Tour v533
NVAX
NOVAVAX INC
$9.53 -5.46%
$9.72 (+1.99%)🌙
as of 11/02 06:07 PM
◀ 11/2 18:07 ▶

Option Volume

Detail
ℹ
Current (11/02) 6,333
Calls: 4,217 (67%)
Puts: 2,116 (33%)
Prior (10/30) 4,891
Calls: 4,244 (87%)
Puts: 647 (13%)
Current vs Prior +29.48%
Calls: -0.64% (Calls)
Puts: +227.05% (Puts)
Prior 7-Day Total 78,531
Calls: 67,610 (86%)
Puts: 10,921 (14%)
Prior 7-Day Average 11,218
Calls: 9,658 (86%)
Puts: 1,560 (14%)
Current vs Prior 7-Day Avg -43.55%
Calls: -56.34%
Puts: +35.63%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $416.2K
Calls: $319.8K (77%)
Puts: $96.5K (23%)
Prior (10/30) $370.4K
Calls: $332.6K (90%)
Puts: $37.8K (10%)
Current vs Prior +12.36%
Calls: -3.86%
Puts: +154.91%
Prior 7-Day Total $6.42M
Calls: $5.60M (87%)
Puts: $824.3K (13%)
Prior 7-Day Average $917.5K
Calls: $799.7K (87%)
Puts: $117.8K (13%)
Current vs Prior 7-Day Avg -54.63%
Calls: -60.02%
Puts: -18.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.50
Prior (10/30) 0.15
Current vs Prior +229.14%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +160.21%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02) 250,990
Calls: 161,038 (64%)
Puts: 89,952 (36%)
Prior (10/30) 271,685
Calls: 177,881 (65%)
Puts: 93,804 (35%)
Current vs Prior -7.62%
Prior 7-Day Total 1,731,315
Calls: 1,152,788 (67%)
Puts: 578,527 (33%)
Prior 7-Day Average 247,330
Calls: 164,684 (67%)
Puts: 82,646 (33%)
Current vs Prior 7-Day Avg +1.48%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 11.44% | 16.47%17.31% | 24.13%
Prior 18.15% | 19.84%20.44% | 24.60%
Current vs Prior -37.00% | -16.97%-15.28% | -1.91%
Prior 7-Day Avg 10.38% | 17.00%21.91% | 24.74%
Current vs 7-Day Avg +10.22% | -3.07%-20.97% | -2.46%
Prior 7-Day Eod 18.15% | 19.84%20.44% | 24.60%
Current vs 7-Day Eod -37.00% | -16.97%-15.28% | -1.91%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($319.8K) vs puts ($96.5K). Bullish P/C ratio of 0.50. P/C ratio rising 229% - increased hedging/bearish positioning. Call-heavy open interest (161,038 calls vs 89,952 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 0.62, highest 0.81)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Nov 201.751.96$1.8611.3%420.8124
$9.00Nov 130.821.25$1.0341.7%1020.7073
$9.00Nov 200.651.80$1.2393.5%--0.67619
$9.50Nov 200.711.19$0.9550.5%--0.59264
$10.00Dec 40.730.98$0.8629.1%--0.5815
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 60.383.60$1.99161.8%--0.7934
$11.00Nov 131.452.27$1.8644.1%20.73103
$10.50Nov 61.071.56$1.3237.1%60.6888
$11.00Nov 201.582.10$1.8428.3%20.67255
$10.50Nov 131.141.47$1.3125.2%90.64566

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 3.0K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 130.200.33$0.2748.1%2190.26635
$10.50Nov 60.220.34$0.2842.9%1850.31895
$11.00Nov 60.110.19$0.1553.3%1740.20979
$10.00Nov 60.300.60$0.4566.7%1160.42248
$10.50Nov 130.230.54$0.3979.5%1150.3550
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 60.270.34$0.3122.6%1.2K0.3137
$9.50Nov 60.440.60$0.5230.8%1740.4550
$8.50Nov 60.110.25$0.1877.8%1690.2057
$8.00Nov 60.010.10$0.06150.0%600.0962
$10.00Nov 60.531.15$0.8473.8%600.5789

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 54.0%, max 79.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Nov 6Nov 27155.7%86.9%79.2%185947
$11.00Nov 6Dec 11147.1%83.4%76.4%175979
$10.00Nov 6Dec 4159.6%109.2%46.2%116263
$9.50Nov 6Nov 27138.5%95.8%44.7%28195
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Nov 6Dec 4155.7%93.5%66.5%6104
$8.50Nov 6Nov 27148.8%96.9%53.6%18177
$10.00Nov 6Dec 4159.6%109.2%46.2%6299
$9.50Nov 6Nov 27138.5%95.8%44.7%17652
$11.00Nov 6Nov 27147.1%102.4%43.7%--45

