NVAX - Options Database

NVAX

NOVAVAX INC

$11.29 -10.11%

(10/6 10:20) ◀

Tuesday, October 6, 2026 (10:25am)

▶ (10/6 10:30)

◀ 10/6 10:25 ▶

Option Volume

Detail

ℹ

Current (10/06 10:25am) 25,987

Calls: 15,715 (60%)

Puts: 10,272 (40%)

Prior (09/02) 11,181

Calls: 10,478 (94%)

Puts: 703 (6%)

Current vs Prior +132.42%

Calls: +49.98% (Calls)

Puts: +1361.17% (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 +15.43%

Calls: -21.28%

Puts: +302.64%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:25am) $2.83M

Calls: $1.19M (42%)

Puts: $1.64M (58%)

Prior (09/02) $515.8K

Calls: $492.8K (96%)

Puts: $23.0K (4%)

Current vs Prior +449.63%

Calls: +141.55%

Puts: +7053.48%

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 +76.40%

Calls: -19.00%

Puts: +1095.78%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:25am) 0.65

Prior (09/02) 0.07

Current vs Prior +874.23%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +404.15%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:25am) 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 10.72% | 23.12%23.12% | 31.00%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +11.29% | +74.74%+34.27% | +46.86%

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

Current vs 7-Day Avg +24.16% | +86.07%+83.56% | +48.75%

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

Current vs 7-Day Eod +11.29% | +74.74%+16.14% | +6.68%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.36% | 205.07%

Calls: 16.39% | 46.38%

Puts: 18.33% | 363.77%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -69.48% | +578.81%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg -63.02% | +326.13%

Liquidity Expensive

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Massive premium surge with dollar volume up 450% vs prior. Dollar volume significantly above 7-day average (76% higher). Unusually high activity with volume up 132% vs prior - elevated interest. Bullish P/C ratio of 0.65.

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
10:25	BEARISH	BULLISH	BULLISH
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

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High Delta

⚖️

Ratio Spreads

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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. 2 found (avg $0.60, cheapest $0.61)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Oct 9	0.56	0.66	$0.61	16.4%	105	0.61	1.6K

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.50	Oct 9	0.54	0.65	$0.60	18.3%	111	0.56	174

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.66, highest 0.94)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.50	Oct 9	0.03	3.85	$1.94	196.9%	1	0.94	21
$10.00	Oct 9	1.18	3.25	$2.22	93.2%	1	0.91	266
$10.00	Oct 16	1.40	1.68	$1.54	18.2%	103	0.85	4.0K
$10.50	Oct 9	0.73	2.84	$1.79	117.9%	10	0.77	332
$10.50	Oct 16	0.01	3.10	$1.56	198.1%	--	0.73	129

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.50	Oct 9	0.38	4.35	$2.36	168.2%	2	0.87	1
$13.00	Oct 9	1.81	2.16	$1.99	17.6%	140	0.85	157
$13.00	Oct 16	1.87	4.05	$2.96	73.6%	2.7K	0.77	112
$12.50	Oct 9	1.30	1.72	$1.51	27.8%	187	0.73	165
$12.50	Oct 16	1.45	2.00	$1.73	31.8%	72	0.69	3

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 14.2K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.22	0.39	$0.31	54.8%	1.6K	0.27	10.6K
$13.00	Oct 9	0.05	0.16	$0.11	100.0%	1.5K	0.15	2.3K
$12.00	Oct 9	0.22	0.37	$0.30	50.0%	481	0.33	1.2K
$13.50	Oct 9	0.03	0.16	$0.10	130.0%	419	0.12	1.2K
$12.50	Oct 9	0.13	0.40	$0.27	100.0%	124	0.27	845

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	1.87	4.05	$2.96	73.6%	2.7K	0.77	112
$12.00	Oct 9	0.83	1.19	$1.01	35.6%	2.5K	0.67	335
$11.00	Oct 23	0.27	2.69	$1.48	163.5%	1.5K	0.44	4.0K
$12.00	Nov 20	1.45	3.65	$2.55	86.3%	733	0.47	10
$10.00	Oct 9	0.02	0.07	$0.05	100.0%	451	0.09	232

