Tour v531
NVAX
NOVAVAX INC
$10.32 +2.99%
◀ 10/28 18:10 ▶

Option Volume

Detail
ℹ
Current (10/28) 16,297
Calls: 15,949 (98%)
Puts: 348 (2%)
Prior (10/27) 16,275
Calls: 15,601 (96%)
Puts: 674 (4%)
Current vs Prior +0.14%
Calls: +2.23% (Calls)
Puts: -48.37% (Puts)
Prior 7-Day Total 82,502
Calls: 67,994 (82%)
Puts: 14,508 (18%)
Prior 7-Day Average 11,786
Calls: 9,713 (82%)
Puts: 2,072 (18%)
Current vs Prior 7-Day Avg +38.27%
Calls: +64.20%
Puts: -83.21%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $1.36M
Calls: $1.34M (99%)
Puts: $18.2K (1%)
Prior (10/27) $1.01M
Calls: $955.9K (95%)
Puts: $51.3K (5%)
Current vs Prior +34.95%
Calls: +40.30%
Puts: -64.62%
Prior 7-Day Total $6.93M
Calls: $5.86M (85%)
Puts: $1.06M (15%)
Prior 7-Day Average $989.8K
Calls: $837.7K (85%)
Puts: $152.1K (15%)
Current vs Prior 7-Day Avg +37.33%
Calls: +60.10%
Puts: -88.06%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.02
Prior (10/27) 0.04
Current vs Prior -49.49%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg -91.03%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/28) 109,189
Calls: 102,505 (94%)
Puts: 6,684 (6%)
Prior (10/27) 260,866
Calls: 168,766 (65%)
Puts: 92,100 (35%)
Current vs Prior -58.14%
Prior 7-Day Total 1,885,129
Calls: 1,204,393 (64%)
Puts: 680,736 (36%)
Prior 7-Day Average 269,304
Calls: 172,056 (64%)
Puts: 97,248 (36%)
Current vs Prior 7-Day Avg -59.46%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 9.01% | 16.18%26.84% | 23.06%
Prior 12.87% | 21.16%22.65% | 23.25%
Current vs Prior -30.00% | -23.52%+18.48% | -0.82%
Prior 7-Day Avg 9.34% | 15.62%22.34% | 25.70%
Current vs 7-Day Avg -3.47% | +3.61%+20.18% | -10.26%
Prior 7-Day Eod 12.87% | 21.16%22.65% | 23.25%
Current vs 7-Day Eod -30.00% | -23.52%+18.48% | -0.82%
Sentiment BULLISHBEARISH

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 99% of dollar volume in calls ($1.34M) vs puts ($18.2K). Extreme bullish P/C ratio of 0.02 - heavy call buying (15,949 calls vs 348 puts). P/C ratio dropping 49% - sentiment shifting bullish. Call-heavy open interest (102,505 calls vs 6,684 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 21 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Oct 300.033.85$1.94196.9%21.00--
$9.00Oct 300.901.94$1.4273.2%1181.00157
$9.50Oct 300.101.10$0.60166.7%1031.00217
$9.00Nov 201.482.19$1.8438.6%2010.87474
$9.00Nov 60.942.16$1.5578.7%10.805
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 300.003.35$1.68199.4%10.92--
$11.00Oct 300.671.01$0.8440.5%60.82139
$12.00Nov 130.234.15$2.19179.0%30.6979
$12.00Nov 201.552.82$2.1958.0%20.65--
$10.50Oct 300.060.98$0.52176.9%30.641.0K

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 12.0K, top 7.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 300.160.21$0.1926.3%7.7K0.362.2K
$10.00Oct 300.340.48$0.4134.1%1.3K0.631.9K
$10.00Nov 201.081.24$1.1613.8%6620.551.5K
$11.50Oct 300.010.04$0.03100.0%4670.074.4K
$11.00Nov 60.270.69$0.4887.5%3590.40988
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Oct 300.020.05$0.0475.0%1450.121.7K
$10.00Oct 300.050.52$0.29162.1%610.41171
$9.00Nov 200.300.44$0.3737.8%160.28124
$11.00Nov 60.741.76$1.2581.6%70.6030
$11.00Oct 300.671.01$0.8440.5%60.82139

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 13.7%, max 67.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Oct 30Nov 27107.2%63.9%67.9%7.7K2.2K
$10.00Oct 30Nov 20123.7%123.2%0.5%2.0K3.4K
$11.00Oct 30Nov 20108.8%108.4%0.5%2302.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Oct 30Nov 13107.2%95.5%12.3%41.1K
$10.00Oct 30Nov 20123.7%123.2%0.5%64171
$11.00Oct 30Nov 20108.8%108.4%0.5%8395

