Tour v531
NVAX
NOVAVAX INC
$12.54 -1.65%
◀ 10/12 10:05 ▶

Option Volume

Detail
ℹ
Current (10/12 10:05am) 3,089
Calls: 2,113 (68%)
Puts: 976 (32%)
Prior (10/06) 17,499
Calls: 10,033 (57%)
Puts: 7,466 (43%)
Current vs Prior -82.35%
Calls: -78.94% (Calls)
Puts: -86.93% (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 -84.18%
Calls: -87.31%
Puts: -66.05%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12 10:05am) $204.4K
Calls: $170.6K (83%)
Puts: $33.8K (17%)
Prior (10/06) $1.30M
Calls: $635.7K (49%)
Puts: $660.0K (51%)
Current vs Prior -84.23%
Calls: -73.17%
Puts: -94.88%
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 -84.08%
Calls: -83.38%
Puts: -86.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:05am) 0.46
Prior (10/06) 0.74
Current vs Prior -37.93%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +142.87%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12 10:05am) 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% | 13.32%11.40% | 25.60%
Prior 10.80% | 16.81%16.81% | 31.50%
Current vs Prior +5.62% | -20.80%-32.18% | -18.75%
Prior 7-Day Avg 8.73% | 12.29%13.44% | 22.97%
Current vs 7-Day Avg +30.58% | +8.32%-15.14% | +11.42%
Prior 7-Day Eod 10.80% | 16.81%12.35% | 22.71%
Current vs 7-Day Eod +5.62% | -20.80%-7.68% | +12.73%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 39.40% | 74.23%
Calls: 30.65% | 34.88%
Puts: 48.15% | 113.58%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +108.47% | -30.08%
Prior 7-Day Avg 35.82% | 45.75%
Calls: 26.93% | 26.16%
Puts: 44.70% | 65.35%
Current vs 7-Day Avg +10.01% | +62.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($170.6K) vs puts ($33.8K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 82% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (2,113 calls vs 976 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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
10:05BULLISHBULLISHBULLISH
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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.69, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 161.612.52$2.0744.0%--0.93130
$11.00Oct 161.282.00$1.6443.9%50.923.4K
$10.50Oct 231.722.60$2.1640.7%--0.9013
$11.50Oct 161.111.54$1.3332.3%40.82583
$11.00Oct 231.542.49$2.0247.0%--0.82169
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 162.142.75$2.4524.9%20.906
$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. 42 active (total vol 2.4K, top 370)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.340.49$0.4235.7%3700.4110.5K
$12.00Oct 160.791.13$0.9635.4%3630.691.6K
$14.00Oct 160.100.22$0.1675.0%3000.201.6K
$15.00Oct 160.050.10$0.0862.5%2720.105.4K
$13.00Nov 201.181.56$1.3727.7%790.51462
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 160.470.58$0.5221.2%3230.46153
$11.00Oct 160.020.09$0.06116.7%2030.09252
$12.00Oct 160.250.33$0.2927.6%1340.31297
$12.00Oct 230.260.60$0.4379.1%420.33133
$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. 10 strikes (avg 17.5%, max 41.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Oct 16Oct 30110.1%84.0%31.1%30936
$14.50Oct 16Oct 23130.1%102.8%26.5%228
$12.50Oct 16Nov 13104.7%88.5%18.4%421.2K
$13.00Oct 16Nov 20109.0%97.5%11.9%44911.0K
$14.00Oct 16Nov 20110.3%102.3%7.8%3082.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 16Oct 3095.3%67.6%41.0%51.2K
$12.50Oct 16Nov 6104.7%87.3%20.0%323163
$13.00Oct 16Nov 13109.0%99.0%10.1%236.3K
$12.00Oct 16Nov 2097.4%93.7%3.9%144905

