NVAX - Options Database

NVAX

NOVAVAX INC

$10.05 -0.69%

(9/2 10:30) ◀

Wednesday, September 2, 2026 (10:35am)

▶

◀ 9/2 10:35

Option Volume

Detail

ℹ

Current (09/02 10:35am) 11,321

Calls: 10,598 (94%)

Puts: 723 (6%)

Prior (08/19) 23,972

Calls: 22,813 (95%)

Puts: 1,159 (5%)

Current vs Prior -52.77%

Calls: -53.54% (Calls)

Puts: -37.62% (Puts)

Prior 7-Day Total 153,634

Calls: 135,997 (89%)

Puts: 17,637 (11%)

Prior 7-Day Average 21,947

Calls: 19,428 (89%)

Puts: 2,519 (11%)

Current vs Prior 7-Day Avg -48.42%

Calls: -45.45%

Puts: -71.30%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/02 10:35am) $524.5K

Calls: $501.0K (96%)

Puts: $23.5K (4%)

Prior (08/19) $1.01M

Calls: $990.3K (98%)

Puts: $16.1K (2%)

Current vs Prior -47.88%

Calls: -49.41%

Puts: +46.10%

Prior 7-Day Total $11.13M

Calls: $10.17M (91%)

Puts: $960.8K (9%)

Prior 7-Day Average $1.59M

Calls: $1.45M (91%)

Puts: $137.3K (9%)

Current vs Prior 7-Day Avg -67.01%

Calls: -65.51%

Puts: -82.89%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/02 10:35am) 0.07

Prior (08/19) 0.05

Current vs Prior +34.28%

Prior 7-Day Average 0.13

Current vs Prior 7-Day Avg -47.68%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/02 10:35am) 244,196

Calls: 154,879 (63%)

Puts: 89,317 (37%)

Prior (08/19) 204,535

Calls: 131,035 (64%)

Puts: 73,500 (36%)

Current vs Prior +19.39%

Prior 7-Day Total 1,459,262

Calls: 960,941 (66%)

Puts: 498,321 (34%)

Prior 7-Day Average 208,466

Calls: 137,277 (66%)

Puts: 71,188 (34%)

Current vs Prior 7-Day Avg +17.14%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)

Current 9.63% | 13.23%17.22% | 21.11%

Prior 6.94% | 10.69%6.94% | 17.18%

Current vs Prior +38.77% | +23.71%+148.11% | +22.88%

Prior 7-Day Avg 9.29% | 12.93%11.05% | 20.75%

Current vs 7-Day Avg +3.68% | +2.34%+55.78% | +1.72%

Prior 7-Day Eod 6.94% | 10.69%17.39% | 21.15%

Current vs 7-Day Eod +38.77% | +23.71%-1.00% | -0.18%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 56.88% | 30.21%

Calls: 10.42% | 26.09%

Puts: 103.33% | 34.33%

Prior 16.10% | 35.97%

Calls: 20.00% | 2.70%

Puts: 12.20% | 69.23%

Current vs Prior +253.29% | -16.01%

Prior 7-Day Avg 42.27% | 48.66%

Calls: 34.99% | 31.45%

Puts: 49.56% | 65.87%

Current vs 7-Day Avg +34.56% | -37.91%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($501.0K) vs puts ($23.5K). Below-average activity with volume down 53% vs prior. Extreme bullish P/C ratio of 0.07 - heavy call buying (10,598 calls vs 723 puts). P/C ratio rising 34% - increased hedging/bearish positioning.

