NVAX - Options Database

NVAX

NOVAVAX INC

$11.30 -10.03%

(10/6 10:30) ◀

Tuesday, October 6, 2026 (10:35am)

▶ (10/6 18:02)

◀ 10/6 10:35 ▶

Option Volume

Detail

ℹ

Current (10/06 10:35am) 27,662

Calls: 16,918 (61%)

Puts: 10,744 (39%)

Prior (09/02) 11,321

Calls: 10,598 (94%)

Puts: 723 (6%)

Current vs Prior +144.34%

Calls: +59.63% (Calls)

Puts: +1386.03% (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 +22.87%

Calls: -15.25%

Puts: +321.14%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:35am) $2.91M

Calls: $1.36M (47%)

Puts: $1.55M (53%)

Prior (09/02) $524.5K

Calls: $501.0K (96%)

Puts: $23.5K (4%)

Current vs Prior +455.49%

Calls: +171.92%

Puts: +6506.25%

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 +81.31%

Calls: -7.29%

Puts: +1027.99%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:35am) 0.64

Prior (09/02) 0.07

Current vs Prior +830.90%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg +389.88%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:35am) 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 10.80% | 16.81%16.81% | 31.50%

Prior 9.63% | 13.23%17.22% | 21.11%

Current vs Prior +12.11% | +27.10%-2.34% | +49.25%

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

Current vs 7-Day Avg +25.08% | +35.34%+33.51% | +51.16%

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

Current vs 7-Day Eod +12.11% | +27.10%-15.53% | +8.41%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.90% | 106.16%

Calls: 17.46% | 35.51%

Puts: 20.34% | 176.81%

Prior 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Current vs Prior -66.77% | +251.41%

Prior 7-Day Avg 46.95% | 48.12%

Calls: 34.57% | 31.80%

Puts: 59.32% | 64.45%

Current vs 7-Day Avg -59.74% | +120.60%

Liquidity Expensive

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Massive premium surge with dollar volume up 455% vs prior. Dollar volume significantly above 7-day average (81% higher). Unusually high activity with volume up 144% 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
10:35	BEARISH	BULLISH	BULLISH
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

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High Delta

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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 $0.77, cheapest $0.63)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Oct 9	0.57	0.68	$0.63	17.5%	159	0.63	1.6K

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.00	Oct 9	0.82	0.98	$0.90	17.8%	2.6K	0.68	335

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.67, highest 0.94)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.50	Oct 9	0.09	3.90	$2.00	190.5%	1	0.94	21
$10.00	Oct 9	0.98	3.25	$2.12	107.1%	1	0.92	266
$10.00	Oct 16	1.36	1.66	$1.51	19.9%	103	0.90	4.0K
$10.50	Oct 9	0.85	2.84	$1.85	107.6%	10	0.78	332
$10.50	Oct 16	0.01	3.10	$1.56	198.1%	--	0.76	129

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.50	Oct 9	0.38	4.30	$2.34	167.5%	2	0.87	1
$13.00	Oct 9	1.62	2.01	$1.82	21.4%	150	0.82	157
$12.50	Oct 9	1.19	1.50	$1.35	23.0%	187	0.74	165
$13.00	Oct 16	1.67	3.95	$2.81	81.1%	2.7K	0.73	112
$12.50	Oct 16	1.25	2.00	$1.63	46.0%	72	0.69	3

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 15.0K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	0.20	0.43	$0.32	71.9%	1.7K	0.25	10.6K
$13.00	Oct 9	0.09	0.19	$0.14	71.4%	1.6K	0.18	2.3K
$12.00	Oct 9	0.21	0.30	$0.26	34.6%	549	0.32	1.2K
$13.50	Oct 9	0.03	0.16	$0.10	130.0%	420	0.12	1.2K
$11.00	Oct 9	0.57	0.68	$0.63	17.5%	159	0.63	1.6K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$13.00	Oct 16	1.67	3.95	$2.81	81.1%	2.7K	0.73	112
$12.00	Oct 9	0.82	0.98	$0.90	17.8%	2.6K	0.68	335
$11.00	Oct 23	0.33	2.20	$1.27	147.2%	1.5K	0.45	4.0K
$12.00	Nov 20	1.45	3.65	$2.55	86.3%	733	0.50	10
$10.00	Oct 9	0.01	0.07	$0.04	150.0%	453	0.08	232

