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Novavax Inc NVAX 10.46 0.35 3.46%

NVAX Gamma Exposure (GEX)

NVAX (Novavax Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.6
19.6
View values by strike
NVAX · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 5.25 -15.4
2.00 5.49 -8.92 K
2.50 0 -233
3.00 35.1 -788
4.00 161 -877
5.00 431 -8.23 K
6.00 798 -791
6.50 0 -7.52
7.00 10.4 K -27.3 K
7.50 17.3 K -53.5 K
8.00 11.3 K -9.1 K
8.50 809 -1.33 K
9.00 53.9 K -32.2 K
9.50 3.54 K -8.25 K
10.00 305 K -274 K
10.50 108 K -1.08 K
11.00 134 K -5.13 K
11.50 4.26 K -25.2
12.00 124 K -786
12.50 47.8 K -2.42 K
13.00 44.5 K -171
13.50 10.9 0
14.00 27.5 K -93.6
15.00 99 K -1.17 K
16.00 4.41 K -21.3
17.00 18.5 K -113
17.50 3.8 K -547
18.00 3.18 K -4.16
19.00 5.83 K 0
20.00 46.9 K -2.06 K
22.50 5.75 K -20.9
25.00 3.35 K -7.84
30.00 33.9 K 0