Tour v533
NVAX
NOVAVAX INC
$9.68 +1.57%
$9.85 (+1.76%)🌙
as of 11/03 06:11 PM
◀ 11/3 18:11

Option Volume

Detail
ℹ
Current (11/03) 5,698
Calls: 3,179 (56%)
Puts: 2,519 (44%)
Prior (11/02) 6,333
Calls: 4,217 (67%)
Puts: 2,116 (33%)
Current vs Prior -10.03%
Calls: -24.61% (Calls)
Puts: +19.05% (Puts)
Prior 7-Day Total 69,004
Calls: 60,005 (87%)
Puts: 8,999 (13%)
Prior 7-Day Average 9,857
Calls: 8,572 (87%)
Puts: 1,285 (13%)
Current vs Prior 7-Day Avg -42.20%
Calls: -62.91%
Puts: +95.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $329.8K
Calls: $211.2K (64%)
Puts: $118.6K (36%)
Prior (11/02) $416.2K
Calls: $319.8K (77%)
Puts: $96.5K (23%)
Current vs Prior -20.76%
Calls: -33.96%
Puts: +22.99%
Prior 7-Day Total $5.39M
Calls: $4.70M (87%)
Puts: $682.1K (13%)
Prior 7-Day Average $769.6K
Calls: $672.1K (87%)
Puts: $97.4K (13%)
Current vs Prior 7-Day Avg -57.14%
Calls: -68.58%
Puts: +21.76%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.79
Prior (11/02) 0.50
Current vs Prior +57.92%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg +267.31%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/03) 149,662
Calls: 113,830 (76%)
Puts: 35,832 (24%)
Prior (11/02) 250,990
Calls: 161,038 (64%)
Puts: 89,952 (36%)
Current vs Prior -40.37%
Prior 7-Day Total 1,704,828
Calls: 1,135,947 (67%)
Puts: 568,881 (33%)
Prior 7-Day Average 243,546
Calls: 162,278 (67%)
Puts: 81,268 (33%)
Current vs Prior 7-Day Avg -38.55%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 12.60% | 12.09%16.22% | 25.93%
Prior 11.44% | 16.47%17.31% | 24.13%
Current vs Prior +10.19% | -26.63%-6.32% | +7.44%
Prior 7-Day Avg 11.31% | 17.78%21.06% | 24.67%
Current vs 7-Day Avg +11.43% | -32.01%-23.00% | +5.10%
Prior 7-Day Eod 11.44% | 16.47%17.31% | 24.13%
Current vs 7-Day Eod +10.19% | -26.63%-6.32% | +7.44%
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 64% call dollar volume ($211.2K). P/C ratio rising 58% - increased hedging/bearish positioning. Call-heavy open interest (113,830 calls vs 35,832 puts) suggests bullish positioning. Declining open interest (down 40%) indicates positions being closed.

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 NEUTRAL
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 7.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Nov 201.852.00$1.937.8%420.8447
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.49, cheapest $0.27)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Nov 60.250.29$0.2714.8%290.33917
$9.50Nov 60.600.72$0.6618.2%290.60202
$10.00Nov 130.550.65$0.6016.7%120.4995
$11.00Nov 200.400.49$0.4520.0%640.331.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.65, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Nov 60.851.68$1.2665.9%60.867
$8.00Nov 201.852.00$1.937.8%420.8447
$8.50Nov 201.351.81$1.5829.1%50.80--
$9.00Nov 60.273.05$1.66167.5%20.74--
$9.00Nov 200.811.68$1.2569.6%20.69--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Nov 201.692.57$2.1341.3%20.72--
$11.00Nov 131.381.78$1.5825.3%30.71102
$11.50Nov 271.423.35$2.3881.1%20.70--
$10.50Nov 60.931.44$1.1942.9%160.6783
$11.00Nov 201.461.95$1.7128.7%30.66256

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 2.4K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 60.270.65$0.4682.6%3560.47284
$11.00Nov 60.120.21$0.1656.2%680.22930
$11.00Nov 200.400.49$0.4520.0%640.331.5K
$8.00Nov 201.852.00$1.937.8%420.8447
$11.00Nov 130.060.51$0.29155.2%360.29--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 60.220.30$0.2630.8%1.1K0.261.2K
$8.50Nov 200.230.37$0.3046.7%1170.23122
$8.50Nov 60.040.19$0.12125.0%1040.15171
$9.50Nov 60.390.74$0.5662.5%1030.40204
$9.50Nov 270.690.95$0.8231.7%880.423

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 83.6%, max 127.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Nov 6Nov 27204.8%90.2%127.0%31202
$11.00Nov 6Dec 18156.1%89.0%75.4%821.8K
$10.00Nov 6Dec 11157.2%93.1%68.9%360284
$10.50Nov 6Dec 11152.5%90.4%68.6%31917
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Nov 6Nov 27204.8%90.2%127.0%191207
$9.00Nov 6Dec 18171.1%93.3%83.4%1.1K1.2K
$10.00Nov 6Dec 18157.2%92.1%70.6%7149
$10.50Nov 6Nov 13152.5%103.2%47.7%48649

