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Novavax Inc NVAX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:02:08.128Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:02:06.418271129Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:07.463967+00:00

Share price$11.20
1D-1.2%
$11.01$11.13$11.24$11.36$11.475:30 AM6:30 AM9:00 AM1:00 PMNVAX
Sold putSold call

Novavax Inc options

Live interpolated NVAX call and put midpoint premiums by absolute delta.Novavax Inc$0.00$2.58$5.16$7.74$10.32$9.50$10.42$11.35$12.28$13.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVAX spot · $11.20NVAX PRICE$0.40$0.43$0.36$0.28$0.24$0.29$0.33$0.38$0.42$0.52$0.62$0.73$1.37$0.15$0.16$0.18$0.20$0.23$0.30$0.37$0.43$0.50$0.62$0.77$0.92$9.57
PutsExpensive1.70×
CallsExpensive2.61×
SkewBullish-34.86 pp
Implied moveBearish±$0.70
TiltBearish38.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.61496.9%51.9%10.11165.5%11.1%
25Δ15.62451.4%43.3%10.54128.2%7.3%
30Δ14.10324.6%29.1%10.72114.3%5.9%
35Δ12.58197.8%14.9%10.89100.3%4.5%
40Δ11.47106.7%4.6%11.0492.7%3.5%
45Δ11.36104.9%4.0%11.1595.5%3.2%
50Δ11.25103.0%3.4%11.2598.3%2.8%
55Δ11.14101.1%2.8%11.36101.1%2.4%
60Δ11.0399.3%2.2%11.46103.9%2.1%
65Δ10.89102.1%1.9%11.62109.6%1.8%
70Δ10.75106.6%1.6%11.80116.9%1.5%
75Δ10.61111.0%1.3%11.98124.1%1.3%
80Δ10.02195.3%1.7%20.24697.3%4.7%

20Δ

Calls
Pseudo strike
16.61
IV
496.9%
B/E move
51.9%
Puts
Pseudo strike
10.11
IV
165.5%
B/E move
11.1%

25Δ

Calls
Pseudo strike
15.62
IV
451.4%
B/E move
43.3%
Puts
Pseudo strike
10.54
IV
128.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
14.10
IV
324.6%
B/E move
29.1%
Puts
Pseudo strike
10.72
IV
114.3%
B/E move
5.9%

35Δ

Calls
Pseudo strike
12.58
IV
197.8%
B/E move
14.9%
Puts
Pseudo strike
10.89
IV
100.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
11.47
IV
106.7%
B/E move
4.6%
Puts
Pseudo strike
11.04
IV
92.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
11.36
IV
104.9%
B/E move
4.0%
Puts
Pseudo strike
11.15
IV
95.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
11.25
IV
103.0%
B/E move
3.4%
Puts
Pseudo strike
11.25
IV
98.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
11.14
IV
101.1%
B/E move
2.8%
Puts
Pseudo strike
11.36
IV
101.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
11.03
IV
99.3%
B/E move
2.2%
Puts
Pseudo strike
11.46
IV
103.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
10.89
IV
102.1%
B/E move
1.9%
Puts
Pseudo strike
11.62
IV
109.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
10.75
IV
106.6%
B/E move
1.6%
Puts
Pseudo strike
11.80
IV
116.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
10.61
IV
111.0%
B/E move
1.3%
Puts
Pseudo strike
11.98
IV
124.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
10.02
IV
195.3%
B/E move
1.7%
Puts
Pseudo strike
20.24
IV
697.3%
B/E move
4.7%

Options history

NVAX85.0092.89100.782026-10-19: 86.08%2026-10-20: 99.69%Oct 19Oct 20
Table
DateIV
86.08%
99.69%