Tour v535
NVAX
NOVAVAX INC
$10.36 +7.02%
◀ 11/4 14:17 ▶

Option Volume

Detail
ℹ
Current (11/04 2:15pm) 8,069
Calls: 4,195 (52%)
Puts: 3,874 (48%)
Prior (10/12) 5,895
Calls: 3,657 (62%)
Puts: 2,238 (38%)
Current vs Prior +36.88%
Calls: +14.71% (Calls)
Puts: +73.10% (Puts)
Prior 7-Day Total 136,639
Calls: 116,518 (85%)
Puts: 20,121 (15%)
Prior 7-Day Average 19,519
Calls: 16,645 (85%)
Puts: 2,874 (15%)
Current vs Prior 7-Day Avg -58.66%
Calls: -74.80%
Puts: +34.77%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 2:15pm) $396.1K
Calls: $301.3K (76%)
Puts: $94.8K (24%)
Prior (10/12) $359.8K
Calls: $314.1K (87%)
Puts: $45.7K (13%)
Current vs Prior +10.07%
Calls: -4.08%
Puts: +107.27%
Prior 7-Day Total $8.99M
Calls: $7.18M (80%)
Puts: $1.80M (20%)
Prior 7-Day Average $1.28M
Calls: $1.03M (80%)
Puts: $257.7K (20%)
Current vs Prior 7-Day Avg -69.15%
Calls: -70.64%
Puts: -63.21%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 2:15pm) 0.92
Prior (10/12) 0.61
Current vs Prior +50.90%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg +385.58%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 2:15pm) 258,133
Calls: 164,458 (64%)
Puts: 93,675 (36%)
Prior (10/12) 290,860
Calls: 185,286 (64%)
Puts: 105,574 (36%)
Current vs Prior -11.25%
Prior 7-Day Total 1,569,026
Calls: 1,019,591 (65%)
Puts: 549,435 (35%)
Prior 7-Day Average 224,146
Calls: 145,655 (65%)
Puts: 78,490 (35%)
Current vs Prior 7-Day Avg +15.16%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 14.77% | 15.93%20.08% | 22.10%
Prior 10.80% | 16.81%16.81% | 31.50%
Current vs Prior +36.79% | -5.28%+19.41% | -29.84%
Prior 7-Day Avg 8.73% | 12.29%12.75% | 23.92%
Current vs 7-Day Avg +69.11% | +29.54%+57.49% | -7.57%
Prior 7-Day Eod 10.80% | 16.81%16.22% | 25.93%
Current vs 7-Day Eod +36.79% | -5.28%+23.79% | -14.75%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 45.36% | 22.13%
Calls: 37.84% | 27.59%
Puts: 52.88% | 16.67%
Prior 18.90% | 106.16%
Calls: 17.46% | 35.51%
Puts: 20.34% | 176.81%
Current vs Prior +140.00% | -79.15%
Prior 7-Day Avg 35.82% | 45.75%
Calls: 26.93% | 26.16%
Puts: 44.70% | 65.35%
Current vs 7-Day Avg +26.65% | -51.63%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($301.3K) vs puts ($94.8K). P/C ratio rising 51% - increased hedging/bearish positioning. Call-heavy open interest (164,458 calls vs 93,675 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:15BULLISHNEUTRALBULLISH
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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. 3 found (avg $0.55, cheapest $0.21)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 200.620.71$0.6713.4%960.431.6K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 130.190.23$0.2119.0%150.1922
$10.50Nov 130.720.85$0.7816.7%50.50598

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.64, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 61.221.79$1.5137.7%50.937
$9.00Nov 131.271.82$1.5535.5%1000.81163
$9.50Nov 61.061.21$1.1413.2%1480.77215
$9.00Nov 201.311.97$1.6440.2%10.77619
$9.00Dec 181.362.30$1.8351.4%--0.74368
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 131.612.83$2.2255.0%--0.7577
$12.00Nov 201.862.61$2.2433.5%--0.71671
$11.50Nov 201.122.66$1.8981.5%--0.6540
$11.00Nov 60.881.24$1.0634.0%--0.6434
$12.00Dec 182.052.49$2.2719.4%--0.6226

