NVAX - Options Database

NVAX

NOVAVAX INC

$11.47 -8.72%

(10/6 10:05) ◀

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

▶ (10/6 10:15)

◀ 10/6 10:10 ▶

Option Volume

Detail

ℹ

Current (10/06 10:10am) 19,724

Calls: 11,313 (57%)

Puts: 8,411 (43%)

Prior (09/02) 10,000

Calls: 9,657 (97%)

Puts: 343 (3%)

Current vs Prior +97.24%

Calls: +17.15% (Calls)

Puts: +2352.19% (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 -12.39%

Calls: -43.33%

Puts: +229.70%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:10am) $1.56M

Calls: $626.3K (40%)

Puts: $933.4K (60%)

Prior (09/02) $464.4K

Calls: $448.8K (97%)

Puts: $15.6K (3%)

Current vs Prior +235.81%

Calls: +39.53%

Puts: +5884.08%

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 -2.95%

Calls: -57.38%

Puts: +578.73%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:10am) 0.74

Prior (09/02) 0.04

Current vs Prior +1993.23%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +473.50%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/06 10:10am) 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 14.73% | 20.49%20.49% | 28.68%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +53.00% | +54.87%+18.99% | +35.88%

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

Current vs 7-Day Avg +70.70% | +64.91%+62.68% | +37.63%

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

Current vs 7-Day Eod +53.00% | +54.87%+2.93% | -1.30%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 80.01% | 123.95%

Calls: 77.67% | 91.54%

Puts: 82.35% | 156.36%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior +40.66% | +310.29%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg +70.43% | +157.56%

Liquidity Expensive

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Massive premium surge with dollar volume up 236% vs prior. Above-average activity with volume up 97% vs prior. P/C ratio rising 1993% - 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
10:10	BEARISH	BULLISH	BULLISH
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. 41 found (avg delta 0.72, highest 0.96)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.50	Oct 9	1.75	4.20	$2.98	82.2%	1	0.96	21
$10.00	Oct 9	1.37	2.50	$1.94	58.2%	--	0.95	266
$9.50	Oct 23	1.65	4.25	$2.95	88.1%	--	0.94	30
$10.50	Nov 6	0.88	3.85	$2.37	125.3%	--	0.85	12
$10.00	Oct 30	1.54	3.95	$2.75	87.6%	10	0.85	125

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 30	1.47	2.56	$2.02	54.0%	6	0.93	2
$13.50	Oct 9	1.62	2.64	$2.13	47.9%	2	0.90	1
$13.00	Oct 9	1.40	1.92	$1.66	31.3%	105	0.82	157
$12.50	Oct 9	0.98	1.55	$1.27	44.9%	148	0.74	165
$13.00	Oct 16	1.44	1.95	$1.69	30.2%	2.7K	0.69	112

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 12.7K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.30	0.56	$0.43	60.5%	1.6K	0.31	10.6K
$13.00	Oct 9	0.15	0.26	$0.21	52.4%	1.2K	0.24	2.3K
$13.50	Oct 9	0.02	0.26	$0.14	171.4%	410	0.17	1.2K
$12.00	Oct 9	0.31	0.50	$0.41	46.3%	390	0.43	1.2K
$12.50	Oct 9	0.13	0.40	$0.27	100.0%	124	0.31	845

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	1.44	1.95	$1.69	30.2%	2.7K	0.69	112
$12.00	Oct 9	0.67	1.00	$0.84	39.3%	2.3K	0.61	335
$11.00	Oct 23	0.14	1.00	$0.57	150.9%	1.5K	0.32	4.0K
$12.00	Nov 20	0.99	2.17	$1.58	74.7%	733	0.46	10
$10.00	Oct 9	0.01	0.06	$0.03	166.7%	340	0.07	232

