Tour v531
NVAX
NOVAVAX INC
$9.99 -9.26%
$10.01 (+0.20%)🌙
as of 10/22 06:07 PM
◀ 10/22 18:07 ▶

Option Volume

Detail
ℹ
Current (10/22) 15,860
Calls: 11,822 (75%)
Puts: 4,038 (25%)
Prior (10/21) 7,644
Calls: 6,128 (80%)
Puts: 1,516 (20%)
Current vs Prior +107.48%
Calls: +92.92% (Calls)
Puts: +166.36% (Puts)
Prior 7-Day Total 108,723
Calls: 85,363 (79%)
Puts: 23,360 (21%)
Prior 7-Day Average 15,531
Calls: 12,194 (79%)
Puts: 3,337 (21%)
Current vs Prior 7-Day Avg +2.11%
Calls: -3.06%
Puts: +21.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $1.45M
Calls: $1.21M (84%)
Puts: $238.6K (16%)
Prior (10/21) $772.5K
Calls: $693.7K (90%)
Puts: $78.9K (10%)
Current vs Prior +87.90%
Calls: +74.86%
Puts: +202.60%
Prior 7-Day Total $11.45M
Calls: $10.02M (87%)
Puts: $1.44M (13%)
Prior 7-Day Average $1.64M
Calls: $1.43M (87%)
Puts: $205.3K (13%)
Current vs Prior 7-Day Avg -11.28%
Calls: -15.23%
Puts: +16.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.34
Prior (10/21) 0.25
Current vs Prior +38.07%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +35.75%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/22) 277,477
Calls: 177,879 (64%)
Puts: 99,598 (36%)
Prior (10/21) 274,607
Calls: 175,031 (64%)
Puts: 99,576 (36%)
Current vs Prior +1.05%
Prior 7-Day Total 1,939,991
Calls: 1,260,567 (65%)
Puts: 679,424 (35%)
Prior 7-Day Average 277,141
Calls: 180,081 (65%)
Puts: 97,060 (35%)
Current vs Prior 7-Day Avg +0.12%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 4.90% | 11.01%23.22% | 24.62%
Prior 8.63% | 14.53%23.34% | 25.89%
Current vs Prior -43.15% | -24.23%-0.51% | -4.87%
Prior 7-Day Avg 9.17% | 14.03%14.66% | 25.17%
Current vs 7-Day Avg -46.52% | -21.52%+58.43% | -2.17%
Prior 7-Day Eod 8.63% | 14.53%23.34% | 25.89%
Current vs 7-Day Eod -43.15% | -24.23%-0.51% | -4.87%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.21M) vs puts ($238.6K). Elevated premium activity with dollar volume up 88% vs prior. Unusually high activity with volume up 107% vs prior - elevated interest. Extreme bullish P/C ratio of 0.34 - heavy call buying (11,822 calls vs 4,038 puts).

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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.66, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Oct 231.292.86$2.0875.5%30.929
$9.00Oct 230.481.56$1.02105.9%110.923
$9.00Oct 300.172.27$1.22172.1%--0.8526
$9.50Oct 230.460.65$0.5633.9%60.8140
$9.00Nov 201.202.62$1.9174.3%--0.70463
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 231.232.19$1.7156.1%80.94122
$11.00Oct 230.861.60$1.2360.2%270.888.6K
$11.00Oct 301.111.40$1.2523.2%70.76139
$11.50Oct 301.422.17$1.8041.7%20.7690
$10.50Oct 230.330.99$0.66100.0%1240.73197

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 7.1K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 200.640.94$0.7938.0%1.0K0.432.1K
$11.00Nov 60.400.81$0.6167.2%4860.38135
$11.00Oct 230.030.06$0.0560.0%3770.12833
$11.00Oct 300.020.30$0.16175.0%3390.23218
$11.50Oct 300.150.28$0.2259.1%2330.224.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 230.170.32$0.2560.0%1.5K0.49970
$8.00Nov 200.090.34$0.22113.6%8320.15235
$10.00Nov 270.771.64$1.2171.9%3780.445
$10.50Oct 300.421.30$0.86102.3%3060.60724
$10.50Oct 230.330.99$0.66100.0%1240.73197

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 31.0%, max 44.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Oct 23Nov 20148.5%103.0%44.2%139215
$9.50Oct 23Nov 13122.8%92.4%33.0%747
$10.00Oct 23Dec 4119.8%94.6%26.6%130947
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Oct 23Nov 27119.8%95.4%25.6%1.9K975
$10.50Oct 23Nov 27148.5%118.3%25.6%126198

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 3.17, avg 1.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$11.50Nov 20$0.12$0.38$0.1243%3.17$11.12
$9.00$9.50Oct 30$0.33$0.17$0.3386%0.52$9.33
$11.00$11.50Nov 13$0.11$0.39$0.1139%3.55$11.11
$9.00$9.50Nov 13$0.27$0.23$0.2770%0.85$9.27
$10.50$11.00Nov 20$0.17$0.33$0.1750%1.94$10.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$10.00Nov 20$0.12$0.38$0.1251%3.17$10.38
$11.00$10.50Nov 6$0.22$0.28$0.2260%1.27$10.78
$10.50$10.00Nov 13$0.19$0.31$0.1952%1.63$10.31
$10.50$10.00Oct 30$0.25$0.25$0.2560%1.00$10.25
$10.50$9.50Nov 6$0.44$0.56$0.4456%1.27$10.06

