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Novavax Inc NVAX 9.78 -0.87 -8.17%

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ATM IV
1.36
Put Call Ratio (OI)
0.58
Put Call Ratio (Vol)
0.29
IV Rank
59.4
IV Percentile
98.8
Max pain
9.5

Delta exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.3
20.3
View values by strike
NVAX · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 34 K -77.8
2.00 2.66 K -44.7 K
2.50 2.11 K -721
3.00 4.22 K -2.65 K
4.00 13.3 K -3.1 K
5.00 122 K -38.9 K
5.50 197 -56.7
6.00 13.2 K -7.1 K
6.50 363 -554
7.00 132 K -119 K
7.50 186 K -152 K
8.00 25.4 K -21.5 K
8.50 1.08 K -18.1 K
9.00 253 K -170 K
9.50 46.1 K -18.6 K
10.00 1.42 M -1.57 M
10.50 37.3 K -60.7 K
11.00 309 K -64 K
11.50 13.1 K -3.83 K
12.00 1.46 M -76.6 K
12.50 153 K -42.1 K
13.00 54.6 K -10.6 K
13.50 3.01 K -9.49 K
14.00 147 K -14.9 K
14.50 2.39 K -93.5
15.00 490 K -11.2 K
15.50 1.5 K -93.7
16.00 11 K -1.08 K
16.50 217 0
17.00 180 K -1.97 K
17.50 19.4 K -6.58 K
18.00 119 0
19.00 22.3 K 0
20.00 687 K -32.5 K
21.00 25.9 K 0
22.00 1.97 K -1.44 K
22.50 45 K 0
23.00 338 0
24.00 1.14 K 0
25.00 23.6 K -1.5 K
26.00 1.68 K 0
30.00 60.5 K 0