Tour v536
NVAX
NOVAVAX INC
$10.65 +10.02%
$10.73 (+0.79%)🌙
as of 11/04 06:07 PM
◀ 11/4 18:07 ▶

Option Volume

Detail
ℹ
Current (11/04) 11,378
Calls: 7,226 (64%)
Puts: 4,152 (36%)
Prior (11/03) 5,698
Calls: 3,179 (56%)
Puts: 2,519 (44%)
Current vs Prior +99.68%
Calls: +127.30% (Calls)
Puts: +64.83% (Puts)
Prior 7-Day Total 65,501
Calls: 56,743 (87%)
Puts: 8,758 (13%)
Prior 7-Day Average 9,357
Calls: 8,106 (87%)
Puts: 1,251 (13%)
Current vs Prior 7-Day Avg +21.60%
Calls: -10.86%
Puts: +231.86%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $604.5K
Calls: $498.1K (82%)
Puts: $106.4K (18%)
Prior (11/03) $329.8K
Calls: $211.2K (64%)
Puts: $118.6K (36%)
Current vs Prior +83.27%
Calls: +135.88%
Puts: -10.36%
Prior 7-Day Total $4.69M
Calls: $4.16M (89%)
Puts: $525.7K (11%)
Prior 7-Day Average $669.6K
Calls: $594.5K (89%)
Puts: $75.1K (11%)
Current vs Prior 7-Day Avg -9.73%
Calls: -16.21%
Puts: +41.62%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.57
Prior (11/03) 0.79
Current vs Prior -27.49%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +114.63%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 258,133
Calls: 164,458 (64%)
Puts: 93,675 (36%)
Prior (11/03) 149,662
Calls: 113,830 (76%)
Puts: 35,832 (24%)
Current vs Prior +72.48%
Prior 7-Day Total 1,569,491
Calls: 1,066,729 (68%)
Puts: 502,762 (32%)
Prior 7-Day Average 224,213
Calls: 152,389 (68%)
Puts: 71,823 (32%)
Current vs Prior 7-Day Avg +15.13%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 14.27% | 17.09%20.85% | 25.92%
Prior 12.60% | 12.09%16.22% | 25.93%
Current vs Prior +13.24% | +41.39%+28.52% | -0.06%
Prior 7-Day Avg 11.71% | 16.87%20.42% | 24.31%
Current vs 7-Day Avg +21.86% | +1.31%+2.08% | +6.60%
Prior 7-Day Eod 12.60% | 12.09%16.22% | 25.93%
Current vs 7-Day Eod +13.24% | +41.39%+28.52% | -0.06%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 45.36% | 22.13%
Calls: 37.84% | 27.59%
Puts: 52.88% | 16.67%
Prior 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Current vs Prior +47.75% | -65.74%
Prior 7-Day Avg 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Current vs 7-Day Avg +47.75% | -65.74%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($498.1K) vs puts ($106.4K). Elevated premium activity with dollar volume up 83% vs prior. Above-average activity with volume up 100% vs prior. Bullish P/C ratio of 0.57.

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 NEUTRAL
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. 2 found (avg $0.71, cheapest $0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 60.880.99$0.9411.7%1360.97567
$11.00Nov 60.450.50$0.4810.4%6100.40969
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 61.282.00$1.6443.9%61.007
$9.50Nov 61.201.43$1.3217.4%1951.00215
$10.00Nov 60.880.99$0.9411.7%1360.97567
$9.00Nov 131.272.00$1.6444.5%1000.85163
$9.00Nov 201.582.17$1.8831.4%20.81619
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Nov 60.303.90$2.10171.4%--0.7711
$12.50Nov 201.903.30$2.6053.8%--0.72102
$12.00Nov 130.203.80$2.00180.0%--0.6877
$12.00Nov 201.642.61$2.1345.5%--0.67671
$11.50Nov 200.922.66$1.7997.2%--0.6040

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 5.6K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Nov 60.330.81$0.5784.2%7000.52916
$11.00Nov 60.450.50$0.4810.4%6100.40969
$11.00Nov 130.430.65$0.5440.7%5780.44743
$12.00Nov 60.160.25$0.2142.9%5050.21806
$9.50Nov 61.201.43$1.3217.4%1951.00215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 60.050.11$0.0875.0%1.4K0.122.3K
$10.00Nov 60.240.42$0.3354.5%520.39149
$9.50Nov 60.110.26$0.1978.9%300.24263
$9.00Nov 130.170.25$0.2138.1%250.1722
$9.50Nov 270.370.66$0.5255.8%240.2632

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 128.9%, max 252.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Nov 6Nov 27283.2%80.5%252.1%149385
$12.00Nov 6Dec 18248.2%88.8%179.6%510906
$11.00Nov 6Dec 18255.4%93.6%172.9%7871.8K
$10.50Nov 6Dec 11216.8%95.4%127.2%702916
$11.50Nov 6Dec 4232.9%147.1%58.3%120801
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18255.4%93.6%172.9%--66
$12.50Nov 6Nov 20283.2%109.6%158.5%--113
$10.50Nov 6Dec 4216.8%94.2%130.1%5111
$10.00Nov 6Dec 18141.5%86.1%64.4%52205
$12.00Nov 13Dec 18137.7%88.8%55.1%--103

