Tour v536
NVAX
NOVAVAX INC
$9.61 -9.77%
◀ 11/5 14:09 ▶

Option Volume

Detail
ℹ
Current (11/05 2:05pm) 6,700
Calls: 5,938 (89%)
Puts: 762 (11%)
Prior (10/12) 5,895
Calls: 3,657 (62%)
Puts: 2,238 (38%)
Current vs Prior +13.66%
Calls: +62.37% (Calls)
Puts: -65.95% (Puts)
Prior 7-Day Total 137,141
Calls: 115,203 (84%)
Puts: 21,938 (16%)
Prior 7-Day Average 19,591
Calls: 16,457 (84%)
Puts: 3,134 (16%)
Current vs Prior 7-Day Avg -65.80%
Calls: -63.92%
Puts: -75.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05 2:05pm) $299.9K
Calls: $256.7K (86%)
Puts: $43.2K (14%)
Prior (10/12) $359.8K
Calls: $314.1K (87%)
Puts: $45.7K (13%)
Current vs Prior -16.66%
Calls: -18.28%
Puts: -5.53%
Prior 7-Day Total $9.19M
Calls: $7.36M (80%)
Puts: $1.84M (20%)
Prior 7-Day Average $1.31M
Calls: $1.05M (80%)
Puts: $262.5K (20%)
Current vs Prior 7-Day Avg -77.17%
Calls: -75.57%
Puts: -83.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05 2:05pm) 0.13
Prior (10/12) 0.61
Current vs Prior -79.03%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -51.68%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05 2:05pm) 265,042
Calls: 167,779 (63%)
Puts: 97,263 (37%)
Prior (10/12) 290,860
Calls: 185,286 (64%)
Puts: 105,574 (36%)
Current vs Prior -8.88%
Prior 7-Day Total 1,648,441
Calls: 1,068,827 (65%)
Puts: 579,614 (35%)
Prior 7-Day Average 235,491
Calls: 152,689 (65%)
Puts: 82,802 (35%)
Current vs Prior 7-Day Avg +12.55%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.70% | 12.90%15.92% | 23.73%
Prior 11.02% | 13.92%11.02% | 26.19%
Current vs Prior -30.15% | -7.29%+44.42% | -9.42%
Prior 7-Day Avg 8.65% | 12.41%14.04% | 23.31%
Current vs 7-Day Avg -11.01% | +3.96%+13.38% | +1.78%
Prior 7-Day Eod 11.02% | 13.92%20.85% | 25.92%
Current vs 7-Day Eod -30.15% | -7.29%-23.62% | -8.45%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 55.92% | 63.23%
Calls: 44.19% | 50.00%
Puts: 67.65% | 76.47%
Prior 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Current vs Prior +82.15% | -2.11%
Prior 7-Day Avg 38.31% | 49.57%
Calls: 27.58% | 26.36%
Puts: 49.04% | 72.78%
Current vs 7-Day Avg +45.97% | +27.56%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($256.7K) vs puts ($43.2K). Extreme bullish P/C ratio of 0.13 - heavy call buying (5,938 calls vs 762 puts). P/C ratio dropping 79% - 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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:15BULLISHNEUTRALBULLISH
14:05BULLISHBULLISHBULLISH

📈 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. 1 found (avg $0.59, cheapest $0.59)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 200.540.63$0.5915.3%1110.451.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.69, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Nov 60.863.05$1.95112.3%10.943
$8.00Nov 61.292.06$1.6845.8%20.929
$8.00Nov 201.661.96$1.8116.6%100.8676
$9.00Nov 60.600.85$0.7334.2%50.807
$9.00Nov 130.572.11$1.34114.9%--0.69113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Nov 60.881.36$1.1242.9%10.8595
$11.00Nov 61.051.72$1.3948.2%70.8534
$11.00Nov 131.421.91$1.6729.3%70.79101
$11.50Nov 201.862.40$2.1325.4%--0.7540
$11.50Nov 272.042.42$2.2317.0%10.751

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 4.0K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 60.020.15$0.09144.4%2.0K0.151.1K
$11.00Dec 180.570.74$0.6625.8%3800.381.0K
$10.50Nov 60.050.07$0.0633.3%2720.151.4K
$11.50Nov 60.020.06$0.04100.0%2130.08853
$10.00Nov 60.070.24$0.16106.2%1160.33593
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 60.060.12$0.0966.7%2740.203.6K
$9.50Nov 60.190.42$0.3174.2%920.43271
$9.50Nov 130.400.79$0.6065.0%450.4628
$8.50Nov 60.000.04$0.02200.0%380.062.0K
$10.00Nov 60.450.86$0.6662.1%290.68179

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 77.3%, max 150.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Nov 6Dec 18150.5%81.2%85.4%5375
$9.50Nov 6Nov 20173.8%97.7%77.9%21611
$10.00Nov 6Dec 18144.8%86.0%68.3%1351.0K
$10.50Nov 6Dec 4150.3%93.6%60.5%2741.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18223.2%89.0%150.8%866
$9.50Nov 6Nov 27173.8%86.8%100.2%95310
$9.00Nov 6Dec 18150.5%81.2%85.4%2753.8K
$10.00Nov 6Dec 18144.8%86.0%68.3%32235
$10.50Nov 6Dec 4150.3%93.6%60.5%1111

