NVAX - Options Database

NVAX

NOVAVAX INC

$12.47 -0.76%

(10/6 09:50) ◀

Tuesday, October 6, 2026 (9:55am)

▶ (10/6 10:00)

◀ 10/6 09:55 ▶

Option Volume

Detail

ℹ

Current (10/06 9:55am) 15,811

Calls: 8,573 (54%)

Puts: 7,238 (46%)

Prior (09/02) 8,861

Calls: 8,694 (98%)

Puts: 167 (2%)

Current vs Prior +78.43%

Calls: -1.39% (Calls)

Puts: +4234.13% (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 -29.77%

Calls: -57.05%

Puts: +183.72%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 9:55am) $1.25M

Calls: $686.0K (55%)

Puts: $567.7K (45%)

Prior (09/02) $416.0K

Calls: $405.4K (97%)

Puts: $10.5K (3%)

Current vs Prior +201.40%

Calls: +69.21%

Puts: +5286.54%

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 -21.98%

Calls: -53.31%

Puts: +312.80%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 9:55am) 0.84

Prior (09/02) 0.02

Current vs Prior +4295.30%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +551.25%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/06 9:55am) 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 12.27% | 16.60%16.60% | 25.90%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +27.40% | +25.48%-3.59% | +22.71%

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

Current vs 7-Day Avg +42.14% | +33.61%+31.81% | +24.28%

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

Current vs 7-Day Eod +27.40% | +25.48%-16.60% | -10.87%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 40.37% | 37.59%

Calls: 42.17% | 30.28%

Puts: 38.57% | 44.90%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -29.03% | +24.43%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg -14.01% | -21.89%

Liquidity Expensive

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Massive premium surge with dollar volume up 201% vs prior. Above-average activity with volume up 78% vs prior. P/C ratio rising 4295% - 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 NEUTRAL

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
09:55	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 -- 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 38 found (avg delta 0.68, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Oct 9	1.73	3.55	$2.64	68.9%	--	1.00	266
$10.50	Oct 9	1.69	3.20	$2.45	61.6%	2	0.93	332
$11.00	Oct 9	1.36	2.04	$1.70	40.0%	27	0.87	1.6K
$10.00	Oct 16	2.19	3.00	$2.60	31.2%	76	0.85	4.0K
$10.50	Oct 16	1.40	3.25	$2.33	79.4%	--	0.84	129

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.50	Oct 9	1.20	1.64	$1.42	31.0%	1	0.68	1
$13.00	Oct 9	0.91	1.14	$1.02	22.5%	91	0.58	157
$13.00	Oct 16	0.90	1.53	$1.22	51.6%	2.7K	0.55	112
$13.00	Oct 30	0.94	1.96	$1.45	70.3%	6	0.52	2

Most actively traded options today. High liquidity = easy entry/exit. 58 active (total vol 11.7K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.60	0.80	$0.70	28.6%	1.5K	0.45	10.6K
$13.00	Oct 9	0.40	0.70	$0.55	54.5%	1.0K	0.42	2.3K
$14.00	Oct 9	0.23	0.38	$0.31	48.4%	596	0.26	1.9K
$13.50	Oct 9	0.26	0.43	$0.35	48.6%	382	0.31	1.2K
$12.00	Oct 9	0.65	1.00	$0.83	42.2%	321	0.64	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.90	1.53	$1.22	51.6%	2.7K	0.55	112
$12.00	Oct 9	0.31	0.45	$0.38	36.8%	2.2K	0.36	335
$11.00	Oct 23	0.08	0.50	$0.29	144.8%	1.0K	0.23	4.0K
$12.00	Nov 20	0.98	1.57	$1.27	46.5%	727	0.38	10
$12.50	Oct 9	0.56	0.83	$0.70	38.6%	132	0.49	165

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 45.3%, max 72.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.00	Oct 9	Nov 20	167.4%	97.1%	72.4%	1.0K	2.4K
$14.00	Oct 9	Nov 20	175.9%	104.8%	67.9%	622	2.3K
$12.50	Oct 9	Nov 13	140.9%	92.3%	52.7%	93	857
$13.50	Oct 9	Oct 30	156.3%	102.9%	51.9%	383	1.4K
$12.00	Oct 9	Nov 20	129.4%	91.5%	41.4%	354	2.4K

