Tour v381
NVAX
NOVAVAX INC
$8.07 +2.47%
$8.05 (-0.25%)🌙
as of 07/21 06:05 PM
(7/20 18:04) ◀
|
Tuesday, July 21, 2026 (6:05pm)
January 2026
|
▶ (7/22 18:19)
◀ 7/21 18:05 ▶

Option Volume

Detail
ℹ
Current (07/21) 3,785
Calls: 3,051 (81%)
Puts: 734 (19%)
Prior (07/20) 11,561
Calls: 9,398 (81%)
Puts: 2,163 (19%)
Current vs Prior -67.26%
Calls: -67.54% (Calls)
Puts: -66.07% (Puts)
Prior 7-Day Total 65,646
Calls: 35,592 (54%)
Puts: 30,054 (46%)
Prior 7-Day Average 9,378
Calls: 5,084 (54%)
Puts: 4,293 (46%)
Current vs Prior 7-Day Avg -59.64%
Calls: -39.99%
Puts: -82.90%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/21) $199.7K
Calls: $119.0K (60%)
Puts: $80.7K (40%)
Prior (07/20) $671.5K
Calls: $555.3K (83%)
Puts: $116.2K (17%)
Current vs Prior -70.26%
Calls: -78.57%
Puts: -30.56%
Prior 7-Day Total $3.16M
Calls: $2.05M (65%)
Puts: $1.11M (35%)
Prior 7-Day Average $451.0K
Calls: $292.3K (65%)
Puts: $158.7K (35%)
Current vs Prior 7-Day Avg -55.72%
Calls: -59.28%
Puts: -49.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/21) 0.24
Prior (07/20) 0.23
Current vs Prior +4.53%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -76.42%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/21) 190,554
Calls: 115,648 (61%)
Puts: 74,906 (39%)
Prior (07/20) 182,785
Calls: 109,790 (60%)
Puts: 72,995 (40%)
Current vs Prior +4.25%
Prior 7-Day Total 1,474,635
Calls: 963,680 (65%)
Puts: 510,955 (35%)
Prior 7-Day Average 210,662
Calls: 137,668 (65%)
Puts: 72,993 (35%)
Current vs Prior 7-Day Avg -9.55%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.18% | 6.20%15.49% | 27.51%
Prior 8.50% | 9.64%19.54% | 25.89%
Current vs Prior -3.81% | -35.76%-20.74% | +6.26%
Prior 7-Day Avg 7.25% | 10.76%8.15% | 22.71%
Current vs 7-Day Avg +12.77% | -42.39%+90.03% | +21.16%
Prior 7-Day Eod 8.50% | 9.64%19.54% | 25.89%
Current vs 7-Day Eod -3.81% | -35.76%-20.74% | +6.26%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 51.07% | 26.48%
Calls: 44.00% | 17.78%
Puts: 58.14% | 35.19%
Prior 51.07% | 26.48%
Calls: 44.00% | 17.78%
Puts: 58.14% | 35.19%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 51.07% | 26.48%
Calls: 44.00% | 17.78%
Puts: 58.14% | 35.19%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 67% vs prior. Extreme bullish P/C ratio of 0.24 - heavy call buying (3,051 calls vs 734 puts). Call-heavy open interest (115,648 calls vs 74,906 puts) suggests bullish 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

📈 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 $0.40, cheapest $0.40)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 140.360.43$0.4017.5%440.35197
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 240.153.55$1.85183.8%10.942
$7.00Jul 311.031.38$1.2128.9%20.82--
$7.00Jul 240.581.75$1.17100.0%80.781
$7.00Aug 211.381.92$1.6532.7%--0.7861
$7.50Jul 240.160.91$0.54138.9%10.77126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 240.361.46$0.91120.9%10.93215
$9.00Jul 310.931.29$1.1132.4%1270.8623
$9.50Jul 240.871.65$1.2661.9%--0.8121
$8.50Jul 240.100.81$0.46154.3%150.77785
$9.50Aug 141.032.58$1.8185.6%--0.7624

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 2.0K, top 372)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Jul 310.160.45$0.3193.5%3720.5916
$8.00Jul 240.230.46$0.3565.7%3160.54860
$8.50Jul 310.000.24$0.12200.0%3160.3092
$9.00Jul 240.010.02$0.0250.0%1770.06641
$8.50Jul 240.060.09$0.0837.5%1240.23299
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 310.931.29$1.1132.4%1270.8623
$8.00Jul 240.010.60$0.31190.3%700.4687
$8.50Jul 310.321.03$0.68104.4%630.725
$6.50Aug 140.010.36$0.19184.2%340.1610
$7.00Jul 240.000.45$0.23195.7%220.22417

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 107.3%, max 176.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Jul 24Aug 21191.4%69.2%176.4%7202
$7.00Jul 24Aug 21227.4%87.2%160.8%862
$8.00Jul 24Aug 28113.1%104.6%8.1%316894
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 24Aug 28227.4%94.3%141.0%23417
$9.50Jul 24Aug 14191.4%82.0%133.5%--45
$7.50Jul 24Aug 14115.3%57.2%101.6%--109
$8.00Jul 24Aug 21113.1%64.6%75.1%914.1K
$6.50Jul 31Aug 21148.2%91.4%62.1%87

