NVAX - Options Database

NVAX

NOVAVAX INC

$10.78 +10.22%

$10.72 (-0.56%)🌙

as of 11/06 06:06 PM

(11/6 15:15) ◀

Friday, November 6, 2026 (6:06pm)

▶

◀ 11/6 18:06

Option Volume

Detail

ℹ

Current (11/06) 17,631

Calls: 13,019 (74%)

Puts: 4,612 (26%)

Prior (11/05) 7,822

Calls: 6,830 (87%)

Puts: 992 (13%)

Current vs Prior +125.40%

Calls: +90.61% (Calls)

Puts: +364.92% (Puts)

Prior 7-Day Total 57,407

Calls: 41,848 (73%)

Puts: 15,559 (27%)

Prior 7-Day Average 8,201

Calls: 5,978 (73%)

Puts: 2,222 (27%)

Current vs Prior 7-Day Avg +114.99%

Calls: +117.77%

Puts: +107.49%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (11/06) $1.69M

Calls: $1.25M (74%)

Puts: $441.6K (26%)

Prior (11/05) $398.5K

Calls: $337.2K (85%)

Puts: $61.4K (15%)

Current vs Prior +325.07%

Calls: +271.49%

Puts: +619.31%

Prior 7-Day Total $4.11M

Calls: $3.21M (78%)

Puts: $903.5K (22%)

Prior 7-Day Average $587.7K

Calls: $458.6K (78%)

Puts: $129.1K (22%)

Current vs Prior 7-Day Avg +188.28%

Calls: +173.13%

Puts: +242.13%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (11/06) 0.35

Prior (11/05) 0.15

Current vs Prior +143.90%

Prior 7-Day Average 0.40

Current vs Prior 7-Day Avg -10.47%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (11/06) 268,179

Calls: 170,835 (64%)

Puts: 97,344 (36%)

Prior (11/05) 265,042

Calls: 167,779 (63%)

Puts: 97,263 (37%)

Current vs Prior +1.18%

Prior 7-Day Total 1,733,202

Calls: 1,132,571 (65%)

Puts: 600,631 (35%)

Prior 7-Day Average 247,600

Calls: 161,795 (65%)

Puts: 85,804 (35%)

Current vs Prior 7-Day Avg +8.31%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)

Current 12.80% | 12.62%17.63% | 20.13%

Prior 7.26% | 12.27%15.34% | 23.42%

Current vs Prior +73.78% | +43.65%+14.92% | -14.03%

Prior 7-Day Avg 11.67% | 15.78%18.45% | 24.65%

Current vs 7-Day Avg +8.09% | +11.71%-4.46% | -18.32%

Prior 7-Day Eod 14.21% | 12.36%15.34% | 23.42%

Current vs 7-Day Eod -11.20% | +42.58%+14.92% | -14.03%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 55.92% | 63.23%

Calls: 44.19% | 50.00%

Puts: 67.65% | 76.47%

Prior 55.92% | 63.23%

Calls: 44.19% | 50.00%

Puts: 67.65% | 76.47%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 50.71% | 55.90%

Calls: 27.56% | 32.38%

Puts: 47.14% | 82.19%

Current vs 7-Day Avg +10.28% | +13.12%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.25M). Massive premium surge with dollar volume up 325% vs prior. Dollar volume significantly above 7-day average (188% higher). Unusually high activity with volume up 125% vs prior - elevated interest.

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

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Tightest Spreads

💰

Best Value <$1

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High Delta

⚖️

Ratio Spreads

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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 $0.52, cheapest $0.42)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$11.00	Nov 13	0.38	0.45	$0.42	16.7%	1.2K	0.46	1.1K
$11.00	Nov 20	0.55	0.66	$0.61	18.0%	750	0.48	1.7K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.68, highest 0.91)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$9.00	Nov 13	0.83	2.12	$1.48	87.2%	--	0.91	113
$9.00	Nov 20	1.75	2.26	$2.01	25.4%	2	0.87	619
$9.50	Nov 13	0.97	1.62	$1.30	50.0%	24	0.85	148
$10.00	Nov 13	0.68	1.12	$0.90	48.9%	180	0.78	125
$9.50	Nov 20	1.40	1.71	$1.56	19.9%	4	0.77	270

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$12.00	Nov 13	0.89	2.97	$1.93	107.8%	--	0.84	73
$12.50	Nov 20	1.60	3.95	$2.78	84.5%	--	0.73	102
$12.00	Nov 20	1.26	2.03	$1.65	46.7%	550	0.72	672
$11.50	Dec 4	0.93	2.80	$1.87	100.0%	1	0.65	1
$12.00	Dec 18	1.57	3.05	$2.31	64.1%	--	0.62	26

