NVAX - Options Database

NVAX

NOVAVAX INC

$11.44 -8.96%

(10/6 10:10) ◀

Tuesday, October 6, 2026 (10:15am)

▶ (10/6 10:20)

◀ 10/6 10:15 ▶

Option Volume

Detail

ℹ

Current (10/06 10:15am) 20,914

Calls: 12,156 (58%)

Puts: 8,758 (42%)

Prior (09/02) 10,243

Calls: 9,900 (97%)

Puts: 343 (3%)

Current vs Prior +104.18%

Calls: +22.79% (Calls)

Puts: +2453.35% (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 -7.11%

Calls: -39.11%

Puts: +243.30%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:15am) $1.65M

Calls: $637.6K (39%)

Puts: $1.01M (61%)

Prior (09/02) $475.9K

Calls: $460.3K (97%)

Puts: $15.6K (3%)

Current vs Prior +246.36%

Calls: +38.52%

Puts: +6379.37%

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 +2.56%

Calls: -56.61%

Puts: +634.91%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:15am) 0.72

Prior (09/02) 0.03

Current vs Prior +1979.48%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +455.76%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/06 10:15am) 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 11.01% | 15.47%15.47% | 26.22%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +14.37% | +16.95%-10.14% | +24.23%

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

Current vs 7-Day Avg +27.60% | +24.53%+22.85% | +25.83%

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

Current vs 7-Day Eod +14.37% | +16.95%-22.27% | -9.76%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.42% | 45.39%

Calls: 28.77% | 34.26%

Puts: 32.08% | 56.52%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -46.52% | +50.25%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg -35.20% | -5.68%

Liquidity Expensive

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Moderately bearish flow with 61% put dollar volume ($1.01M). Massive premium surge with dollar volume up 246% vs prior. Unusually high activity with volume up 104% vs prior - elevated interest. P/C ratio rising 1979% - increased hedging/bearish 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
10:15	BEARISH	BULLISH	BULLISH
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 1 of results (avg 7.7%, best 7.7%)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.00	Nov 20	1.25	1.35	$1.30	7.7%	50	0.56	1.2K

PUTS (0)

No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.00	Oct 9	0.80	0.96	$0.88	18.2%	2.4K	0.62	335

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.71, highest 0.95)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.50	Oct 9	1.75	4.05	$2.90	79.3%	1	0.95	21
$10.00	Oct 9	1.37	2.50	$1.94	58.2%	--	0.95	266
$9.50	Oct 23	1.65	4.15	$2.90	86.2%	--	0.94	30
$10.50	Oct 9	0.90	2.00	$1.45	75.9%	4	0.85	332
$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
$13.50	Oct 9	1.62	2.64	$2.13	47.9%	2	0.87	1
$13.00	Oct 30	1.61	2.56	$2.09	45.5%	6	0.86	2
$13.00	Oct 9	1.60	1.90	$1.75	17.1%	138	0.85	157
$12.50	Oct 9	1.10	1.40	$1.25	24.0%	169	0.73	165
$13.00	Oct 16	1.68	1.96	$1.82	15.4%	2.7K	0.72	112

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 13.3K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.26	0.48	$0.37	59.5%	1.6K	0.30	10.6K
$13.00	Oct 9	0.10	0.21	$0.16	68.7%	1.3K	0.20	2.3K
$12.00	Oct 9	0.30	0.47	$0.39	43.6%	420	0.41	1.2K
$13.50	Oct 9	0.10	0.22	$0.16	75.0%	414	0.18	1.2K
$12.50	Oct 9	0.15	0.40	$0.28	89.3%	124	0.31	845

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	1.68	1.96	$1.82	15.4%	2.7K	0.72	112
$12.00	Oct 9	0.80	0.96	$0.88	18.2%	2.4K	0.62	335
$11.00	Oct 23	0.16	1.00	$0.58	144.8%	1.5K	0.32	4.0K
$12.00	Nov 20	1.12	2.17	$1.65	63.6%	733	0.49	10
$10.00	Oct 9	0.01	0.05	$0.03	133.3%	443	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. 12 strikes (avg 36.3%, max 84.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.50	Oct 9	Oct 30	162.3%	88.2%	84.1%	415	1.4K
$12.00	Oct 9	Nov 20	128.1%	78.8%	62.7%	470	2.4K
$11.00	Oct 9	Nov 20	127.6%	89.3%	42.9%	67	3.3K
$12.50	Oct 9	Nov 13	139.0%	100.5%	38.3%	124	857
$13.00	Oct 9	Nov 20	134.8%	108.4%	24.4%	1.3K	2.4K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$12.00	Oct 9	Nov 20	128.1%	78.3%	63.7%	3.1K	345
$11.00	Oct 9	Nov 20	127.6%	89.3%	42.9%	104	273
$12.50	Oct 9	Oct 30	139.0%	98.4%	41.2%	187	173
$11.50	Oct 9	Nov 6	129.7%	117.8%	10.1%	106	174
$10.50	Oct 9	Nov 6	111.8%	103.8%	7.6%	121	194