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.79, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$11.00Oct 30$0.27$0.27$0.2361%1.17$10.77
$10.50$11.00Nov 13$0.27$0.27$0.2353%1.17$10.77
$11.00$11.50Nov 6$0.21$0.21$0.2962%0.72$11.21
$10.00$10.50Nov 20$0.23$0.23$0.2744%0.85$10.23
$10.00$10.50Oct 23$0.12$0.12$0.3849%0.32$10.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.00$8.00Nov 20$0.44$0.44$0.5670%0.79$8.56
$8.50$8.00Nov 27$0.25$0.25$0.2575%1.00$8.25
$8.50$8.00Nov 13$0.20$0.20$0.3077%0.67$8.30
$9.00$8.50Nov 13$0.18$0.18$0.3270%0.56$8.82
$9.00$8.50Nov 27$0.18$0.18$0.3269%0.56$8.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.30, cheapest $0.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 23Oct 30$0.25119.8%92.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 23Oct 30$0.36119.8%92.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 4.90% of stock, avg 15.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Oct 23$0.24$0.25$0.49$9.51$10.494.90%
$9.50Oct 23$0.56$0.07$0.63$8.87$10.136.31%
$10.50Oct 23$0.12$0.66$0.78$9.72$11.287.81%
$9.00Oct 23$1.02$0.04$1.06$7.94$10.0610.61%
$10.00Oct 30$0.49$0.61$1.10$8.90$11.1011.01%
$9.50Oct 30$0.89$0.30$1.19$8.31$10.6911.91%
$10.50Oct 30$0.43$0.86$1.29$9.21$11.7912.91%
$9.00Oct 30$1.22$0.14$1.36$7.64$10.3613.61%
$10.50Nov 6$0.64$1.29$1.93$8.57$12.4319.32%
$9.50Nov 6$1.13$0.85$1.98$7.52$11.4819.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 0.60% of stock, avg 8.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$9.00Oct 23$0.02$0.04$0.06$8.94$11.56
$11.50$8.00Oct 23$0.02$0.05$0.07$7.93$11.57
$11.00$9.00Oct 23$0.05$0.04$0.09$8.91$11.09
$11.50$9.50Oct 23$0.02$0.07$0.09$9.41$11.59
$11.00$8.00Oct 23$0.05$0.05$0.10$7.90$11.10
$11.00$9.50Oct 23$0.05$0.07$0.12$9.38$11.12
$11.50$8.50Oct 23$0.02$0.13$0.15$8.35$11.65
$11.00$8.50Oct 23$0.05$0.13$0.18$8.32$11.18
$10.50$9.00Oct 23$0.12$0.04$0.16$8.84$10.66
$10.50$9.50Oct 23$0.12$0.07$0.19$9.31$10.69

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 2.57, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Oct 23$0.14$0.3641%2.57
$9.50$10.00$10.50Oct 23$0.20$0.3054%1.50
$10.00$10.50$11.00Nov 20$0.06$0.4413%7.33
$9.50$10.00$10.50Nov 6$0.13$0.3718%2.85
$10.00$10.50$11.00Nov 6$0.15$0.3514%2.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Oct 23$0.15$0.3540%2.33
$10.00$10.50$11.00Oct 23$0.16$0.3438%2.13
$9.50$10.00$10.50Oct 23$0.23$0.2754%1.17
$8.50$9.00$9.50Oct 30$0.11$0.3923%3.55
$9.00$9.50$10.00Oct 30$0.15$0.3531%2.33

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 $-0.10, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$9.501:2Oct 23-$0.10$0.40
$9.50$10.001:2Oct 30-$0.09$0.41
$9.00$10.001:2Nov 20-$0.47$0.53
$11.00$11.501:2Nov 6-$0.19$0.31
$10.00$10.501:2Oct 30-$0.37$0.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.501:2Oct 23-$0.09$0.41
$10.00$9.001:2Nov 27-$0.19$0.81
$10.00$9.001:2Nov 20-$0.19$0.81
$10.50$9.501:2Nov 6-$0.41$0.59
$9.00$8.501:2Nov 6-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 10.71%, avg 4.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.00Nov 20$1.070.560.1%10.71%10.81%221514
$11.00Nov 20$0.640.4310.1%6.41%16.52%1.0K2.1K
$11.50Nov 27$0.390.4215.1%3.90%19.02%1--
$10.00Dec 4$0.930.560.1%9.31%9.41%5--
$11.50Nov 20$0.300.3815.1%3.00%18.12%--94
$11.50Nov 13$0.330.3315.1%3.30%18.42%1182
$11.00Nov 6$0.400.3810.1%4.00%14.11%486135
$10.50Nov 20$0.530.495.1%5.31%10.41%136
$10.50Nov 13$0.530.475.1%5.31%10.41%22
$11.00Nov 13$0.360.3910.1%3.60%13.71%15513

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 11,822
Total Puts 4,038
Put/Call Ratio 0.34
Net Difference 7,784

Prior's Put/Call Breakdown

Total Calls 6,128
Total Puts 1,516
Put/Call Ratio 0.25
Net Difference 4,612

Prior 7-Day Put/Call Summary

Total Calls 85,363
Total Puts 23,360
Average Put/Call Ratio 0.25
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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