Tour v487
NVAX
NOVAVAX INC
$7.41 +1.23%
$7.41 (+0.03%)🌙
as of 08/03 06:07 PM
8/3 18:08

Option Volume

Detail
Current (08/03) 12,258
Calls: 11,747 (96%)
Puts: 511 (4%)
Prior (07/31) 6,023
Calls: 4,867 (81%)
Puts: 1,156 (19%)
Current vs Prior +103.52%
Calls: +141.36% (Calls)
Puts: -55.80% (Puts)
Prior 7-Day Total 34,811
Calls: 28,535 (82%)
Puts: 6,276 (18%)
Prior 7-Day Average 4,973
Calls: 4,076 (82%)
Puts: 896 (18%)
Current vs Prior 7-Day Avg +146.49%
Calls: +188.17%
Puts: -43.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $645.6K
Calls: $618.1K (96%)
Puts: $27.5K (4%)
Prior (07/31) $534.0K
Calls: $490.4K (92%)
Puts: $43.7K (8%)
Current vs Prior +20.90%
Calls: +26.05%
Puts: -37.02%
Prior 7-Day Total $2.31M
Calls: $1.97M (85%)
Puts: $339.6K (15%)
Prior 7-Day Average $329.7K
Calls: $281.2K (85%)
Puts: $48.5K (15%)
Current vs Prior 7-Day Avg +95.82%
Calls: +119.83%
Puts: -43.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.04
Prior (07/31) 0.24
Current vs Prior -81.69%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg -81.07%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 195,416
Calls: 125,479 (64%)
Puts: 69,937 (36%)
Prior (07/31) 204,156
Calls: 127,417 (62%)
Puts: 76,739 (38%)
Current vs Prior -4.28%
Prior 7-Day Total 983,702
Calls: 707,753 (72%)
Puts: 275,949 (28%)
Prior 7-Day Average 140,528
Calls: 101,107 (72%)
Puts: 39,421 (28%)
Current vs Prior 7-Day Avg +39.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 12.01% | 14.71%16.33% | 22.54%
Prior 13.93% | 20.36%17.90% | 23.36%
Current vs Prior -13.80% | -27.73%-8.76% | -3.53%
Prior 7-Day Avg 7.19% | 15.97%20.49% | 24.42%
Current vs 7-Day Avg +67.15% | -7.89%-20.31% | -7.72%
Prior 7-Day Eod 13.93% | 20.36%17.90% | 23.36%
Current vs 7-Day Eod -13.80% | -27.73%-8.76% | -3.53%
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 96% of dollar volume in calls ($618.1K) vs puts ($27.5K). Dollar volume significantly above 7-day average (96% higher). Unusually high activity with volume up 104% vs prior - elevated interest. Volume explosion - 146% above 7-day average (12,258 vs avg 4,973).

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 $0.72, cheapest $0.72)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Aug 280.660.78$0.7216.7%10.469

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.65, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 71.031.75$1.3951.8%10.95--
$6.50Aug 70.511.84$1.18112.7%10.79--
$7.00Aug 70.561.05$0.8160.5%--0.711.6K
$7.00Aug 280.581.34$0.9679.2%10.6713
$7.00Sep 110.681.23$0.9657.3%10.66--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Aug 71.041.62$1.3343.6%50.7391
$8.00Aug 70.521.04$0.7866.7%--0.67139
$8.00Aug 210.811.13$0.9733.0%--0.584.0K
$8.00Aug 280.961.25$1.1126.1%--0.5614

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 8.6K, top 6.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Aug 140.400.57$0.4934.7%6.2K0.5051
$8.00Aug 70.190.25$0.2227.3%1.1K0.33776
$8.50Aug 70.090.35$0.22118.2%4650.28347
$8.00Aug 140.280.40$0.3435.3%2440.38233
$8.00Aug 210.250.69$0.4793.6%1240.42391
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 70.090.25$0.1794.1%440.29698
$6.50Aug 70.050.32$0.19142.1%270.2135
$7.50Aug 70.150.81$0.48137.5%180.5035
$8.50Aug 71.041.62$1.3343.6%50.7391
$7.00Aug 280.360.52$0.4436.4%20.3522

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 62.4%, max 109.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.50Aug 7Sep 4186.7%98.6%89.4%465397
$7.50Aug 7Sep 4144.5%82.4%75.3%121226
$7.00Aug 7Sep 11114.7%77.4%48.2%11.6K
$8.00Aug 7Sep 4141.2%98.9%42.7%1.1K799
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.50Aug 7Aug 21182.2%87.0%109.5%27216
$7.00Aug 7Sep 4114.7%72.3%58.7%44709
$7.50Aug 7Aug 28144.5%91.3%58.3%1944
$8.00Aug 7Aug 28141.2%100.2%40.9%--153
$6.00Aug 7Aug 21134.1%97.0%38.2%--281