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)

Time	Smart Money	Retail	Overall
10:35	BULLISH	BULLISH	BULLISH
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
10:20	BULLISH	BULLISH	BULLISH
10:15	BULLISH	BULLISH	BULLISH
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	BULLISH

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 3 of results (avg 8.2%, best 7.3%)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Sep 18	0.79	0.85	$0.82	7.3%	70	0.57	4.7K
$11.00	Sep 18	0.45	0.49	$0.47	8.5%	75	0.38	1.5K
$10.00	Oct 16	1.19	1.30	$1.25	8.8%	4	0.59	4.8K

PUTS (0)

No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.57, cheapest $0.12)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Sep 4	0.11	0.13	$0.12	16.7%	5.3K	0.23	1.3K
$10.00	Sep 4	0.45	0.50	$0.48	10.4%	75	0.64	3.2K
$11.00	Sep 18	0.45	0.49	$0.47	8.5%	75	0.38	1.5K
$10.50	Sep 18	0.59	0.67	$0.63	12.7%	33	0.47	2.4K
$10.00	Sep 18	0.79	0.85	$0.82	7.3%	70	0.57	4.7K

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.00	Oct 16	0.84	1.00	$0.92	17.4%	4	0.41	228

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.71, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$8.50	Sep 4	1.62	2.27	$1.95	33.3%	--	1.00	146
$9.00	Sep 4	1.22	1.50	$1.36	20.6%	45	0.96	355
$8.50	Sep 11	1.62	2.39	$2.01	38.3%	--	0.90	62
$9.50	Sep 4	0.78	1.03	$0.91	27.5%	1	0.86	230
$9.00	Sep 18	1.42	1.58	$1.50	10.7%	18	0.81	614

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.00	Sep 4	1.29	1.85	$1.57	35.7%	1	0.93	5
$11.50	Sep 4	0.91	1.89	$1.40	70.0%	--	0.86	13
$11.00	Sep 11	0.90	1.20	$1.05	28.6%	76	0.65	1
$10.50	Sep 4	0.35	0.66	$0.51	60.8%	4	0.60	12
$10.50	Sep 11	0.55	0.78	$0.67	34.3%	1	0.55	1

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 7.4K, top 5.3K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Sep 4	0.11	0.13	$0.12	16.7%	5.3K	0.23	1.3K
$10.50	Sep 4	0.21	0.26	$0.24	20.8%	337	0.40	1.2K
$11.00	Sep 11	0.22	0.45	$0.34	67.6%	311	0.35	861
$12.00	Sep 4	0.02	0.04	$0.03	66.7%	176	0.07	511
$11.50	Sep 11	0.19	0.25	$0.22	27.3%	143	0.25	164

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.00	Sep 4	0.01	0.03	$0.02	100.0%	318	0.05	617
$9.50	Sep 4	0.05	0.08	$0.07	42.9%	198	0.15	370
$11.00	Sep 11	0.90	1.20	$1.05	28.6%	76	0.65	1
$10.00	Sep 4	0.10	0.27	$0.19	89.5%	39	0.36	326
$9.50	Sep 18	0.26	0.56	$0.41	73.2%	28	0.32	162

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 26.4%, max 48.5%)

CALLS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$11.00	Sep 4	Oct 16	118.0%	79.5%	48.5%	5.3K	3.9K
$10.50	Sep 4	Oct 2	109.6%	82.8%	32.4%	351	1.3K
$10.00	Sep 4	Oct 16	90.1%	75.1%	20.0%	79	8.0K

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$9.50	Sep 4	Oct 9	96.7%	78.8%	22.7%	198	386
$10.50	Sep 4	Sep 18	109.6%	90.4%	21.2%	5	18
$11.00	Sep 11	Oct 16	95.6%	79.5%	20.2%	76	221
$10.00	Sep 4	Oct 16	90.1%	75.1%	20.0%	43	554

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 1.94, avg 1.91)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$9.00	$9.50	Sep 18	$0.22	$0.28	$0.22	81%	1.27	$9.22
$11.00	$12.00	Oct 16	$0.24	$0.76	$0.24	46%	3.17	$11.24
$8.50	$9.00	Sep 25	$0.25	$0.25	$0.25	77%	1.00	$8.75
$10.50	$11.00	Sep 25	$0.10	$0.40	$0.10	50%	4.00	$10.60
$10.00	$11.00	Oct 16	$0.40	$0.60	$0.40	59%	1.50	$10.40

