NVAX - Options Database

NVAX

NOVAVAX INC

$11.96 -4.78%

(10/6 10:00) ◀

Tuesday, October 6, 2026 (10:05am)

▶ (10/6 10:10)

◀ 10/6 10:05 ▶

Option Volume

Detail

ℹ

Current (10/06 10:05am) 17,499

Calls: 10,033 (57%)

Puts: 7,466 (43%)

Prior (09/02) 9,782

Calls: 9,460 (97%)

Puts: 322 (3%)

Current vs Prior +78.89%

Calls: +6.06% (Calls)

Puts: +2218.63% (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 -22.27%

Calls: -49.74%

Puts: +192.65%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:05am) $1.30M

Calls: $635.7K (49%)

Puts: $660.0K (51%)

Prior (09/02) $481.3K

Calls: $465.6K (97%)

Puts: $15.7K (3%)

Current vs Prior +169.19%

Calls: +36.52%

Puts: +4108.63%

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 -19.38%

Calls: -56.74%

Puts: +379.90%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:05am) 0.74

Prior (09/02) 0.03

Current vs Prior +2086.21%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +473.96%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/06 10:05am) 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 12.63% | 14.55%14.55% | 25.67%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +31.10% | +9.97%-15.50% | +21.60%

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

Current vs 7-Day Avg +46.27% | +17.10%+15.52% | +23.16%

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

Current vs 7-Day Eod +31.10% | +9.97%-26.91% | -11.67%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 43.87% | 56.51%

Calls: 50.00% | 47.86%

Puts: 37.74% | 65.15%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -22.87% | +87.06%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg -6.55% | +17.43%

Liquidity Expensive

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Massive premium surge with dollar volume up 169% vs prior. Above-average activity with volume up 79% vs prior. P/C ratio rising 2086% - increased hedging/bearish positioning. Call-heavy open interest (185,283 calls vs 94,130 puts) suggests bullish positioning.

Smart Money BEARISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

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
10:05	BEARISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
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. 40 found (avg delta 0.68, highest 0.96)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Oct 9	1.73	2.50	$2.12	36.3%	--	0.96	266
$10.50	Oct 9	1.29	2.00	$1.65	43.0%	3	0.91	332
$10.00	Oct 16	1.91	2.60	$2.26	30.5%	101	0.85	4.0K
$10.50	Oct 16	1.40	3.25	$2.33	79.4%	--	0.84	129
$10.00	Oct 30	2.10	4.15	$3.13	65.5%	10	0.83	125

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.50	Oct 9	1.48	1.84	$1.66	21.7%	2	0.78	1
$13.00	Oct 9	1.11	1.54	$1.33	32.3%	98	0.71	157
$13.00	Oct 16	0.98	1.73	$1.36	55.1%	2.7K	0.67	112
$13.00	Oct 30	1.22	1.96	$1.59	46.5%	6	0.59	2
$12.50	Oct 9	0.73	1.00	$0.87	31.0%	147	0.59	165

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 12.4K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.35	0.50	$0.43	34.9%	1.5K	0.37	10.6K
$13.00	Oct 9	0.20	0.39	$0.30	63.3%	1.2K	0.32	2.3K
$14.00	Oct 9	0.14	0.18	$0.16	25.0%	667	0.20	1.9K
$13.50	Oct 9	0.19	0.29	$0.24	41.7%	402	0.25	1.2K
$12.00	Oct 9	0.43	0.85	$0.64	65.6%	366	0.56	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.98	1.73	$1.36	55.1%	2.7K	0.67	112
$12.00	Oct 9	0.43	0.63	$0.53	37.7%	2.3K	0.46	335
$11.00	Oct 23	0.08	0.50	$0.29	144.8%	1.0K	0.24	4.0K
$12.00	Nov 20	0.98	1.77	$1.38	57.2%	727	0.43	10
$10.00	Oct 9	0.01	0.05	$0.03	133.3%	208	0.05	232

