Novavax

NVAX · NASDAQ

$11.43+$0.61 (+5.64%)TodayMarket closed · Oct 20, 4:05 PM ET

Prev close $10.82

NVAX options chain

Calls and puts around the current price

By Fri, Oct 30 options price a move of ±$1.44 (12.6%), between $9.98 and $12.85.

At-the-money implied volatility: 96.7%
Put/call open interest: 0.44
Total open interest: 4.08K
Underlying price: $11.41

NVAX options expiring Oct 30, 2026: calls on the left, puts on the right. Calls below $11.41 and puts above it are in the money.
Calls		Calls					Puts
Open int.	IV	Ask	Bid	Strike	Bid	Ask	IV	Open int.
0	—	$4.85	$0.92	8.5	$0.00	$0.29	109.0%	16
26	121.2%	$3.45	$1.57	9	$0.00	$0.20	119.2%	137
4	—	$2.78	$1.00	9.5	$0.01	$0.23	103.6%	152
145	88.0%	$1.85	$1.25	10	$0.09	$0.15	81.4%	67
111	69.6%	$1.52	$0.61	10.5	$0.20	$0.52	101.6%	524
170	96.2%	$1.09	$0.75	11	$0.27	$0.75	94.9%	48
NVAX $11.41
277	97.7%	$0.95	$0.40	11.5	$0.52	$1.00	95.7%	54
678	94.9%	$0.61	$0.30	12	$0.64	$1.34	86.1%	137
357	101.0%	$0.40	$0.31	12.5	$0.81	$1.83	81.0%	18
525	103.1%	$0.26	$0.24	13	$1.20	$2.30	84.1%	27
154	114.4%	$0.35	$0.11	13.5	$0.34	$4.30	112.8%	2
229	110.6%	$0.17	$0.11	14	$0.80	$4.75	119.1%	5

Volatility smile

Implied volatility by strike for Fri, Oct 30, calls and puts averaged.

Unusual options activity

The latest large trades, newest first

Unusual NVAX options trades
Contract	Trade	Contracts	Premium	Sentiment	Time
NVAX 15C Jan 15	Large	1,000	$146.00K	neutral	Oct 15, 3:10 PM ET
NVAX 9C Oct 16	Large	500	$205.00K	neutral	Oct 15, 3:10 PM ET
NVAX 10C Oct 16	Large	1,000	$310.00K	neutral	Oct 15, 3:10 PM ET
NVAX 13C Oct 16	Block	2,941	$120.58K	neutral	Oct 15, 11:37 AM ET
NVAX 15C Jan 21	Large	287	$103.32K	bearish	Oct 14, 3:18 PM ET
NVAX 15C Jan 21	Large	450	$162.00K	neutral	Oct 14, 9:30 AM ET
NVAX 15C Jan 21	Block	300	$108.00K	neutral	Oct 14, 9:30 AM ET
NVAX 15C Apr 16	Large	500	$100.00K	neutral	Oct 14, 9:30 AM ET

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