.28	1.9K
$13.50	Oct 9	0.32	0.48	$0.40	40.0%	345	0.34	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.90	1.33	$1.12	38.4%	2.7K	0.52	112
$11.00	Oct 23	0.08	0.50	$0.29	144.8%	1.0K	0.22	4.0K
$12.00	Nov 20	0.98	1.57	$1.27	46.5%	727	0.37	10
$12.00	Oct 9	0.25	0.59	$0.42	81.0%	163	0.34	335
$13.00	Oct 9	0.69	1.12	$0.91	47.3%	91	0.56	157

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 50.0%, max 92.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$15.00	Oct 9	Nov 20	184.9%	95.9%	92.8%	1.2K	2.2K
$14.00	Oct 9	Nov 20	170.7%	100.2%	70.4%	560	2.3K
$12.50	Oct 9	Nov 13	146.1%	92.3%	58.2%	93	857
$13.50	Oct 9	Oct 30	154.1%	100.2%	53.8%	346	1.4K
$12.00	Oct 9	Nov 20	145.9%	95.2%	53.3%	345	2.4K

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$12.00	Oct 9	Nov 20	145.9%	95.2%	53.3%	890	345
$12.50	Oct 9	Oct 16	146.1%	109.5%	33.5%	70	168
$11.50	Oct 9	Nov 6	132.3%	99.6%	32.8%	23	174
$13.00	Oct 9	Oct 30	149.1%	122.3%	21.9%	97	159

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 2.77, avg 1.57)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$13.00	$15.00	Nov 6	$0.53	$1.47	$0.53	52%	2.77	$13.53
$10.50	$11.00	Oct 16	$0.17	$0.33	$0.17	87%	1.94	$10.67
$11.00	$11.50	Oct 23	$0.13	$0.37	$0.13	81%	2.85	$11.13
$13.00	$14.00	Nov 20	$0.33	$0.67	$0.33	56%	2.03	$13.33
$12.00	$12.50	Nov 6	$0.13	$0.37	$0.13	61%	2.85	$12.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$13.50	$13.00	Oct 9	$0.23	$0.27	$0.23	66%	1.17	$13.27
$13.00	$12.50	Oct 9	$0.22	$0.28	$0.22	56%	1.27	$12.78
$12.50	$12.00	Oct 16	$0.21	$0.29	$0.21	43%	1.38	$12.29
$12.50	$12.00	Oct 9	$0.27	$0.23	$0.27	45%	0.85	$12.23
$11.50	$11.00	Oct 9	$0.14	$0.36	$0.14	22%	2.57	$11.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 3.17, avg 0.91)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$14.00	$15.00	Oct 30	$0.76	$0.76	$0.24	56%	3.17	$14.76
$13.00	$13.50	Oct 23	$0.32	$0.32	$0.18	52%	1.78	$13.32
$13.50	$14.00	Oct 23	$0.24	$0.24	$0.26	59%	0.92	$13.74
$13.00	$13.50	Oct 9	$0.14	$0.14	$0.36	56%	0.39	$13.14
$14.00	$15.00	Nov 20	$0.37	$0.37	$0.63	52%	0.59	$14.37

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.00	Oct 23	$0.57	$0.57	$0.43	60%	1.33	$11.43
$12.00	$11.00	Nov 20	$0.46	$0.46	$0.54	63%	0.85	$11.54
$11.00	$10.50	Oct 16	$0.19	$0.19	$0.31	78%	0.61	$10.81
$12.00	$11.50	Oct 16	$0.24	$0.24	$0.26	66%	0.92	$11.76
$12.00	$11.50	Oct 9	$0.21	$0.21	$0.29	66%	0.72	$11.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.33, cheapest $0.21)

