Novavax Inc. (NVAX)
6.23
0.63 (11.25%)
At close: Apr 04, 2025, 3:59 PM
6.26
0.48%
After-hours: Apr 04, 2025, 05:58 PM EDT
Volatility Exposure
Novavax has experienced an average implied
volatility of 1.04 and an average realized volatility of 0.90.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 04/04/25 | +15.56% | 0.28 | 229.19K | +1.42% | 0.92 | n/a | n/a |
| 04/03/25 | +0.36% | 0.52 | 225.98K | +1.73% | 0.91 | n/a | n/a |
| 04/02/25 | +1.36% | 1.5 | 222.13K | +3.05% | 0.89 | n/a | n/a |
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