Tour v531
NVAX
NOVAVAX INC
$12.79 +0.27%
◀ 10/12 10:30 ▶

Option Volume

Detail
ℹ
Current (10/12 10:30am) 4,584
Calls: 3,401 (74%)
Puts: 1,183 (26%)
Prior (10/06) 26,512
Calls: 16,126 (61%)
Puts: 10,386 (39%)
Current vs Prior -82.71%
Calls: -78.91% (Calls)
Puts: -88.61% (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 -76.52%
Calls: -79.57%
Puts: -58.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12 10:30am) $310.3K
Calls: $277.0K (89%)
Puts: $33.3K (11%)
Prior (10/06) $2.84M
Calls: $1.24M (44%)
Puts: $1.59M (56%)
Current vs Prior -89.07%
Calls: -77.72%
Puts: -97.91%
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 -75.83%
Calls: -73.01%
Puts: -87.08%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:30am) 0.35
Prior (10/06) 0.64
Current vs Prior -45.99%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +82.87%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12 10:30am) 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 11.02% | 14.23%11.02% | 26.35%
Prior 10.80% | 16.81%16.81% | 31.50%
Current vs Prior +2.11% | -15.37%-34.44% | -16.37%
Prior 7-Day Avg 8.73% | 12.29%13.44% | 22.97%
Current vs 7-Day Avg +26.24% | +15.74%-17.96% | +14.69%
Prior 7-Day Eod 10.80% | 16.81%12.35% | 22.71%
Current vs 7-Day Eod +2.11% | -15.37%-10.75% | +16.04%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 34.02% | 68.50%
Calls: 20.27% | 37.00%
Puts: 47.76% | 100.00%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +80.00% | -35.47%
Prior 7-Day Avg 35.82% | 45.75%
Calls: 26.93% | 26.16%
Puts: 44.70% | 65.35%
Current vs 7-Day Avg -5.01% | +49.71%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($277.0K) vs puts ($33.3K). Light premium activity with dollar volume down 89% vs prior. Below-average activity with volume down 83% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (3,401 calls vs 1,183 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 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
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
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 2 of results (avg 7.1%, best 5.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Nov 201.521.60$1.565.1%1560.54462
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.210.23$0.229.1%1670.25297

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.35, cheapest $0.22)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.450.53$0.4916.3%5930.4710.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.210.23$0.229.1%1670.25297

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 161.932.72$2.3333.9%--0.97130
$11.00Oct 161.282.19$1.7452.3%110.923.4K
$10.50Oct 232.142.80$2.4726.7%--0.9013
$11.00Oct 231.522.49$2.0148.3%--0.85169
$11.50Oct 161.311.64$1.4822.3%60.84583
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Oct 161.962.75$2.3633.5%20.866
$14.00Oct 161.301.68$1.4925.5%50.756
$13.50Oct 160.811.56$1.1963.0%10.642
$13.00Oct 160.510.83$0.6747.8%320.536.3K

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 3.3K, top 593)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.450.53$0.4916.3%5930.4710.5K
$14.00Oct 160.180.25$0.2231.8%5710.251.6K
$12.00Oct 160.961.23$1.1024.5%3630.751.6K
$15.00Oct 160.080.13$0.1145.5%3510.145.4K
$13.00Nov 201.521.60$1.565.1%1560.54462
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 160.280.46$0.3748.6%3230.39153
$11.00Oct 160.020.09$0.06116.7%2170.08252
$12.00Oct 160.210.23$0.229.1%1670.25297
$12.00Oct 230.320.60$0.4660.9%460.31133
$13.00Oct 160.510.83$0.6747.8%320.536.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 12.3%, max 47.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Oct 16Oct 30114.3%87.8%30.2%77936
$14.50Oct 16Oct 23121.6%102.0%19.2%1928
$11.50Oct 16Nov 6105.3%98.0%7.4%61.1K
$12.50Oct 16Nov 1394.1%88.6%6.2%981.2K
$14.00Oct 16Nov 20111.4%105.4%5.7%5812.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 16Oct 30105.3%71.4%47.5%231.2K
$12.50Oct 16Nov 694.1%88.1%6.8%323163
$13.00Oct 16Nov 13104.3%98.0%6.4%346.3K
$12.00Oct 16Nov 2099.6%97.9%1.7%179905