CALLS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$13.00	Oct 9	Oct 16	$0.24	149.1%	102.8%
$12.50	Oct 9	Oct 16	$0.34	146.1%	109.5%
$12.00	Oct 9	Oct 16	$0.23	145.9%	111.3%
$13.50	Oct 9	Oct 16	$1.00	154.1%	199.0%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$13.00	Oct 9	Oct 16	$0.21	149.1%	102.8%
$12.50	Oct 9	Oct 16	$0.11	146.1%	109.5%
$12.00	Oct 9	Oct 16	$0.17	145.9%	111.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 11.45% of stock, avg 17.23%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$12.50	Oct 9	$0.75	$0.69	$1.44	$11.06	$13.94	11.45%
$13.00	Oct 9	$0.54	$0.91	$1.45	$11.55	$14.45	11.53%
$12.00	Oct 9	$1.08	$0.42	$1.50	$10.50	$13.50	11.92%
$13.50	Oct 9	$0.40	$1.14	$1.54	$11.96	$15.04	12.24%
$11.50	Oct 9	$1.38	$0.21	$1.59	$9.91	$13.09	12.64%
$12.50	Oct 16	$1.09	$0.80	$1.89	$10.61	$14.39	15.02%
$12.00	Oct 16	$1.31	$0.59	$1.90	$10.10	$13.90	15.10%
$13.00	Oct 16	$0.78	$1.12	$1.90	$11.10	$14.90	15.10%
$11.50	Oct 16	$1.72	$0.35	$2.07	$9.43	$13.57	16.45%
$12.00	Oct 23	$1.56	$0.86	$2.42	$9.58	$14.42	19.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 2.15% of stock, avg 8.86%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$15.00	$11.00	Oct 9	$0.20	$0.07	$0.27	$10.73	$15.27
$15.00	$10.50	Oct 9	$0.20	$0.07	$0.27	$10.23	$15.27
$14.50	$11.00	Oct 9	$0.27	$0.07	$0.34	$10.66	$14.84
$14.50	$10.50	Oct 9	$0.27	$0.07	$0.34	$10.16	$14.84
$15.00	$11.50	Oct 9	$0.20	$0.21	$0.41	$11.09	$15.41
$14.50	$11.50	Oct 9	$0.27	$0.21	$0.48	$11.02	$14.98
$14.00	$11.00	Oct 9	$0.34	$0.07	$0.41	$10.59	$14.41
$14.00	$10.50	Oct 9	$0.34	$0.07	$0.41	$10.09	$14.41
$15.00	$10.50	Oct 16	$0.29	$0.21	$0.50	$10.00	$15.50
$14.00	$11.50	Oct 9	$0.34	$0.21	$0.55	$10.95	$14.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.45, avg credit $0.33)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
10/11	14/15	Oct 16	$0.31	$0.69	45%	0.45	$10.69	$14.31
12/12	14/15	Oct 16	$0.36	$0.64	33%	0.56	$11.64	$14.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 7.33, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$12.50	$13.00	$13.50	Oct 9	$0.07	$0.43	21%	6.14
$11.00	$12.00	$13.00	Nov 20	$0.13	$0.87	19%	6.69
$13.00	$13.50	$14.00	Oct 9	$0.08	$0.42	16%	5.25
$13.00	$13.50	$14.00	Oct 23	$0.08	$0.42	15%	5.25
$12.00	$12.50	$13.00	Oct 9	$0.12	$0.38	22%	3.17

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.50	$12.00	$12.50	Oct 9	$0.06	$0.44	24%	7.33
$11.00	$11.50	$12.00	Oct 9	$0.07	$0.43	24%	6.14
$12.00	$12.50	$13.00	Oct 16	$0.11	$0.39	18%	3.55
$10.50	$11.00	$11.50	Oct 9	$0.14	$0.36	14%	2.57
$11.00	$11.50	$12.00	Oct 16	$0.29	$0.21	12%	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 $-0.45, 23 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$13.00	$15.00	1:2	Nov 6	-$0.45	$1.55
$14.00	$15.00	1:2	Oct 16	-$0.17	$0.83
$14.50	$15.00	1:2	Oct 9	-$0.13	$0.37
$13.00	$13.50	1:2	Oct 9	-$0.26	$0.24
$12.50	$13.00	1:2	Oct 9	-$0.33	$0.17

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$13.00	$12.00	1:2	Oct 30	-$0.17	$0.83
$12.50	$12.00	1:2	Oct 9	-$0.15	$0.35
$12.00	$11.50	1:2	Oct 16	-$0.11	$0.39
$11.00	$10.50	1:2	Oct 9	-$0.07	$0.43
$12.00	$11.00	1:2	Nov 20	-$0.35	$0.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 6.76%, avg 4.18%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$15.00	Nov 20	$0.85	0.39	19.2%	6.76%	25.99%	11	210
$14.00	Nov 20	$0.96	0.48	11.3%	7.63%	18.92%	26	364
$13.00	Nov 20	$1.35	0.56	3.3%	10.73%	14.07%	5	152
$14.00	Oct 30	$0.75	0.45	11.3%	5.96%	17.25%	21	103
$15.00	Nov 6	$0.42	0.37	19.2%	3.34%	22.58%	10	32
$13.00	Nov 6	$1.00	0.52	3.3%	7.95%	11.29%	--	52
$15.00	Oct 23	$0.40	0.31	19.2%	3.18%	22.42%	53	96
$13.00	Oct 30	$0.87	0.51	3.3%	6.92%	10.25%	52	141
$13.00	Oct 23	$0.85	0.48	3.3%	6.76%	10.10%	12	5.1K
$13.50	Oct 16	$0.55	0.51	7.3%	4.37%	11.69%	31	121

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 8,033

Total Puts 4,986

Put/Call Ratio 0.62

Net Difference 3,047

Prior's Put/Call Breakdown

Total Calls 8,486

Total Puts 47

Put/Call Ratio 0.01

Net Difference 8,439

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card