NVAX - Options Database

NVAX

NOVAVAX INC

$11.29 -10.15%

(10/6 10:25) ◀

Tuesday, October 6, 2026 (10:30am)

▶ (10/6 10:35)

◀ 10/6 10:30 ▶

Option Volume

Detail

ℹ

Current (10/06 10:30am) 26,512

Calls: 16,126 (61%)

Puts: 10,386 (39%)

Prior (09/02) 11,249

Calls: 10,540 (94%)

Puts: 709 (6%)

Current vs Prior +135.68%

Calls: +53.00% (Calls)

Puts: +1364.88% (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 +17.76%

Calls: -19.22%

Puts: +307.11%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:30am) $2.84M

Calls: $1.24M (44%)

Puts: $1.59M (56%)

Prior (09/02) $520.0K

Calls: $496.8K (96%)

Puts: $23.1K (4%)

Current vs Prior +445.87%

Calls: +150.26%

Puts: +6798.74%

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 +76.62%

Calls: -15.39%

Puts: +1059.77%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:30am) 0.64

Prior (09/02) 0.07

Current vs Prior +857.45%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +396.83%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:30am) 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 10.27% | 22.59%22.59% | 31.36%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +6.69% | +70.73%+31.18% | +48.54%

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

Current vs 7-Day Avg +19.03% | +81.80%+79.35% | +50.45%

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

Current vs 7-Day Eod +6.69% | +70.73%+13.47% | +7.90%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 11.20% | 199.64%

Calls: 11.86% | 35.51%

Puts: 10.53% | 363.77%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -80.31% | +560.84%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg -76.14% | +314.84%

Liquidity Expensive

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Massive premium surge with dollar volume up 446% vs prior. Dollar volume significantly above 7-day average (77% higher). Unusually high activity with volume up 136% vs prior - elevated interest. Bullish P/C ratio of 0.64.

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
10:30	BEARISH	BULLISH	BULLISH
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

📊

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. 3 found (avg $0.70, cheapest $0.59)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Oct 9	0.55	0.62	$0.59	11.9%	148	0.65	1.6K

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.50	Oct 9	0.54	0.60	$0.57	10.5%	132	0.52	174
$12.00	Oct 9	0.86	1.00	$0.93	15.1%	2.5K	0.69	335

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.67, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Oct 16	1.30	1.67	$1.49	24.8%	103	1.00	4.0K
$9.50	Oct 9	0.04	3.90	$1.97	195.9%	1	0.95	21
$10.00	Oct 9	1.18	3.25	$2.22	93.2%	1	0.92	266
$10.50	Oct 9	0.75	2.84	$1.80	116.1%	10	0.80	332
$9.50	Oct 23	0.80	3.80	$2.30	130.4%	--	0.76	30

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.50	Oct 9	0.38	4.35	$2.36	168.2%	2	0.92	1
$13.00	Oct 9	1.81	2.02	$1.92	10.9%	143	0.87	157
$12.50	Oct 9	1.19	1.72	$1.46	36.3%	187	0.75	165
$12.00	Oct 9	0.86	1.00	$0.93	15.1%	2.5K	0.69	335
$12.50	Oct 16	1.25	2.00	$1.63	46.0%	72	0.68	3

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 14.5K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.20	0.70	$0.45	111.1%	1.7K	0.27	10.6K
$13.00	Oct 9	0.10	0.16	$0.13	46.2%	1.5K	0.17	2.3K
$12.00	Oct 9	0.21	0.30	$0.26	34.6%	539	0.34	1.2K
$13.50	Oct 9	0.03	0.16	$0.10	130.0%	420	0.13	1.2K
$11.00	Oct 9	0.55	0.62	$0.59	11.9%	148	0.65	1.6K

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	0.68	112
$12.00	Oct 9	0.86	1.00	$0.93	15.1%	2.5K	0.69	335
$11.00	Oct 23	0.33	2.20	$1.27	147.2%	1.5K	0.39	4.0K
$12.00	Nov 20	1.45	3.65	$2.55	86.3%	733	0.50	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. 9 strikes (avg 7.7%, max 36.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$12.50	Oct 9	Nov 13	144.9%	135.3%	7.1%	129	857
$11.00	Oct 9	Nov 20	120.2%	113.6%	5.8%	160	3.3K
$13.00	Oct 9	Nov 20	139.1%	134.2%	3.6%	1.6K	2.4K
$11.50	Oct 9	Nov 6	120.5%	116.5%	3.4%	100	1.4K
$10.50	Oct 9	Nov 6	116.6%	114.7%	1.7%	10	344

