Tour v531
NVAX
NOVAVAX INC
$12.32 -3.37%
◀ 10/12 09:50 ▶

Option Volume

Detail
ℹ
Current (10/12 9:50am) 1,935
Calls: 1,476 (76%)
Puts: 459 (24%)
Prior (10/06) 13,019
Calls: 8,033 (62%)
Puts: 4,986 (38%)
Current vs Prior -85.14%
Calls: -81.63% (Calls)
Puts: -90.79% (Puts)
Prior 7-Day Total 136,639
Calls: 116,518 (85%)
Puts: 20,121 (15%)
Prior 7-Day Average 19,519
Calls: 16,645 (85%)
Puts: 2,874 (15%)
Current vs Prior 7-Day Avg -90.09%
Calls: -91.13%
Puts: -84.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12 9:50am) $125.1K
Calls: $97.8K (78%)
Puts: $27.3K (22%)
Prior (10/06) $1.15M
Calls: $701.0K (61%)
Puts: $453.9K (39%)
Current vs Prior -89.17%
Calls: -86.05%
Puts: -93.98%
Prior 7-Day Total $8.99M
Calls: $7.18M (80%)
Puts: $1.80M (20%)
Prior 7-Day Average $1.28M
Calls: $1.03M (80%)
Puts: $257.7K (20%)
Current vs Prior 7-Day Avg -90.25%
Calls: -90.47%
Puts: -89.39%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 9:50am) 0.31
Prior (10/06) 0.62
Current vs Prior -49.90%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +63.52%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12 9:50am) 290,860
Calls: 185,286 (64%)
Puts: 105,574 (36%)
Prior (10/06) 279,413
Calls: 185,283 (66%)
Puts: 94,130 (34%)
Current vs Prior +4.10%
Prior 7-Day Total 1,569,026
Calls: 1,019,591 (65%)
Puts: 549,435 (35%)
Prior 7-Day Average 224,146
Calls: 145,655 (65%)
Puts: 78,490 (35%)
Current vs Prior 7-Day Avg +29.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 10.88% | 14.53%10.88% | 23.21%
Prior 10.80% | 16.81%16.81% | 31.50%
Current vs Prior +0.74% | -13.59%-35.31% | -26.31%
Prior 7-Day Avg 8.73% | 12.29%13.44% | 22.97%
Current vs 7-Day Avg +24.55% | +18.17%-19.06% | +1.05%
Prior 7-Day Eod 10.80% | 16.81%12.35% | 22.71%
Current vs 7-Day Eod +0.74% | -13.59%-11.95% | +2.24%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 38.29% | 56.30%
Calls: 30.43% | 60.44%
Puts: 46.15% | 52.17%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +102.59% | -46.97%
Prior 7-Day Avg 35.82% | 45.75%
Calls: 26.93% | 26.16%
Puts: 44.70% | 65.35%
Current vs 7-Day Avg +6.91% | +23.05%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($97.8K) vs puts ($27.3K). Light premium activity with dollar volume down 89% vs prior. Below-average activity with volume down 85% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (1,476 calls vs 459 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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)
TimeSmart MoneyRetailOverall
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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

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. 30 found (avg delta 0.70, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 301.704.50$3.1090.3%--0.91177
$10.50Oct 161.612.52$2.0744.0%--0.91130
$11.00Oct 161.282.00$1.6443.9%30.893.4K
$10.00Oct 162.203.25$2.7338.5%--0.893.5K
$10.50Oct 231.722.60$2.1640.7%--0.8713
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.781.10$0.9434.0%210.666.3K
$13.00Oct 300.172.01$1.09168.8%--0.5633
$12.50Oct 160.500.80$0.6546.2%2640.53153
$12.50Oct 230.641.12$0.8854.5%10.5033