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 2.57, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$11.00Oct 23$0.14$0.36$0.1490%2.57$10.64
$13.00$14.00Nov 20$0.26$0.74$0.2651%2.85$13.26
$11.50$12.00Nov 6$0.14$0.36$0.1470%2.57$11.64
$12.00$12.50Oct 23$0.14$0.36$0.1468%2.57$12.14
$11.00$11.50Oct 23$0.26$0.24$0.2682%0.92$11.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.50$11.00Nov 6$0.34$1.16$0.3444%3.41$12.16
$12.00$11.50Oct 23$0.11$0.39$0.1133%3.55$11.89
$12.50$12.00Oct 30$0.18$0.32$0.1844%1.78$12.32
$13.00$12.50Oct 30$0.25$0.25$0.2552%1.00$12.75
$13.00$12.50Oct 16$0.29$0.21$0.2959%0.72$12.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 2.85, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Oct 16$0.12$0.12$0.3870%0.32$13.62
$13.00$14.00Nov 6$0.44$0.44$0.5649%0.79$13.44
$13.00$13.50Oct 30$0.22$0.22$0.2851%0.79$13.22
$13.00$13.50Oct 16$0.14$0.14$0.3658%0.39$13.14
$13.00$13.50Oct 23$0.18$0.18$0.3253%0.56$13.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$11.50Oct 30$0.37$0.37$0.1364%2.85$11.63
$11.00$10.50Nov 6$0.25$0.25$0.2573%1.00$10.75
$12.50$12.00Oct 23$0.29$0.29$0.2156%1.38$12.21
$12.00$11.00Nov 20$0.40$0.40$0.6061%0.67$11.60
$11.00$10.50Oct 23$0.13$0.13$0.3782%0.35$10.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.22, cheapest $0.28)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Oct 16Oct 23$0.24104.7%86.0%
$13.00Oct 16Oct 23$0.25109.0%92.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 30$0.28109.0%87.6%
$12.50Oct 16Oct 23$0.20104.7%86.0%
$12.00Oct 16Oct 23$0.1497.4%82.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 9.09% of stock, avg 15.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Oct 16$0.62$0.52$1.14$11.36$13.649.09%
$13.00Oct 16$0.42$0.81$1.23$11.77$14.239.81%
$12.00Oct 16$0.96$0.29$1.25$10.75$13.259.97%
$12.00Oct 23$1.00$0.43$1.43$10.57$13.4311.40%
$11.50Oct 16$1.33$0.13$1.46$10.04$12.9611.64%
$12.50Oct 23$0.86$0.72$1.58$10.92$14.0812.60%
$12.50Oct 30$1.02$0.84$1.86$10.64$14.3614.83%
$11.50Oct 30$1.64$0.29$1.93$9.57$13.4315.39%
$13.00Oct 30$0.84$1.09$1.93$11.07$14.9315.39%
$12.00Oct 30$1.40$0.66$2.06$9.94$14.0616.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 1.12% of stock, avg 6.84%)

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
$15.00$11.50Oct 16$0.08$0.13$0.21$11.29$15.21
$14.50$11.00Oct 16$0.16$0.06$0.22$10.78$14.72
$14.50$10.50Oct 16$0.16$0.06$0.22$10.28$14.72
$14.00$11.00Oct 16$0.16$0.06$0.22$10.78$14.22
$14.00$10.50Oct 16$0.16$0.06$0.22$10.28$14.22
$14.50$11.50Oct 16$0.16$0.13$0.29$11.21$14.79
$14.00$11.50Oct 16$0.16$0.13$0.29$11.21$14.29
$15.00$10.50Oct 23$0.26$0.11$0.37$10.13$15.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.27, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1214/14Oct 16$0.28$0.2239%1.27$11.72$13.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.50$13.00$13.50Oct 16$0.06$0.4425%7.33
$13.00$13.50$14.00Oct 23$0.05$0.4517%9.00
$12.00$12.50$13.00Oct 16$0.14$0.3628%2.57
$13.50$14.00$14.50Oct 23$0.09$0.4112%4.56
$13.00$13.50$14.00Oct 30$0.11$0.3915%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.00$12.50$13.00Oct 16$0.06$0.4428%7.33
$11.50$12.00$12.50Oct 16$0.07$0.4328%6.14
$12.00$12.50$13.00Oct 30$0.07$0.4316%6.14
$11.00$11.50$12.00Oct 16$0.09$0.4122%4.56
$10.50$11.00$11.50Oct 16$0.07$0.4310%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.24, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Nov 6-$0.24$0.76
$11.50$12.001:2Oct 23-$0.24$0.26
$14.00$15.001:2Oct 30-$0.15$0.85
$12.00$12.501:2Oct 16-$0.28$0.22
$13.00$13.501:2Oct 16-$0.14$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$12.001:2Oct 16-$0.06$0.44
$12.50$11.001:2Nov 6-$0.39$1.11
$12.50$12.001:2Oct 23-$0.14$0.36
$13.00$12.501:2Oct 16-$0.23$0.27
$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 7.74%, avg 3.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Nov 20$0.970.4311.6%7.74%19.38%8397
$15.00Nov 20$0.720.3519.6%5.74%25.36%20316
$13.00Nov 20$1.180.513.7%9.41%13.08%79462
$13.00Nov 6$0.740.513.7%5.90%9.57%8146
$13.00Nov 13$0.680.503.7%5.42%9.09%--55
$13.00Oct 30$0.680.493.7%5.42%9.09%4189
$14.00Oct 30$0.320.3411.6%2.55%14.19%1160
$13.50Oct 23$0.420.387.7%3.35%11.00%628
$15.00Oct 30$0.190.2419.6%1.52%21.13%10119
$15.00Oct 23$0.190.2119.6%1.52%21.13%6258

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 2,113
Total Puts 976
Put/Call Ratio 0.46
Net Difference 1,137

Prior's Put/Call Breakdown

Total Calls 10,033
Total Puts 7,466
Put/Call Ratio 0.74
Net Difference 2,567

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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