NVAX - Options Database

NVAX

NOVAVAX INC

$11.08 -11.79%

(10/6 10:15) ◀

Tuesday, October 6, 2026 (10:20am)

▶ (10/6 10:25)

◀ 10/6 10:20 ▶

Option Volume

Detail

ℹ

Current (10/06 10:20am) 25,083

Calls: 14,962 (60%)

Puts: 10,121 (40%)

Prior (09/02) 10,986

Calls: 10,340 (94%)

Puts: 646 (6%)

Current vs Prior +128.32%

Calls: +44.70% (Calls)

Puts: +1466.72% (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 +11.41%

Calls: -25.05%

Puts: +296.72%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:20am) $2.83M

Calls: $1.19M (42%)

Puts: $1.64M (58%)

Prior (09/02) $507.2K

Calls: $488.2K (96%)

Puts: $19.0K (4%)

Current vs Prior +458.61%

Calls: +144.67%

Puts: +8518.13%

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 +76.31%

Calls: -18.71%

Puts: +1091.69%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:20am) 0.68

Prior (09/02) 0.06

Current vs Prior +982.73%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +421.74%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:20am) 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 13.45% | 26.35%26.35% | 31.59%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +39.64% | +99.20%+53.06% | +49.64%

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

Current vs 7-Day Avg +55.79% | +112.12%+109.26% | +51.57%

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

Current vs 7-Day Eod +39.64% | +99.20%+32.40% | +8.70%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 94.91% | 229.71%

Calls: 110.87% | 92.75%

Puts: 78.95% | 366.67%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior +66.86% | +660.38%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg +102.17% | +377.33%

Liquidity Expensive

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🤖 AI Insights

Massive premium surge with dollar volume up 459% vs prior. Dollar volume significantly above 7-day average (76% higher). Unusually high activity with volume up 128% vs prior - elevated interest. Bullish P/C ratio of 0.68.

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 BULLISH

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
10:20	BEARISH	BULLISH	BULLISH
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 -- 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. 43 found (avg delta 0.68, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.50	Oct 9	0.00	3.75	$1.88	199.5%	1	0.98	21
$10.00	Oct 9	0.99	3.25	$2.12	106.6%	1	0.94	266
$9.00	Oct 16	1.61	4.25	$2.93	90.1%	1.5K	0.93	1.9K
$10.00	Oct 16	1.25	1.51	$1.38	18.8%	101	0.87	4.0K
$10.50	Oct 9	0.57	2.85	$1.71	133.3%	10	0.84	332

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 9	1.81	3.35	$2.58	59.7%	139	1.00	157
$13.00	Oct 16	1.82	4.05	$2.94	75.9%	2.7K	1.00	112
$12.50	Oct 9	1.45	1.69	$1.57	15.3%	186	0.92	165
$12.50	Oct 16	1.34	1.73	$1.54	25.3%	70	0.90	3
$12.00	Oct 9	0.85	1.19	$1.02	33.3%	2.4K	0.87	335

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 14.9K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.22	0.49	$0.36	75.0%	1.6K	0.31	10.6K
$13.00	Oct 9	0.07	0.26	$0.17	111.8%	1.5K	0.18	2.3K
$9.00	Oct 16	1.61	4.25	$2.93	90.1%	1.5K	0.93	1.9K
$12.00	Oct 9	0.18	0.39	$0.29	72.4%	468	0.38	1.2K
$12.50	Oct 9	0.12	0.40	$0.26	107.7%	124	0.30	845

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	1.82	4.05	$2.94	75.9%	2.7K	1.00	112
$12.00	Oct 9	0.85	1.19	$1.02	33.3%	2.4K	0.87	335
$11.00	Oct 23	0.28	2.70	$1.49	162.4%	1.5K	0.45	4.0K
$12.00	Nov 20	1.32	3.75	$2.54	95.7%	733	0.45	10
$10.00	Oct 9	0.02	0.10	$0.06	133.3%	447	0.10	232

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 13.5%, max 17.5%)

CALLS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$11.00	Oct 9	Nov 20	144.2%	122.7%	17.5%	89	3.3K
$11.50	Oct 9	Nov 6	117.8%	105.3%	11.8%	81	1.4K
$12.50	Oct 9	Nov 13	141.4%	129.8%	9.0%	124	857