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 1.3K, top 353)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.580.79$0.6930.4%3530.621.6K
$13.00Oct 160.230.35$0.2941.4%2120.3410.5K
$14.00Oct 160.100.17$0.1450.0%1650.171.6K
$12.50Oct 300.671.15$0.9152.7%310.55244
$13.50Oct 160.180.29$0.2445.8%280.26854
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 160.500.80$0.6546.2%2640.53153
$12.00Oct 160.210.44$0.3369.7%870.37297
$12.00Oct 230.440.62$0.5334.0%270.40133
$13.00Oct 160.781.10$0.9434.0%210.666.3K
$12.00Nov 201.171.40$1.2917.8%100.41608

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 15.5%, max 36.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Oct 16Oct 30119.7%88.0%36.0%28936
$12.50Oct 16Nov 13104.9%88.1%19.0%191.2K
$13.00Oct 16Nov 20103.9%92.9%11.8%21611.0K
$14.00Oct 16Nov 20117.0%109.2%7.1%1692.0K
$12.00Oct 16Nov 2089.2%88.4%0.9%3723.6K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Oct 16Oct 30103.9%81.5%27.4%216.3K
$12.50Oct 16Nov 6104.9%86.6%21.1%264163
$12.00Oct 16Nov 2089.2%88.4%0.9%97905

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 2.85, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$11.50Oct 30$0.13$0.37$0.1375%2.85$11.13
$11.50$12.00Nov 6$0.14$0.36$0.1471%2.57$11.64
$12.00$13.00Nov 20$0.40$0.60$0.4058%1.50$12.40
$10.50$11.00Nov 6$0.30$0.20$0.3081%0.67$10.80
$13.00$14.00Nov 6$0.35$0.65$0.3552%1.86$13.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.50$11.00Nov 6$0.34$1.16$0.3445%3.41$12.16
$12.50$12.00Oct 30$0.18$0.32$0.1847%1.78$12.32
$13.00$12.50Oct 16$0.29$0.21$0.2966%0.72$12.71
$13.00$12.50Oct 30$0.25$0.25$0.2556%1.00$12.75
$11.00$10.00Nov 20$0.25$0.75$0.2531%3.00$10.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 1.04, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Oct 30$0.25$0.25$0.2560%1.00$13.75
$13.50$14.00Oct 23$0.17$0.17$0.3367%0.52$13.67
$12.50$13.00Oct 16$0.19$0.19$0.3153%0.61$12.69
$12.50$13.00Nov 6$0.24$0.24$0.2642%0.92$12.74
$13.00$13.50Oct 23$0.14$0.14$0.3659%0.39$13.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$10.00Oct 30$0.51$0.51$0.4973%1.04$10.49
$11.00$10.50Nov 6$0.25$0.25$0.2572%1.00$10.75
$12.00$11.00Nov 20$0.42$0.42$0.5859%0.72$11.58
$12.00$11.50Oct 16$0.19$0.19$0.3163%0.61$11.81
$12.00$11.50Oct 23$0.22$0.22$0.2860%0.79$11.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.22, cheapest $0.15)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Oct 16Oct 23$0.23104.9%92.0%
$12.00Oct 16Oct 23$0.2289.2%79.4%
$13.00Oct 16Oct 23$0.28103.9%97.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 30$0.15103.9%81.5%
$12.50Oct 16Oct 23$0.23104.9%92.0%
$12.00Oct 16Oct 23$0.2089.2%79.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 8.28% of stock, avg 14.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Oct 16$0.69$0.33$1.02$10.98$13.028.28%
$12.50Oct 16$0.48$0.65$1.13$11.37$13.639.17%
$13.00Oct 16$0.29$0.94$1.23$11.77$14.239.98%
$11.50Oct 16$1.25$0.14$1.39$10.11$12.8911.28%
$12.00Oct 23$0.91$0.53$1.44$10.56$13.4411.69%
$12.50Oct 23$0.71$0.88$1.59$10.91$14.0912.91%
$12.50Oct 30$0.91$0.84$1.75$10.75$14.2514.20%
$13.00Oct 30$0.72$1.09$1.81$11.19$14.8114.69%
$12.00Oct 30$1.30$0.66$1.96$10.04$13.9615.91%
$11.50Oct 23$1.68$0.31$1.99$9.51$13.4916.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 1.46% of stock, avg 6.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.50$11.00Oct 16$0.12$0.06$0.18$10.82$14.68
$14.50$10.50Oct 16$0.12$0.06$0.18$10.32$14.68
$14.00$11.00Oct 16$0.14$0.06$0.20$10.80$14.20
$14.00$10.50Oct 16$0.14$0.06$0.20$10.30$14.20
$14.50$10.00Oct 16$0.12$0.11$0.23$9.77$14.73
$14.00$10.00Oct 16$0.14$0.11$0.25$9.75$14.25
$14.50$11.50Oct 16$0.12$0.14$0.26$11.24$14.76
$14.00$11.50Oct 16$0.14$0.14$0.28$11.22$14.28
$13.50$11.00Oct 16$0.24$0.06$0.30$10.70$13.80
$13.50$10.50Oct 16$0.24$0.06$0.30$10.20$13.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.50, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
11/1214/14Oct 23$0.30$0.2039%1.50$11.20$13.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.00$12.50$13.00Oct 23$0.06$0.4419%7.33
$12.50$13.00$13.50Oct 30$0.09$0.4115%4.56
$13.50$14.00$14.50Oct 16$0.08$0.4212%5.25
$10.00$11.00$12.00Nov 20$0.17$0.8319%4.88
$12.50$13.00$13.50Oct 16$0.14$0.3621%2.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.00$12.50$13.00Oct 30$0.07$0.4318%6.14
$11.00$11.50$12.00Oct 23$0.09$0.4122%4.56
$11.00$11.50$12.00Oct 16$0.11$0.3927%3.55
$11.50$12.00$12.50Oct 16$0.13$0.3732%2.85
$10.50$11.00$11.50Oct 23$0.08$0.4216%5.25

