Tour v531
NVAX
NOVAVAX INC
$10.47 +1.45%
$10.35 (-1.15%)🌙
as of 10/29 06:08 PM
◀ 10/29 18:08 ▶

Option Volume

Detail
ℹ
Current (10/29) 8,129
Calls: 6,753 (83%)
Puts: 1,376 (17%)
Prior (10/28) 16,297
Calls: 15,949 (98%)
Puts: 348 (2%)
Current vs Prior -50.12%
Calls: -57.66% (Calls)
Puts: +295.40% (Puts)
Prior 7-Day Total 87,918
Calls: 75,993 (86%)
Puts: 11,925 (14%)
Prior 7-Day Average 12,559
Calls: 10,856 (86%)
Puts: 1,703 (14%)
Current vs Prior 7-Day Avg -35.28%
Calls: -37.80%
Puts: -19.23%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29) $555.0K
Calls: $441.7K (80%)
Puts: $113.3K (20%)
Prior (10/28) $1.36M
Calls: $1.34M (99%)
Puts: $18.2K (1%)
Current vs Prior -59.17%
Calls: -67.06%
Puts: +523.75%
Prior 7-Day Total $7.30M
Calls: $6.45M (88%)
Puts: $850.3K (12%)
Prior 7-Day Average $1.04M
Calls: $920.9K (88%)
Puts: $121.5K (12%)
Current vs Prior 7-Day Avg -46.76%
Calls: -52.04%
Puts: -6.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 0.20
Prior (10/28) 0.02
Current vs Prior +833.85%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +5.28%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/29) 269,511
Calls: 176,750 (66%)
Puts: 92,761 (34%)
Prior (10/28) 109,189
Calls: 102,505 (94%)
Puts: 6,684 (6%)
Current vs Prior +146.83%
Prior 7-Day Total 1,732,088
Calls: 1,141,775 (66%)
Puts: 590,313 (34%)
Prior 7-Day Average 247,441
Calls: 163,110 (66%)
Puts: 84,330 (34%)
Current vs Prior 7-Day Avg +8.92%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 6.30% | 16.91%20.53% | 23.88%
Prior 9.01% | 16.18%26.84% | 23.06%
Current vs Prior -30.05% | +4.47%-23.49% | +3.54%
Prior 7-Day Avg 9.32% | 15.92%22.76% | 25.40%
Current vs 7-Day Avg -32.33% | +6.17%-9.79% | -6.00%
Prior 7-Day Eod 9.01% | 16.18%26.84% | 23.06%
Current vs 7-Day Eod -30.05% | +4.47%-23.49% | +3.54%
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 80% of dollar volume in calls ($441.7K) vs puts ($113.3K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 50% vs prior. Extreme bullish P/C ratio of 0.20 - heavy call buying (6,753 calls vs 1,376 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 1 of results (avg 5.3%, best 5.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 200.740.78$0.765.3%980.481.5K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.76, cheapest $0.76)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 200.740.78$0.765.3%980.481.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 300.130.19$0.1637.5%1.5K1.002.4K
$9.50Oct 300.782.20$1.4995.3%340.99193
$8.50Oct 301.142.79$1.9783.8%10.992
$9.00Oct 301.412.07$1.7437.9%200.9660
$8.50Nov 61.482.74$2.1159.7%10.877
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 300.040.23$0.14135.7%351.001.0K
$11.00Oct 300.041.18$0.61186.9%41.00137
$11.50Oct 300.251.91$1.08153.7%21.0088
$12.00Oct 300.003.65$1.83199.5%--1.00150
$12.50Oct 301.504.15$2.8393.6%--0.9319

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 6.0K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 300.130.19$0.1637.5%1.5K1.002.4K
$11.50Oct 300.010.03$0.02100.0%1.2K0.074.7K
$11.00Oct 300.030.06$0.0560.0%4450.18623
$10.00Oct 300.350.70$0.5267.3%3910.791.4K
$12.00Nov 60.070.28$0.18116.7%2160.21582
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Nov 130.701.17$0.9450.0%5290.4342
$10.50Nov 270.771.32$1.0552.4%1970.475
$10.50Nov 200.721.08$0.9040.0%920.4616
$10.00Oct 300.010.20$0.11172.7%530.24230
$10.50Nov 60.321.20$0.76115.8%510.4726

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 74.2%, max 200.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Oct 30Nov 27305.4%101.6%200.6%211498
$10.00Oct 30Dec 4142.6%109.1%30.7%3911.5K
$11.00Oct 30Nov 2792.2%91.7%0.5%447625
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Oct 30Nov 27142.6%86.5%64.9%53614