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 17.2%, max 52.3%)

CALLS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.00	Oct 9	Nov 20	147.5%	134.1%	10.0%	1.6K	2.4K
$12.50	Oct 9	Nov 13	146.4%	135.3%	8.2%	129	857
$12.00	Oct 9	Nov 20	120.7%	120.6%	0.1%	633	2.4K

PUTS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$13.00	Oct 9	Oct 30	147.5%	96.8%	52.3%	156	159
$12.50	Oct 9	Oct 30	146.4%	110.5%	32.4%	205	173
$12.00	Oct 9	Nov 20	120.7%	120.6%	0.1%	3.3K	345

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 5.25, avg 2.00)

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
$10.00	$10.50	Oct 9	$0.27	$0.23	$0.27	92%	0.85	$10.27
$10.50	$11.00	Oct 30	$0.19	$0.31	$0.19	71%	1.63	$10.69
$9.50	$10.50	Oct 23	$0.57	$0.43	$0.57	70%	0.75	$10.07
$11.00	$11.50	Oct 9	$0.22	$0.28	$0.22	63%	1.27	$11.22

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.00	Oct 23	$0.16	$0.84	$0.16	60%	5.25	$11.84
$11.00	$10.00	Oct 23	$0.12	$0.88	$0.12	45%	7.33	$10.88
$13.00	$12.50	Oct 30	$0.15	$0.35	$0.15	67%	2.33	$12.85
$11.00	$10.50	Nov 6	$0.14	$0.36	$0.14	37%	2.57	$10.86
$12.00	$11.50	Oct 9	$0.31	$0.19	$0.31	68%	0.61	$11.69

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 0.64)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$12.50	$13.00	Oct 30	$0.33	$0.33	$0.17	52%	1.94	$12.83
$12.00	$12.50	Oct 16	$0.18	$0.18	$0.32	62%	0.56	$12.18
$12.50	$13.00	Oct 23	$0.16	$0.16	$0.34	67%	0.47	$12.66
$11.50	$12.00	Oct 23	$0.22	$0.22	$0.28	54%	0.79	$11.72
$11.50	$12.00	Oct 9	$0.15	$0.15	$0.35	54%	0.43	$11.65

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	69%	1.17	$10.23
$10.50	$10.00	Oct 9	$0.12	$0.12	$0.38	78%	0.32	$10.38
$11.00	$10.50	Oct 16	$0.22	$0.22	$0.28	56%	0.79	$10.78
$11.00	$10.50	Oct 9	$0.14	$0.14	$0.36	63%	0.39	$10.86
$10.50	$10.00	Oct 16	$0.11	$0.11	$0.39	71%	0.28	$10.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.24, cheapest $0.18)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.00	Oct 9	Oct 16	$0.23	103.8%	70.2%
$11.50	Oct 9	Oct 16	$0.23	116.0%	109.1%
$12.00	Oct 9	Oct 16	$0.28	120.7%	118.9%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.00	Oct 9	Oct 16	$0.18	103.8%	70.2%
$11.50	Oct 9	Oct 16	$0.45	116.0%	109.1%
$12.00	Oct 9	Oct 16	$0.08	120.7%	118.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 8.23% of stock, avg 19.65%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$11.00	Oct 9	$0.63	$0.30	$0.93	$10.07	$11.93	8.23%
$11.50	Oct 9	$0.41	$0.59	$1.00	$10.50	$12.50	8.85%
$12.00	Oct 9	$0.26	$0.90	$1.16	$10.84	$13.16	10.27%
$11.00	Oct 16	$0.86	$0.48	$1.34	$9.66	$12.34	11.86%
$12.00	Oct 16	$0.54	$0.98	$1.52	$10.48	$13.52	13.45%
$11.50	Oct 16	$0.64	$1.04	$1.68	$9.82	$13.18	14.87%
$10.50	Oct 16	$1.56	$0.26	$1.82	$8.68	$12.32	16.11%
$10.50	Oct 9	$1.85	$0.16	$2.01	$8.49	$12.51	17.79%
$12.00	Oct 23	$0.60	$1.43	$2.03	$9.97	$14.03	17.96%
$11.00	Oct 23	$1.21	$1.27	$2.48	$8.52	$13.48	21.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 71 found (cheapest 1.24% of stock, avg 9.99%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$13.50	$10.00	Oct 9	$0.10	$0.04	$0.14	$9.86	$13.64
$13.50	$9.50	Oct 9	$0.10	$0.04	$0.14	$9.36	$13.64
$13.00	$10.00	Oct 9	$0.14	$0.04	$0.18	$9.82	$13.18
$13.00	$9.50	Oct 9	$0.14	$0.04	$0.18	$9.32	$13.18
$13.50	$10.50	Oct 9	$0.10	$0.16	$0.26	$10.24	$13.76
$13.00	$10.50	Oct 9	$0.14	$0.16	$0.30	$10.20	$13.30
$12.50	$10.00	Oct 9	$0.23	$0.04	$0.27	$9.73	$12.77
$12.50	$9.50	Oct 9	$0.23	$0.04	$0.27	$9.23	$12.77
$12.00	$10.00	Oct 9	$0.26	$0.04	$0.30	$9.70	$12.30
$12.00	$9.50	Oct 9	$0.26	$0.04	$0.30	$9.20	$12.30