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 17.2%, max 39.1%)

CALLS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$12.50	Oct 9	Nov 13	160.8%	129.6%	24.1%	124	857
$11.00	Oct 9	Nov 20	115.4%	112.3%	2.7%	117	3.3K

PUTS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$12.50	Oct 9	Oct 30	160.8%	115.6%	39.1%	205	173
$11.00	Oct 9	Nov 20	115.4%	112.3%	2.7%	217	273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 2.12, avg 1.74)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$11.00	Oct 30	$0.16	$0.34	$0.16	66%	2.12	$10.66
$9.50	$10.50	Oct 23	$0.57	$0.43	$0.57	70%	0.75	$10.07
$11.00	$12.00	Oct 30	$0.50	$0.50	$0.50	62%	1.00	$11.50
$12.00	$13.00	Nov 20	$0.37	$0.63	$0.37	48%	1.70	$12.37
$11.00	$11.50	Oct 9	$0.22	$0.28	$0.22	61%	1.27	$11.22

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$10.00	Oct 30	$0.17	$0.83	$0.17	40%	4.88	$10.83
$13.00	$12.50	Oct 30	$0.15	$0.35	$0.15	61%	2.33	$12.85
$12.50	$12.00	Oct 16	$0.29	$0.21	$0.29	69%	0.72	$12.21
$11.00	$10.00	Oct 23	$0.33	$0.67	$0.33	44%	2.03	$10.67
$10.00	$9.50	Oct 30	$0.12	$0.38	$0.12	31%	3.17	$9.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.72, avg 0.58)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$12.50	$13.00	Oct 9	$0.16	$0.16	$0.34	73%	0.47	$12.66
$12.50	$13.00	Oct 23	$0.21	$0.21	$0.29	67%	0.72	$12.71
$11.50	$12.00	Oct 16	$0.27	$0.27	$0.23	49%	1.17	$11.77
$13.00	$13.50	Oct 30	$0.21	$0.21	$0.29	60%	0.72	$13.21
$12.00	$13.00	Nov 20	$0.37	$0.37	$0.63	52%	0.59	$12.37

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$10.00	Oct 16	$0.21	$0.21	$0.29	71%	0.72	$10.29
$11.00	$10.50	Oct 9	$0.21	$0.21	$0.29	60%	0.72	$10.79
$10.50	$10.00	Oct 9	$0.11	$0.11	$0.39	77%	0.28	$10.39
$11.00	$10.50	Oct 16	$0.17	$0.17	$0.33	61%	0.52	$10.83
$10.00	$9.50	Oct 30	$0.12	$0.12	$0.38	69%	0.32	$9.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.38, cheapest $0.06)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$12.00	Oct 9	Oct 16	$0.06	136.1%	79.2%
$11.00	Oct 9	Oct 16	$0.31	115.4%	93.7%
$11.50	Oct 9	Oct 16	$0.24	112.8%	92.9%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$12.00	Oct 9	Oct 16	$0.43	136.1%	79.2%
$11.00	Oct 9	Oct 16	$0.16	115.4%	93.7%
$11.50	Oct 9	Oct 16	$1.09	112.8%	92.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 8.68% of stock, avg 21.40%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$11.00	Oct 9	$0.61	$0.37	$0.98	$10.02	$11.98	8.68%
$11.50	Oct 9	$0.39	$0.60	$0.99	$10.51	$12.49	8.77%
$12.00	Oct 9	$0.30	$1.01	$1.31	$10.69	$13.31	11.60%
$11.00	Oct 16	$0.92	$0.53	$1.45	$9.55	$12.45	12.84%
$12.00	Oct 16	$0.36	$1.44	$1.80	$10.20	$13.80	15.94%
$10.50	Oct 16	$1.56	$0.36	$1.92	$8.58	$12.42	17.01%
$10.50	Oct 9	$1.79	$0.16	$1.95	$8.55	$12.45	17.27%
$12.00	Oct 23	$0.61	$1.53	$2.14	$9.86	$14.14	18.95%
$11.50	Oct 16	$0.63	$1.69	$2.32	$9.18	$13.82	20.55%
$11.00	Nov 6	$1.42	$1.04	$2.46	$8.54	$13.46	21.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 1.24% of stock, avg 12.88%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$13.50	$9.50	Oct 9	$0.10	$0.04	$0.14	$9.36	$13.64
$13.50	$10.00	Oct 9	$0.10	$0.05	$0.15	$9.85	$13.65
$13.00	$9.50	Oct 9	$0.11	$0.04	$0.15	$9.35	$13.15
$13.00	$10.00	Oct 9	$0.11	$0.05	$0.16	$9.84	$13.16
$13.50	$10.50	Oct 9	$0.10	$0.16	$0.26	$10.24	$13.76
$13.00	$10.50	Oct 9	$0.11	$0.16	$0.27	$10.23	$13.27
$12.50	$10.00	Oct 9	$0.27	$0.05	$0.32	$9.68	$12.82
$12.50	$9.50	Oct 9	$0.27	$0.04	$0.31	$9.19	$12.81
$12.50	$10.50	Oct 9	$0.27	$0.16	$0.43	$10.07	$12.93
$12.00	$10.00	Oct 9	$0.30	$0.05	$0.35	$9.65	$12.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.17, avg credit $0.27)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
10/10	12/13	Oct 9	$0.27	$0.23	50%	1.17	$10.23	$12.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 4.00, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.50	$12.00	$12.50	Oct 9	$0.06	$0.44	17%	7.33
$11.00	$11.50	$12.00	Oct 9	$0.13	$0.37	27%	2.85
$12.50	$13.00	$13.50	Oct 9	$0.15	$0.35	14%	2.33
$11.50	$12.00	$12.50	Oct 16	$0.31	$0.19	18%	0.61
$10.50	$11.00	$11.50	Oct 16	$0.35	$0.15	22%	0.43