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 5.9K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 130.400.56$0.4833.3%5620.40743
$10.50Nov 60.380.61$0.5046.0%4650.46916
$12.00Nov 60.120.17$0.1533.3%2480.17806
$10.50Nov 130.540.74$0.6431.2%1530.50173
$9.50Nov 61.061.21$1.1413.2%1480.77215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Nov 60.020.06$0.04100.0%2.0K0.07256
$9.00Nov 60.080.12$0.1040.0%1.3K0.142.3K
$9.00Nov 130.190.23$0.2119.0%150.1922
$10.00Nov 60.330.59$0.4656.5%140.41149
$9.50Nov 60.180.26$0.2236.4%130.26263

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 115.2%, max 148.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18217.2%87.4%148.4%2311.8K
$11.50Nov 6Dec 4217.9%92.0%136.8%109801
$10.00Nov 6Dec 18183.5%78.7%133.1%132999
$12.00Nov 6Dec 18212.1%91.2%132.6%253906
$10.50Nov 6Dec 11200.6%93.1%115.5%467916
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18217.2%87.4%148.4%--66
$10.00Nov 6Dec 18183.5%78.7%133.1%14205
$10.50Nov 6Dec 4200.6%92.2%117.5%5111
$9.50Nov 6Nov 27167.2%90.6%84.6%15295
$12.00Nov 13Dec 18120.1%91.2%31.7%--103

