Tour v531
NVAX
NOVAVAX INC
$12.63 -0.94%
◀ 10/12 09:55 ▶

Option Volume

Detail
ℹ
Current (10/12 9:55am) 2,382
Calls: 1,672 (70%)
Puts: 710 (30%)
Prior (10/06) 15,811
Calls: 8,573 (54%)
Puts: 7,238 (46%)
Current vs Prior -84.93%
Calls: -80.50% (Calls)
Puts: -90.19% (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 -87.80%
Calls: -89.96%
Puts: -75.30%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12 9:55am) $147.8K
Calls: $120.3K (81%)
Puts: $27.4K (19%)
Prior (10/06) $1.25M
Calls: $686.0K (55%)
Puts: $567.7K (45%)
Current vs Prior -88.22%
Calls: -82.46%
Puts: -95.17%
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 -88.49%
Calls: -88.27%
Puts: -89.35%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 9:55am) 0.42
Prior (10/06) 0.84
Current vs Prior -49.70%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +123.26%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12 9:55am) 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 11.40% | 14.41%11.40% | 25.26%
Prior 10.80% | 16.81%16.81% | 31.50%
Current vs Prior +5.60% | -14.30%-32.19% | -19.83%
Prior 7-Day Avg 8.73% | 12.29%13.44% | 22.97%
Current vs 7-Day Avg +30.56% | +17.21%-15.15% | +9.94%
Prior 7-Day Eod 10.80% | 16.81%12.35% | 22.71%
Current vs 7-Day Eod +5.60% | -14.30%-7.70% | +11.23%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 36.77% | 86.94%
Calls: 25.40% | 48.89%
Puts: 48.15% | 125.00%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +94.55% | -18.10%
Prior 7-Day Avg 35.82% | 45.75%
Calls: 26.93% | 26.16%
Puts: 44.70% | 65.35%
Current vs 7-Day Avg +2.66% | +90.01%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($120.3K) vs puts ($27.4K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 85% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (1,672 calls vs 710 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
09:55BULLISHBULLISHBULLISH
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. 1 found (avg $0.41, cheapest $0.41)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.370.45$0.4119.5%2400.4110.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 161.282.00$1.6443.9%50.953.4K
$10.50Oct 161.612.52$2.0744.0%--0.94130
$10.50Oct 231.722.60$2.1640.7%--0.9113
$11.50Oct 161.181.63$1.4032.1%10.84583
$11.00Oct 231.502.50$2.0050.0%--0.83169
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 162.342.75$2.5516.1%20.876
$13.00Oct 160.611.00$0.8148.1%210.596.3K
$13.00Oct 300.172.01$1.09168.8%--0.5233

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 2.0K, top 357)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.761.02$0.8929.2%3570.691.6K
$14.00Oct 160.150.22$0.1936.8%2760.211.6K
$15.00Oct 160.060.15$0.1181.8%2540.125.4K
$13.00Oct 160.370.45$0.4119.5%2400.4110.5K
$12.50Oct 300.851.15$1.0030.0%310.56244
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 160.290.80$0.5592.7%2640.46153
$11.00Oct 160.010.09$0.05160.0%2030.08252
$12.00Oct 160.230.34$0.2937.9%880.31297
$12.00Oct 230.420.60$0.5135.3%420.36133
$13.00Oct 160.611.00$0.8148.1%210.596.3K

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 15.7%, max 34.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Oct 16Oct 30114.9%85.5%34.3%29936
$12.50Oct 16Nov 13106.1%87.8%20.9%301.2K
$14.00Oct 16Nov 20118.1%103.5%14.1%2802.0K
$13.00Oct 16Nov 20109.9%97.5%12.8%24411.0K
$12.00Oct 16Nov 2097.6%92.8%5.1%3763.6K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Oct 16Nov 6106.1%86.7%22.4%264163
$13.00Oct 16Nov 13109.9%99.5%10.5%236.3K
$12.00Oct 16Nov 2097.6%92.3%5.8%98905