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. 21 found (best R:R 6.14, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.00	$11.50	$12.00	Oct 9	$0.07	$0.43	31%	6.14
$11.50	$12.00	$12.50	Oct 9	$0.12	$0.38	21%	3.17
$11.00	$11.50	$12.00	Oct 16	$0.12	$0.38	19%	3.17
$10.50	$11.00	$11.50	Oct 23	$0.13	$0.37	15%	2.85
$12.00	$12.50	$13.00	Oct 16	$0.14	$0.36	13%	2.57

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$10.50	$11.00	Oct 16	$0.11	$0.39	26%	3.55
$9.50	$10.00	$10.50	Oct 16	$0.08	$0.42	16%	5.25
$10.50	$11.00	$11.50	Oct 9	$0.15	$0.35	32%	2.33
$9.50	$10.00	$10.50	Oct 9	$0.12	$0.38	16%	3.17
$11.50	$12.00	$12.50	Oct 9	$0.14	$0.36	20%	2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.16, 22 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$10.50	$11.00	1:2	Oct 16	-$0.16	$0.34
$11.00	$11.50	1:2	Oct 9	-$0.19	$0.31
$11.50	$12.00	1:2	Oct 9	-$0.11	$0.39
$12.50	$13.00	1:2	Oct 9	-$0.05	$0.45
$13.00	$13.50	1:2	Oct 9	-$0.06	$0.44

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$12.00	$11.50	1:2	Oct 9	-$0.28	$0.22
$12.50	$12.00	1:2	Oct 16	-$0.33	$0.17
$10.00	$9.50	1:2	Oct 16	-$0.09	$0.41
$12.50	$12.00	1:2	Oct 9	-$0.45	$0.05
$13.00	$12.50	1:2	Oct 16	-$0.45	$0.05

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 3.18%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$13.00	Nov 6	$0.60	0.55	15.0%	5.31%	20.35%	--	52
$12.00	Nov 20	$1.04	0.46	6.2%	9.20%	15.40%	84	1.2K
$13.00	Nov 13	$0.30	0.49	15.0%	2.65%	17.70%	10	--
$13.00	Nov 20	$0.43	0.41	15.0%	3.81%	18.85%	30	152
$13.00	Oct 30	$0.43	0.40	15.0%	3.81%	18.85%	100	141
$12.50	Oct 30	$0.47	0.48	10.6%	4.16%	14.78%	1	168
$13.50	Oct 30	$0.11	0.36	19.5%	0.97%	20.44%	71	158
$12.50	Nov 6	$0.23	0.56	10.6%	2.04%	12.65%	5	210
$12.00	Oct 30	$0.50	0.51	6.2%	4.42%	10.62%	--	818
$12.50	Oct 23	$0.39	0.33	10.6%	3.45%	14.07%	--	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 16,918

Total Puts 10,744

Put/Call Ratio 0.64

Net Difference 6,174

Prior's Put/Call Breakdown

Total Calls 10,598

Total Puts 723

Put/Call Ratio 0.07

Net Difference 9,875

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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