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Novavax Inc NVAX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:52:53.020Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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 · 2026-10-21T17:52:33.501195856Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:03.672815+00:00

Share price$11.19
1D-1.4%
$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$2.34$4.68$7.02$9.36$9.56$10.43$11.30$12.17$13.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVAX spot · $11.19NVAX PRICE$0.38$0.42$0.34$0.25$0.23$0.27$0.30$0.34$0.38$0.47$0.60$0.74$1.20$0.15$0.16$0.19$0.21$0.24$0.30$0.37$0.43$0.49$0.60$0.74$0.89$8.68
PutsExpensive1.89×
CallsExpensive2.38×
SkewBullish-26.18 pp
Implied moveBearish±$0.67
TiltBearish38.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.02465.5%46.5%10.10166.3%11.1%
25Δ15.55449.1%42.8%10.54128.3%7.3%
30Δ13.92309.4%27.4%10.70117.0%6.1%
35Δ12.29169.7%12.1%10.87105.8%4.8%
40Δ11.45100.5%4.3%11.0297.0%3.7%
45Δ11.3597.3%3.8%11.1398.3%3.3%
50Δ11.2494.1%3.2%11.2399.6%2.9%
55Δ11.1490.9%2.6%11.34100.9%2.5%
60Δ11.0487.8%2.0%11.45102.3%2.1%
65Δ10.9092.5%1.7%11.59106.4%1.7%
70Δ10.75102.2%1.5%11.77113.2%1.5%
75Δ10.60111.8%1.3%11.94120.0%1.2%
80Δ10.13158.7%1.3%19.40634.0%4.2%

20Δ

Calls
Pseudo strike
16.02
IV
465.5%
B/E move
46.5%
Puts
Pseudo strike
10.10
IV
166.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
15.55
IV
449.1%
B/E move
42.8%
Puts
Pseudo strike
10.54
IV
128.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
13.92
IV
309.4%
B/E move
27.4%
Puts
Pseudo strike
10.70
IV
117.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
12.29
IV
169.7%
B/E move
12.1%
Puts
Pseudo strike
10.87
IV
105.8%
B/E move
4.8%

40Δ

Calls
Pseudo strike
11.45
IV
100.5%
B/E move
4.3%
Puts
Pseudo strike
11.02
IV
97.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
11.35
IV
97.3%
B/E move
3.8%
Puts
Pseudo strike
11.13
IV
98.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
11.24
IV
94.1%
B/E move
3.2%
Puts
Pseudo strike
11.23
IV
99.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
11.14
IV
90.9%
B/E move
2.6%
Puts
Pseudo strike
11.34
IV
100.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
11.04
IV
87.8%
B/E move
2.0%
Puts
Pseudo strike
11.45
IV
102.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
10.90
IV
92.5%
B/E move
1.7%
Puts
Pseudo strike
11.59
IV
106.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
10.75
IV
102.2%
B/E move
1.5%
Puts
Pseudo strike
11.77
IV
113.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
10.60
IV
111.8%
B/E move
1.3%
Puts
Pseudo strike
11.94
IV
120.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
10.13
IV
158.7%
B/E move
1.3%
Puts
Pseudo strike
19.40
IV
634.0%
B/E move
4.2%

Options history

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