Tour v536
NVAX
NOVAVAX INC
$9.78 -8.17%
$9.76 (-0.20%)🌙
as of 11/05 06:05 PM
◀ 11/5 18:05 ▶

Option Volume

Detail
ℹ
Current (11/05) 7,822
Calls: 6,830 (87%)
Puts: 992 (13%)
Prior (11/04) 11,378
Calls: 7,226 (64%)
Puts: 4,152 (36%)
Current vs Prior -31.25%
Calls: -5.48% (Calls)
Puts: -76.11% (Puts)
Prior 7-Day Total 69,001
Calls: 57,169 (83%)
Puts: 11,832 (17%)
Prior 7-Day Average 9,857
Calls: 8,167 (83%)
Puts: 1,690 (17%)
Current vs Prior 7-Day Avg -20.65%
Calls: -16.37%
Puts: -41.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $398.5K
Calls: $337.2K (85%)
Puts: $61.4K (15%)
Prior (11/04) $604.5K
Calls: $498.1K (82%)
Puts: $106.4K (18%)
Current vs Prior -34.07%
Calls: -32.31%
Puts: -42.28%
Prior 7-Day Total $4.64M
Calls: $4.10M (88%)
Puts: $542.1K (12%)
Prior 7-Day Average $663.2K
Calls: $585.8K (88%)
Puts: $77.4K (12%)
Current vs Prior 7-Day Avg -39.91%
Calls: -42.44%
Puts: -20.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.15
Prior (11/04) 0.57
Current vs Prior -74.72%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg -55.62%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 265,042
Calls: 167,779 (63%)
Puts: 97,263 (37%)
Prior (11/04) 258,133
Calls: 164,458 (64%)
Puts: 93,675 (36%)
Current vs Prior +2.68%
Prior 7-Day Total 1,570,036
Calls: 1,065,228 (68%)
Puts: 504,808 (32%)
Prior 7-Day Average 224,290
Calls: 152,175 (68%)
Puts: 72,115 (32%)
Current vs Prior 7-Day Avg +18.17%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.26% | 12.27%15.34% | 23.42%
Prior 14.27% | 17.09%20.85% | 25.92%
Current vs Prior -49.13% | -28.20%-26.42% | -9.65%
Prior 7-Day Avg 12.09% | 17.11%20.69% | 24.40%
Current vs 7-Day Avg -39.97% | -28.27%-25.88% | -4.02%
Prior 7-Day Eod 14.27% | 17.09%20.85% | 25.92%
Current vs 7-Day Eod -49.13% | -28.20%-26.42% | -9.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 55.92% | 63.23%
Calls: 44.19% | 50.00%
Puts: 67.65% | 76.47%
Prior 45.36% | 22.13%
Calls: 37.84% | 27.59%
Puts: 52.88% | 16.67%
Current vs Prior +23.28% | +185.72%
Prior 7-Day Avg 32.79% | 58.52%
Calls: 23.26% | 28.94%
Puts: 42.34% | 88.10%
Current vs 7-Day Avg +70.52% | +8.04%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($337.2K) vs puts ($61.4K). Extreme bullish P/C ratio of 0.15 - heavy call buying (6,830 calls vs 992 puts). P/C ratio dropping 75% - sentiment shifting bullish. Call-heavy open interest (167,779 calls vs 97,263 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. 31 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Nov 60.013.00$1.51198.0%10.943
$8.00Nov 60.073.85$1.96192.9%20.949
$9.00Nov 60.601.47$1.0384.5%60.897
$8.00Nov 201.662.51$2.0940.7%100.8876
$9.00Nov 130.572.11$1.34114.9%--0.75113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 60.851.92$1.3977.0%71.0034
$10.50Nov 60.751.05$0.9033.3%20.9495
$11.00Nov 131.302.11$1.7147.4%70.80101
$11.50Nov 201.322.60$1.9665.3%--0.7640
$11.50Dec 41.602.85$2.2356.1%10.70--

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 4.7K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 60.010.08$0.05140.0%2.0K0.111.1K
$11.00Dec 180.550.97$0.7655.3%5310.411.0K
$10.50Nov 60.020.11$0.07128.6%3250.191.4K
$11.50Nov 60.000.06$0.03200.0%2880.07853
$11.00Nov 200.200.49$0.3582.9%2860.301.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 60.040.06$0.0540.0%2830.123.6K
$9.50Nov 60.030.35$0.19168.4%930.33271
$9.00Nov 200.190.50$0.3588.6%470.30150
$10.00Nov 270.781.31$1.0550.5%460.53394
$9.50Nov 130.290.72$0.5184.3%450.3928

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 85.0%, max 125.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Nov 6Dec 18176.6%86.8%103.4%1691.0K
$9.50Nov 6Nov 20176.1%89.1%97.7%22611
$10.50Nov 6Dec 4133.1%79.4%67.7%3271.4K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Nov 6Nov 27176.1%78.2%125.1%96310
$10.00Nov 6Dec 18176.6%86.8%103.4%35235
$11.50Nov 20Dec 4101.8%90.2%12.9%140

