Tour v472
NVAX
NOVAVAX INC
$7.44 +1.36%
$7.49 (+0.67%)🌙
as of 07/30 06:10 PM
7/30 18:10

Option Volume

Detail
Current (07/30) 4,046
Calls: 3,602 (89%)
Puts: 444 (11%)
Prior (07/29) 3,984
Calls: 3,092 (78%)
Puts: 892 (22%)
Current vs Prior +1.56%
Calls: +16.49% (Calls)
Puts: -50.22% (Puts)
Prior 7-Day Total 33,521
Calls: 27,291 (81%)
Puts: 6,230 (19%)
Prior 7-Day Average 4,788
Calls: 3,898 (81%)
Puts: 890 (19%)
Current vs Prior 7-Day Avg -15.51%
Calls: -7.61%
Puts: -50.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $182.4K
Calls: $155.1K (85%)
Puts: $27.3K (15%)
Prior (07/29) $220.0K
Calls: $173.9K (79%)
Puts: $46.1K (21%)
Current vs Prior -17.07%
Calls: -10.78%
Puts: -40.79%
Prior 7-Day Total $2.06M
Calls: $1.63M (79%)
Puts: $426.2K (21%)
Prior 7-Day Average $294.3K
Calls: $233.4K (79%)
Puts: $60.9K (21%)
Current vs Prior 7-Day Avg -38.01%
Calls: -33.54%
Puts: -55.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.12
Prior (07/29) 0.29
Current vs Prior -57.27%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg -48.77%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 105,149
Calls: 93,115 (89%)
Puts: 12,034 (11%)
Prior (07/29) 81,618
Calls: 62,996 (77%)
Puts: 18,622 (23%)
Current vs Prior +28.83%
Prior 7-Day Total 948,529
Calls: 665,183 (70%)
Puts: 283,346 (30%)
Prior 7-Day Average 135,504
Calls: 95,026 (70%)
Puts: 40,478 (30%)
Current vs Prior 7-Day Avg -22.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.38% | 11.42%18.01% | 22.58%
Prior 8.04% | 23.30%19.07% | 21.12%
Current vs Prior -33.11% | -50.96%-5.57% | +6.93%
Prior 7-Day Avg 6.34% | 13.33%20.25% | 25.58%
Current vs 7-Day Avg -15.14% | -14.26%-11.05% | -11.73%
Prior 7-Day Eod 8.04% | 23.30%19.07% | 21.12%
Current vs 7-Day Eod -33.11% | -50.96%-5.57% | +6.93%
Sentiment BULLISHBULLISH

Relative Spread

Detail
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

Strong bullish conviction with 85% of dollar volume in calls ($155.1K) vs puts ($27.3K). Extreme bullish P/C ratio of 0.12 - heavy call buying (3,602 calls vs 444 puts). P/C ratio dropping 57% - sentiment shifting bullish. Call-heavy open interest (93,115 calls vs 12,034 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 $0.29, cheapest $0.29)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Aug 140.260.31$0.2917.2%210.31--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 11 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.131.02$0.57156.1%101.005
$6.50Aug 140.691.69$1.1984.0%60.77--
$6.00Aug 281.342.15$1.7546.3%10.76--
$7.50Aug 70.430.71$0.5749.1%400.67140
$7.00Aug 280.361.80$1.08133.3%10.62--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 70.531.22$0.8878.4%31.00137
$8.00Jul 310.161.07$0.62146.8%10.896.3K
$8.50Aug 210.961.86$1.4163.8%10.72--
$7.50Jul 310.100.47$0.28132.1%110.6246
$8.00Aug 140.901.50$1.2050.0%10.60--