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 12.0K, top 1.6K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.50	Nov 6	0.03	0.46	$0.25	172.0%	1.6K	0.00	1.4K
$10.00	Dec 18	1.18	1.67	$1.42	34.5%	1.4K	0.67	436
$11.00	Nov 13	0.38	0.45	$0.42	16.7%	1.2K	0.46	1.1K
$11.00	Nov 6	0.00	0.09	$0.05	180.0%	1.0K	0.00	2.9K
$11.50	Nov 6	0.00	0.21	$0.11	190.9%	801	0.00	890

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$10.50	Nov 13	0.34	0.43	$0.39	23.1%	606	0.40	599
$11.00	Dec 18	0.91	1.40	$1.16	42.2%	551	0.48	33
$12.00	Nov 20	1.26	2.03	$1.65	46.7%	550	0.72	672
$9.00	Dec 18	0.28	1.67	$0.98	141.8%	122	0.27	168
$9.00	Nov 13	0.01	0.14	$0.08	162.5%	99	0.10	38

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 30.1%, max 53.6%)

CALLS (0)

No calls found

PUTS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$11.50	Nov 20	Dec 4	90.1%	58.6%	53.6%	1	41
$12.00	Nov 13	Dec 18	79.2%	74.3%	6.5%	--	99

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 1.78, avg 1.72)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$9.00	$9.50	Nov 13	$0.18	$0.32	$0.18	91%	1.78	$9.18
$10.00	$11.00	Dec 18	$0.41	$0.59	$0.41	67%	1.44	$10.41
$10.00	$10.50	Nov 13	$0.23	$0.27	$0.23	78%	1.17	$10.23
$10.00	$10.50	Nov 27	$0.22	$0.28	$0.22	69%	1.27	$10.22
$11.00	$12.00	Dec 11	$0.30	$0.70	$0.30	48%	2.33	$11.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$12.00	$11.50	Nov 20	$0.15	$0.35	$0.15	72%	2.33	$11.85
$10.50	$10.00	Nov 27	$0.13	$0.37	$0.13	40%	2.85	$10.37
$10.00	$9.50	Nov 20	$0.10	$0.40	$0.10	31%	4.00	$9.90
$10.00	$9.50	Dec 11	$0.15	$0.35	$0.15	38%	2.33	$9.85
$10.50	$10.00	Nov 20	$0.23	$0.27	$0.23	42%	1.17	$10.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 1.50, avg 0.55)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$11.50	$12.00	Nov 6	$0.10	$0.10	$0.40	100%	0.25	$11.60
$11.50	$12.00	Nov 13	$0.13	$0.13	$0.37	69%	0.35	$11.63
$11.50	$12.00	Nov 20	$0.18	$0.18	$0.32	62%	0.56	$11.68
$12.00	$12.50	Nov 27	$0.16	$0.16	$0.34	66%	0.47	$12.16
$11.00	$11.50	Nov 13	$0.18	$0.18	$0.32	54%	0.56	$11.18

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$10.00	$9.50	Nov 27	$0.30	$0.30	$0.20	68%	1.50	$9.70
$9.50	$9.00	Nov 20	$0.17	$0.17	$0.33	77%	0.52	$9.33
$10.50	$10.00	Nov 13	$0.23	$0.23	$0.27	60%	0.85	$10.27
$10.50	$10.00	Nov 20	$0.23	$0.23	$0.27	58%	0.85	$10.27
$10.00	$9.50	Dec 11	$0.15	$0.15	$0.35	62%	0.43	$9.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.37, cheapest $0.37)

CALLS (0)

