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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

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.3
20.3
View values by strike
NVAX · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 41.1 -15.4
2.00 9.02 -9.35 K
2.50 15.4 -248
3.00 35.5 -178
4.00 201 -866
5.00 2.2 K -10.6 K
5.50 2.8 -14.6
6.00 530 -1.81 K
6.50 18.5 -125
7.00 5.05 K -26.7 K
7.50 16.1 K -67.5 K
8.00 2.08 K -16 K
8.50 149 -29.5 K
9.00 37.3 K -130 K
9.50 26.9 K -16.9 K
10.00 265 K -350 K
10.50 51 K -19.9 K
11.00 122 K -13.6 K
11.50 14.6 K -723
12.00 168 K -11.7 K
12.50 49.8 K -5.78 K
13.00 26.2 K -1.28 K
13.50 1.34 K -716
14.00 36 K -1.51 K
14.50 1.01 K -5.39
15.00 96.4 K -974
15.50 467 -4.59
16.00 2.92 K -75.2
16.50 119 0
17.00 12.9 K -173
17.50 3.83 K -443
18.00 19 0
19.00 5.72 K 0
20.00 117 K -1.97 K
21.00 4.36 K 0
22.00 265 -97.8
22.50 11 K 0
23.00 71.9 0
24.00 135 0
25.00 5.21 K -82.7
26.00 385 0
30.00 23.8 K 0