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 3.17, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$10.00Dec 11$0.24$0.76$0.2468%3.17$9.24
$10.00$11.00Nov 27$0.22$0.78$0.2249%3.55$10.22
$9.00$9.50Nov 27$0.14$0.36$0.1468%2.57$9.14
$9.50$10.00Nov 13$0.11$0.39$0.1162%3.55$9.61
$9.50$10.00Nov 27$0.18$0.32$0.1857%1.78$9.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.00Nov 27$0.50$0.50$0.5062%1.00$10.50
$9.50$8.50Nov 13$0.21$0.79$0.2138%3.76$9.29
$11.00$10.00Nov 20$0.58$0.42$0.5866%0.72$10.42
$9.00$8.50Dec 11$0.16$0.34$0.1632%2.12$8.84
$9.00$8.50Nov 20$0.16$0.34$0.1632%2.12$8.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.69, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Nov 13$0.17$0.17$0.3371%0.52$11.17
$11.00$11.50Nov 27$0.20$0.20$0.3064%0.67$11.20
$10.00$10.50Nov 6$0.19$0.19$0.3153%0.61$10.19
$10.50$11.00Nov 6$0.11$0.11$0.3967%0.28$10.61
$11.00$11.50Nov 20$0.12$0.12$0.3867%0.32$11.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.50$8.00Nov 27$0.61$0.61$0.8958%0.69$8.89
$9.50$9.00Nov 6$0.30$0.30$0.2060%1.50$9.20
$8.50$8.00Dec 11$0.16$0.16$0.3475%0.47$8.34
$9.00$8.50Nov 6$0.14$0.14$0.3674%0.39$8.86
$9.00$8.50Nov 20$0.16$0.16$0.3468%0.47$8.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.13, cheapest $0.10)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.14157.2%104.7%
$10.50Nov 6Nov 13$0.14152.5%103.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.10157.2%104.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 11.57% of stock, avg 17.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Nov 6$0.46$0.66$1.12$8.88$11.1211.57%
$9.50Nov 13$0.71$0.46$1.17$8.33$10.6712.09%
$9.50Nov 6$0.66$0.56$1.22$8.28$10.7212.60%
$10.00Nov 13$0.60$0.76$1.36$8.64$11.3614.05%
$10.50Nov 6$0.27$1.19$1.46$9.04$11.9615.08%
$10.50Nov 13$0.41$1.19$1.60$8.90$12.1016.53%
$9.00Nov 20$1.25$0.46$1.71$7.29$10.7117.67%
$9.50Nov 27$0.98$0.82$1.80$7.70$11.3018.60%
$10.00Nov 20$0.77$1.13$1.90$8.10$11.9019.63%
$9.00Nov 6$1.66$0.26$1.92$7.08$10.9219.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 1.55% of stock, avg 9.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$8.00Nov 6$0.09$0.06$0.15$7.85$11.65
$11.50$8.50Nov 6$0.09$0.12$0.21$8.29$11.71
$11.00$8.00Nov 6$0.16$0.06$0.22$7.78$11.22
$11.00$8.50Nov 6$0.16$0.12$0.28$8.22$11.28
$11.50$8.50Nov 13$0.12$0.25$0.37$8.13$11.87
$11.50$9.00Nov 6$0.09$0.26$0.35$8.65$11.85
$11.00$9.00Nov 6$0.16$0.26$0.42$8.58$11.42
$10.50$8.00Nov 6$0.27$0.06$0.33$7.67$10.83
$10.50$8.50Nov 6$0.27$0.12$0.39$8.11$10.89
$10.50$9.00Nov 6$0.27$0.26$0.53$8.47$11.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.27, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
8/911/12Nov 20$0.28$0.2235%1.27$8.72$11.28
8/910/11Nov 6$0.25$0.2541%1.00$8.75$10.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 5.25, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Nov 6$0.08$0.4225%5.25
$10.00$10.50$11.00Nov 13$0.07$0.4320%6.14
$9.00$9.50$10.00Nov 20$0.28$0.2220%0.79
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.00$8.50$9.00Nov 6$0.08$0.4218%5.25
$9.50$10.00$10.50Nov 13$0.13$0.3723%2.85
$8.50$9.00$9.50Nov 6$0.16$0.3425%2.12
$8.00$8.50$9.00Nov 20$0.13$0.3714%2.85
$9.50$10.00$10.50Nov 6$0.43$0.0727%0.16

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 $-0.27, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$10.001:2Dec 4-$0.27$0.73
$10.00$11.001:2Nov 20-$0.13$0.87
$10.00$10.501:2Nov 6-$0.08$0.42
$10.00$11.001:2Nov 27-$0.36$0.64
$9.50$10.001:2Nov 6-$0.26$0.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Dec 11-$0.09$0.91
$10.50$10.001:2Nov 6-$0.13$0.37
$10.00$9.501:2Nov 13-$0.16$0.34
$11.00$10.001:2Nov 20-$0.55$0.45
$9.00$8.501:2Nov 20-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 7.23%, avg 4.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$0.700.4213.6%7.23%20.87%14870
$10.00Dec 11$0.780.553.3%8.06%11.36%4--
$10.50Dec 4$0.540.458.5%5.58%14.05%2--
$11.00Nov 27$0.400.3613.6%4.13%17.77%2--
$11.00Nov 20$0.400.3313.6%4.13%17.77%641.5K
$10.50Dec 11$0.390.488.5%4.03%12.50%2--
$10.00Nov 20$0.580.493.3%5.99%9.30%51.7K
$10.00Dec 4$0.580.493.3%5.99%9.30%4--
$10.00Nov 13$0.550.493.3%5.68%8.99%1295
$10.50Nov 13$0.350.388.5%3.62%12.09%12164

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 3,179
Total Puts 2,519
Put/Call Ratio 0.79
Net Difference 660

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 60,005
Total Puts 8,999
Average Put/Call Ratio 0.22
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