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 0.59, avg 1.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.00$9.00Nov 20$0.63$0.37$0.6381%0.59$8.63
$9.00$9.50Nov 13$0.18$0.32$0.1870%1.78$9.18
$9.50$10.00Nov 6$0.12$0.38$0.1256%3.17$9.62
$10.00$10.50Nov 13$0.14$0.36$0.1445%2.57$10.14
$9.00$9.50Nov 20$0.28$0.22$0.2867%0.79$9.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$9.50Nov 13$0.23$0.27$0.2354%1.17$9.77
$9.50$9.00Nov 27$0.20$0.30$0.2043%1.50$9.30
$9.00$8.50Nov 6$0.13$0.37$0.1331%2.85$8.87
$10.50$10.00Nov 27$0.31$0.19$0.3160%0.61$10.19
$9.50$9.00Nov 6$0.21$0.29$0.2145%1.38$9.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 3.55, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$11.00Nov 6$0.13$0.13$0.3769%0.35$10.63
$10.00$10.50Nov 20$0.23$0.23$0.2751%0.85$10.23
$10.00$10.50Nov 6$0.17$0.17$0.3358%0.52$10.17
$10.00$10.50Nov 27$0.19$0.19$0.3152%0.61$10.19
$10.50$11.00Nov 13$0.12$0.12$0.3865%0.32$10.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.50$9.00Nov 13$0.39$0.39$0.1157%3.55$9.11
$9.00$8.50Nov 20$0.28$0.28$0.2267%1.27$8.72
$9.00$8.50Nov 27$0.24$0.24$0.2665%0.92$8.76
$8.50$8.00Nov 6$0.12$0.12$0.3880%0.32$8.38
$8.50$8.00Nov 13$0.15$0.15$0.3575%0.43$8.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.16, cheapest $0.08)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.08159.6%103.5%
$10.50Nov 6Nov 13$0.11155.7%106.9%
$9.50Nov 6Nov 13$0.28138.5%117.7%
$9.00Nov 13Nov 20$0.2092.0%111.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.11159.6%103.5%
$9.50Nov 6Nov 13$0.20138.5%117.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 11.44% of stock, avg 17.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Nov 6$0.57$0.52$1.09$8.41$10.5911.44%
$10.00Nov 6$0.45$0.84$1.29$8.71$11.2913.54%
$9.00Nov 13$1.03$0.33$1.36$7.64$10.3614.27%
$10.00Nov 13$0.53$0.95$1.48$8.52$11.4815.53%
$9.50Nov 13$0.85$0.72$1.57$7.93$11.0716.47%
$9.50Nov 20$0.95$0.70$1.65$7.85$11.1517.31%
$10.00Nov 20$0.70$1.03$1.73$8.27$11.7318.15%
$9.00Nov 20$1.23$0.60$1.83$7.17$10.8319.20%
$10.00Nov 27$0.72$1.18$1.90$8.10$11.9019.94%
$9.50Nov 27$1.04$0.90$1.94$7.56$11.4420.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 44 found (cheapest 2.20% of stock, avg 9.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.00$8.00Nov 6$0.15$0.06$0.21$7.79$11.21
$11.00$8.50Nov 6$0.15$0.18$0.33$8.17$11.33
$10.50$8.00Nov 6$0.28$0.06$0.34$7.66$10.84
$10.50$8.50Nov 6$0.28$0.18$0.46$8.04$10.96
$11.00$9.00Nov 6$0.15$0.31$0.46$8.54$11.46
$11.00$8.00Nov 13$0.27$0.22$0.49$7.51$11.49
$10.50$9.00Nov 6$0.28$0.31$0.59$8.41$11.09
$11.00$9.00Nov 13$0.27$0.33$0.60$8.40$11.60
$11.00$8.50Nov 13$0.27$0.37$0.64$7.86$11.64
$10.50$8.00Nov 13$0.39$0.22$0.61$7.39$11.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.00, avg credit $0.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
8/810/11Nov 6$0.25$0.2550%1.00$8.25$10.75
8/910/11Nov 6$0.26$0.2438%1.08$8.74$10.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 5.25, cheapest $0.08)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Nov 27$0.13$0.3718%2.85
$9.50$10.00$10.50Nov 13$0.18$0.3222%1.78
$10.00$10.50$11.00Nov 20$0.19$0.3116%1.63
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.50$9.00$9.50Nov 6$0.08$0.4225%5.25
$9.00$9.50$10.00Nov 6$0.11$0.3926%3.55
$9.00$9.50$10.00Nov 27$0.08$0.4217%5.25
$8.00$8.50$9.00Nov 27$0.08$0.4215%5.25
$9.50$10.00$10.50Nov 20$0.12$0.3820%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.60, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$9.001:2Nov 20-$0.60$0.40
$10.00$10.501:2Nov 6-$0.11$0.39
$9.50$10.001:2Nov 13-$0.21$0.29
$10.50$11.001:2Nov 13-$0.15$0.35
$10.00$10.501:2Nov 20-$0.24$0.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$9.001:2Nov 6-$0.10$0.40
$10.00$9.501:2Nov 6-$0.20$0.30
$8.50$8.001:2Nov 13-$0.07$0.43
$8.50$8.001:2Nov 27-$0.14$0.36
$10.50$10.001:2Nov 6-$0.36$0.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 5.46%, avg 3.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 11$0.520.3915.4%5.46%20.88%1--
$10.00Dec 4$0.730.584.9%7.66%12.59%--15
$11.00Nov 20$0.370.3315.4%3.88%19.31%131.5K
$10.00Nov 27$0.580.484.9%6.09%11.02%--181
$10.00Nov 20$0.570.494.9%5.98%10.91%471.8K
$10.50Nov 27$0.350.3910.2%3.67%13.85%--52
$10.50Nov 20$0.270.3910.2%2.83%13.01%--101
$10.00Nov 13$0.420.454.9%4.41%9.34%6631
$11.00Nov 13$0.200.2615.4%2.10%17.52%219635
$10.50Nov 13$0.230.3510.2%2.41%12.59%11550

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 4,217
Total Puts 2,116
Put/Call Ratio 0.50
Net Difference 2,101

Prior's Put/Call Breakdown

Total Calls 4,244
Total Puts 647
Put/Call Ratio 0.15
Net Difference 3,597

Prior 7-Day Put/Call Summary

Total Calls 67,610
Total Puts 10,921
Average Put/Call Ratio 0.19
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All