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 2.23, avg 1.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$11.00Dec 18$0.31$0.69$0.3164%2.23$10.31
$9.00$9.50Nov 6$0.32$0.18$0.32100%0.56$9.32
$9.00$10.00Dec 18$0.52$0.48$0.5276%0.92$9.52
$10.00$10.50Nov 13$0.18$0.32$0.1863%1.78$10.18
$10.00$10.50Nov 20$0.19$0.31$0.1965%1.63$10.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 13$0.21$0.29$0.2155%1.38$10.79
$10.00$9.50Nov 6$0.14$0.36$0.1439%2.57$9.86
$9.50$9.00Nov 6$0.11$0.39$0.1124%3.55$9.39
$10.50$10.00Nov 20$0.23$0.27$0.2343%1.17$10.27
$10.00$9.50Nov 27$0.18$0.32$0.1833%1.78$9.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 1.08, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Nov 13$0.31$0.31$0.1958%1.63$11.81
$11.00$11.50Nov 6$0.21$0.21$0.2960%0.72$11.21
$11.50$12.00Nov 27$0.20$0.20$0.3055%0.67$11.70
$11.00$11.50Nov 20$0.21$0.21$0.2952%0.72$11.21
$12.00$12.50Nov 27$0.13$0.13$0.3763%0.35$12.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.50$9.00Nov 20$0.26$0.26$0.2472%1.08$9.24
$10.00$9.00Dec 18$0.40$0.40$0.6064%0.67$9.60
$10.00$9.50Nov 27$0.18$0.18$0.3267%0.56$9.82
$10.50$10.00Nov 20$0.23$0.23$0.2757%0.85$10.27
$9.50$9.00Nov 6$0.11$0.11$0.3976%0.28$9.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.36, cheapest $0.06)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Nov 6Nov 13$0.06255.4%108.9%
$10.50Nov 6Nov 13$0.27216.8%121.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Nov 13Nov 20$0.13137.7%102.6%
$10.00Nov 6Nov 13$0.99141.5%248.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 11.92% of stock, avg 18.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Nov 6$0.94$0.33$1.27$8.73$11.2711.92%
$11.00Nov 6$0.48$0.95$1.43$9.57$12.4313.43%
$10.50Nov 6$0.57$0.89$1.46$9.04$11.9613.71%
$11.00Nov 13$0.54$0.98$1.52$9.48$12.5214.27%
$10.50Nov 13$0.84$0.77$1.61$8.89$12.1115.12%
$10.00Nov 20$1.21$0.64$1.85$8.15$11.8517.37%
$10.50Nov 20$1.02$0.87$1.89$8.61$12.3917.75%
$10.50Nov 27$1.18$0.73$1.91$8.59$12.4117.93%
$10.00Dec 4$1.17$0.76$1.93$8.07$11.9318.12%
$11.00Nov 20$0.78$1.20$1.98$9.02$12.9818.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 66 found (cheapest 2.63% of stock, avg 11.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$9.00Nov 6$0.20$0.08$0.28$8.72$12.78
$12.00$9.00Nov 6$0.21$0.08$0.29$8.71$12.29
$12.50$9.50Nov 6$0.20$0.19$0.39$9.11$12.89
$12.00$9.50Nov 6$0.21$0.19$0.40$9.10$12.40
$11.50$9.00Nov 6$0.27$0.08$0.35$8.65$11.85
$11.50$9.50Nov 6$0.27$0.19$0.46$9.04$11.96
$12.00$10.00Nov 6$0.21$0.33$0.54$9.46$12.54
$12.50$10.00Nov 6$0.20$0.33$0.53$9.47$13.03
$11.50$10.00Nov 6$0.27$0.33$0.60$9.40$12.10
$12.00$9.00Nov 13$0.42$0.21$0.63$8.37$12.63

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. 19 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Nov 13$0.07$0.4322%6.14
$11.50$12.00$12.50Nov 27$0.07$0.4316%6.14
$11.50$12.00$12.50Nov 6$0.05$0.459%9.00
$11.00$11.50$12.00Nov 20$0.07$0.4316%6.14
$11.50$12.00$12.50Nov 20$0.08$0.4212%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Nov 20$0.10$0.4017%4.00
$9.00$10.00$11.00Dec 18$0.20$0.8023%4.00
$11.50$12.00$12.50Nov 20$0.13$0.3712%2.85
$9.50$10.00$10.50Nov 20$0.16$0.3415%2.13
$10.50$11.00$11.50Nov 20$0.26$0.2417%0.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.11, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$12.001:2Dec 11-$0.11$1.39
$10.50$11.501:2Nov 27-$0.20$0.80
$10.00$10.501:2Nov 6-$0.20$0.30
$11.00$11.501:2Nov 6-$0.06$0.44
$11.50$12.001:2Nov 13-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Dec 18-$0.14$0.86
$11.00$10.001:2Dec 18-$0.34$0.66
$9.50$9.001:2Nov 20-$0.05$0.45
$9.50$9.001:2Nov 13-$0.12$0.38
$10.50$10.001:2Dec 4-$0.35$0.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 9.58%, avg 3.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$1.020.523.3%9.58%12.86%177871
$12.00Dec 18$0.610.4012.7%5.73%18.40%5100
$12.00Nov 27$0.400.3712.7%3.76%16.43%1943
$11.50Nov 27$0.510.458.0%4.79%12.77%16
$11.00Nov 20$0.660.483.3%6.20%9.48%1141.6K
$12.00Nov 20$0.360.3212.7%3.38%16.06%763.6K
$12.50Nov 20$0.230.2717.4%2.16%19.53%14172
$12.50Nov 13$0.140.3117.4%1.31%18.69%4134
$12.00Nov 13$0.290.3112.7%2.72%15.40%118223
$11.00Nov 6$0.450.403.3%4.23%7.51%610969

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 7,226
Total Puts 4,152
Put/Call Ratio 0.57
Net Difference 3,074

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 56,743
Total Puts 8,758
Average Put/Call Ratio 0.27
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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