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.00	Oct 9	Oct 30	167.4%	97.7%	71.4%	97	159
$12.00	Oct 9	Nov 20	129.4%	91.5%	41.4%	2.9K	345
$11.50	Oct 9	Nov 6	132.9%	104.9%	26.7%	25	174
$12.50	Oct 9	Oct 16	140.9%	117.4%	20.0%	167	168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 1.17, avg 1.93)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$10.00	$11.00	Nov 20	$0.46	$0.54	$0.46	82%	1.17	$10.46
$10.00	$10.50	Oct 9	$0.19	$0.31	$0.19	100%	1.63	$10.19
$12.00	$13.00	Nov 20	$0.38	$0.62	$0.38	64%	1.63	$12.38
$12.00	$12.50	Oct 16	$0.12	$0.38	$0.12	62%	3.17	$12.12
$10.00	$10.50	Oct 16	$0.27	$0.23	$0.27	85%	0.85	$10.27

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.00	Oct 30	$0.11	$0.89	$0.11	40%	8.09	$11.89
$11.00	$10.00	Oct 30	$0.20	$0.80	$0.20	29%	4.00	$10.80
$13.00	$12.50	Oct 16	$0.24	$0.26	$0.24	55%	1.08	$12.76
$12.00	$11.50	Oct 9	$0.13	$0.37	$0.13	36%	2.85	$11.87
$10.50	$10.00	Nov 6	$0.13	$0.37	$0.13	23%	2.85	$10.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.33, avg 0.60)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$14.00	$14.50	Oct 9	$0.13	$0.13	$0.37	74%	0.35	$14.13
$12.50	$13.00	Oct 16	$0.27	$0.27	$0.23	47%	1.17	$12.77
$13.00	$13.50	Oct 9	$0.20	$0.20	$0.30	58%	0.67	$13.20
$13.00	$14.00	Nov 20	$0.43	$0.43	$0.57	46%	0.75	$13.43
$13.00	$13.50	Oct 30	$0.11	$0.11	$0.39	52%	0.28	$13.11

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	58%	1.33	$11.43
$11.50	$10.50	Nov 6	$0.49	$0.49	$0.51	66%	0.96	$11.01
$12.00	$11.50	Oct 16	$0.31	$0.31	$0.19	62%	1.63	$11.69
$12.00	$11.00	Nov 20	$0.43	$0.43	$0.57	62%	0.75	$11.57
$11.00	$10.50	Oct 16	$0.18	$0.18	$0.32	76%	0.56	$10.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.29, cheapest $0.15)