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 1.17, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.50$9.00Oct 30$0.23$0.27$0.2399%1.17$8.73
$9.00$9.50Oct 30$0.25$0.25$0.2596%1.00$9.25
$9.00$9.50Nov 20$0.17$0.33$0.1776%1.94$9.17
$11.00$11.50Nov 13$0.14$0.36$0.1459%2.57$11.14
$10.50$11.00Nov 27$0.17$0.33$0.1754%1.94$10.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 13$0.18$0.32$0.1853%1.78$10.82
$10.00$9.50Nov 20$0.12$0.38$0.1238%3.17$9.88
$10.50$10.00Nov 20$0.19$0.31$0.1946%1.63$10.31
$10.00$9.00Nov 27$0.29$0.71$0.2939%2.45$9.71
$10.00$9.50Nov 13$0.15$0.35$0.1534%2.33$9.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.72, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Nov 6$0.19$0.19$0.3166%0.61$11.69
$10.50$11.00Nov 6$0.26$0.26$0.2446%1.08$10.76
$11.00$11.50Nov 27$0.21$0.21$0.2953%0.72$11.21
$12.00$12.50Nov 13$0.15$0.15$0.3561%0.43$12.15
$11.00$11.50Nov 6$0.15$0.15$0.3557%0.43$11.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.00$8.50Nov 13$0.21$0.21$0.2979%0.72$8.79
$10.00$9.50Oct 30$0.10$0.10$0.4076%0.25$9.90
$9.50$9.00Nov 13$0.12$0.12$0.3873%0.32$9.38
$10.00$9.50Nov 13$0.15$0.15$0.3566%0.43$9.85
$10.00$9.00Nov 27$0.29$0.29$0.7161%0.41$9.71

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.87% of stock, avg 16.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Oct 30$0.16$0.14$0.30$10.20$10.802.87%
$10.00Oct 30$0.52$0.11$0.63$9.37$10.636.02%
$11.00Oct 30$0.05$0.61$0.66$10.34$11.666.30%
$11.50Oct 30$0.02$1.08$1.10$10.40$12.6010.51%
$9.50Oct 30$1.49$0.01$1.50$8.00$11.0014.33%
$10.00Nov 6$1.01$0.52$1.53$8.47$11.5314.61%
$10.50Nov 6$0.78$0.76$1.54$8.96$12.0414.71%
$11.00Nov 6$0.52$1.16$1.68$9.32$12.6816.05%
$9.50Nov 13$1.28$0.48$1.76$7.74$11.2616.81%
$11.00Nov 13$0.64$1.12$1.76$9.24$12.7616.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.48% of stock, avg 9.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$9.00Oct 30$0.02$0.03$0.05$8.95$11.55
$12.00$9.00Oct 30$0.03$0.03$0.06$8.94$12.06
$11.00$9.00Oct 30$0.05$0.03$0.08$8.92$11.08
$11.50$10.00Oct 30$0.02$0.11$0.13$9.87$11.63
$12.50$9.00Oct 30$0.12$0.03$0.15$8.85$12.65
$12.00$10.00Oct 30$0.03$0.11$0.14$9.86$12.14
$11.00$10.00Oct 30$0.05$0.11$0.16$9.84$11.16
$12.50$10.00Oct 30$0.12$0.11$0.23$9.77$12.73
$12.00$8.50Nov 6$0.18$0.18$0.36$8.14$12.36
$12.50$8.50Nov 6$0.20$0.18$0.38$8.12$12.88

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. 25 found (best R:R 5.25, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 30$0.08$0.4293%5.25
$10.00$10.50$11.00Oct 30$0.25$0.2561%1.00
$10.00$10.50$11.00Nov 20$0.07$0.4317%6.14
$10.50$11.00$11.50Nov 20$0.07$0.4316%6.14
$11.00$11.50$12.00Nov 13$0.10$0.4021%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Nov 20$0.07$0.4316%6.14
$10.00$10.50$11.00Nov 27$0.10$0.4015%4.00
$9.00$9.50$10.00Oct 30$0.12$0.3818%3.17
$10.00$10.50$11.00Oct 30$0.44$0.0676%0.14
$10.00$10.50$11.00Nov 6$0.16$0.3422%2.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.14, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.50$9.501:2Nov 6-$0.43$0.57
$12.00$12.501:2Nov 13-$0.16$0.34
$10.50$11.001:2Nov 6-$0.26$0.24
$11.00$11.501:2Nov 6-$0.22$0.28
$11.00$11.501:2Nov 13-$0.36$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$11.001:2Oct 30-$0.14$0.36
$12.00$11.001:2Nov 13-$0.34$0.66
$12.00$11.001:2Nov 6-$0.42$0.58
$12.00$11.501:2Oct 30-$0.33$0.17
$10.50$10.001:2Oct 30-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 7.07%, avg 3.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Nov 20$0.740.485.1%7.07%12.13%981.5K
$12.00Nov 20$0.450.3414.6%4.30%18.91%1463.2K
$11.50Nov 20$0.510.419.8%4.87%14.71%1694
$12.00Nov 13$0.270.3914.6%2.58%17.19%5143
$12.00Nov 27$0.310.3614.6%2.96%17.57%235
$11.00Nov 27$0.590.475.1%5.64%10.70%22
$12.50Nov 20$0.120.3419.4%1.15%20.53%9423
$12.50Nov 27$0.150.3219.4%1.43%20.82%733
$11.50Nov 27$0.320.409.8%3.06%12.89%21
$11.00Nov 13$0.380.595.1%3.63%8.69%55583

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 6,753
Total Puts 1,376
Put/Call Ratio 0.20
Net Difference 5,377

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 75,993
Total Puts 11,925
Average Put/Call Ratio 0.19
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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