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 2.12, avg 1.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$11.00Oct 23$0.16$0.34$0.1691%2.12$10.66
$11.00$11.50Oct 23$0.14$0.36$0.1483%2.57$11.14
$11.00$11.50Oct 30$0.13$0.37$0.1373%2.85$11.13
$11.00$12.00Nov 20$0.45$0.55$0.4571%1.22$11.45
$13.00$14.00Nov 20$0.25$0.75$0.2552%3.00$13.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.50$11.00Nov 6$0.34$1.16$0.3444%3.41$12.16
$12.50$12.00Oct 30$0.18$0.32$0.1844%1.78$12.32
$13.00$12.50Oct 16$0.26$0.24$0.2659%0.92$12.74
$13.00$12.50Oct 30$0.25$0.25$0.2552%1.00$12.75
$12.00$11.00Nov 20$0.34$0.66$0.3438%1.94$11.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 2.85, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Oct 23$0.17$0.17$0.3364%0.52$13.67
$14.00$15.00Nov 20$0.39$0.39$0.6156%0.64$14.39
$13.00$14.00Nov 6$0.43$0.43$0.5749%0.75$13.43
$14.50$15.00Oct 23$0.10$0.10$0.4076%0.25$14.60
$13.00$13.50Oct 23$0.17$0.17$0.3356%0.52$13.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$12.00Oct 23$0.37$0.37$0.1354%2.85$12.13
$11.00$10.50Nov 6$0.25$0.25$0.2573%1.00$10.75
$12.50$12.00Oct 16$0.26$0.26$0.2454%1.08$12.24
$12.00$11.50Oct 23$0.20$0.20$0.3064%0.67$11.80
$12.00$11.50Oct 16$0.16$0.16$0.3469%0.47$11.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.24, cheapest $0.28)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Oct 16Oct 23$0.21114.9%99.9%
$12.00Oct 16Oct 23$0.1197.6%84.7%
$13.00Oct 16Oct 23$0.25109.9%100.0%
$12.50Oct 16Oct 23$0.27106.1%99.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 30$0.28109.9%85.0%
$12.00Oct 16Oct 23$0.2297.6%84.7%
$12.50Oct 16Oct 23$0.33106.1%99.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 9.34% of stock, avg 15.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Oct 16$0.89$0.29$1.18$10.82$13.189.34%
$12.50Oct 16$0.63$0.55$1.18$11.32$13.689.34%
$13.00Oct 16$0.41$0.81$1.22$11.78$14.229.66%
$12.00Oct 23$1.00$0.51$1.51$10.49$13.5111.96%
$11.50Oct 16$1.40$0.13$1.53$9.97$13.0312.11%
$12.50Oct 23$0.90$0.88$1.78$10.72$14.2814.09%
$12.50Oct 30$1.00$0.84$1.84$10.66$14.3414.57%
$13.00Oct 30$0.79$1.09$1.88$11.12$14.8814.89%
$12.00Oct 30$1.40$0.66$2.06$9.94$14.0616.31%
$11.50Oct 23$1.86$0.31$2.17$9.33$13.6717.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 1.27% of stock, avg 7.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.00Oct 16$0.11$0.05$0.16$10.84$15.16
$15.00$10.50Oct 16$0.11$0.06$0.17$10.33$15.17
$14.50$11.00Oct 16$0.12$0.05$0.17$10.83$14.67
$14.50$10.50Oct 16$0.12$0.06$0.18$10.32$14.68
$15.00$11.50Oct 16$0.11$0.13$0.24$11.26$15.24
$14.50$11.50Oct 16$0.12$0.13$0.25$11.25$14.75
$14.00$11.00Oct 16$0.19$0.05$0.24$10.76$14.24
$14.00$10.50Oct 16$0.19$0.06$0.25$10.25$14.25
$14.00$11.50Oct 16$0.19$0.13$0.32$11.18$14.32
$15.00$10.50Oct 23$0.21$0.13$0.34$10.16$15.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.72, avg credit $0.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1114/15Oct 23$0.21$0.2957%0.72$10.79$14.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 5.25, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.50$13.00$13.50Oct 16$0.09$0.4124%4.56
$12.50$13.00$13.50Oct 23$0.07$0.4317%6.14
$13.00$13.50$14.00Oct 30$0.06$0.4414%7.33
$14.00$14.50$15.00Oct 16$0.06$0.449%7.33
$12.00$12.50$13.00Nov 6$0.10$0.4012%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Oct 16$0.08$0.4223%5.25
$11.50$12.00$12.50Oct 16$0.10$0.4028%4.00
$12.00$12.50$13.00Oct 30$0.07$0.4316%6.14
$10.50$11.00$11.50Oct 16$0.09$0.4110%4.56
$11.00$11.50$12.00Oct 23$0.13$0.3717%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.14, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$12.001:2Oct 23-$0.14$0.36
$13.00$14.001:2Nov 6-$0.25$0.75
$12.50$13.001:2Oct 16-$0.19$0.31
$11.50$12.001:2Oct 16-$0.38$0.12
$13.00$13.501:2Oct 16-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$11.001:2Nov 6-$0.39$1.11
$12.50$12.001:2Oct 23-$0.14$0.36
$12.00$11.501:2Oct 23-$0.11$0.39
$13.00$12.501:2Oct 16-$0.29$0.21
$11.00$10.501:2Oct 16-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 7.13%, avg 3.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Nov 20$0.900.4410.8%7.13%17.97%4397
$15.00Nov 20$0.640.3418.8%5.07%23.83%20316
$13.00Nov 20$1.240.522.9%9.82%12.75%4462
$15.00Oct 30$0.300.2718.8%2.38%21.14%--119
$13.00Nov 6$0.710.512.9%5.62%8.55%8146
$13.00Nov 13$0.680.502.9%5.38%8.31%--55
$13.00Oct 30$0.630.472.9%4.99%7.92%3189
$14.00Oct 30$0.320.3410.8%2.53%13.38%--160
$13.50Oct 23$0.420.366.9%3.33%10.21%428
$15.00Oct 23$0.180.2218.8%1.43%20.19%5258

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 1,672
Total Puts 710
Put/Call Ratio 0.42
Net Difference 962

Prior's Put/Call Breakdown

Total Calls 8,573
Total Puts 7,238
Put/Call Ratio 0.84
Net Difference 1,335

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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