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 $-0.13, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$12.001:2Oct 16-$0.13$0.37
$11.50$12.001:2Oct 23-$0.14$0.36
$13.00$14.001:2Nov 6-$0.33$0.67
$12.50$13.001:2Oct 16-$0.10$0.40
$13.50$14.001:2Oct 30-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$11.001:2Nov 6-$0.39$1.11
$12.00$11.501:2Oct 23-$0.09$0.41
$12.50$12.001:2Oct 23-$0.18$0.32
$11.00$10.501:2Oct 23-$0.08$0.42
$11.00$10.501:2Oct 16-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 6.41%, avg 3.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Nov 20$0.790.4213.6%6.41%20.05%4397
$13.00Nov 20$0.950.485.5%7.71%13.23%4462
$13.00Nov 13$0.680.515.5%5.52%11.04%--55
$13.00Nov 6$0.570.525.5%4.63%10.15%8146
$12.50Nov 6$0.800.581.5%6.49%7.95%1227
$13.00Oct 30$0.480.475.5%3.90%9.42%3189
$12.50Nov 13$0.670.561.5%5.44%6.90%--24
$12.50Oct 30$0.670.551.5%5.44%6.90%31244
$13.00Oct 23$0.450.415.5%3.65%9.17%115.1K
$12.50Oct 23$0.620.491.5%5.03%6.49%13136

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 1,476
Total Puts 459
Put/Call Ratio 0.31
Net Difference 1,017

Prior's Put/Call Breakdown

Total Calls 8,033
Total Puts 4,986
Put/Call Ratio 0.62
Net Difference 3,047

Prior 7-Day Put/Call Summary

Total Calls 116,518
Total Puts 20,121
Average Put/Call Ratio 0.19
Ratio Trend Falling

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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Chart Title

Price — Past 7 Days

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