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 1.3K, top 298)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Jul 310.070.17$0.1283.3%2980.401.7K
$8.00Jul 310.010.03$0.02100.0%1940.091.6K
$8.00Aug 140.360.44$0.4020.0%1850.40221
$7.50Aug 140.530.94$0.7455.4%1840.5439
$8.00Aug 70.010.34$0.18183.3%1750.41616
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 140.180.25$0.2231.8%680.22373
$7.00Jul 310.000.11$0.06183.3%220.21262
$7.00Aug 210.200.67$0.44106.8%180.35527
$7.50Jul 310.100.47$0.28132.1%110.6246
$7.00Aug 70.030.42$0.22177.3%100.27--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 25.6%, max 44.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.50Aug 14Aug 21107.7%80.2%34.4%37117
$8.00Jul 31Aug 21127.6%104.7%21.9%2401.9K
$7.00Jul 31Aug 28120.8%116.8%3.5%115
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 31Sep 4120.8%83.5%44.6%30262
$8.00Jul 31Aug 14127.6%103.4%23.5%26.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 3.55, avg 1.36)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$8.00$8.50Aug 14$0.11$0.39$0.113.55$8.11
$6.50$7.50Aug 14$0.45$0.55$0.451.22$6.95
$8.00$8.50Aug 21$0.31$0.19$0.310.61$8.31
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.50$7.00Aug 14$0.18$0.32$0.181.78$7.32
$7.50$7.00Jul 31$0.22$0.28$0.221.27$7.28
$8.50$7.00Aug 21$0.97$0.53$0.970.55$7.53
$8.00$7.00Aug 7$0.66$0.34$0.660.52$7.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 3.55, avg 1.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.50$8.00Aug 7$0.39$0.39$0.113.55$7.89
$7.50$8.00Aug 14$0.34$0.34$0.162.12$7.84
$6.00$7.00Aug 28$0.67$0.67$0.332.03$6.67
$8.00$8.50Aug 21$0.31$0.31$0.191.63$8.31
$6.50$7.50Aug 14$0.45$0.45$0.550.82$6.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Aug 14$0.39$0.39$0.113.55$6.61
$8.00$7.50Jul 31$0.34$0.34$0.162.12$7.66
$8.00$7.00Aug 7$0.66$0.66$0.341.94$7.34
$8.50$7.00Aug 21$0.97$0.97$0.531.83$7.53
$7.50$7.00Jul 31$0.22$0.22$0.280.79$7.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.34, cheapest $0.16)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Jul 31Aug 7$0.16127.6%58.1%
$7.50Jul 31Aug 7$0.45125.4%85.3%
$7.00Jul 31Aug 28$0.51120.8%116.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.00Jul 31Aug 7$0.16120.8%119.7%
$8.00Jul 31Aug 7$0.26127.6%58.1%
$7.50Jul 31Aug 14$0.51125.4%127.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 5.38% of stock, avg 14.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7.50Jul 31$0.12$0.28$0.40$7.10$7.905.38%
$7.00Jul 31$0.57$0.06$0.63$6.37$7.638.47%
$8.00Jul 31$0.02$0.62$0.64$7.36$8.648.60%
$8.00Aug 7$0.18$0.88$1.06$6.94$9.0614.25%
$6.50Aug 14$1.19$0.22$1.41$5.09$7.9118.95%
$7.50Aug 14$0.74$0.79$1.53$5.97$9.0320.56%
$8.00Aug 14$0.40$1.20$1.60$6.40$9.6021.51%
$8.50Aug 21$0.22$1.41$1.63$6.87$10.1321.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 1.08% of stock, avg 9.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$8.00$7.00Jul 31$0.02$0.06$0.08$6.92$8.08
$7.50$7.00Jul 31$0.12$0.06$0.18$6.82$7.68
$8.00$7.00Aug 7$0.18$0.22$0.40$6.60$8.40
$8.50$6.50Aug 14$0.29$0.22$0.51$5.99$9.01
$8.00$6.50Aug 14$0.40$0.22$0.62$5.88$8.62
$8.50$7.00Aug 21$0.22$0.44$0.66$6.34$9.16
$8.50$7.00Aug 14$0.29$0.61$0.90$6.10$9.40
$8.00$7.00Aug 21$0.53$0.44$0.97$6.03$8.97
$8.00$7.00Aug 14$0.40$0.61$1.01$5.99$9.01
$8.50$7.50Aug 14$0.29$0.79$1.08$6.42$9.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.38, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
7/88/8Aug 14$0.29$0.211.38$7.21$8.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 3.17, cheapest $0.12)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$7.50$8.00$8.50Aug 14$0.23$0.271.17
$7.00$7.50$8.00Jul 31$0.35$0.150.43
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$7.00$7.50$8.00Jul 31$0.12$0.383.17
$7.00$7.50$8.00Aug 14$0.23$0.271.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.29, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.501:2Aug 14-$0.29$0.71
$6.00$7.001:2Aug 28-$0.41$0.59
$7.50$8.001:2Aug 14-$0.06$0.44
$8.00$8.501:2Aug 14-$0.18$0.32
$7.50$8.001:2Jul 31$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$7.501:2Aug 14-$0.38$0.12
$7.50$7.001:2Aug 14-$0.43$0.07
$8.50$7.001:2Aug 21$0.53$0.97
$8.00$7.001:2Aug 7$0.44$0.56
$8.00$7.501:2Jul 31$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 7.12%, avg 3.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7.50Aug 14$0.530.540.8%7.12%7.93%18439
$8.00Aug 14$0.360.407.5%4.84%12.37%185221
$8.50Aug 14$0.260.3114.2%3.49%17.74%21--
$8.00Aug 21$0.230.437.5%3.09%10.62%46377
$8.50Aug 21$0.090.2814.2%1.21%15.46%16117
$7.50Jul 31$0.070.400.8%0.94%1.75%2981.7K

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 3,602
Total Puts 444
Put/Call Ratio 0.12
Net Difference 3,158

Prior's Put/Call Breakdown

Total Calls 3,092
Total Puts 892
Put/Call Ratio 0.29
Net Difference 2,200

Prior 7-Day Put/Call Summary

Total Calls 27,291
Total Puts 6,230
Average Put/Call Ratio 0.24
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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