Tour v531
NVAX
NOVAVAX INC
$10.02 +6.60%
$9.97 (-0.50%)🌙
as of 10/27 06:08 PM
◀ 10/27 18:08 ▶

Option Volume

Detail
ℹ
Current (10/27) 16,275
Calls: 15,601 (96%)
Puts: 674 (4%)
Prior (10/26) 7,878
Calls: 6,800 (86%)
Puts: 1,078 (14%)
Current vs Prior +106.59%
Calls: +129.43% (Calls)
Puts: -37.48% (Puts)
Prior 7-Day Total 96,901
Calls: 73,544 (76%)
Puts: 23,357 (24%)
Prior 7-Day Average 13,843
Calls: 10,506 (76%)
Puts: 3,336 (24%)
Current vs Prior 7-Day Avg +17.57%
Calls: +48.49%
Puts: -79.80%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.01M
Calls: $955.9K (95%)
Puts: $51.3K (5%)
Prior (10/26) $649.2K
Calls: $559.2K (86%)
Puts: $90.0K (14%)
Current vs Prior +55.16%
Calls: +70.94%
Puts: -42.93%
Prior 7-Day Total $9.18M
Calls: $7.47M (81%)
Puts: $1.70M (19%)
Prior 7-Day Average $1.31M
Calls: $1.07M (81%)
Puts: $243.1K (19%)
Current vs Prior 7-Day Avg -23.15%
Calls: -10.46%
Puts: -78.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.04
Prior (10/26) 0.16
Current vs Prior -72.75%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -85.66%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 260,866
Calls: 168,766 (65%)
Puts: 92,100 (35%)
Prior (10/26) 257,588
Calls: 165,959 (64%)
Puts: 91,629 (36%)
Current vs Prior +1.27%
Prior 7-Day Total 1,868,984
Calls: 1,220,729 (65%)
Puts: 648,255 (35%)
Prior 7-Day Average 266,997
Calls: 174,389 (65%)
Puts: 92,607 (35%)
Current vs Prior 7-Day Avg -2.30%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 12.87% | 21.16%22.65% | 23.25%
Prior 11.60% | 15.43%18.94% | 25.32%
Current vs Prior +11.03% | +37.16%+19.64% | -8.16%
Prior 7-Day Avg 8.99% | 14.54%19.71% | 25.52%
Current vs 7-Day Avg +43.16% | +45.55%+14.95% | -8.89%
Prior 7-Day Eod 11.60% | 15.43%18.94% | 25.32%
Current vs 7-Day Eod +11.03% | +37.16%+19.64% | -8.16%
Sentiment BEARISHBEARISH

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 95% of dollar volume in calls ($955.9K) vs puts ($51.3K). Elevated premium activity with dollar volume up 55% vs prior. Unusually high activity with volume up 107% vs prior - elevated interest. Extreme bullish P/C ratio of 0.04 - heavy call buying (15,601 calls vs 674 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. 5 found (avg $0.74, cheapest $0.36)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 300.340.38$0.3611.1%2.9K0.49235
$9.50Oct 300.620.71$0.6713.4%4860.75209
$10.00Nov 60.750.85$0.8012.5%580.56107
$10.00Nov 130.841.00$0.9217.4%90.5812
$10.00Nov 200.911.03$0.9712.4%4630.541.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.67, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 300.891.25$1.0733.6%860.9399
$9.50Oct 300.620.71$0.6713.4%4860.75209
$9.00Nov 130.591.84$1.22102.5%--0.7573
$9.00Nov 201.151.65$1.4035.7%70.69470
$9.50Nov 60.661.15$0.9153.8%1420.6657
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 300.152.60$1.38177.5%--0.93150
$11.50Oct 301.271.86$1.5737.6%30.9288
$11.00Oct 300.821.24$1.0340.8%130.82135
$12.00Nov 130.704.35$2.53144.3%--0.7779
$12.00Nov 201.863.10$2.4850.0%--0.72672

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 12.2K, top 6.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 300.120.19$0.1643.8%6.3K0.29187
$10.00Oct 300.340.38$0.3611.1%2.9K0.49235
$9.50Oct 300.620.71$0.6713.4%4860.75209
$10.00Nov 200.911.03$0.9712.4%4630.541.2K
$11.00Nov 60.350.47$0.4129.3%3350.36734
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 200.370.82$0.6075.0%220.30122
$9.00Oct 300.010.06$0.03166.7%210.09313
$10.00Oct 300.270.57$0.4271.4%180.51162
$11.00Oct 300.821.24$1.0340.8%130.82135
$8.50Oct 300.000.10$0.05200.0%100.09164