PUTS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$11.00	Oct 9	Nov 20	144.2%	122.7%	17.5%	164	273
$11.50	Oct 9	Nov 6	117.8%	105.3%	11.8%	112	174

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 6.14, avg 2.13)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$9.00	$10.00	Oct 30	$0.14	$0.86	$0.14	78%	6.14	$9.14
$10.50	$11.00	Nov 6	$0.11	$0.39	$0.11	70%	3.55	$10.61
$10.50	$11.00	Oct 30	$0.18	$0.32	$0.18	67%	1.78	$10.68
$11.00	$12.00	Oct 30	$0.47	$0.53	$0.47	63%	1.13	$11.47
$11.00	$11.50	Nov 6	$0.20	$0.30	$0.20	65%	1.50	$11.20

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$13.00	$12.50	Oct 30	$0.10	$0.40	$0.10	65%	4.00	$12.90
$11.00	$10.00	Oct 30	$0.18	$0.82	$0.18	40%	4.56	$10.82
$11.50	$11.00	Oct 9	$0.16	$0.34	$0.16	59%	2.13	$11.34
$11.00	$10.00	Oct 23	$0.34	$0.66	$0.34	44%	1.94	$10.66
$10.00	$9.50	Oct 30	$0.11	$0.39	$0.11	31%	3.55	$9.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 1.38, avg 0.94)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.50	$12.00	Oct 9	$0.38	$0.38	$0.12	46%	3.17	$11.88
$12.00	$12.50	Oct 16	$0.34	$0.34	$0.16	49%	2.12	$12.34
$12.50	$13.00	Oct 23	$0.11	$0.11	$0.39	70%	0.28	$12.61
$12.00	$13.00	Nov 20	$0.44	$0.44	$0.56	47%	0.79	$12.44
$11.50	$12.00	Oct 16	$0.18	$0.18	$0.32	37%	0.56	$11.68

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$9.50	$9.00	Oct 16	$0.29	$0.29	$0.21	78%	1.38	$9.21
$11.00	$10.50	Oct 9	$0.26	$0.26	$0.24	61%	1.08	$10.74
$10.50	$10.00	Oct 16	$0.13	$0.13	$0.37	72%	0.35	$10.37
$11.00	$10.50	Oct 16	$0.17	$0.17	$0.33	61%	0.52	$10.83
$10.00	$9.50	Oct 30	$0.11	$0.11	$0.39	69%	0.28	$9.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.40, cheapest $0.14)

CALLS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$12.50	Oct 9	Oct 16	$0.14	141.4%	90.5%
$11.00	Oct 9	Oct 16	$0.32	144.2%	105.0%
$12.00	Oct 9	Oct 16	$0.45	111.7%	110.8%
$11.50	Oct 9	Oct 16	$0.25	117.8%	225.9%

PUTS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.00	Oct 9	Oct 16	$0.12	144.2%	105.0%
$11.50	Oct 9	Oct 16	$1.11	117.8%	225.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 11.19% of stock, avg 23.20%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$11.50	Oct 9	$0.67	$0.57	$1.24	$10.26	$12.74	11.19%
$12.00	Oct 9	$0.29	$1.02	$1.31	$10.69	$13.31	11.82%
$11.00	Oct 9	$0.92	$0.41	$1.33	$9.67	$12.33	12.00%
$10.00	Oct 16	$1.38	$0.23	$1.61	$8.39	$11.61	14.53%
$11.00	Oct 16	$1.24	$0.53	$1.77	$9.23	$12.77	15.97%
$10.50	Oct 9	$1.71	$0.15	$1.86	$8.64	$12.36	16.79%
$10.50	Oct 16	$1.56	$0.36	$1.92	$8.58	$12.42	17.33%
$10.00	Oct 9	$2.12	$0.06	$2.18	$7.82	$12.18	19.68%
$12.00	Oct 16	$0.74	$1.52	$2.26	$9.74	$14.26	20.40%
$12.00	Oct 23	$0.94	$1.52	$2.46	$9.54	$14.46	22.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 1.90% of stock, avg 13.08%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$13.00	$9.50	Oct 9	$0.17	$0.04	$0.21	$9.29	$13.21
$13.00	$10.00	Oct 9	$0.17	$0.06	$0.23	$9.77	$13.23
$13.00	$10.50	Oct 9	$0.17	$0.15	$0.32	$10.18	$13.32
$12.50	$9.50	Oct 9	$0.26	$0.04	$0.30	$9.20	$12.80
$12.50	$10.00	Oct 9	$0.26	$0.06	$0.32	$9.68	$12.82
$12.50	$10.50	Oct 9	$0.26	$0.15	$0.41	$10.09	$12.91
$12.00	$9.50	Oct 9	$0.29	$0.04	$0.33	$9.17	$12.33
$12.00	$10.00	Oct 9	$0.29	$0.06	$0.35	$9.65	$12.35
$12.00	$10.50	Oct 9	$0.29	$0.15	$0.44	$10.06	$12.44
$13.00	$10.00	Oct 16	$0.36	$0.23	$0.59	$9.41	$13.59