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 2.85, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$11.00Dec 18$0.26$0.74$0.2652%2.85$10.26
$9.50$10.00Nov 13$0.11$0.39$0.1161%3.55$9.61
$9.50$10.00Nov 6$0.12$0.38$0.1269%3.17$9.62
$10.50$11.00Dec 4$0.14$0.36$0.1448%2.57$10.64
$9.00$10.00Dec 18$0.53$0.47$0.5366%0.89$9.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 20$0.23$0.27$0.2369%1.17$10.77
$11.50$11.00Nov 20$0.28$0.22$0.2876%0.79$11.22
$11.50$11.00Dec 4$0.27$0.23$0.2770%0.85$11.23
$10.00$9.50Nov 13$0.18$0.32$0.1853%1.78$9.82
$9.50$9.00Nov 27$0.18$0.32$0.1844%1.78$9.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 2.85, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$10.50Nov 6$0.22$0.22$0.2854%0.79$10.22
$10.00$10.50Nov 13$0.25$0.25$0.2552%1.00$10.25
$10.50$11.00Nov 13$0.11$0.11$0.3967%0.28$10.61
$10.00$10.50Nov 20$0.15$0.15$0.3553%0.43$10.15
$10.50$11.50Nov 27$0.26$0.26$0.7459%0.35$10.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.50$8.00Nov 20$0.37$0.37$0.1373%2.85$8.13
$9.50$9.00Nov 13$0.27$0.27$0.2361%1.17$9.23
$9.00$8.00Dec 18$0.32$0.32$0.6866%0.47$8.68
$9.50$9.00Nov 20$0.25$0.25$0.2558%1.00$9.25
$9.00$8.50Nov 27$0.20$0.20$0.3066%0.67$8.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.26, cheapest $0.22)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.22176.6%102.3%
$9.50Nov 6Nov 13$0.21176.1%114.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.27176.6%102.3%
$9.50Nov 6Nov 13$0.32176.1%114.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 6.13% of stock, avg 16.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Nov 6$0.41$0.19$0.60$8.90$10.106.13%
$10.00Nov 6$0.29$0.42$0.71$9.29$10.717.26%
$10.50Nov 6$0.07$0.90$0.97$9.53$11.479.92%
$9.00Nov 6$1.03$0.05$1.08$7.92$10.0811.04%
$9.50Nov 13$0.62$0.51$1.13$8.37$10.6311.55%
$10.00Nov 13$0.51$0.69$1.20$8.80$11.2012.27%
$10.50Nov 13$0.26$1.13$1.39$9.11$11.8914.21%
$9.50Nov 20$0.80$0.60$1.40$8.10$10.9014.31%
$9.00Nov 20$1.14$0.35$1.49$7.51$10.4915.24%
$10.00Nov 20$0.60$0.90$1.50$8.50$11.5015.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 0.61% of stock, avg 7.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$8.50Nov 6$0.03$0.03$0.06$8.44$11.56
$11.50$8.00Nov 6$0.03$0.05$0.08$7.92$11.58
$11.00$8.50Nov 6$0.05$0.03$0.08$8.42$11.08
$11.50$9.00Nov 6$0.03$0.05$0.08$8.92$11.58
$11.00$9.00Nov 6$0.05$0.05$0.10$8.90$11.10
$11.00$8.00Nov 6$0.05$0.05$0.10$7.90$11.10
$10.50$8.50Nov 6$0.07$0.03$0.10$8.40$10.60
$10.50$9.00Nov 6$0.07$0.05$0.12$8.88$10.62
$10.50$8.00Nov 6$0.07$0.05$0.12$7.88$10.62
$11.50$9.50Nov 6$0.03$0.19$0.22$9.28$11.72

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. 23 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Nov 20$0.05$0.4520%9.00
$10.50$11.00$11.50Dec 4$0.09$0.4113%4.56
$10.00$10.50$11.00Nov 13$0.14$0.3627%2.57
$9.00$9.50$10.00Nov 20$0.14$0.3623%2.57
$10.00$10.50$11.00Nov 6$0.20$0.3035%1.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Nov 6$0.09$0.4144%4.56
$9.00$9.50$10.00Nov 20$0.05$0.4523%9.00
$10.50$11.00$11.50Nov 20$0.05$0.4514%9.00
$9.50$10.00$10.50Nov 6$0.25$0.2561%1.00
$8.50$9.00$9.50Nov 6$0.12$0.3826%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. 38 found (best net $-0.19, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$9.001:2Nov 20-$0.19$0.81
$10.50$11.501:2Nov 27-$0.13$0.87
$9.50$10.001:2Nov 6-$0.17$0.33
$9.00$10.001:2Dec 18-$0.49$0.51
$11.00$11.501:2Nov 20-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Dec 18-$0.11$0.89
$9.00$8.001:2Dec 18-$0.05$0.95
$11.00$10.501:2Nov 6-$0.41$0.09
$9.50$9.001:2Nov 20-$0.10$0.40
$10.50$10.001:2Nov 13-$0.25$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 5.62%, avg 3.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$0.550.4112.5%5.62%18.10%5311.0K
$10.00Dec 18$0.890.522.2%9.10%11.35%19440
$11.50Dec 4$0.270.3517.6%2.76%20.35%16
$11.00Dec 4$0.370.4112.5%3.78%16.26%11
$11.50Nov 27$0.180.2817.6%1.84%19.43%26
$10.50Nov 27$0.320.417.4%3.27%10.63%542
$10.00Nov 20$0.470.472.2%4.81%7.06%1181.8K
$10.50Nov 20$0.300.387.4%3.07%10.43%21104
$11.00Nov 20$0.200.3012.5%2.04%14.52%2861.6K
$10.50Dec 4$0.200.487.4%2.04%9.41%211

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 6,830
Total Puts 992
Put/Call Ratio 0.15
Net Difference 5,838

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 57,169
Total Puts 11,832
Average Put/Call Ratio 0.33
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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