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 39.9%, max 81.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.50	Oct 9	Oct 30	153.1%	84.1%	81.9%	403	1.4K
$14.00	Oct 9	Nov 20	163.1%	97.1%	67.9%	695	2.3K
$11.00	Oct 9	Nov 20	124.9%	84.4%	48.0%	34	3.3K
$12.00	Oct 9	Nov 20	127.6%	87.8%	45.3%	408	2.4K
$13.00	Oct 9	Nov 20	136.8%	103.5%	32.2%	1.2K	2.4K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.00	Oct 9	Oct 30	136.8%	83.5%	63.8%	104	159
$11.00	Oct 9	Nov 20	124.9%	84.4%	48.0%	67	273
$12.00	Oct 9	Nov 20	127.6%	87.8%	45.3%	3.0K	345
$11.50	Oct 9	Nov 6	115.0%	107.8%	6.7%	39	174
$12.50	Oct 9	Oct 16	129.9%	125.6%	3.5%	182	168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 3.76, avg 1.53)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$13.00	Nov 20	$0.21	$0.79	$0.21	60%	3.76	$12.21
$12.50	$13.00	Nov 13	$0.13	$0.37	$0.13	56%	2.85	$12.63
$11.00	$11.50	Oct 9	$0.27	$0.23	$0.27	82%	0.85	$11.27
$11.50	$12.00	Oct 16	$0.20	$0.30	$0.20	68%	1.50	$11.70
$12.00	$12.50	Oct 30	$0.22	$0.28	$0.22	66%	1.27	$12.22

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$13.50	$13.00	Oct 9	$0.33	$0.17	$0.33	78%	0.52	$13.17
$13.00	$12.50	Oct 16	$0.26	$0.24	$0.26	67%	0.92	$12.74
$11.00	$10.00	Oct 30	$0.20	$0.80	$0.20	30%	4.00	$10.80
$11.50	$11.00	Oct 9	$0.11	$0.39	$0.11	30%	3.55	$11.39
$12.00	$11.50	Oct 16	$0.21	$0.29	$0.21	44%	1.38	$11.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.22, avg 0.71)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$13.50	$14.00	Oct 23	$0.28	$0.28	$0.22	60%	1.27	$13.78
$12.50	$13.00	Oct 23	$0.31	$0.31	$0.19	49%	1.63	$12.81
$12.50	$13.00	Nov 6	$0.29	$0.29	$0.21	42%	1.38	$12.79
$13.00	$14.00	Nov 20	$0.44	$0.44	$0.56	48%	0.79	$13.44
$12.00	$12.50	Oct 9	$0.21	$0.21	$0.29	44%	0.72	$12.21

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.50	$10.50	Nov 6	$0.55	$0.55	$0.45	64%	1.22	$10.95
$10.50	$10.00	Nov 6	$0.21	$0.21	$0.29	76%	0.72	$10.29
$11.00	$10.50	Oct 16	$0.18	$0.18	$0.32	73%	0.56	$10.82
$11.00	$10.00	Nov 20	$0.28	$0.28	$0.72	69%	0.39	$10.72
$11.50	$11.00	Oct 9	$0.11	$0.11	$0.39	70%	0.28	$11.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.23, cheapest $0.13)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$13.00	Oct 9	Oct 16	$0.13	136.8%	90.9%
$12.00	Oct 9	Oct 16	$0.23	127.6%	92.8%
$12.50	Oct 9	Oct 16	$0.46	129.9%	125.6%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$12.00	Oct 9	Oct 16	$0.14	127.6%	92.8%
$11.50	Oct 9	Oct 16	$0.19	115.0%	95.1%
$12.50	Oct 9	Oct 16	$0.23	129.9%	125.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 9.78% of stock, avg 17.58%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$12.00	Oct 9	$0.64	$0.53	$1.17	$10.83	$13.17	9.78%
$11.50	Oct 9	$0.98	$0.27	$1.25	$10.25	$12.75	10.45%
$12.50	Oct 9	$0.43	$0.87	$1.30	$11.20	$13.80	10.87%
$11.00	Oct 9	$1.25	$0.16	$1.41	$9.59	$12.41	11.79%
$11.50	Oct 16	$1.07	$0.46	$1.53	$9.97	$13.03	12.79%
$12.00	Oct 16	$0.87	$0.67	$1.54	$10.46	$13.54	12.88%
$13.00	Oct 9	$0.30	$1.33	$1.63	$11.37	$14.63	13.63%
$13.00	Oct 16	$0.43	$1.36	$1.79	$11.21	$14.79	14.97%
$11.00	Oct 23	$1.66	$0.29	$1.95	$9.05	$12.95	16.30%
$12.50	Oct 16	$0.89	$1.10	$1.99	$10.51	$14.49	16.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 49 found (cheapest 1.92% of stock, avg 7.82%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$14.00	$10.50	Oct 9	$0.16	$0.07	$0.23	$10.27	$14.23
$14.00	$11.00	Oct 9	$0.16	$0.16	$0.32	$10.68	$14.32
$13.50	$10.50	Oct 9	$0.24	$0.07	$0.31	$10.19	$13.81
$13.50	$11.00	Oct 9	$0.24	$0.16	$0.40	$10.60	$13.90
$13.00	$10.50	Oct 9	$0.30	$0.07	$0.37	$10.13	$13.37
$14.00	$11.50	Oct 9	$0.16	$0.27	$0.43	$11.07	$14.43
$13.00	$11.00	Oct 9	$0.30	$0.16	$0.46	$10.54	$13.46
$13.50	$11.50	Oct 9	$0.24	$0.27	$0.51	$10.99	$14.01
$13.00	$11.50	Oct 9	$0.30	$0.27	$0.57	$10.93	$13.57
$14.00	$10.50	Oct 16	$0.36	$0.22	$0.58	$9.92	$14.58