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 1.38, avg 1.92)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$11.00	Nov 6	$0.21	$0.29	$0.21	84%	1.38	$10.71
$11.00	$11.50	Oct 9	$0.13	$0.37	$0.13	70%	2.85	$11.13
$12.00	$12.50	Oct 30	$0.20	$0.30	$0.20	66%	1.50	$12.20
$11.50	$12.00	Oct 16	$0.13	$0.37	$0.13	54%	2.85	$11.63
$12.00	$12.50	Oct 16	$0.11	$0.39	$0.11	45%	3.55	$12.11

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.00	Oct 30	$0.30	$0.70	$0.30	49%	2.33	$11.70
$10.00	$9.50	Oct 30	$0.13	$0.37	$0.13	25%	2.85	$9.87
$12.00	$11.00	Oct 23	$0.44	$0.56	$0.44	51%	1.27	$11.56
$11.50	$11.00	Oct 9	$0.23	$0.27	$0.23	46%	1.17	$11.27
$12.50	$12.00	Oct 30	$0.32	$0.18	$0.32	59%	0.56	$12.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.92, avg 0.50)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$12.50	$13.00	Oct 9	$0.12	$0.12	$0.38	69%	0.32	$12.62
$11.50	$12.00	Oct 9	$0.21	$0.21	$0.29	44%	0.72	$11.71
$12.50	$13.00	Oct 16	$0.11	$0.11	$0.39	63%	0.28	$12.61
$12.50	$13.00	Nov 13	$0.23	$0.23	$0.27	41%	0.85	$12.73
$12.00	$12.50	Oct 9	$0.11	$0.11	$0.39	59%	0.28	$12.11

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$10.00	Nov 20	$0.48	$0.48	$0.52	64%	0.92	$10.52
$10.50	$10.00	Nov 6	$0.18	$0.18	$0.32	73%	0.56	$10.32
$11.00	$10.50	Oct 9	$0.17	$0.17	$0.33	68%	0.52	$10.83
$10.50	$10.00	Oct 9	$0.10	$0.10	$0.40	84%	0.25	$10.40
$11.00	$10.50	Oct 16	$0.19	$0.19	$0.31	65%	0.61	$10.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.20, cheapest $0.11)