CALLS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$13.00	Oct 9	Oct 16	$0.15	167.4%	110.6%
$12.50	Oct 9	Oct 16	$0.34	140.9%	117.4%
$12.00	Oct 9	Oct 16	$0.26	129.4%	107.2%
$13.50	Oct 9	Oct 16	$0.52	156.3%	152.0%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$13.00	Oct 9	Oct 16	$0.20	167.4%	110.6%
$12.50	Oct 9	Oct 16	$0.28	140.9%	117.4%
$12.00	Oct 9	Oct 16	$0.28	129.4%	107.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 9.70% of stock, avg 16.75%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$12.00	Oct 9	$0.83	$0.38	$1.21	$10.79	$13.21	9.70%
$12.50	Oct 9	$0.63	$0.70	$1.33	$11.17	$13.83	10.67%
$11.50	Oct 9	$1.25	$0.25	$1.50	$10.00	$13.00	12.03%
$13.00	Oct 9	$0.55	$1.02	$1.57	$11.43	$14.57	12.59%
$12.00	Oct 16	$1.09	$0.66	$1.75	$10.25	$13.75	14.03%
$13.50	Oct 9	$0.35	$1.42	$1.77	$11.73	$15.27	14.19%
$13.00	Oct 16	$0.70	$1.22	$1.92	$11.08	$14.92	15.40%
$11.50	Oct 16	$1.58	$0.35	$1.93	$9.57	$13.43	15.48%
$12.50	Oct 16	$0.97	$0.98	$1.95	$10.55	$14.45	15.64%
$12.00	Oct 23	$1.40	$0.86	$2.26	$9.74	$14.26	18.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 2.00% of stock, avg 9.34%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$14.50	$10.50	Oct 9	$0.18	$0.07	$0.25	$10.25	$14.75
$14.50	$11.00	Oct 9	$0.18	$0.12	$0.30	$10.70	$14.80
$14.50	$11.50	Oct 9	$0.18	$0.25	$0.43	$11.07	$14.93
$14.00	$10.50	Oct 9	$0.31	$0.07	$0.38	$10.12	$14.38
$14.00	$11.00	Oct 9	$0.31	$0.12	$0.43	$10.57	$14.43
$13.50	$10.50	Oct 9	$0.35	$0.07	$0.42	$10.08	$13.92
$13.50	$11.00	Oct 9	$0.35	$0.12	$0.47	$10.53	$13.97
$14.00	$11.50	Oct 9	$0.31	$0.25	$0.56	$10.94	$14.56
$13.50	$11.50	Oct 9	$0.35	$0.25	$0.60	$10.90	$14.10
$14.50	$12.00	Oct 9	$0.18	$0.38	$0.56	$11.44	$15.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.08, avg credit $0.26)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
11/12	14/14	Oct 9	$0.26	$0.24	49%	1.08	$11.24	$14.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 5.25, cheapest $0.08)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$12.00	$12.50	$13.00	Oct 9	$0.12	$0.38	22%	3.17
$13.00	$13.50	$14.00	Oct 23	$0.08	$0.42	10%	5.25
$12.00	$12.50	$13.00	Nov 6	$0.10	$0.40	9%	4.00
$13.00	$13.50	$14.00	Oct 9	$0.16	$0.34	16%	2.12
$11.50	$12.00	$12.50	Oct 9	$0.22	$0.28	25%	1.27

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$12.50	$13.00	$13.50	Oct 9	$0.08	$0.42	20%	5.25
$10.50	$11.00	$11.50	Oct 9	$0.08	$0.42	16%	5.25
$10.00	$11.00	$12.00	Nov 20	$0.15	$0.85	18%	5.67
$11.50	$12.00	$12.50	Oct 9	$0.19	$0.31	24%	1.63
$10.00	$10.50	$11.00	Oct 16	$0.21	$0.29	9%	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 $-0.06, 23 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$13.00	$13.50	1:2	Oct 9	-$0.15	$0.35
$11.50	$12.00	1:2	Oct 9	-$0.41	$0.09
$11.00	$12.00	1:2	Oct 30	-$0.74	$0.26
$12.00	$12.50	1:2	Oct 9	-$0.43	$0.07
$13.50	$14.00	1:2	Oct 9	-$0.27	$0.23

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.50	$10.50	1:2	Nov 6	-$0.06	$0.94
$12.50	$12.00	1:2	Oct 9	-$0.06	$0.44
$12.00	$11.50	1:2	Oct 9	-$0.12	$0.38
$13.00	$12.00	1:2	Oct 30	-$0.47	$0.53
$11.00	$10.00	1:2	Nov 20	-$0.28	$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 7.70%, avg 4.32%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$14.00	Nov 20	$0.96	0.47	12.3%	7.70%	19.97%	26	364
$13.00	Nov 20	$1.15	0.54	4.2%	9.22%	13.47%	5	152
$13.00	Nov 6	$1.00	0.52	4.2%	8.02%	12.27%	--	52
$13.00	Nov 13	$0.92	0.51	4.2%	7.38%	11.63%	10	--
$13.00	Oct 30	$0.80	0.47	4.2%	6.42%	10.67%	57	141
$13.50	Oct 30	$0.58	0.42	8.3%	4.65%	12.91%	1	158
$12.50	Nov 6	$0.99	0.56	0.2%	7.94%	8.18%	5	210
$14.00	Oct 23	$0.40	0.34	12.3%	3.21%	15.48%	20	2.6K
$12.50	Oct 30	$0.84	0.55	0.2%	6.74%	6.98%	1	168
$13.00	Oct 23	$0.62	0.44	4.2%	4.97%	9.22%	23	5.1K

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 8,573

Total Puts 7,238

Put/Call Ratio 0.84

Net Difference 1,335

Prior's Put/Call Breakdown

Total Calls 8,694

Total Puts 167

Put/Call Ratio 0.02

Net Difference 8,527

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

🤖 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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