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 4.00, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$11.50Nov 6$0.10$0.40$0.1073%4.00$11.10
$11.00$11.50Oct 30$0.17$0.33$0.1779%1.94$11.17
$12.00$12.50Oct 23$0.11$0.39$0.1169%3.55$12.11
$11.00$12.00Nov 20$0.49$0.51$0.4974%1.04$11.49
$11.00$11.50Oct 16$0.26$0.24$0.2692%0.92$11.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.50$11.00Nov 6$0.34$1.16$0.3442%3.41$12.16
$14.00$13.50Oct 16$0.30$0.20$0.3075%0.67$13.70
$13.00$12.50Oct 30$0.22$0.28$0.2250%1.27$12.78
$12.50$12.00Oct 16$0.15$0.35$0.1538%2.33$12.35
$12.00$11.50Oct 23$0.14$0.36$0.1431%2.57$11.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 1.44, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Oct 30$0.20$0.20$0.3057%0.67$13.70
$13.50$14.00Oct 16$0.14$0.14$0.3664%0.39$13.64
$14.00$14.50Oct 23$0.14$0.14$0.3665%0.39$14.14
$13.00$14.00Nov 6$0.40$0.40$0.6049%0.67$13.40
$13.00$13.50Oct 30$0.17$0.17$0.3349%0.52$13.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$11.00Nov 20$0.59$0.59$0.4164%1.44$11.41
$11.00$10.50Nov 6$0.25$0.25$0.2574%1.00$10.75
$12.50$12.00Oct 30$0.32$0.32$0.1859%1.78$12.18
$12.00$11.50Oct 30$0.24$0.24$0.2668%0.92$11.76
$12.50$12.00Oct 23$0.25$0.25$0.2559%1.00$12.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.28, cheapest $0.21)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Oct 16Oct 23$0.21114.3%92.9%
$13.00Oct 16Oct 23$0.19104.3%83.3%
$12.50Oct 16Oct 23$0.2694.1%98.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Oct 16Oct 30$0.40104.3%85.5%
$12.50Oct 16Oct 23$0.3494.1%98.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 8.68% of stock, avg 14.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Oct 16$0.74$0.37$1.11$11.39$13.618.68%
$13.00Oct 16$0.49$0.67$1.16$11.84$14.169.07%
$12.00Oct 16$1.10$0.22$1.32$10.68$13.3210.32%
$13.50Oct 16$0.36$1.19$1.55$11.95$15.0512.12%
$12.00Oct 23$1.11$0.46$1.57$10.43$13.5712.28%
$14.00Oct 16$0.22$1.49$1.71$12.29$15.7113.37%
$12.50Oct 23$1.00$0.71$1.71$10.79$14.2113.37%
$13.00Oct 30$0.89$1.07$1.96$11.04$14.9615.32%
$12.00Oct 30$1.46$0.53$1.99$10.01$13.9915.56%
$12.50Oct 30$1.17$0.85$2.02$10.48$14.5215.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 1.33% of stock, avg 7.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.00Oct 16$0.11$0.06$0.17$10.83$15.17
$15.00$11.50Oct 16$0.11$0.13$0.24$11.26$15.24
$14.50$11.00Oct 16$0.17$0.06$0.23$10.77$14.73
$14.50$11.50Oct 16$0.17$0.13$0.30$11.20$14.80
$14.00$11.00Oct 16$0.22$0.06$0.28$10.72$14.28
$15.00$12.00Oct 16$0.11$0.22$0.33$11.67$15.33
$14.00$11.50Oct 16$0.22$0.13$0.35$11.15$14.35
$14.50$12.00Oct 16$0.17$0.22$0.39$11.61$14.89
$14.00$12.00Oct 16$0.22$0.22$0.44$11.56$14.44
$15.00$10.50Oct 23$0.30$0.11$0.41$10.09$15.41

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. 20 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$14.00$15.00Nov 20$0.07$0.9315%13.29
$13.00$13.50$14.00Oct 23$0.05$0.4514%9.00
$12.00$12.50$13.00Oct 16$0.11$0.3928%3.55
$14.00$14.50$15.00Oct 23$0.07$0.4312%6.14
$12.50$13.00$13.50Oct 16$0.12$0.3826%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.50$12.00$12.50Oct 16$0.06$0.4423%7.33
$11.50$12.00$12.50Oct 30$0.08$0.4219%5.25
$10.50$11.00$11.50Oct 23$0.07$0.4313%6.14
$11.50$12.00$12.50Oct 23$0.11$0.3918%3.55
$12.00$12.50$13.00Oct 16$0.15$0.3528%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.62, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$15.001:2Oct 30-$0.14$0.86
$13.00$14.001:2Nov 6-$0.36$0.64
$13.50$14.001:2Oct 16-$0.08$0.42
$12.50$13.001:2Oct 16-$0.24$0.26
$14.00$14.501:2Oct 16-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Oct 16-$0.62$0.38
$12.00$11.001:2Nov 20-$0.07$0.93
$13.00$12.501:2Oct 16-$0.07$0.43
$13.50$13.001:2Oct 16-$0.15$0.35
$12.50$11.001:2Nov 6-$0.39$1.11

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 6.65%, avg 3.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Nov 20$0.850.3817.3%6.65%23.92%20316
$14.00Nov 20$1.140.459.5%8.91%18.37%10397
$13.00Nov 20$1.520.541.6%11.88%13.53%156462
$14.00Nov 6$0.460.399.5%3.60%13.06%3108
$13.00Nov 6$0.820.511.6%6.41%8.05%8146
$13.00Oct 30$0.760.511.6%5.94%7.58%5189
$14.00Oct 23$0.380.359.5%2.97%12.43%122.8K
$14.00Oct 30$0.380.359.5%2.97%12.43%2160
$13.00Nov 13$0.680.501.6%5.32%6.96%--55
$15.00Oct 23$0.250.2317.3%1.95%19.23%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 3,401
Total Puts 1,183
Put/Call Ratio 0.35
Net Difference 2,218

Prior's Put/Call Breakdown

Total Calls 16,126
Total Puts 10,386
Put/Call Ratio 0.64
Net Difference 5,740

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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