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.50	Sep 4	$0.17	$0.33	$0.17	93%	1.94	$11.83
$10.00	$9.50	Sep 4	$0.12	$0.38	$0.12	36%	3.17	$9.88
$10.00	$9.50	Sep 18	$0.20	$0.30	$0.20	42%	1.50	$9.80
$10.00	$9.50	Sep 25	$0.20	$0.30	$0.20	41%	1.50	$9.80
$10.50	$9.00	Sep 11	$0.48	$1.02	$0.48	55%	2.12	$10.02

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.79, avg 0.45)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$10.50	$11.00	Sep 4	$0.12	$0.12	$0.38	60%	0.32	$10.62
$11.00	$11.50	Sep 11	$0.12	$0.12	$0.38	65%	0.32	$11.12
$10.50	$11.00	Sep 18	$0.16	$0.16	$0.34	53%	0.47	$10.66
$11.00	$12.00	Sep 18	$0.18	$0.18	$0.82	62%	0.22	$11.18
$10.50	$11.00	Sep 25	$0.10	$0.10	$0.40	50%	0.25	$10.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$10.00	$9.00	Oct 16	$0.44	$0.44	$0.56	59%	0.79	$9.56
$9.50	$9.00	Sep 18	$0.21	$0.21	$0.29	68%	0.72	$9.29
$9.00	$8.50	Sep 11	$0.11	$0.11	$0.39	81%	0.28	$8.89
$10.00	$9.50	Sep 25	$0.20	$0.20	$0.30	59%	0.67	$9.80
$10.00	$9.50	Sep 18	$0.20	$0.20	$0.30	58%	0.67	$9.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.29, cheapest $0.16)

CALLS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$10.50	Sep 4	Sep 11	$0.18	109.6%	81.8%
$10.00	Sep 4	Sep 11	$0.21	90.1%	88.7%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$10.50	Sep 4	Sep 11	$0.16	109.6%	81.8%
$11.00	Sep 11	Oct 16	$0.46	95.6%	79.5%
$10.00	Sep 4	Sep 18	$0.42	90.1%	80.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 6.52% of stock, avg 14.35%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$10.00	Sep 4	$0.48	$0.19	$0.67	$9.33	$10.67	6.52%
$10.50	Sep 4	$0.24	$0.51	$0.75	$9.75	$11.25	7.30%
$9.50	Sep 4	$0.91	$0.07	$0.98	$8.52	$10.48	9.53%
$10.50	Sep 11	$0.42	$0.67	$1.09	$9.41	$11.59	10.60%
$11.00	Sep 11	$0.34	$1.05	$1.39	$9.61	$12.39	13.52%
$10.00	Sep 18	$0.82	$0.61	$1.43	$8.57	$11.43	13.91%
$10.50	Sep 18	$0.63	$0.95	$1.58	$8.92	$12.08	15.37%
$10.00	Sep 25	$0.98	$0.70	$1.68	$8.32	$11.68	16.34%
$9.50	Sep 18	$1.28	$0.41	$1.69	$7.81	$11.19	16.44%
$9.50	Sep 25	$1.41	$0.50	$1.91	$7.59	$11.41	18.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 0.49% of stock, avg 7.71%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$12.00	$9.00	Sep 4	$0.03	$0.02	$0.05	$8.95	$12.05
$11.50	$9.00	Sep 4	$0.07	$0.02	$0.09	$8.91	$11.59
$12.00	$9.50	Sep 4	$0.03	$0.07	$0.10	$9.40	$12.10
$11.50	$9.50	Sep 4	$0.07	$0.07	$0.14	$9.36	$11.64
$11.00	$9.00	Sep 4	$0.12	$0.02	$0.14	$8.86	$11.14
$11.00	$9.50	Sep 4	$0.12	$0.07	$0.19	$9.31	$11.19
$12.00	$10.00	Sep 4	$0.03	$0.19	$0.22	$9.78	$12.22
$12.00	$8.50	Sep 11	$0.20	$0.08	$0.28	$8.22	$12.28
$11.50	$10.00	Sep 4	$0.07	$0.19	$0.26	$9.74	$11.76
$11.50	$8.50	Sep 11	$0.22	$0.08	$0.30	$8.20	$11.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.85, avg credit $0.23)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
8/9	11/12	Sep 11	$0.23	$0.27	46%	0.85	$8.77	$11.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 6.14, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$10.50	$11.00	Sep 4	$0.12	$0.38	41%	3.17
$10.50	$11.00	$11.50	Sep 4	$0.07	$0.43	26%	6.14
$9.00	$9.50	$10.00	Sep 11	$0.07	$0.43	21%	6.14
$10.00	$11.00	$12.00	Oct 16	$0.16	$0.84	24%	5.25
$9.00	$10.00	$11.00	Oct 16	$0.19	$0.81	28%	4.26