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$12.50	Oct 9	Oct 30	144.9%	106.2%	36.5%	205	173
$11.00	Oct 9	Nov 20	120.2%	113.6%	5.8%	234	273
$11.50	Oct 9	Nov 6	120.5%	116.5%	3.4%	133	174
$10.50	Oct 9	Nov 6	116.6%	114.7%	1.7%	149	194

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 2.70, avg 2.41)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$12.00	Nov 20	$0.27	$0.73	$0.27	54%	2.70	$11.27
$10.50	$11.00	Oct 30	$0.18	$0.32	$0.18	70%	1.78	$10.68
$9.50	$10.50	Oct 23	$0.57	$0.43	$0.57	76%	0.75	$10.07
$11.00	$11.50	Oct 9	$0.12	$0.38	$0.12	65%	3.17	$11.12
$11.00	$12.00	Oct 30	$0.50	$0.50	$0.50	66%	1.00	$11.50

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$11.00	$10.00	Oct 23	$0.12	$0.88	$0.12	39%	7.33	$10.88
$12.00	$11.00	Oct 23	$0.26	$0.74	$0.26	58%	2.85	$11.74
$13.00	$12.50	Oct 30	$0.15	$0.35	$0.15	63%	2.33	$12.85
$11.00	$10.00	Oct 30	$0.17	$0.83	$0.17	38%	4.88	$10.83
$11.00	$10.50	Nov 6	$0.11	$0.39	$0.11	37%	3.55	$10.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 1.17, avg 0.57)

BEAR CALL (4)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$13.00	$13.50	Oct 30	$0.22	$0.22	$0.28	57%	0.79	$13.22
$12.50	$13.00	Oct 9	$0.11	$0.11	$0.39	73%	0.28	$12.61
$11.50	$12.00	Oct 9	$0.21	$0.21	$0.29	51%	0.72	$11.71
$11.50	$12.00	Oct 16	$0.16	$0.16	$0.34	60%	0.47	$11.66

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$10.00	Nov 6	$0.27	$0.27	$0.23	68%	1.17	$10.23
$11.00	$10.50	Oct 16	$0.31	$0.31	$0.19	49%	1.63	$10.69
$10.50	$10.00	Oct 9	$0.11	$0.11	$0.39	78%	0.28	$10.39
$11.00	$10.50	Oct 9	$0.18	$0.18	$0.32	64%	0.56	$10.82
$10.00	$9.50	Oct 30	$0.12	$0.12	$0.38	70%	0.32	$9.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.34, cheapest $0.05)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.50	Oct 9	Oct 16	$0.05	120.5%	125.0%
$12.00	Oct 9	Oct 16	$0.10	114.3%	122.2%
$11.00	Oct 9	Oct 16	$0.27	120.2%	145.8%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.50	Oct 9	Oct 16	$1.12	120.5%	125.0%
$12.00	Oct 9	Oct 16	$0.28	114.3%	122.2%
$11.00	Oct 9	Oct 16	$0.19	120.2%	145.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 8.24% of stock, avg 20.49%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$11.00	Oct 9	$0.59	$0.34	$0.93	$10.07	$11.93	8.24%
$11.50	Oct 9	$0.47	$0.57	$1.04	$10.46	$12.54	9.21%
$12.00	Oct 9	$0.26	$0.93	$1.19	$10.81	$13.19	10.54%
$11.00	Oct 16	$0.86	$0.53	$1.39	$9.61	$12.39	12.31%
$12.00	Oct 16	$0.36	$1.21	$1.57	$10.43	$13.57	13.91%
$10.50	Oct 16	$1.56	$0.22	$1.78	$8.72	$12.28	15.77%
$10.50	Oct 9	$1.80	$0.16	$1.96	$8.54	$12.46	17.36%
$12.00	Oct 23	$0.62	$1.53	$2.15	$9.85	$14.15	19.04%
$11.50	Oct 16	$0.52	$1.69	$2.21	$9.29	$13.71	19.57%
$11.00	Oct 23	$1.11	$1.27	$2.38	$8.62	$13.38	21.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 66 found (cheapest 1.24% of stock, avg 11.26%)

