Closed
⌘K
Sign in Sign up

Novavax Inc NVAX 10.46 0.35 3.46%

NVAX Historical Options Analysis

Explore NVAX (Novavax Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NVAX / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.93
3.26
Mean
20.31
Window
-88.0%
ATM IV z -0.39
0.73
Mean
0.88
Window
-22.8%
IV Percentile z -0.85
18.33
Mean
42.55
Window
-64.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.42 0.48
ATM IV 0.42 1.00 0.42
IV Percent... 0.48 0.42 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 10.46 3.26 0.73 18.33
2026-09-18 10.11 2.47 0.66 5.95
2026-09-17 10 3.75 0.77 27.38
2026-09-16 9.35 3.28 0.73 18.25
2026-09-15 9.23 4.25 0.81 43.25
2026-09-14 9.59 3.15 0.72 16.73
2026-09-11 9.42 3.79 0.77 27.78
2026-09-10 9.3 3.64 0.76 25.4
2026-09-09 9.85 3.81 0.77 28.17
2026-09-08 10.19 3.36 0.74 18.65
2026-09-07 10.2 4.23 0.81 41.83
2026-09-04 10.22 4.27 0.81 43.65
2026-09-03 10.34 3.05 0.71 14.29
2026-09-02 10.32 3.85 0.78 29.37
2026-09-01 10.12 3.88 0.78 30.28
2026-08-31 9.37 4.24 0.81 43.2
2026-08-28 9.26 4.52 0.83 50.6
2026-08-27 9.05 3.52 0.75 22.71
2026-08-26 9.21 3.69 0.76 27.89
2026-08-25 9.44 3.61 0.76 26.29
2026-08-24 8.86 3.88 0.78 30
2026-08-21 8.94 3.52 0.75 23.11
2026-08-20 8.42 3.92 0.78 31.47
2026-08-19 8.79 3.86 0.78 29.48
2026-08-18 7.93 1.07 0.54 0.8
2026-08-17 8.07 0.9 0.53 0.4
2026-08-14 8.05 1.41 0.57 0.4
2026-08-13 8.14 2.09 0.63 1.99
2026-08-12 7.96 1.5 0.58 0.4
2026-08-11 7.95 2.69 0.68 7.57
2026-08-10 7.89 2.96 0.7 11.2
2026-08-07 7.95 2.69 0.68 7.97
2026-08-06 7.74 2 0.62 1.2
2026-08-05 7.7 5.54 0.92 77.69
2026-08-04 7.66 3.88 0.78 29.08
2026-08-03 7.41 5.55 0.92 78.4
2026-07-31 7.32 7.18 1.06 94.82
2026-07-30 7.44 4.09 0.8 37.45
2026-07-29 7.34 5.7 0.93 80.48
2026-07-28 7.37 4.5 0.83 49
2026-07-27 7.49 5.63 0.93 80
2026-07-24 7.46 3.99 0.79 32.27
2026-07-23 7.83 5.23 0.89 66.53
2026-07-22 7.91 4.78 0.86 54.58
2026-07-21 8.07 3 0.71 11.95
2026-07-20 7.88 3.93 0.78 30.4
2026-07-17 8.21 4.76 0.85 53.39
2026-07-16 8.24 5.11 0.88 60.96
2026-07-15 8.43 3.47 0.75 19.92
2026-07-14 8.42 4.2 0.81 39.04