Tour v531
NVAX
NOVAVAX INC
$12.69 -0.47%
◀ 10/12 10:00 ▶

Option Volume

Detail
ℹ
Current (10/12 10:00am) 2,722
Calls: 1,828 (67%)
Puts: 894 (33%)
Prior (10/06) 16,328
Calls: 9,011 (55%)
Puts: 7,317 (45%)
Current vs Prior -83.33%
Calls: -79.71% (Calls)
Puts: -87.78% (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 -86.06%
Calls: -89.02%
Puts: -68.90%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12 10:00am) $169.7K
Calls: $138.9K (82%)
Puts: $30.8K (18%)
Prior (10/06) $1.22M
Calls: $620.7K (51%)
Puts: $596.5K (49%)
Current vs Prior -86.06%
Calls: -77.63%
Puts: -94.84%
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 -86.78%
Calls: -86.47%
Puts: -88.04%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:00am) 0.49
Prior (10/06) 0.81
Current vs Prior -39.77%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +157.17%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12 10:00am) 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 11.42% | 14.41%11.42% | 25.83%
Prior 10.80% | 16.81%16.81% | 31.50%
Current vs Prior +5.75% | -14.30%-32.10% | -18.02%
Prior 7-Day Avg 8.73% | 12.29%13.44% | 22.97%
Current vs 7-Day Avg +30.74% | +17.20%-15.04% | +12.42%
Prior 7-Day Eod 10.80% | 16.81%12.35% | 22.71%
Current vs 7-Day Eod +5.75% | -14.30%-7.57% | +13.74%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 35.02% | 85.58%
Calls: 21.88% | 46.15%
Puts: 48.15% | 125.00%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +85.29% | -19.39%
Prior 7-Day Avg 35.82% | 45.75%
Calls: 26.93% | 26.16%
Puts: 44.70% | 65.35%
Current vs 7-Day Avg -2.22% | +87.04%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($138.9K) vs puts ($30.8K). Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 83% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (1,828 calls vs 894 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 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
10:00BULLISHBULLISHBULLISH
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. 2 found (avg $0.73, cheapest $0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.851.02$0.9418.1%3620.711.6K
$13.50Oct 230.500.56$0.5311.3%40.3828
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 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 161.282.00$1.6443.9%50.973.4K
$10.50Oct 161.612.52$2.0744.0%--0.96130
$10.50Oct 231.722.60$2.1640.7%--0.9213
$11.50Oct 161.281.43$1.3611.0%40.86583
$11.00Oct 231.542.49$2.0247.0%--0.83169
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 162.142.75$2.4524.9%20.886
$13.00Oct 160.611.00$0.8148.1%210.576.3K
$13.00Oct 300.172.01$1.09168.8%--0.5133

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 2.1K, top 362)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.851.02$0.9418.1%3620.711.6K
$14.00Oct 160.160.22$0.1931.6%3000.221.6K
$15.00Oct 160.060.10$0.0850.0%2640.115.4K
$13.00Oct 160.380.51$0.4528.9%2480.4210.5K
$12.50Oct 160.570.71$0.6421.9%370.551.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 160.290.80$0.5592.7%2640.45153
$11.00Oct 160.020.09$0.06116.7%2030.09252
$12.00Oct 160.210.34$0.2846.4%1310.30297
$12.00Oct 230.260.60$0.4379.1%420.34133
$13.00Oct 160.611.00$0.8148.1%210.576.3K

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 15.9%, max 35.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Oct 16Oct 30114.1%84.1%35.6%30936
$12.50Oct 16Nov 13108.5%88.5%22.7%371.2K
$13.00Oct 16Nov 20114.2%99.3%15.0%25211.0K
$14.50Oct 16Oct 23119.6%106.1%12.7%228
$14.00Oct 16Nov 20117.8%105.2%12.0%3042.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Oct 16Nov 6108.5%87.5%24.1%264163
$13.00Oct 16Nov 13114.2%98.6%15.8%236.3K
$12.00Oct 16Nov 2097.4%95.0%2.5%141905

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 2.57, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$11.00Oct 23$0.14$0.36$0.1492%2.57$10.64
$13.00$14.00Nov 20$0.26$0.74$0.2653%2.85$13.26
$11.50$12.00Nov 6$0.14$0.36$0.1469%2.57$11.64
$11.00$11.50Oct 16$0.28$0.22$0.2897%0.79$11.28
$11.00$12.00Nov 20$0.49$0.51$0.4972%1.04$11.49
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.50$11.00Nov 6$0.34$1.16$0.3443%3.41$12.16
$12.00$11.50Oct 23$0.12$0.38$0.1234%3.17$11.88
$12.50$12.00Oct 30$0.18$0.32$0.1844%1.78$12.32
$13.00$12.50Oct 16$0.26$0.24$0.2658%0.92$12.74
$13.00$12.50Oct 30$0.25$0.25$0.2551%1.00$12.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 4.00, avg 0.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Oct 23$0.18$0.18$0.3262%0.56$13.68
$13.00$14.00Nov 6$0.44$0.44$0.5649%0.79$13.44
$13.00$13.50Oct 30$0.22$0.22$0.2852%0.79$13.22
$14.00$15.00Nov 20$0.39$0.39$0.6155%0.64$14.39
$13.00$13.50Oct 16$0.16$0.16$0.3458%0.47$13.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$12.00Oct 23$0.40$0.40$0.1055%4.00$12.10
$11.00$10.50Nov 6$0.25$0.25$0.2573%1.00$10.75
$12.50$12.00Oct 16$0.27$0.27$0.2355%1.17$12.23
$11.00$10.50Oct 23$0.13$0.13$0.3781%0.35$10.87
$12.00$11.00Nov 20$0.36$0.36$0.6463%0.56$11.64

