Novavax Inc. (NVAX)
6.63
-0.44 (-6.22%)
At close: Apr 25, 2025, 3:59 PM
6.55
-1.28%
Pre-market: Apr 28, 2025, 04:00 AM EDT
Volatility Exposure
Novavax has experienced an average implied
volatility of 1.03 and an average realized volatility of 0.91.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 04/25/25 | -4.58% | 1.57 | 253.8K | +0.91% | 0.93 | n/a | n/a |
| 04/24/25 | -5.61% | 0.26 | 251.52K | +9.27% | 0.87 | n/a | n/a |
| 04/23/25 | +6.71% | 0.16 | 230.18K | +2.48% | 0.92 | n/a | n/a |
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