Novavax Inc. (NVAX) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Novavax Inc.

NASDAQ: NVAX · Real-Time Price · USD
8.34
-0.30 (-3.47%)
At close: Sep 25, 2025, 3:59 PM
8.33
-0.12%
After-hours: Sep 25, 2025, 07:28 PM EDT

NVAX Option Overview

Overview for all option chains of NVAX. As of September 25, 2025, NVAX options have an IV of 94.56% and an IV rank of 1.96%. The volume is 11,908 contracts, which is 165.46% of average daily volume of 7,197 contracts. The volume put-call ratio is 0.07, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
94.56%
IV Rank
1.96%
Historical Volatility
64.78%
IV Low
86.45% on Mar 28, 2025
IV High
500% on Jun 24, 2025

Open Interest (OI)

Today's Open Interest
335,695
Put-Call Ratio
0.66
Put Open Interest
133,495
Call Open Interest
202,200
Open Interest Avg (30-day)
301,732
Today vs Open Interest Avg (30-day)
111.26%

Option Volume

Today's Volume
11,908
Put-Call Ratio
0.07
Put Volume
807
Call Volume
11,101
Volume Avg (30-day)
7,197
Today vs Volume Avg (30-day)
165.46%

Option Chain Statistics

This table provides a comprehensive overview of all NVAX options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 26, 2025 2,967 721 0.24 8,967 3,340 0.37 270.77% 8
Oct 03, 2025 2,620 17 0.01 4,412 1,546 0.35 140.36% 8
Oct 10, 2025 113 2 0.02 1,895 204 0.11 90.58% 8
Oct 17, 2025 1,157 36 0.03 47,687 20,863 0.44 94.12% 7
Oct 24, 2025 45 12 0.27 994 135 0.14 94.56% 8
Oct 31, 2025 190 5 0.03 1,003 362 0.36 86.27% 8
Nov 21, 2025 522 3 0.01 633 86 0.14 92.61% 8
Jan 16, 2026 750 0 0 73,419 56,740 0.77 96.98% 9
Apr 17, 2026 2,345 2 0 12,277 1,845 0.15 80.59% 6
Jan 15, 2027 289 7 0.02 37,571 25,137 0.67 79.44% 10
Dec 17, 2027 69 1 0.01 13,014 23,231 1.79 77.42% 7
Jan 21, 2028 34 1 0.03 328 6 0.02 78.92% 7