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 44.8%, max 116.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.50	Oct 9	Oct 30	152.6%	87.9%	73.6%	411	1.4K
$13.00	Oct 9	Nov 20	147.3%	97.7%	50.8%	1.2K	2.4K
$11.50	Oct 9	Nov 6	165.4%	114.3%	44.7%	71	1.4K
$10.50	Oct 9	Nov 6	149.9%	105.2%	42.5%	4	344
$12.00	Oct 9	Nov 20	128.4%	98.2%	30.7%	436	2.4K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.00	Oct 9	Oct 30	147.3%	68.2%	116.1%	111	159
$11.50	Oct 9	Nov 6	165.4%	114.3%	44.7%	98	174
$10.50	Oct 9	Nov 6	149.9%	105.2%	42.5%	109	194
$12.00	Oct 9	Nov 20	128.4%	98.2%	30.7%	3.0K	345
$11.00	Oct 9	Nov 20	124.5%	96.5%	28.9%	80	273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 2.23, avg 1.45)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$13.00	Nov 20	$0.31	$0.69	$0.31	63%	2.23	$12.31
$10.50	$11.00	Nov 6	$0.27	$0.23	$0.27	85%	0.85	$10.77
$11.00	$12.00	Nov 20	$0.56	$0.44	$0.56	73%	0.79	$11.56
$12.50	$13.00	Nov 6	$0.18	$0.32	$0.18	63%	1.78	$12.68
$12.50	$13.00	Oct 23	$0.12	$0.38	$0.12	53%	3.17	$12.62

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.50	Oct 9	$0.18	$0.32	$0.18	61%	1.78	$11.82
$12.00	$11.00	Oct 30	$0.35	$0.65	$0.35	48%	1.86	$11.65
$13.00	$12.50	Oct 16	$0.32	$0.18	$0.32	69%	0.56	$12.68
$10.00	$9.50	Oct 30	$0.12	$0.38	$0.12	25%	3.17	$9.88
$12.50	$12.00	Oct 30	$0.28	$0.22	$0.28	56%	0.79	$12.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.92, avg 1.06)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.50	$12.00	Oct 9	$0.39	$0.39	$0.11	43%	3.55	$11.89
$12.00	$12.50	Oct 16	$0.29	$0.29	$0.21	55%	1.38	$12.29
$12.00	$12.50	Oct 23	$0.37	$0.37	$0.13	36%	2.85	$12.37
$12.00	$12.50	Oct 30	$0.30	$0.30	$0.20	34%	1.50	$12.30
$12.00	$12.50	Oct 9	$0.14	$0.14	$0.36	57%	0.39	$12.14

BULL PUT (4)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$10.00	Nov 20	$0.48	$0.48	$0.52	65%	0.92	$10.52
$10.50	$10.00	Oct 9	$0.19	$0.19	$0.31	78%	0.61	$10.31
$10.50	$10.00	Nov 6	$0.18	$0.18	$0.32	73%	0.56	$10.32
$10.00	$9.50	Oct 30	$0.12	$0.12	$0.38	75%	0.32	$9.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.29, cheapest $0.07)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.50	Oct 9	Oct 16	$0.07	165.4%	115.0%
$12.50	Oct 9	Oct 16	$0.12	132.8%	100.0%
$12.00	Oct 9	Oct 16	$0.27	128.4%	117.2%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.50	Oct 9	Oct 16	$0.22	165.4%	115.0%
$12.00	Oct 9	Oct 16	$0.48	128.4%	117.2%
$11.00	Oct 9	Oct 16	$0.57	124.5%	142.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 10.90% of stock, avg 19.74%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$12.00	Oct 9	$0.41	$0.84	$1.25	$10.75	$13.25	10.90%
$11.00	Oct 9	$1.03	$0.28	$1.31	$9.69	$12.31	11.42%
$11.50	Oct 9	$0.80	$0.66	$1.46	$10.04	$12.96	12.73%
$12.50	Oct 9	$0.27	$1.27	$1.54	$10.96	$14.04	13.43%
$10.50	Oct 9	$1.50	$0.22	$1.72	$8.78	$12.22	15.00%
$11.50	Oct 16	$0.87	$0.88	$1.75	$9.75	$13.25	15.26%
$12.50	Oct 16	$0.39	$1.37	$1.76	$10.74	$14.26	15.34%
$12.00	Oct 16	$0.68	$1.32	$2.00	$10.00	$14.00	17.44%
$11.00	Oct 23	$1.46	$0.57	$2.03	$8.97	$13.03	17.70%
$12.00	Oct 23	$0.97	$1.12	$2.09	$9.91	$14.09	18.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 1.48% of stock, avg 8.52%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$13.50	$10.00	Oct 9	$0.14	$0.03	$0.17	$9.83	$13.67
$13.50	$9.50	Oct 9	$0.14	$0.04	$0.18	$9.32	$13.68
$13.00	$10.00	Oct 9	$0.21	$0.03	$0.24	$9.76	$13.24
$13.00	$9.50	Oct 9	$0.21	$0.04	$0.25	$9.25	$13.25
$13.50	$10.50	Oct 9	$0.14	$0.22	$0.36	$10.14	$13.86
$12.50	$10.00	Oct 9	$0.27	$0.03	$0.30	$9.70	$12.80
$12.50	$9.50	Oct 9	$0.27	$0.04	$0.31	$9.19	$12.81
$13.00	$10.50	Oct 9	$0.21	$0.22	$0.43	$10.07	$13.43
$13.50	$11.00	Oct 9	$0.14	$0.28	$0.42	$10.58	$13.92
$13.00	$11.00	Oct 9	$0.21	$0.28	$0.49	$10.51	$13.49