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 1.63, avg 1.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$10.00Oct 30$0.19$0.31$0.19100%1.63$9.69
$10.00$10.50Nov 6$0.11$0.39$0.1161%3.55$10.11
$9.00$9.50Nov 20$0.31$0.19$0.3187%0.61$9.31
$10.00$10.50Oct 30$0.22$0.28$0.2263%1.27$10.22
$10.00$10.50Nov 20$0.25$0.25$0.2555%1.00$10.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 13$0.14$0.36$0.1458%2.57$10.86
$11.00$10.50Oct 30$0.32$0.18$0.3282%0.56$10.68
$10.50$10.00Oct 30$0.23$0.27$0.2364%1.17$10.27
$11.00$10.00Nov 20$0.49$0.51$0.4958%1.04$10.51
$9.00$8.50Nov 20$0.11$0.39$0.1128%3.55$8.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 1.70, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$11.00Nov 20$0.27$0.27$0.2353%1.17$10.77
$11.00$11.50Nov 6$0.19$0.19$0.3160%0.61$11.19
$10.50$11.00Oct 30$0.12$0.12$0.3864%0.32$10.62
$11.50$12.00Nov 13$0.16$0.16$0.3464%0.47$11.66
$10.50$11.00Nov 6$0.22$0.22$0.2850%0.79$10.72
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Nov 20$0.63$0.63$0.3756%1.70$9.37
$10.00$9.50Oct 30$0.25$0.25$0.2560%1.00$9.75
$9.00$8.50Nov 20$0.11$0.11$0.3972%0.28$8.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.53, cheapest $0.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 30Nov 6$0.40123.7%100.6%
$10.50Oct 30Nov 6$0.51107.2%120.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Oct 30Nov 13$0.50107.2%95.5%
$10.00Oct 30Nov 20$0.71123.7%123.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 6.20% of stock, avg 13.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Oct 30$0.60$0.04$0.64$8.86$10.146.20%
$10.00Oct 30$0.41$0.29$0.70$9.30$10.706.78%
$10.50Oct 30$0.19$0.52$0.71$9.79$11.216.88%
$11.00Oct 30$0.07$0.84$0.91$10.09$11.918.82%
$10.50Nov 13$0.65$1.02$1.67$8.83$12.1716.18%
$11.00Nov 6$0.48$1.25$1.73$9.27$12.7316.76%
$11.00Nov 13$0.63$1.16$1.79$9.21$12.7917.34%
$11.00Nov 20$0.64$1.49$2.13$8.87$13.1320.64%
$10.00Nov 20$1.16$1.00$2.16$7.84$12.1620.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 0.68% of stock, avg 8.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$9.50Oct 30$0.03$0.04$0.07$9.43$11.57
$12.00$9.50Oct 30$0.04$0.04$0.08$9.42$12.08
$11.00$9.50Oct 30$0.07$0.04$0.11$9.39$11.11
$10.50$9.50Oct 30$0.19$0.04$0.23$9.27$10.73
$12.00$9.00Nov 6$0.19$0.25$0.44$8.56$12.44
$11.00$10.00Oct 30$0.07$0.29$0.36$9.64$11.36
$11.50$10.00Oct 30$0.03$0.29$0.32$9.68$11.82
$12.00$10.00Oct 30$0.04$0.29$0.33$9.67$12.33
$10.50$10.00Oct 30$0.19$0.29$0.48$9.52$10.98
$12.00$9.50Nov 6$0.19$0.33$0.52$8.98$12.52

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. 9 found (best R:R 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 30$0.10$0.4046%4.00
$10.50$11.00$11.50Oct 30$0.08$0.4229%5.25
$11.00$11.50$12.00Oct 30$0.05$0.4510%9.00
$11.00$11.50$12.00Nov 6$0.09$0.4119%4.56
$9.50$10.00$10.50Nov 20$0.12$0.3820%3.17
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 30$0.09$0.4142%4.56
$10.00$11.00$12.00Nov 20$0.21$0.7921%3.76
$9.00$9.50$10.00Oct 30$0.23$0.2736%1.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.07, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$10.001:2Nov 6-$0.07$0.93
$9.50$10.001:2Oct 30-$0.22$0.28
$11.00$11.501:2Nov 6-$0.10$0.40
$11.50$12.001:2Nov 6-$0.09$0.41
$11.50$12.001:2Oct 30-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Nov 13-$0.13$0.87
$10.50$10.001:2Oct 30-$0.06$0.44
$11.00$10.501:2Oct 30-$0.20$0.30
$11.00$10.001:2Nov 20-$0.51$0.49
$9.00$8.501:2Nov 20-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 4.36%, avg 3.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Nov 20$0.450.3116.3%4.36%20.64%143.2K
$10.50Nov 20$0.760.471.7%7.36%9.11%1586
$11.00Nov 20$0.550.396.6%5.33%11.92%951.4K
$12.00Nov 13$0.250.2916.3%2.42%18.70%6683
$11.00Nov 13$0.430.416.6%4.17%10.76%50534
$11.50Nov 13$0.200.3611.4%1.94%13.37%2181
$10.50Nov 6$0.520.511.7%5.04%6.78%47857
$10.50Nov 13$0.470.471.7%4.55%6.30%740
$11.00Nov 6$0.270.406.6%2.62%9.21%359988
$12.00Nov 6$0.070.2116.3%0.68%16.96%242453

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 15,949
Total Puts 348
Put/Call Ratio 0.02
Net Difference 15,601

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 67,994
Total Puts 14,508
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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