Tour
v531
NVAX
NOVAVAX INC
$11.01
-3.67%
$10.99 (-0.22%)
as of 10/21 06:07 PM
Option Volume
Detail
Current (10/21)
7,644
Calls:
6,128
(80%)
Puts:
1,516
(20%)
Prior (10/20)
14,763
Calls:
13,252
(90%)
Puts:
1,511
(10%)
Current vs Prior
-48.22%
Calls:
-53.76%
(Calls)
Puts:
+0.33%
(Puts)
Prior 7-Day Total
110,272
Calls:
87,930
(80%)
Puts:
22,342
(20%)
Prior 7-Day Average
15,753
Calls:
12,561
(80%)
Puts:
3,191
(20%)
Current vs Prior 7-Day Avg
-51.48%
Calls:
-51.22%
Puts:
-52.50%
Sentiment
BULLISH
Dollar Volume
Detail
Current (10/21)
$772.5K
Calls:
$693.7K
(90%)
Puts:
$78.9K
(10%)
Prior (10/20)
$1.03M
Calls:
$928.9K
(90%)
Puts:
$98.3K
(10%)
Current vs Prior
-24.79%
Calls:
-25.33%
Puts:
-19.75%
Prior 7-Day Total
$11.52M
Calls:
$10.10M
(88%)
Puts:
$1.42M
(12%)
Prior 7-Day Average
$1.65M
Calls:
$1.44M
(88%)
Puts:
$202.4K
(12%)
Current vs Prior 7-Day Avg
-53.05%
Calls:
-51.93%
Puts:
-61.04%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (10/21)
0.25
Prior (10/20)
0.11
Current vs Prior
+116.97%
Prior 7-Day Average
0.22
Current vs Prior 7-Day Avg
+10.21%
Sentiment
BULLISH
Open Interest
Detail
Current (10/21)
274,607
Calls:
175,031
(64%)
Puts:
99,576
(36%)
Prior (10/20)
267,362
Calls:
168,587
(63%)
Puts:
98,775
(37%)
Current vs Prior
+2.71%
Prior 7-Day Total
1,967,460
Calls:
1,281,262
(65%)
Puts:
686,198
(35%)
Prior 7-Day Average
281,065
Calls:
183,037
(65%)
Puts:
98,028
(35%)
Current vs Prior 7-Day Avg
-2.30%
Sentiment
BEARISH
Expected Move
Detail
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current
8.63% | 14.53%23.34% | 25.89%
Prior
8.40% | 14.70%23.62% | 27.21%
Current vs Prior
+2.73% | -1.13%-1.18% | -4.86%
Prior 7-Day Avg
9.02% | 13.72%13.09% | 24.72%
Current vs 7-Day Avg
-4.29% | +5.92%+78.34% | +4.73%
Prior 7-Day Eod
8.40% | 14.70%23.62% | 27.21%
Current vs 7-Day Eod
+2.73% | -1.13%-1.18% | -4.86%
Sentiment
BEARISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
30.70% | 64.59%
Calls:
20.83% | 29.17%
Puts:
40.58% | 100.00%
Prior
30.70% | 64.59%
Calls:
20.83% | 29.17%
Puts:
40.58% | 100.00%
Current vs Prior
+0.00% | +0.00%
Prior 7-Day Avg
29.01% | 70.53%
Calls:
20.35% | 30.08%
Puts:
37.69% | 110.97%
Current vs 7-Day Avg
+5.81% | -8.42%
Liquidity
Expensive
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AI Insights
Strong bullish conviction with 90% of dollar volume in calls ($693.7K) vs puts ($78.9K). Below-average activity with volume down 48% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (6,128 calls vs 1,516 puts). P/C ratio rising 117% - 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
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
6,128
Total Puts
1,516
Put/Call Ratio
0.25
Net Difference
4,612
Prior's Put/Call Breakdown
Total Calls
13,252
Total Puts
1,511
Put/Call Ratio
0.11
Net Difference
11,741
Prior 7-Day Put/Call Summary
Total Calls
87,930
Total Puts
22,342
Average Put/Call Ratio
0.22
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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