CALLS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.00	Oct 9	Oct 16	$0.35	127.6%	85.4%
$11.50	Oct 9	Oct 16	$0.12	129.7%	91.2%
$12.50	Oct 9	Oct 16	$0.20	139.0%	109.6%
$12.00	Oct 9	Oct 16	$0.20	128.1%	101.9%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.00	Oct 9	Oct 16	$0.11	127.6%	85.4%
$11.50	Oct 9	Oct 16	$0.16	129.7%	91.2%
$12.00	Oct 9	Oct 16	$0.24	128.1%	101.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 9.00% of stock, avg 18.45%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$11.00	Oct 9	$0.73	$0.30	$1.03	$9.97	$12.03	9.00%
$11.50	Oct 9	$0.60	$0.53	$1.13	$10.37	$12.63	9.88%
$12.00	Oct 9	$0.39	$0.88	$1.27	$10.73	$13.27	11.10%
$11.50	Oct 16	$0.72	$0.69	$1.41	$10.09	$12.91	12.33%
$11.00	Oct 16	$1.08	$0.41	$1.49	$9.51	$12.49	13.02%
$12.50	Oct 9	$0.28	$1.25	$1.53	$10.97	$14.03	13.37%
$10.50	Oct 9	$1.45	$0.13	$1.58	$8.92	$12.08	13.81%
$12.00	Oct 16	$0.59	$1.12	$1.71	$10.29	$13.71	14.95%
$12.00	Oct 23	$0.72	$1.02	$1.74	$10.26	$13.74	15.21%
$12.50	Oct 16	$0.48	$1.46	$1.94	$10.56	$14.44	16.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 1.66% of stock, avg 7.63%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$13.50	$10.00	Oct 9	$0.16	$0.03	$0.19	$9.81	$13.69
$13.00	$10.00	Oct 9	$0.16	$0.03	$0.19	$9.81	$13.19
$13.50	$9.50	Oct 9	$0.16	$0.04	$0.20	$9.30	$13.70
$13.00	$9.50	Oct 9	$0.16	$0.04	$0.20	$9.30	$13.20
$13.50	$10.50	Oct 9	$0.16	$0.13	$0.29	$10.21	$13.79
$13.00	$10.50	Oct 9	$0.16	$0.13	$0.29	$10.21	$13.29
$12.50	$10.00	Oct 9	$0.28	$0.03	$0.31	$9.69	$12.81
$12.50	$9.50	Oct 9	$0.28	$0.04	$0.32	$9.18	$12.82
$12.50	$10.50	Oct 9	$0.28	$0.13	$0.41	$10.09	$12.91
$13.00	$11.00	Oct 9	$0.16	$0.30	$0.46	$10.54	$13.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.79, avg credit $0.26)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
10/10	12/13	Oct 9	$0.22	$0.28	53%	0.79	$10.28	$12.72
10/11	12/13	Oct 9	$0.29	$0.21	37%	1.38	$10.71	$12.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 9.00, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$11.00	$12.00	Nov 20	$0.10	$0.90	24%	9.00
$11.50	$12.00	$12.50	Oct 9	$0.10	$0.40	25%	4.00
$12.50	$13.00	$13.50	Oct 9	$0.12	$0.38	13%	3.17
$11.00	$11.50	$12.00	Oct 16	$0.23	$0.27	22%	1.17
$12.50	$13.00	$13.50	Oct 23	$0.35	$0.15	12%	0.43

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.50	$11.00	$11.50	Oct 9	$0.06	$0.44	30%	7.33
$10.00	$11.00	$12.00	Nov 20	$0.13	$0.87	25%	6.69
$10.00	$10.50	$11.00	Oct 9	$0.07	$0.43	25%	6.14
$10.50	$11.00	$11.50	Oct 16	$0.09	$0.41	24%	4.56
$11.00	$11.50	$12.00	Oct 9	$0.12	$0.38	30%	3.17

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 $-0.14, 24 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.00	$12.00	1:2	Oct 30	-$0.67	$0.33
$12.50	$13.00	1:2	Oct 30	-$0.21	$0.29
$11.50	$12.00	1:2	Oct 9	-$0.18	$0.32
$12.00	$12.50	1:2	Oct 9	-$0.17	$0.33
$11.00	$12.00	1:2	Nov 20	-$0.64	$0.36

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$12.00	$11.00	1:2	Oct 23	-$0.14	$0.86
$11.00	$10.00	1:2	Nov 20	-$0.08	$0.92
$11.50	$11.00	1:2	Oct 9	-$0.07	$0.43
$12.00	$11.50	1:2	Oct 9	-$0.18	$0.32
$11.50	$11.00	1:2	Oct 16	-$0.13	$0.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 10.93%, avg 3.99%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$12.00	Nov 20	$1.25	0.56	4.9%	10.93%	15.82%	50	1.2K
$13.00	Nov 13	$0.72	0.54	13.6%	6.29%	19.93%	10	--
$13.00	Nov 20	$0.75	0.50	13.6%	6.56%	20.19%	5	152
$13.00	Nov 6	$0.60	0.56	13.6%	5.24%	18.88%	--	52
$12.50	Nov 13	$0.65	0.59	9.3%	5.68%	14.95%	--	12
$13.50	Oct 30	$0.31	0.44	18.0%	2.71%	20.72%	1	158
$13.00	Oct 30	$0.45	0.49	13.6%	3.93%	17.57%	100	141
$12.50	Oct 30	$0.49	0.60	9.3%	4.28%	13.55%	1	168
$13.00	Oct 23	$0.30	0.42	13.6%	2.62%	16.26%	52	5.1K
$12.50	Oct 23	$0.37	0.53	9.3%	3.23%	12.50%	--	191

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 12,156

Total Puts 8,758

Put/Call Ratio 0.72

Net Difference 3,398

Prior's Put/Call Breakdown

Total Calls 9,900

Total Puts 343

Put/Call Ratio 0.03

Net Difference 9,557

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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