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$9.00	$9.50	$10.00	Sep 4	$0.07	$0.43	31%	6.14
$9.00	$10.00	$11.00	Oct 16	$0.15	$0.85	28%	5.67
$8.50	$9.00	$9.50	Sep 4	$0.05	$0.45	12%	9.00
$8.50	$9.00	$9.50	Sep 25	$0.06	$0.44	10%	7.33
$9.50	$10.00	$10.50	Sep 4	$0.20	$0.30	45%	1.50

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 $-0.07, 22 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$8.50	$10.00	1:2	Oct 2	-$0.07	$1.43
$10.00	$11.00	1:2	Oct 9	-$0.29	$0.71
$11.00	$12.00	1:2	Sep 18	-$0.11	$0.89
$10.00	$10.50	1:2	Sep 11	-$0.15	$0.35
$10.00	$11.00	1:2	Oct 16	-$0.45	$0.55

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.00	$10.00	1:2	Oct 16	-$0.33	$0.67
$11.00	$10.50	1:2	Sep 11	-$0.29	$0.21
$10.00	$9.50	1:2	Sep 18	-$0.21	$0.29
$10.50	$10.00	1:2	Sep 18	-$0.27	$0.23
$10.00	$9.50	1:2	Sep 25	-$0.30	$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 5.16%, avg 3.69%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$12.00	Oct 16	$0.53	0.35	16.7%	5.16%	21.89%	14	726
$11.00	Oct 16	$0.75	0.46	7.0%	7.30%	14.30%	26	2.7K
$11.00	Oct 9	$0.55	0.45	7.0%	5.35%	12.35%	1	--
$11.50	Sep 25	$0.31	0.40	11.9%	3.02%	14.88%	--	12
$11.00	Oct 2	$0.45	0.45	7.0%	4.38%	11.38%	--	11
$10.50	Sep 25	$0.64	0.50	2.1%	6.23%	8.37%	4	175
$11.00	Sep 25	$0.42	0.43	7.0%	4.09%	11.09%	1	453
$11.00	Sep 18	$0.45	0.38	7.0%	4.38%	11.38%	75	1.5K
$10.50	Sep 18	$0.59	0.47	2.1%	5.74%	7.88%	33	2.4K
$12.00	Sep 25	$0.24	0.26	16.7%	2.33%	19.07%	--	23

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 10,598

Total Puts 723

Put/Call Ratio 0.07

Net Difference 9,875

Prior's Put/Call Breakdown

Total Calls 22,813

Total Puts 1,159

Put/Call Ratio 0.05

Net Difference 21,654

Prior 7-Day Put/Call Summary

Total Calls 135,997

Total Puts 17,637

Average Put/Call Ratio 0.13

Ratio Trend Rising

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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