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 1.08, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$10.00Dec 18$0.48$0.52$0.4874%1.08$9.48
$10.00$11.00Dec 18$0.35$0.65$0.3560%1.86$10.35
$9.00$9.50Nov 20$0.20$0.30$0.2077%1.50$9.20
$11.00$12.00Dec 18$0.26$0.74$0.2648%2.85$11.26
$10.00$10.50Dec 4$0.17$0.33$0.1760%1.94$10.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 6$0.27$0.23$0.2764%0.85$10.73
$9.50$9.00Nov 20$0.11$0.39$0.1130%3.55$9.39
$11.00$10.50Nov 27$0.26$0.24$0.2659%0.92$10.74
$10.00$9.50Nov 13$0.16$0.34$0.1639%2.12$9.84
$10.00$9.50Nov 27$0.18$0.32$0.1839%1.78$9.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.92, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Nov 6$0.10$0.10$0.4074%0.25$11.60
$11.00$11.50Nov 20$0.19$0.19$0.3157%0.61$11.19
$11.00$11.50Nov 13$0.16$0.16$0.3460%0.47$11.16
$11.00$11.50Nov 6$0.12$0.12$0.3865%0.32$11.12
$11.50$12.00Nov 20$0.11$0.11$0.3965%0.28$11.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.50Nov 6$0.24$0.24$0.2659%0.92$9.76
$10.00$9.00Dec 18$0.38$0.38$0.6261%0.61$9.62
$9.00$8.50Nov 20$0.15$0.15$0.3577%0.43$8.85
$10.00$9.50Nov 20$0.23$0.23$0.2760%0.85$9.77
$9.50$9.00Nov 27$0.18$0.18$0.3269%0.56$9.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.13, cheapest $0.11)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Nov 6Nov 13$0.11217.2%113.9%
$10.50Nov 6Nov 13$0.14200.6%109.1%
$10.00Nov 6Nov 13$0.13183.5%104.6%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 11.58% of stock, avg 16.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Nov 6$0.74$0.46$1.20$8.80$11.2011.58%
$10.50Nov 6$0.50$0.79$1.29$9.21$11.7912.45%
$9.50Nov 6$1.14$0.22$1.36$8.14$10.8613.13%
$10.00Nov 13$0.87$0.51$1.38$8.62$11.3813.32%
$10.50Nov 13$0.64$0.78$1.42$9.08$11.9213.71%
$11.00Nov 6$0.37$1.06$1.43$9.57$12.4313.80%
$9.50Nov 13$1.11$0.35$1.46$8.04$10.9614.09%
$11.00Nov 13$0.48$1.09$1.57$9.43$12.5715.15%
$10.50Nov 20$0.81$0.97$1.78$8.72$12.2817.18%
$10.00Nov 20$1.11$0.68$1.79$8.21$11.7917.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 1.83% of stock, avg 8.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$8.50Nov 6$0.15$0.04$0.19$8.31$12.19
$12.00$9.00Nov 6$0.15$0.10$0.25$8.75$12.25
$11.50$8.50Nov 6$0.25$0.04$0.29$8.21$11.79
$11.50$9.00Nov 6$0.25$0.10$0.35$8.65$11.85
$12.00$9.50Nov 6$0.15$0.22$0.37$9.13$12.37
$12.00$8.50Nov 13$0.26$0.12$0.38$8.12$12.38
$11.50$9.50Nov 6$0.25$0.22$0.47$9.03$11.97
$12.00$9.00Nov 13$0.26$0.21$0.47$8.53$12.47
$11.50$8.50Nov 13$0.32$0.12$0.44$8.06$11.94
$11.00$8.50Nov 6$0.37$0.04$0.41$8.09$11.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.08, avg credit $0.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
8/912/12Nov 20$0.26$0.2442%1.08$8.74$11.76
9/1012/12Nov 6$0.22$0.2848%0.79$9.28$11.72
9/1012/12Nov 20$0.22$0.2835%0.79$9.28$11.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Dec 18$0.09$0.9122%10.11
$9.00$10.00$11.00Dec 18$0.13$0.8725%6.69
$10.00$10.50$11.00Nov 13$0.07$0.4321%6.14
$9.50$10.00$10.50Nov 27$0.06$0.4416%7.33
$10.00$10.50$11.00Nov 6$0.11$0.3924%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$8.50$9.00$9.50Nov 6$0.06$0.4419%7.33
$9.50$10.00$10.50Nov 20$0.06$0.4418%7.33
$9.50$10.00$10.50Nov 6$0.09$0.4128%4.56
$8.50$9.00$9.50Nov 27$0.05$0.4515%9.00
$9.00$9.50$10.00Nov 6$0.12$0.3827%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. 32 found (best net $-0.02, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$12.001:2Dec 11-$0.02$1.48
$10.50$11.501:2Nov 27-$0.15$0.85
$10.50$11.001:2Dec 4-$0.20$0.30
$9.50$10.001:2Nov 6-$0.34$0.16
$11.00$11.501:2Nov 6-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Dec 18-$0.24$0.76
$10.00$9.001:2Dec 18-$0.18$0.82
$10.50$10.001:2Nov 6-$0.13$0.37
$9.50$9.001:2Nov 13-$0.07$0.43
$9.00$8.501:2Nov 27-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 9.07%, avg 4.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$0.940.486.2%9.07%15.25%127871
$12.00Dec 18$0.600.3815.8%5.79%21.62%5100
$10.50Dec 11$0.930.531.4%8.98%10.33%2--
$11.50Dec 4$0.480.3911.0%4.63%15.64%5--
$12.00Nov 27$0.390.3215.8%3.76%19.59%1443
$11.00Nov 20$0.620.436.2%5.98%12.16%961.6K
$10.50Nov 27$0.810.531.4%7.82%9.17%1052
$10.50Dec 4$0.800.521.4%7.72%9.07%122
$11.50Nov 27$0.420.3711.0%4.05%15.06%16
$12.00Nov 20$0.330.2915.8%3.19%19.02%513.6K

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 4,195
Total Puts 3,874
Put/Call Ratio 0.92
Net Difference 321

Prior's Put/Call Breakdown

Total Calls 3,657
Total Puts 2,238
Put/Call Ratio 0.61
Net Difference 1,419

Prior 7-Day Put/Call Summary

Total Calls 116,518
Total Puts 20,121
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