Novavax Inc. (NVAX)
NASDAQ: NVAX
· Real-Time Price · USD
9.46
-0.09 (-0.94%)
At close: Oct 03, 2025, 3:59 PM
9.58
1.27%
Pre-market: Oct 06, 2025, 04:11 AM EDT
Novavax Greeks
Delta, Gamma, Theta, and Vega Greek Charts for NVAX options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 2.00 | 0.9848 | 0.0072 | -0.0176 | 0.0004 |
| 2.50 | 0.9648 | 0.0148 | -0.0365 | 0.0010 |
| 3.00 | 0.9346 | 0.0250 | -0.0613 | 0.0016 |
| 3.50 | 0.8948 | 0.0368 | -0.09 | 0.0026 |
| 4.00 | 0.8466 | 0.0492 | -0.1206 | 0.0034 |
| 4.50 | 0.7914 | 0.0618 | -0.1515 | 0.0042 |
| 5.00 | 0.7308 | 0.0740 | -0.1813 | 0.0050 |
| 5.50 | 0.6666 | 0.0854 | -0.209 | 0.0058 |
| 6.00 | 0.6002 | 0.0956 | -0.234 | 0.0066 |
| 6.50 | 0.7362 | 0.1077 | -0.1343 | 0.0044 |
| 7.00 | 0.6542 | 0.1979 | -0.1168 | 0.0056 |
| 7.50 | 0.5058 | 0.2952 | -0.1381 | 0.0072 |
| 8.00 | 0.4976 | 0.6152 | -0.0942 | 0.0069 |
| 8.50 | -0.1813 | 4.8808 | -0.0721 | 0.0085 |
| 9.00 | -0.543 | 0.1797 | -0.062 | 0.0046 |
| 9.50 | -0.6736 | 0.2034 | -0.0449 | 0.0042 |
| 10.00 | -0.7818 | 0.1818 | -0.0333 | 0.0034 |
| 10.50 | -0.8582 | 0.1430 | -0.0242 | 0.0026 |
| 11.00 | -0.8918 | 0.1116 | -0.021 | 0.0022 |
| 11.50 | -0.9179 | 0.0872 | -0.0177 | 0.0018 |
| 12.00 | -0.9115 | 0.0797 | -0.0218 | 0.0019 |
| 12.50 | -0.9512 | 0.0541 | -0.0122 | 0.0012 |
| 13.00 | -0.959 | 0.0449 | -0.0109 | 0.0010 |
| 13.50 | -0.9284 | 0.0556 | -0.0226 | 0.0016 |
| 14.00 | -0.9585 | 0.0390 | -0.013 | 0.0010 |
| 14.50 | -0.9409 | 0.0444 | -0.0208 | 0.0014 |
| 15.00 | -0.8375 | 0.0619 | -0.0683 | 0.0029 |
| 15.50 | -0.9415 | 0.0397 | -0.023 | 0.0014 |
| 16.00 | -0.9603 | 0.0305 | -0.0155 | 0.0010 |