No calls found

PUTS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$11.50	Nov 20	Dec 4	$0.37	90.1%	58.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 3.62% of stock, avg 15.35%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$10.50	Nov 6	$0.25	$0.14	$0.39	$10.11	$10.89	3.62%
$10.00	Nov 13	$0.90	$0.16	$1.06	$8.94	$11.06	9.83%
$10.50	Nov 13	$0.67	$0.39	$1.06	$9.44	$11.56	9.83%
$11.00	Nov 13	$0.42	$0.69	$1.11	$9.89	$12.11	10.30%
$11.00	Nov 6	$0.05	$1.13	$1.18	$9.82	$12.18	10.95%
$10.50	Nov 20	$0.88	$0.63	$1.51	$8.99	$12.01	14.01%
$10.00	Nov 20	$1.13	$0.40	$1.53	$8.47	$11.53	14.19%
$11.00	Nov 20	$0.61	$1.02	$1.63	$9.37	$12.63	15.12%
$10.00	Nov 6	$0.64	$1.07	$1.71	$8.29	$11.71	15.86%
$10.50	Nov 27	$1.04	$0.67	$1.71	$8.79	$12.21	15.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.58% of stock, avg 7.34%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$12.50	$9.00	Nov 13	$0.09	$0.08	$0.17	$8.83	$12.67
$12.00	$9.00	Nov 13	$0.11	$0.08	$0.19	$8.81	$12.19
$12.50	$9.50	Nov 13	$0.09	$0.13	$0.22	$9.28	$12.72
$12.00	$9.50	Nov 13	$0.11	$0.13	$0.24	$9.26	$12.24
$12.50	$10.00	Nov 13	$0.09	$0.16	$0.25	$9.75	$12.75
$12.00	$10.00	Nov 13	$0.11	$0.16	$0.27	$9.73	$12.27
$11.50	$9.00	Nov 13	$0.24	$0.08	$0.32	$8.68	$11.82
$11.50	$10.00	Nov 13	$0.24	$0.16	$0.40	$9.60	$11.90
$11.50	$9.50	Nov 13	$0.24	$0.13	$0.37	$9.13	$11.87
$12.00	$9.00	Nov 20	$0.28	$0.13	$0.41	$8.59	$12.41

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. 24 found (best R:R 9.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$11.00	$11.50	$12.00	Nov 13	$0.05	$0.45	28%	9.00
$10.50	$11.00	$11.50	Nov 13	$0.07	$0.43	30%	6.14
$10.00	$11.00	$12.00	Dec 11	$0.15	$0.85	26%	5.67
$11.50	$12.00	$12.50	Nov 13	$0.11	$0.39	18%	3.55
$10.50	$11.00	$11.50	Nov 20	$0.12	$0.38	20%	3.17

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$10.00	$10.50	$11.00	Nov 13	$0.07	$0.43	32%	6.14
$10.50	$11.00	$11.50	Nov 20	$0.09	$0.41	20%	4.56
$9.50	$10.00	$10.50	Nov 20	$0.13	$0.37	19%	2.85
$10.00	$10.50	$11.00	Nov 20	$0.16	$0.34	22%	2.13
$9.50	$10.00	$10.50	Nov 13	$0.20	$0.30	24%	1.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.27, 26 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.00	$12.00	1:2	Dec 18	-$0.27	$0.73
$11.00	$11.50	1:2	Nov 13	-$0.06	$0.44
$10.50	$11.00	1:2	Nov 13	-$0.17	$0.33
$11.50	$12.00	1:2	Nov 20	-$0.10	$0.40
$12.00	$12.50	1:2	Nov 27	-$0.10	$0.40

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$11.00	$10.00	1:2	Dec 18	-$0.22	$0.78
$11.00	$10.50	1:2	Nov 13	-$0.09	$0.41
$11.50	$11.00	1:2	Dec 4	-$0.23	$0.27
$10.50	$10.00	1:2	Nov 20	-$0.17	$0.33
$11.00	$10.50	1:2	Nov 20	-$0.24	$0.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 8.35%, avg 2.81%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$11.00	Dec 18	$0.90	0.53	2.0%	8.35%	10.39%	341	1.2K
$12.00	Dec 18	$0.36	0.39	11.3%	3.34%	14.66%	71	102
$11.00	Nov 20	$0.55	0.48	2.0%	5.10%	7.14%	750	1.7K
$11.50	Nov 20	$0.36	0.38	6.7%	3.34%	10.02%	13	96
$11.00	Dec 11	$0.52	0.48	2.0%	4.82%	6.86%	4	1
$11.50	Dec 4	$0.23	0.51	6.7%	2.13%	8.81%	2	7
$12.50	Nov 27	$0.15	0.25	16.0%	1.39%	17.35%	17	40
$12.00	Nov 27	$0.16	0.34	11.3%	1.48%	12.80%	5	56
$12.00	Dec 11	$0.12	0.37	11.3%	1.11%	12.43%	--	20
$12.50	Nov 20	$0.10	0.27	16.0%	0.93%	16.88%	14	177

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 13,019

Total Puts 4,612

Put/Call Ratio 0.35

Net Difference 8,407

Prior's Put/Call Breakdown

Total Calls 6,830

Total Puts 992

Put/Call Ratio 0.15

Net Difference 5,838

Prior 7-Day Put/Call Summary

Total Calls 41,848

Total Puts 15,559

Average Put/Call Ratio 0.40

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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