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. 24 found (best R:R 15.67, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.50	$11.00	$11.50	Oct 16	$0.06	$0.44	24%	7.33
$12.00	$12.50	$13.00	Oct 9	$0.08	$0.42	19%	5.25
$12.50	$13.00	$13.50	Oct 16	$0.11	$0.39	1%	3.55
$11.00	$12.00	$13.00	Nov 20	$0.25	$0.75	20%	3.00
$11.50	$12.00	$12.50	Oct 9	$0.25	$0.25	26%	1.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$11.00	$12.00	Nov 20	$0.06	$0.94	22%	15.67
$12.50	$13.00	$13.50	Oct 9	$0.08	$0.42	16%	5.25
$12.00	$12.50	$13.00	Oct 30	$0.26	$0.24	45%	0.92
$10.00	$11.00	$12.00	Oct 30	$0.25	$0.75	23%	3.00
$11.50	$12.00	$12.50	Oct 9	$0.25	$0.25	29%	1.00

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 $-0.10, 25 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.50	$12.00	1:2	Oct 23	-$0.24	$0.26
$12.00	$12.50	1:2	Oct 16	-$0.10	$0.40
$11.00	$12.00	1:2	Oct 30	-$0.66	$0.34
$12.00	$12.50	1:2	Oct 23	-$0.23	$0.27
$12.00	$12.50	1:2	Oct 9	-$0.13	$0.37

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.50	$10.50	1:2	Nov 6	-$0.10	$0.90
$11.00	$10.00	1:2	Nov 20	-$0.08	$0.92
$10.00	$9.50	1:2	Oct 9	-$0.05	$0.45
$11.00	$10.50	1:2	Oct 9	-$0.16	$0.34
$12.50	$12.00	1:2	Oct 9	-$0.41	$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 6.54%, avg 3.34%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$13.00	Nov 20	$0.75	0.53	13.3%	6.54%	19.88%	5	152
$13.00	Nov 13	$0.72	0.51	13.3%	6.28%	19.62%	10	--
$13.00	Nov 6	$0.60	0.57	13.3%	5.23%	18.57%	--	52
$12.50	Nov 13	$0.65	0.56	9.0%	5.67%	14.65%	--	12
$13.50	Oct 30	$0.31	0.44	17.7%	2.70%	20.40%	1	158
$13.00	Oct 30	$0.40	0.48	13.3%	3.49%	16.83%	100	141
$13.50	Oct 23	$0.23	0.43	17.7%	2.01%	19.70%	--	11
$13.00	Oct 23	$0.35	0.43	13.3%	3.05%	16.39%	39	5.1K
$12.50	Oct 23	$0.29	0.53	9.0%	2.53%	11.51%	--	191
$13.00	Oct 16	$0.30	0.31	13.3%	2.62%	15.95%	1.6K	10.6K

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 11,313

Total Puts 8,411

Put/Call Ratio 0.74

Net Difference 2,902

Prior's Put/Call Breakdown

Total Calls 9,657

Total Puts 343

Put/Call Ratio 0.04

Net Difference 9,314

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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