PUTS (4)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$10.50	$11.00	Oct 9	$0.10	$0.40	30%	4.00
$11.50	$12.00	$12.50	Oct 9	$0.09	$0.41	17%	4.56
$9.50	$10.00	$10.50	Oct 9	$0.10	$0.40	16%	4.00
$11.00	$11.50	$12.00	Oct 9	$0.18	$0.32	27%	1.78

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 $-0.46, 20 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$10.00	$11.00	1:2	Nov 20	-$0.46	$0.54
$11.50	$12.00	1:2	Oct 16	-$0.09	$0.41
$11.00	$11.50	1:2	Oct 9	-$0.17	$0.33
$10.50	$11.00	1:2	Oct 16	-$0.28	$0.22
$12.50	$13.00	1:2	Oct 23	-$0.14	$0.36

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$12.00	$11.50	1:2	Oct 9	-$0.19	$0.31
$11.50	$11.00	1:2	Oct 9	-$0.14	$0.36
$11.00	$10.50	1:2	Oct 16	-$0.19	$0.31
$11.00	$10.00	1:2	Oct 23	-$0.82	$0.18
$10.50	$10.00	1:2	Nov 6	$0.06	$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 5.31%, avg 2.77%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$13.00	Nov 6	$0.60	0.50	15.2%	5.31%	20.46%	--	52
$12.00	Nov 20	$1.01	0.48	6.3%	8.95%	15.23%	73	1.2K
$13.00	Nov 20	$0.42	0.41	15.2%	3.72%	18.87%	30	152
$13.00	Nov 13	$0.18	0.50	15.2%	1.59%	16.74%	10	--
$13.00	Oct 30	$0.25	0.40	15.2%	2.21%	17.36%	100	141
$13.50	Oct 30	$0.11	0.34	19.6%	0.97%	20.55%	71	158
$12.50	Oct 30	$0.29	0.44	10.7%	2.57%	13.29%	1	168
$12.50	Nov 6	$0.18	0.50	10.7%	1.59%	12.31%	5	210
$12.50	Oct 23	$0.34	0.33	10.7%	3.01%	13.73%	--	191
$13.00	Oct 16	$0.22	0.27	15.2%	1.95%	17.09%	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 15,715

Total Puts 10,272

Put/Call Ratio 0.65

Net Difference 5,443

Prior's Put/Call Breakdown

Total Calls 10,478

Total Puts 703

Put/Call Ratio 0.07

Net Difference 9,775

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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