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.24, cheapest $0.28)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 23$0.22114.2%96.2%
$13.50Oct 16Oct 23$0.24114.1%100.9%
$12.50Oct 16Oct 23$0.27108.5%98.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 30$0.28114.2%87.7%
$12.00Oct 16Oct 23$0.1597.4%78.8%
$12.50Oct 16Oct 23$0.28108.5%98.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 9.38% of stock, avg 15.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Oct 16$0.64$0.55$1.19$11.31$13.699.38%
$12.00Oct 16$0.94$0.28$1.22$10.78$13.229.61%
$13.00Oct 16$0.45$0.81$1.26$11.74$14.269.93%
$12.00Oct 23$1.00$0.43$1.43$10.57$13.4311.27%
$11.50Oct 16$1.36$0.13$1.49$10.01$12.9911.74%
$12.50Oct 23$0.91$0.83$1.74$10.76$14.2413.71%
$12.50Oct 30$1.01$0.84$1.85$10.65$14.3514.58%
$13.00Oct 30$0.84$1.09$1.93$11.07$14.9315.21%
$11.50Oct 23$1.76$0.31$2.07$9.43$13.5716.31%
$12.00Oct 30$1.42$0.66$2.08$9.92$14.0816.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 1.10% of stock, avg 7.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.00Oct 16$0.08$0.06$0.14$10.86$15.14
$15.00$10.50Oct 16$0.08$0.06$0.14$10.36$15.14
$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
$15.00$11.50Oct 16$0.08$0.13$0.21$11.29$15.21
$14.50$11.50Oct 16$0.12$0.13$0.25$11.25$14.75
$14.00$11.00Oct 16$0.19$0.06$0.25$10.75$14.25
$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$0.28$0.11$0.39$10.11$15.39

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 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$12.00$13.00Nov 20$0.06$0.9419%15.67
$13.00$13.50$14.00Oct 16$0.06$0.4420%7.33
$12.00$12.50$13.00Oct 16$0.11$0.3929%3.55
$11.50$12.00$12.50Oct 16$0.12$0.3831%3.17
$11.00$11.50$12.00Oct 30$0.05$0.459%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Oct 16$0.08$0.4222%5.25
$12.00$12.50$13.00Oct 30$0.07$0.4316%6.14
$11.50$12.00$12.50Oct 16$0.12$0.3827%3.17
$10.50$11.00$11.50Oct 16$0.07$0.4310%6.14
$11.50$12.00$12.50Oct 30$0.23$0.2713%1.17

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, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$15.001:2Oct 30-$0.05$0.95
$13.00$14.001:2Nov 6-$0.24$0.76
$11.50$12.001:2Oct 23-$0.24$0.26
$13.00$13.501:2Oct 16-$0.13$0.37
$13.50$14.001:2Oct 16-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$11.001:2Nov 6-$0.39$1.11
$11.00$10.501:2Oct 16-$0.06$0.44
$13.00$12.501:2Oct 16-$0.29$0.21
$12.00$11.501:2Oct 23-$0.19$0.31
$11.50$11.001:2Oct 23-$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 7.96%, avg 3.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Nov 20$1.010.4510.3%7.96%18.28%4397
$15.00Nov 20$0.740.3518.2%5.83%24.03%20316
$13.00Nov 20$1.360.532.4%10.72%13.16%4462
$13.00Nov 6$0.730.512.4%5.75%8.20%8146
$13.00Nov 13$0.680.502.4%5.36%7.80%--55
$13.00Oct 30$0.670.482.4%5.28%7.72%3189
$13.50Oct 23$0.500.386.4%3.94%10.32%428
$14.00Oct 30$0.320.3410.3%2.52%12.84%1160
$15.00Oct 23$0.210.2218.2%1.65%19.86%6258
$13.00Oct 23$0.480.452.4%3.78%6.23%135.1K

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 1,828
Total Puts 894
Put/Call Ratio 0.49
Net Difference 934

Prior's Put/Call Breakdown

Total Calls 9,011
Total Puts 7,317
Put/Call Ratio 0.81
Net Difference 1,694

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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