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 3.17, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$8.00$8.50Aug 14$0.14$0.36$0.142.57$8.14
$8.00$8.50Sep 4$0.14$0.36$0.142.57$8.14
$7.50$8.00Aug 14$0.15$0.35$0.152.33$7.65
$7.50$8.00Aug 28$0.16$0.34$0.162.12$7.66
$8.00$8.50Aug 28$0.17$0.33$0.171.94$8.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.50$7.00Aug 14$0.12$0.38$0.123.17$7.38
$7.00$6.50Aug 14$0.16$0.34$0.162.13$6.84
$6.50$6.00Aug 7$0.16$0.34$0.162.12$6.34
$7.00$6.50Aug 21$0.20$0.30$0.201.50$6.80
$7.50$7.00Aug 21$0.25$0.25$0.251.00$7.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 3.55, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$6.50$7.00Aug 7$0.37$0.37$0.132.85$6.87
$7.00$7.50Aug 21$0.27$0.27$0.231.17$7.27
$8.00$8.50Aug 21$0.26$0.26$0.241.08$8.26
$7.00$7.50Aug 28$0.23$0.23$0.270.85$7.23
$6.00$6.50Aug 7$0.21$0.21$0.290.72$6.21
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$8.00$7.50Aug 28$0.39$0.39$0.113.55$7.61
$8.00$7.50Aug 21$0.32$0.32$0.181.78$7.68
$7.50$7.00Aug 7$0.31$0.31$0.191.63$7.19
$8.00$7.50Aug 7$0.30$0.30$0.201.50$7.70
$7.50$7.00Aug 28$0.28$0.28$0.221.27$7.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.16, cheapest $0.08)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.50Aug 7Aug 14$0.08144.5%106.0%
$8.00Aug 7Aug 14$0.12141.2%113.5%
$7.00Aug 7Aug 14$0.24114.7%130.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Aug 7Aug 21$0.10134.1%97.0%
$7.50Aug 7Aug 14$0.12144.5%106.0%
$6.50Aug 7Aug 14$0.13182.2%140.3%
$8.00Aug 7Aug 21$0.19141.2%108.0%
$7.00Aug 7Aug 14$0.31114.7%130.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 12.01% of stock, avg 17.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7.50Aug 7$0.41$0.48$0.89$6.61$8.3912.01%
$7.00Aug 7$0.81$0.17$0.98$6.02$7.9813.23%
$8.00Aug 7$0.22$0.78$1.00$7.00$9.0013.50%
$7.50Aug 14$0.49$0.60$1.09$6.41$8.5914.71%
$7.50Aug 21$0.56$0.65$1.21$6.29$8.7116.33%
$7.00Aug 21$0.83$0.40$1.23$5.77$8.2316.60%
$6.50Aug 7$1.18$0.19$1.37$5.13$7.8718.49%
$7.00Aug 28$0.96$0.44$1.40$5.60$8.4018.89%
$6.00Aug 7$1.39$0.03$1.42$4.58$7.4219.16%
$8.00Aug 21$0.47$0.97$1.44$6.56$9.4419.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 3.37% of stock, avg 9.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$8.00$6.00Aug 7$0.22$0.03$0.25$5.75$8.25
$8.50$6.00Aug 7$0.22$0.03$0.25$5.75$8.75
$8.50$6.00Aug 21$0.21$0.13$0.34$5.66$8.84
$8.00$7.00Aug 7$0.22$0.17$0.39$6.61$8.39
$8.50$7.00Aug 7$0.22$0.17$0.39$6.61$8.89
$8.00$6.50Aug 7$0.22$0.19$0.41$6.09$8.41
$8.50$6.50Aug 7$0.22$0.19$0.41$6.09$8.91
$8.50$6.50Aug 21$0.21$0.20$0.41$6.09$8.91
$8.50$6.50Aug 14$0.20$0.32$0.52$5.98$9.02
$8.00$6.00Aug 21$0.47$0.13$0.60$5.40$8.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 2.33, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/68/8Aug 7$0.35$0.152.33$6.15$7.85
6/78/8Aug 14$0.31$0.191.63$6.69$7.81
6/78/8Aug 14$0.30$0.201.50$6.70$8.30
7/88/8Aug 14$0.26$0.241.08$7.24$8.26

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
$7.00$7.50$8.00Aug 28$0.07$0.436.14
$7.00$7.50$8.00Aug 21$0.18$0.321.78
$7.50$8.00$8.50Aug 7$0.19$0.311.63
$7.00$7.50$8.00Aug 7$0.21$0.291.38
$7.00$7.50$8.00Sep 4$0.37$0.130.35
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$6.50$7.00$7.50Aug 21$0.05$0.459.00
$7.00$7.50$8.00Aug 21$0.07$0.436.14
$7.00$7.50$8.00Aug 28$0.11$0.393.55
$6.00$6.50$7.00Aug 21$0.13$0.372.85
$7.50$8.00$8.50Aug 7$0.25$0.251.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.06, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$8.501:2Aug 14-$0.06$0.44
$7.50$8.001:2Aug 14-$0.19$0.31
$7.00$7.501:2Sep 4-$0.20$0.30
$8.00$8.501:2Aug 7-$0.22$0.28
$8.00$8.501:2Aug 28-$0.23$0.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Aug 21-$0.06$0.44
$7.50$7.001:2Aug 21-$0.15$0.35
$7.00$6.501:2Aug 14-$0.16$0.34
$7.50$7.001:2Aug 28-$0.16$0.34
$8.00$7.501:2Aug 7-$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.56%, avg 3.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7.50Aug 28$0.560.551.2%7.56%8.77%20--
$7.50Aug 14$0.400.501.2%5.40%6.61%6.2K51
$8.00Aug 28$0.380.468.0%5.13%13.09%4034
$7.50Aug 7$0.340.511.2%4.59%5.80%106226
$8.00Sep 4$0.290.428.0%3.91%11.88%1123
$8.00Aug 14$0.280.388.0%3.78%11.74%244233
$8.50Aug 28$0.260.3614.7%3.51%18.22%--27
$8.00Aug 21$0.250.428.0%3.37%11.34%124391
$7.50Aug 21$0.210.511.2%2.83%4.05%114--
$7.50Sep 4$0.200.501.2%2.70%3.91%15--

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 11,747
Total Puts 511
Put/Call Ratio 0.04
Net Difference 11,236

Prior's Put/Call Breakdown

Total Calls 4,867
Total Puts 1,156
Put/Call Ratio 0.24
Net Difference 3,711

Prior 7-Day Put/Call Summary

Total Calls 28,535
Total Puts 6,276
Average Put/Call Ratio 0.23
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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