Tour v531
NVAX
NOVAVAX INC
$12.22 -2.75%
(10/6 09:55) ◀
|
Tuesday, October 6, 2026 (10:00am)
January 2026
|
▶ (10/6 10:05)
◀ 10/6 10:00 ▶

Option Volume

Detail
ℹ
Current (10/06 10:00am) 16,328
Calls: 9,011 (55%)
Puts: 7,317 (45%)
Prior (09/02) 9,585
Calls: 9,265 (97%)
Puts: 320 (3%)
Current vs Prior +70.35%
Calls: -2.74% (Calls)
Puts: +2186.56% (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 -27.48%
Calls: -54.86%
Puts: +186.81%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:00am) $1.22M
Calls: $620.7K (51%)
Puts: $596.5K (49%)
Prior (09/02) $452.2K
Calls: $436.6K (97%)
Puts: $15.6K (3%)
Current vs Prior +169.16%
Calls: +42.15%
Puts: +3727.48%
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 -24.26%
Calls: -57.76%
Puts: +333.76%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:00am) 0.81
Prior (09/02) 0.03
Current vs Prior +2251.02%
Prior 7-Day Average 0.13
Current vs Prior 7-Day Avg +526.34%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 10:00am) 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 12.44% | 15.30%15.30% | 25.20%
Prior 9.63% | 13.23%17.22% | 21.11%
Current vs Prior +29.16% | +15.67%-11.12% | +19.40%
Prior 7-Day Avg 8.63% | 12.42%12.59% | 20.84%
Current vs 7-Day Avg +44.10% | +23.17%+21.51% | +20.94%
Prior 7-Day Eod 9.63% | 13.23%19.90% | 29.06%
Current vs 7-Day Eod +29.16% | +15.67%-23.12% | -13.27%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 31.71% | 43.67%
Calls: 18.84% | 29.90%
Puts: 44.58% | 57.45%
Prior 56.88% | 30.21%
Calls: 10.42% | 26.09%
Puts: 103.33% | 34.33%
Current vs Prior -44.25% | +44.55%
Prior 7-Day Avg 46.95% | 48.12%
Calls: 34.57% | 31.80%
Puts: 59.32% | 64.45%
Current vs 7-Day Avg -32.45% | -9.26%
Liquidity Expensive
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🤖 AI Insights

Massive premium surge with dollar volume up 169% vs prior. Above-average activity with volume up 70% vs prior. P/C ratio rising 2251% - 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)
TimeSmart MoneyRetailOverall
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
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 8.3%, best 8.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 90.460.50$0.488.3%2.2K0.42335

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.58, cheapest $0.48)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 90.620.75$0.6918.8%3350.581.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 90.460.50$0.488.3%2.2K0.42335

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 91.733.55$2.6468.9%--0.96266
$10.50Oct 91.293.40$2.3490.2%20.91332
$10.00Oct 162.112.60$2.3620.8%1010.854.0K
$10.50Oct 161.403.25$2.3379.4%--0.83129
$10.00Oct 302.304.15$3.2357.3%100.83125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Oct 91.271.84$1.5636.5%10.721
$13.00Oct 90.911.34$1.1338.1%910.65157
$13.00Oct 160.901.53$1.2251.6%2.7K0.62112
$13.00Oct 301.031.96$1.5062.0%60.562
$12.50Oct 90.641.01$0.8344.6%1470.54165

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 12.1K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.290.60$0.4470.5%1.5K0.3810.6K
$13.00Oct 90.300.40$0.3528.6%1.1K0.342.3K
$14.00Oct 90.170.27$0.2245.5%6590.221.9K
$13.50Oct 90.190.38$0.2965.5%4010.281.2K
$12.00Oct 90.620.75$0.6918.8%3350.581.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.901.53$1.2251.6%2.7K0.62112
$12.00Oct 90.460.50$0.488.3%2.2K0.42335
$11.00Oct 230.080.50$0.29144.8%1.0K0.234.0K
$12.00Nov 200.981.57$1.2746.5%7270.4010
$12.50Oct 90.641.01$0.8344.6%1470.54165

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 43.6%, max 83.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Oct 9Nov 20170.6%97.7%74.7%6852.3K
$13.50Oct 9Oct 30159.6%91.8%73.9%4021.4K
$13.00Oct 9Nov 20142.4%96.8%47.0%1.1K2.4K
$11.00Oct 9Nov 20129.0%88.9%45.1%343.3K
$12.00Oct 9Nov 20126.1%87.4%44.4%3722.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Oct 9Oct 30142.4%77.5%83.8%97159
$11.00Oct 9Nov 20129.0%88.9%45.1%67273
$12.00Oct 9Nov 20126.1%87.4%44.4%3.0K345
$12.50Oct 9Oct 16144.8%119.4%21.2%182168
$11.50Oct 9Nov 6115.7%110.8%4.5%33174