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 28.7%, max 56.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Oct 30Nov 27101.6%73.2%38.8%6.3K229
$10.00Oct 30Dec 4109.7%85.2%28.8%2.9K240
$11.00Oct 30Nov 20116.5%101.7%14.6%1602.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Oct 30Nov 27116.5%74.4%56.6%13146
$10.00Oct 30Nov 27109.7%87.0%26.1%18546
$10.50Oct 30Nov 20101.6%94.6%7.5%11.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 6.50, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$12.00Nov 27$0.20$1.30$0.2049%6.50$10.70
$9.50$10.00Nov 6$0.11$0.39$0.1166%3.55$9.61
$10.00$10.50Nov 13$0.14$0.36$0.1458%2.57$10.14
$9.50$10.50Nov 27$0.46$0.54$0.4666%1.17$9.96
$9.50$10.00Nov 20$0.19$0.31$0.1962%1.63$9.69
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.50Nov 20$0.13$0.37$0.1372%2.85$11.87
$11.00$10.50Nov 6$0.14$0.36$0.1466%2.57$10.86
$10.00$9.00Nov 27$0.26$0.74$0.2644%2.85$9.74
$12.00$11.00Nov 13$0.65$0.35$0.6576%0.54$11.35
$9.50$9.00Nov 20$0.15$0.35$0.1538%2.33$9.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.50, avg 0.77)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Nov 20$0.24$0.24$0.2660%0.92$11.24
$10.50$11.00Nov 6$0.22$0.22$0.2854%0.79$10.72
$10.50$11.00Nov 13$0.16$0.16$0.3450%0.47$10.66
$10.50$12.00Nov 27$0.20$0.20$1.3051%0.15$10.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.00$8.50Nov 27$0.30$0.30$0.2070%1.50$8.70
$9.50$9.00Nov 13$0.27$0.27$0.2364%1.17$9.23
$10.00$9.50Oct 30$0.30$0.30$0.2050%1.50$9.70
$9.00$8.50Nov 13$0.17$0.17$0.3373%0.52$8.83
$9.00$8.50Nov 6$0.16$0.16$0.3473%0.47$8.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.38, cheapest $0.31)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 30Nov 6$0.44109.7%114.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 30Nov 6$0.31109.7%114.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 7.78% of stock, avg 16.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Oct 30$0.36$0.42$0.78$9.22$10.787.78%
$9.50Oct 30$0.67$0.12$0.79$8.71$10.297.88%
$10.50Oct 30$0.16$0.93$1.09$9.41$11.5910.88%
$11.00Oct 30$0.10$1.03$1.13$9.87$12.1311.28%
$9.50Nov 6$0.91$0.48$1.39$8.11$10.8913.87%
$10.00Nov 6$0.80$0.73$1.53$8.47$11.5315.27%
$10.00Nov 13$0.92$0.76$1.68$8.32$11.6816.77%
$9.50Nov 13$1.17$0.69$1.86$7.64$11.3618.56%
$11.00Nov 6$0.41$1.46$1.87$9.13$12.8718.66%
$9.50Nov 20$1.16$0.75$1.91$7.59$11.4119.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 0.60% of stock, avg 9.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$9.00Oct 30$0.03$0.03$0.06$8.94$11.56
$12.00$9.00Oct 30$0.03$0.03$0.06$8.94$12.06
$11.50$8.50Oct 30$0.03$0.05$0.08$8.42$11.58
$12.00$8.50Oct 30$0.03$0.05$0.08$8.42$12.08
$11.00$9.00Oct 30$0.10$0.03$0.13$8.87$11.13
$11.00$8.50Oct 30$0.10$0.05$0.15$8.35$11.15
$11.50$9.50Oct 30$0.03$0.12$0.15$9.35$11.65
$12.00$9.50Oct 30$0.03$0.12$0.15$9.35$12.15
$10.50$9.00Oct 30$0.16$0.03$0.19$8.81$10.69
$11.00$9.50Oct 30$0.10$0.12$0.22$9.28$11.22

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. 23 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Oct 30$0.09$0.4143%4.56
$9.50$10.00$10.50Oct 30$0.11$0.3947%3.55
$9.00$9.50$10.00Nov 20$0.05$0.4515%9.00
$10.00$10.50$11.00Oct 30$0.14$0.3632%2.57
$11.00$11.50$12.00Oct 30$0.07$0.4311%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Oct 30$0.21$0.2946%1.38
$8.50$9.00$9.50Nov 13$0.10$0.4017%4.00
$9.00$9.50$10.00Nov 20$0.10$0.4015%4.00
$8.50$9.00$9.50Oct 30$0.11$0.3917%3.55
$9.00$9.50$10.00Oct 30$0.21$0.2941%1.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.26, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$10.501:2Nov 27-$0.26$0.74
$10.50$12.001:2Nov 27-$0.32$1.18
$9.00$9.501:2Oct 30-$0.27$0.23
$10.50$11.001:2Nov 6-$0.19$0.31
$11.00$11.501:2Nov 20-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$10.001:2Nov 6-$0.14$0.36
$9.00$8.501:2Nov 27-$0.08$0.42
$9.00$8.501:2Nov 6-$0.07$0.43
$9.00$8.501:2Nov 13-$0.08$0.42
$9.50$9.001:2Nov 13-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 5.49%, avg 3.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Nov 20$0.550.409.8%5.49%15.27%31.4K
$11.50Nov 13$0.310.4214.8%3.09%17.86%5181
$11.00Nov 13$0.450.429.8%4.49%14.27%2533
$10.50Nov 13$0.600.494.8%5.99%10.78%373
$12.00Nov 20$0.280.2719.8%2.79%22.55%1503.2K
$12.00Nov 13$0.260.2719.8%2.59%22.36%6726
$10.50Nov 20$0.560.464.8%5.59%10.38%186
$12.00Nov 6$0.200.2619.8%2.00%21.76%139350
$11.00Nov 6$0.350.369.8%3.49%13.27%335734
$10.50Nov 6$0.480.464.8%4.79%9.58%41851

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 15,601
Total Puts 674
Put/Call Ratio 0.04
Net Difference 14,927

Prior's Put/Call Breakdown

Total Calls 6,800
Total Puts 1,078
Put/Call Ratio 0.16
Net Difference 5,722

Prior 7-Day Put/Call Summary

Total Calls 73,544
Total Puts 23,357
Average Put/Call Ratio 0.30
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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