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. 14 found (best R:R 4.00, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.00	$11.50	$12.00	Oct 16	$0.14	$0.36	20%	2.57
$11.50	$12.00	$12.50	Oct 23	$0.19	$0.31	23%	1.63
$10.00	$10.50	$11.00	Oct 30	$0.23	$0.27	9%	1.17
$12.00	$12.50	$13.00	Oct 16	$0.30	$0.20	20%	0.67
$11.50	$12.00	$12.50	Oct 9	$0.35	$0.15	24%	0.43

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.50	$12.00	$12.50	Oct 9	$0.10	$0.40	32%	4.00
$11.50	$12.00	$12.50	Oct 16	$0.18	$0.32	46%	1.78
$9.50	$10.00	$10.50	Oct 9	$0.07	$0.43	15%	6.14
$9.00	$9.50	$10.00	Oct 30	$0.07	$0.43	7%	6.14
$10.00	$10.50	$11.00	Oct 9	$0.17	$0.33	29%	1.94

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, 20 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$10.50	$11.00	1:2	Oct 9	-$0.13	$0.37
$12.00	$12.50	1:2	Oct 16	-$0.06	$0.44
$12.00	$12.50	1:2	Oct 23	-$0.06	$0.44
$10.00	$11.00	1:2	Nov 20	-$0.55	$0.45
$12.50	$13.00	1:2	Oct 9	-$0.08	$0.42

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$13.00	$12.50	1:2	Oct 16	-$0.14	$0.36
$12.00	$11.50	1:2	Oct 9	-$0.12	$0.38
$10.50	$10.00	1:2	Oct 16	-$0.10	$0.40
$11.50	$11.00	1:2	Oct 9	-$0.25	$0.25
$12.50	$12.00	1:2	Oct 9	-$0.47	$0.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 5.42%, avg 2.42%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$13.00	Nov 6	$0.60	0.52	17.3%	5.42%	22.74%	--	52
$12.00	Nov 20	$1.00	0.53	8.3%	9.03%	17.33%	73	1.2K
$13.00	Nov 20	$0.42	0.42	17.3%	3.79%	21.12%	30	152
$13.00	Nov 13	$0.18	0.50	17.3%	1.62%	18.95%	10	--
$12.50	Nov 6	$0.18	0.53	12.8%	1.62%	14.44%	5	210
$13.00	Oct 30	$0.08	0.40	17.3%	0.72%	18.05%	100	141
$13.00	Oct 16	$0.22	0.31	17.3%	1.99%	19.31%	1.6K	10.6K
$12.00	Nov 6	$0.30	0.56	8.3%	2.71%	11.01%	1	108
$12.50	Oct 16	$0.24	0.38	12.8%	2.17%	14.98%	77	813
$12.50	Oct 30	$0.13	0.43	12.8%	1.17%	13.99%	1	168

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 14,962

Total Puts 10,121

Put/Call Ratio 0.68

Net Difference 4,841

Prior's Put/Call Breakdown

Total Calls 10,340

Total Puts 646

Put/Call Ratio 0.06

Net Difference 9,694

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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