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Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
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NVAX 10.41
Expected move by Sep 25 ±$0.69 ±6.6% $9.72 – $11.10 90%: $8.94 – $11.88
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Every quote and Greek, one row per strike.
64 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
8 11 0.98 681% 6.80 8.15 $3.00 0.00 2.13 - - 1 0
13 7 - - 5.85 7.70 $3.50 0.00 2.13 - - 0 0
1 9 - - 6.05 6.70 $4.00 0.00 2.13 - - 0 0
0 13 0.94 663% 4.30 8.05 $4.50 0.00 1.21 746% -0.07 0 0
1 3 0.99 332% 5.15 5.70 $5.00 0.00 0.75 - - 0 0
0 2 0.96 402% 4.75 5.25 $5.50 0.00 1.35 - - 0 0
2 7 - - 4.10 4.70 $6.00 0.00 0.22 539% -0.11 0 0
0 1 0.90 429% 2.35 6.05 $6.50 0.00 0.75 470% -0.12 0 0
0 10 0.98 191% 3.15 3.70 $7.00 0.00 0.75 308% -0.08 1 3
2 11 - - 0.91 3.40 $7.50 0.00 5.00 185% -0.04 15 38
7 6 - - 1.83 2.92 $8.00 0.00 0.21 172% -0.06 7 255
28 10 0.82 238% 0.34 4.05 $8.50 0.00 0.13 153% -0.09 1 72
298 5 0.73 290% 1.39 2.67 $9.00 0.00 0.05 90% -0.06 1,157 862
96 139 0.87 80% 0.44 1.50 $9.50 0.04 0.06 75% -0.12 62 280
655 1,365 0.69 86% 0.55 0.68 $10.00 0.15 0.17 74% -0.29 477 272
2,450 921 0.48 91% 0.23 0.50 $10.50 0.29 0.50 78% -0.53 54 19
1,446 2,350 0.28 84% 0.15 0.17 $11.00 0.28 0.77 - - 3 1
150 786 0.15 88% 0.00 0.10 $11.50 0.87 1.68 123% -0.76 13 1
446 435 0.08 92% 0.02 0.05 $12.00 0.34 3.35 172% -0.76 1 2
25 249 0.05 99% 0.00 0.03 $12.50 0.83 4.10 234% -0.73 1 2
509 5 0.05 120% 0.00 5.00 $13.00 0.48 4.50 - - 1 2
0 0 - - 0.00 0.25 $13.50 0.98 4.05 - - 0 0
106 116 0.03 147% 0.00 5.00 $14.00 2.97 4.35 187% -0.92 2 5
0 0 - - 0.00 0.25 $14.50 3.65 4.90 257% -0.86 1 0
62 1 0.03 173% 0.00 0.23 $15.00 2.60 6.55 - - 3 1
0 0 - - 0.00 0.24 $15.50 3.55 6.50 - - 2 0
0 0 - - 0.00 0.26 $16.00 5.25 6.35 316% -0.87 6 0
0 1 - - 0.00 0.64 $16.50 5.05 6.85 - - 5 0
60 60 0.03 227% 0.00 0.19 $17.00 4.55 8.55 - - 3 1
0 2 - - 0.00 0.12 $17.50 5.75 8.00 - - 1 0
92 12 0.04 275% 0.00 5.00 $18.00 5.45 8.40 - - 4 0
1 1 - - 0.00 5.00 $18.50 6.25 8.85 - - 0 0