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	$0.13	$0.04	$0.17	$9.33	$13.17
$13.00	$10.00	Oct 9	$0.13	$0.05	$0.18	$9.82	$13.18
$13.50	$10.50	Oct 9	$0.10	$0.16	$0.26	$10.24	$13.76
$13.00	$10.50	Oct 9	$0.13	$0.16	$0.29	$10.21	$13.29
$12.50	$9.50	Oct 9	$0.24	$0.04	$0.28	$9.22	$12.78
$12.50	$10.00	Oct 9	$0.24	$0.05	$0.29	$9.71	$12.79
$12.00	$9.50	Oct 9	$0.26	$0.04	$0.30	$9.20	$12.30
$12.00	$10.00	Oct 9	$0.26	$0.05	$0.31	$9.69	$12.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.79, avg credit $0.22)

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	51%	0.79	$10.28	$12.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 6.14, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$12.50	$13.00	$13.50	Oct 9	$0.08	$0.42	14%	5.25
$12.50	$13.00	$13.50	Oct 16	$0.06	$0.44	0%	7.33
$11.00	$11.50	$12.00	Oct 16	$0.18	$0.32	21%	1.78
$11.00	$12.00	$13.00	Nov 20	$0.19	$0.81	13%	4.26
$11.50	$12.00	$12.50	Oct 9	$0.19	$0.31	22%	1.63

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$11.00	$12.00	Oct 23	$0.14	$0.86	28%	6.14
$10.00	$10.50	$11.00	Oct 9	$0.07	$0.43	28%	6.14
$11.00	$11.50	$12.00	Oct 9	$0.13	$0.37	33%	2.85
$9.50	$10.00	$10.50	Oct 9	$0.10	$0.40	15%	4.00
$11.50	$12.00	$12.50	Oct 9	$0.17	$0.33	23%	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 $-0.05, 21 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.50	$12.00	1:2	Oct 9	-$0.05	$0.45
$10.50	$11.00	1:2	Oct 16	-$0.16	$0.34
$10.00	$11.00	1:2	Nov 20	-$0.54	$0.46
$11.00	$11.50	1:2	Oct 16	-$0.18	$0.32
$13.00	$13.50	1:2	Oct 9	-$0.07	$0.43

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.50	$11.00	1:2	Oct 9	-$0.11	$0.39
$12.00	$11.50	1:2	Oct 9	-$0.21	$0.29
$10.50	$10.00	1:2	Oct 16	-$0.08	$0.42
$13.00	$12.50	1:2	Oct 16	-$0.30	$0.20
$12.50	$12.00	1:2	Oct 9	-$0.40	$0.10

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 2.63%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$13.00	Nov 6	$0.60	0.53	15.2%	5.31%	20.46%	--	52
$12.00	Nov 20	$1.01	0.46	6.3%	8.95%	15.23%	84	1.2K
$13.00	Nov 20	$0.42	0.41	15.2%	3.72%	18.87%	30	152
$13.00	Oct 30	$0.28	0.43	15.2%	2.48%	17.63%	100	141
$13.00	Nov 13	$0.18	0.48	15.2%	1.59%	16.74%	10	--
$13.50	Oct 30	$0.11	0.36	19.6%	0.97%	20.55%	71	158
$12.50	Oct 30	$0.32	0.47	10.7%	2.83%	13.55%	1	168
$12.50	Oct 23	$0.38	0.39	10.7%	3.37%	14.08%	--	191
$12.50	Nov 6	$0.18	0.54	10.7%	1.59%	12.31%	5	210
$13.00	Oct 23	$0.21	0.33	15.2%	1.86%	17.01%	54	5.1K

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 16,126

Total Puts 10,386

Put/Call Ratio 0.64

Net Difference 5,740

Prior's Put/Call Breakdown

Total Calls 10,540

Total Puts 709

Put/Call Ratio 0.07

Net Difference 9,831

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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