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Novavax Inc NVAX 10.46 0.35 3.46%

NVAX Delta Exposure (DEX)

NVAX (Novavax Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.728
Put Call Ratio (OI)
0.621
Put Call Ratio (Vol)
0.251
IV Rank
3.26
IV Percentile
18.3
Max Pain
9.5

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.6
19.6
View values by strike
NVAX · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 3.15 K -75
2.00 1.17 K -39.8 K
2.50 0 -649
3.00 4.35 K -5.13 K
4.00 12.6 K -3.1 K
5.00 21.9 K -32.4 K
6.00 23 K -2.12 K
6.50 0 -16.9
7.00 309 K -108 K
7.50 243 K -131 K
8.00 122 K -11.2 K
8.50 6.26 K -1.39 K
9.00 360 K -76.6 K
9.50 12.2 K -4.28 K
10.00 1.71 M -1.18 M
10.50 124 K -1.32 K
11.00 279 K -13.3 K
11.50 2.7 K -75.8
12.00 1.24 M -5.47 K
12.50 228 K -14.5 K
13.00 54.1 K -1.09 K
13.50 23.8 0
14.00 119 K -875
15.00 443 K -10.4 K
16.00 11.2 K -226
17.00 151 K -1.14 K
17.50 10.3 K -6.79 K
18.00 6.04 K -93.4
19.00 18.7 K 0
20.00 241 K -35 K
22.50 14.4 K -469
25.00 8.22 K -295
30.00 87.2 K 0