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 3.76, avg 1.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$8.00$8.50Aug 14$0.11$0.39$0.113.55$8.11
$8.50$9.00Aug 21$0.18$0.32$0.181.78$8.68
$7.50$8.00Jul 24$0.19$0.31$0.191.63$7.69
$8.00$8.50Jul 31$0.19$0.31$0.191.63$8.19
$9.00$9.50Aug 14$0.19$0.31$0.191.63$9.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$8.00$7.00Aug 21$0.21$0.79$0.213.76$7.79
$7.00$6.50Aug 21$0.11$0.39$0.113.55$6.89
$8.50$8.00Jul 24$0.15$0.35$0.152.33$8.35
$8.00$7.50Jul 24$0.19$0.31$0.191.63$7.81
$8.00$7.00Aug 7$0.38$0.62$0.381.63$7.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 9.00, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$8.00Jul 31$0.90$0.90$0.109.00$7.90
$8.00$8.50Jul 24$0.27$0.27$0.231.17$8.27
$9.00$9.50Aug 7$0.26$0.26$0.241.08$9.26
$9.00$9.50Aug 21$0.25$0.25$0.251.00$9.25
$7.50$8.00Jul 24$0.19$0.19$0.310.61$7.69
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$7.50Aug 14$1.55$1.55$0.453.44$7.95
$9.50$9.00Jul 24$0.35$0.35$0.152.33$9.15
$8.50$8.00Aug 7$0.27$0.27$0.231.17$8.23
$8.00$7.50Jul 24$0.19$0.19$0.310.61$7.81
$8.00$7.00Aug 7$0.38$0.38$0.620.61$7.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.33, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 24Jul 31$0.0580.3%60.4%
$9.50Jul 24Jul 31$0.10191.4%123.9%
$7.50Jul 24Aug 7$0.96115.3%129.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.50Jul 24Aug 14$0.14115.3%57.2%
$9.00Jul 24Jul 31$0.2080.3%60.4%
$8.50Jul 24Jul 31$0.2280.7%49.6%
$6.50Jul 31Aug 7$0.39148.2%195.8%
$9.50Jul 24Aug 14$0.55191.4%82.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 6.20% of stock, avg 15.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$8.00Jul 31$0.31$0.19$0.50$7.50$8.506.20%
$8.50Jul 24$0.08$0.46$0.54$7.96$9.046.69%
$7.50Jul 24$0.54$0.12$0.66$6.84$8.168.18%
$8.00Jul 24$0.35$0.31$0.66$7.34$8.668.18%
$8.50Jul 31$0.12$0.68$0.80$7.70$9.309.91%
$9.00Jul 24$0.02$0.91$0.93$8.07$9.9311.52%
$9.00Jul 31$0.07$1.11$1.18$7.82$10.1814.62%
$8.00Aug 21$0.72$0.53$1.25$6.75$9.2515.49%
$7.00Jul 31$1.21$0.17$1.38$5.62$8.3817.10%
$8.50Aug 7$0.49$0.89$1.38$7.12$9.8817.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 44 found (cheapest 1.73% of stock, avg 7.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$9.00$7.50Jul 24$0.02$0.12$0.14$7.36$9.14
$8.50$7.50Jul 24$0.08$0.12$0.20$7.30$8.70
$9.00$7.00Jul 31$0.07$0.17$0.24$6.76$9.24
$9.50$7.50Jul 24$0.13$0.12$0.25$7.25$9.75
$9.00$7.00Jul 24$0.02$0.23$0.25$6.75$9.25
$9.00$6.50Jul 31$0.07$0.18$0.25$6.25$9.25
$9.00$8.00Jul 31$0.07$0.19$0.26$7.74$9.26
$8.50$7.00Jul 31$0.12$0.17$0.29$6.71$8.79
$8.50$6.50Jul 31$0.12$0.18$0.30$6.20$8.80
$8.50$7.00Jul 24$0.08$0.23$0.31$6.69$8.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.57, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/79/10Aug 21$0.36$0.142.57$6.64$9.36
7/89/10Aug 7$0.64$0.361.78$7.36$9.64
6/78/9Aug 21$0.29$0.211.38$6.71$8.79
7/89/10Aug 21$0.46$0.540.85$7.54$9.46
7/88/9Aug 21$0.39$0.610.64$7.61$8.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$6.50$7.00$7.50Jul 24$0.05$0.459.00
$8.00$8.50$9.00Jul 31$0.14$0.362.57
$8.50$9.00$9.50Jul 24$0.17$0.331.94
$8.00$8.50$9.00Aug 14$0.19$0.311.63
$8.00$8.50$9.00Jul 24$0.21$0.291.38
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$8.00$8.50$9.00Aug 7$0.19$0.311.63
$7.00$7.50$8.00Jul 24$0.30$0.200.67
$8.00$8.50$9.00Jul 24$0.30$0.200.67
$7.00$8.00$9.00Aug 21$0.75$0.250.33

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 $-0.11, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$8.501:2Aug 28-$0.12$0.38
$7.50$8.001:2Jul 24-$0.16$0.34
$8.00$8.501:2Aug 14-$0.21$0.29
$9.00$9.501:2Jul 24-$0.24$0.26
$8.50$9.001:2Aug 21-$0.30$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$7.001:2Aug 21-$0.11$0.89
$7.50$6.501:2Aug 14-$0.12$0.88
$8.00$7.001:2Jul 31-$0.15$0.85
$7.00$6.501:2Aug 21-$0.10$0.40
$8.50$8.001:2Jul 24-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.96%, avg 3.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$9.00Aug 21$0.400.3911.5%4.96%16.48%53141
$8.50Aug 21$0.380.495.3%4.71%10.04%27--
$9.00Aug 14$0.360.3511.5%4.46%15.99%44197
$8.50Jul 24$0.060.235.3%0.74%6.07%124299

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 3,051
Total Puts 734
Put/Call Ratio 0.24
Net Difference 2,317

Prior's Put/Call Breakdown

Total Calls 9,398
Total Puts 2,163
Put/Call Ratio 0.23
Net Difference 7,235

Prior 7-Day Put/Call Summary

Total Calls 35,592
Total Puts 30,054
Average Put/Call Ratio 1.02
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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Chart Title

Price — Past 7 Days

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