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 0.85, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$11.00Dec 18$0.28$0.72$0.2850%2.57$10.28
$9.00$9.50Nov 20$0.22$0.28$0.2268%1.27$9.22
$10.50$11.50Nov 27$0.21$0.79$0.2138%3.76$10.71
$10.00$10.50Nov 27$0.14$0.36$0.1446%2.57$10.14
$9.00$10.00Dec 18$0.51$0.49$0.5164%0.96$9.51
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 6$0.27$0.23$0.2785%0.85$10.73
$10.50$10.00Nov 27$0.20$0.30$0.2062%1.50$10.30
$10.00$9.50Nov 13$0.22$0.28$0.2259%1.27$9.78
$10.00$9.50Nov 20$0.23$0.27$0.2354%1.17$9.77
$9.50$9.00Nov 27$0.19$0.31$0.1944%1.63$9.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 1.17, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$11.00Dec 4$0.34$0.34$0.1652%2.13$10.84
$10.50$11.00Nov 20$0.18$0.18$0.3263%0.56$10.68
$10.00$10.50Nov 6$0.10$0.10$0.4067%0.25$10.10
$10.50$11.00Nov 13$0.10$0.10$0.4070%0.25$10.60
$10.00$10.50Nov 13$0.13$0.13$0.3759%0.35$10.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$8.50$8.00Nov 20$0.27$0.27$0.2374%1.17$8.23
$9.00$8.50Nov 27$0.31$0.31$0.1966%1.63$8.69
$9.50$9.00Nov 20$0.34$0.34$0.1656%2.12$9.16
$9.00$8.00Dec 18$0.41$0.41$0.5964%0.69$8.59
$9.50$9.00Nov 13$0.28$0.28$0.2254%1.27$9.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.22, cheapest $0.21)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.50Nov 6Nov 13$0.21173.8%108.6%
$10.00Nov 6Nov 13$0.24144.8%103.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.50Nov 6Nov 13$0.29173.8%108.6%
$10.00Nov 6Nov 13$0.16144.8%103.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 7.70% of stock, avg 16.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Nov 6$0.43$0.31$0.74$8.76$10.247.70%
$9.00Nov 6$0.73$0.09$0.82$8.18$9.828.53%
$10.00Nov 6$0.16$0.66$0.82$9.18$10.828.53%
$10.50Nov 6$0.06$1.12$1.18$9.32$11.6812.28%
$10.00Nov 13$0.40$0.82$1.22$8.78$11.2212.70%
$9.50Nov 13$0.64$0.60$1.24$8.26$10.7412.90%
$9.00Nov 20$1.03$0.38$1.41$7.59$10.4114.67%
$10.50Nov 13$0.27$1.18$1.45$9.05$11.9515.09%
$9.50Nov 20$0.81$0.72$1.53$7.97$11.0315.92%
$10.00Nov 20$0.59$0.95$1.54$8.46$11.5416.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.62% of stock, avg 7.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$8.50Nov 6$0.04$0.02$0.06$8.44$11.56
$10.50$8.50Nov 6$0.06$0.02$0.08$8.42$10.58
$11.50$8.00Nov 6$0.04$0.05$0.09$7.91$11.59
$10.50$8.00Nov 6$0.06$0.05$0.11$7.89$10.61
$11.00$8.50Nov 6$0.09$0.02$0.11$8.39$11.11
$11.50$9.00Nov 6$0.04$0.09$0.13$8.87$11.63
$11.00$8.00Nov 6$0.09$0.05$0.14$7.86$11.14
$10.50$9.00Nov 6$0.06$0.09$0.15$8.85$10.65
$11.00$9.00Nov 6$0.09$0.09$0.18$8.82$11.18
$10.00$8.50Nov 6$0.16$0.02$0.18$8.32$10.18

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. 25 found (best R:R 9.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Nov 20$0.08$0.4219%5.25
$9.50$10.00$10.50Nov 6$0.17$0.3342%1.94
$9.50$10.00$10.50Nov 13$0.11$0.3924%3.55
$10.50$11.00$11.50Nov 13$0.08$0.4213%5.25
$9.00$10.00$11.00Dec 18$0.23$0.7726%3.35
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Dec 18$0.10$0.9026%9.00
$9.00$9.50$10.00Nov 6$0.13$0.3748%2.85
$9.50$10.00$10.50Nov 6$0.11$0.3942%3.55
$8.00$9.00$10.00Dec 18$0.15$0.8528%5.67
$8.50$9.00$9.50Nov 6$0.15$0.3537%2.33

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 $-0.25, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$8.00$9.001:2Nov 20-$0.25$0.75
$9.00$9.501:2Nov 6-$0.13$0.37
$10.50$11.501:2Nov 27-$0.08$0.92
$9.00$10.001:2Dec 18-$0.43$0.57
$10.50$11.001:2Dec 4-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$10.001:2Nov 6-$0.20$0.30
$10.00$9.001:2Dec 18-$0.22$0.78
$8.50$8.001:2Nov 13-$0.09$0.41
$9.00$8.501:2Nov 13-$0.14$0.36
$8.50$8.001:2Nov 27-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 5.93%, avg 3.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$0.570.3814.5%5.93%20.40%3801.0K
$11.50Dec 4$0.280.3519.7%2.91%22.58%16
$10.00Dec 18$0.740.504.1%7.70%11.76%19440
$11.00Dec 4$0.370.3714.5%3.85%18.31%11
$10.50Dec 4$0.400.489.3%4.16%13.42%211
$10.00Dec 4$0.570.564.1%5.93%9.99%--15
$10.50Nov 27$0.420.389.3%4.37%13.63%542
$10.00Nov 20$0.540.454.1%5.62%9.68%1111.8K
$10.00Nov 27$0.530.474.1%5.52%9.57%3182
$11.50Nov 27$0.190.2519.7%1.98%21.64%16

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 5,938
Total Puts 762
Put/Call Ratio 0.13
Net Difference 5,176

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 115,203
Total Puts 21,938
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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