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 2.03, avg 1.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$13.00Nov 20$0.33$0.67$0.3362%2.03$12.33
$10.00$10.50Oct 9$0.30$0.20$0.3096%0.67$10.30
$13.00$14.00Nov 20$0.33$0.67$0.3353%2.03$13.33
$12.50$13.00Nov 13$0.13$0.37$0.1355%2.85$12.63
$11.50$12.00Oct 16$0.20$0.30$0.2068%1.50$11.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.50Oct 16$0.12$0.38$0.1241%3.17$11.88
$11.00$10.00Oct 30$0.20$0.80$0.2029%4.00$10.80
$13.00$12.50Oct 9$0.30$0.20$0.3065%0.67$12.70
$11.50$11.00Oct 16$0.14$0.36$0.1433%2.57$11.36
$12.50$12.00Oct 16$0.24$0.26$0.2450%1.08$12.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.44, avg 0.70)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$13.00Oct 23$0.28$0.28$0.2248%1.27$12.78
$12.50$13.00Oct 9$0.19$0.19$0.3154%0.61$12.69
$12.50$13.00Nov 13$0.13$0.13$0.3745%0.35$12.63
$13.00$14.00Nov 20$0.33$0.33$0.6747%0.49$13.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$11.00Oct 23$0.59$0.59$0.4159%1.44$11.41
$11.50$10.50Nov 6$0.55$0.55$0.4565%1.22$10.95
$10.50$10.00Nov 6$0.21$0.21$0.2977%0.72$10.29
$12.00$11.00Nov 20$0.43$0.43$0.5760%0.75$11.57
$11.00$10.50Oct 16$0.18$0.18$0.3275%0.56$10.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.18, cheapest $0.09)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 9Oct 16$0.09142.4%88.6%
$12.00Oct 9Oct 16$0.28126.1%98.0%
$12.50Oct 9Oct 16$0.35144.8%119.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 9Oct 16$0.09142.4%88.6%
$12.00Oct 9Oct 16$0.18126.1%98.0%
$12.50Oct 9Oct 16$0.07144.8%119.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 9.57% of stock, avg 17.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Oct 9$0.69$0.48$1.17$10.83$13.179.57%
$11.50Oct 9$1.03$0.23$1.26$10.24$12.7610.31%
$12.50Oct 9$0.54$0.83$1.37$11.13$13.8711.21%
$13.00Oct 9$0.35$1.13$1.48$11.52$14.4812.11%
$11.00Oct 9$1.46$0.16$1.62$9.38$12.6213.26%
$12.00Oct 16$0.97$0.66$1.63$10.37$13.6313.34%
$13.00Oct 16$0.44$1.22$1.66$11.34$14.6613.58%
$11.50Oct 16$1.17$0.54$1.71$9.79$13.2113.99%
$12.50Oct 16$0.89$0.90$1.79$10.71$14.2914.65%
$11.00Oct 16$1.68$0.40$2.08$8.92$13.0817.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 1.88% of stock, avg 8.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.50$10.50Oct 9$0.16$0.07$0.23$10.27$14.73
$14.50$11.00Oct 9$0.16$0.16$0.32$10.68$14.82
$14.00$10.50Oct 9$0.22$0.07$0.29$10.21$14.29
$14.00$11.00Oct 9$0.22$0.16$0.38$10.62$14.38
$13.50$10.50Oct 9$0.29$0.07$0.36$10.14$13.86
$14.50$11.50Oct 9$0.16$0.23$0.39$11.11$14.89
$14.00$11.50Oct 9$0.22$0.23$0.45$11.05$14.45
$13.50$11.00Oct 9$0.29$0.16$0.45$10.55$13.95
$13.50$11.50Oct 9$0.29$0.23$0.52$10.98$14.02
$13.00$10.50Oct 9$0.35$0.07$0.42$10.08$13.42

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. 21 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Nov 20$0.06$0.9419%15.67
$12.00$12.50$13.00Oct 23$0.05$0.4517%9.00
$11.00$11.50$12.00Oct 9$0.09$0.4125%4.56
$11.50$12.00$12.50Oct 16$0.12$0.3817%3.17
$13.00$13.50$14.00Oct 30$0.09$0.417%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.00$12.50$13.00Oct 16$0.08$0.4221%5.25
$11.50$12.00$12.50Oct 9$0.10$0.4027%4.00
$10.00$11.00$12.00Nov 20$0.15$0.8519%5.67
$11.50$12.00$12.50Oct 16$0.12$0.3817%3.17
$12.50$13.00$13.50Oct 9$0.13$0.3718%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $--, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$12.001:2Nov 6-$0.14$0.36
$12.50$13.001:2Oct 9-$0.16$0.34
$11.50$12.001:2Oct 9-$0.35$0.15
$14.00$14.501:2Oct 9-$0.10$0.40
$13.50$14.001:2Oct 9-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$10.501:2Nov 6$0.00$1.00
$13.00$12.001:2Oct 30-$0.34$0.66
$12.50$12.001:2Oct 9-$0.13$0.37
$11.50$11.001:2Oct 9-$0.09$0.41
$10.50$10.001:2Nov 6-$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 7.86%, avg 3.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Nov 20$0.960.4414.6%7.86%22.42%26364
$13.00Nov 6$1.000.536.4%8.18%14.57%--52
$13.00Nov 20$0.950.536.4%7.77%14.16%5152
$13.00Nov 13$0.920.516.4%7.53%13.91%10--
$12.50Nov 6$0.990.582.3%8.10%10.39%5210
$13.50Oct 30$0.550.4610.5%4.50%14.98%1158
$14.00Oct 23$0.400.3714.6%3.27%17.84%212.6K
$13.00Oct 30$0.640.516.4%5.24%11.62%58141
$14.00Oct 30$0.190.4414.6%1.55%16.12%22103
$14.50Oct 23$0.060.3318.7%0.49%19.15%--11

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 9,011
Total Puts 7,317
Put/Call Ratio 0.81
Net Difference 1,694

Prior's Put/Call Breakdown

Total Calls 9,265
Total Puts 320
Put/Call Ratio 0.03
Net Difference 8,945

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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