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 5.25, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$12.00	$12.50	$13.00	Oct 9	$0.08	$0.42	24%	5.25
$12.50	$13.00	$13.50	Oct 9	$0.07	$0.43	18%	6.14
$10.00	$11.00	$12.00	Nov 20	$0.14	$0.86	20%	6.14
$10.00	$10.50	$11.00	Oct 9	$0.07	$0.43	14%	6.14
$11.50	$12.00	$12.50	Oct 9	$0.13	$0.37	28%	2.85

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.50	$12.00	$12.50	Oct 9	$0.08	$0.42	29%	5.25
$12.00	$12.50	$13.00	Oct 9	$0.12	$0.38	25%	3.17
$11.00	$11.50	$12.00	Oct 9	$0.15	$0.35	26%	2.33
$11.00	$11.50	$12.00	Oct 16	$0.15	$0.35	18%	2.33
$10.00	$11.00	$12.00	Nov 20	$0.26	$0.74	21%	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. 31 found (best net $--, 30 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.50	$12.00	1:2	Oct 23	-$0.20	$0.30
$11.50	$12.00	1:2	Nov 6	-$0.22	$0.28
$11.00	$12.00	1:2	Oct 30	-$0.64	$0.36
$11.50	$12.00	1:2	Oct 9	-$0.30	$0.20
$12.00	$12.50	1:2	Oct 9	-$0.22	$0.28

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.50	$10.50	1:2	Nov 6	$0.00	$1.00
$13.00	$12.00	1:2	Oct 30	-$0.27	$0.73
$12.50	$12.00	1:2	Oct 9	-$0.19	$0.31
$12.00	$11.00	1:2	Nov 20	-$0.30	$0.70
$12.50	$12.00	1:2	Oct 16	-$0.24	$0.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 6.27%, avg 3.95%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$14.00	Nov 20	$0.75	0.42	17.1%	6.27%	23.33%	28	364
$13.00	Nov 20	$0.95	0.52	8.7%	7.94%	16.64%	5	152
$13.00	Nov 13	$0.92	0.52	8.7%	7.69%	16.39%	10	--
$12.50	Nov 6	$0.99	0.57	4.5%	8.28%	12.79%	5	210
$13.00	Oct 30	$0.63	0.51	8.7%	5.27%	13.96%	59	141
$13.00	Nov 6	$0.60	0.52	8.7%	5.02%	13.71%	--	52
$12.50	Oct 30	$0.67	0.60	4.5%	5.60%	10.12%	1	168
$13.50	Oct 30	$0.31	0.44	12.9%	2.59%	15.47%	1	158
$14.00	Oct 30	$0.20	0.37	17.1%	1.67%	18.73%	22	103
$12.50	Nov 13	$0.65	0.56	4.5%	5.43%	9.95%	--	12

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 10,033

Total Puts 7,466

Put/Call Ratio 0.74

Net Difference 2,567

Prior's Put/Call Breakdown

Total Calls 9,460

Total Puts 322

Put/Call Ratio 0.03

Net Difference 9,138

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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