ThetaOwl

NVAX

Novavax, Inc.Healthcare
$7.70
Bullish
Mkt Cap: $1.25B|Float: 140.5M|SI: 34.6%|DTC: 10.1
Data as of market close Apr 2, 2026
IV Rank
40
IV Pctl
44%
HV 20d
57.9%
52W Range
$5-$12
ATR(14)
$0.60
Exp. Move
±6.0%
P/C Ratio
0.33
Earnings
May 7
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Above
Exp. Move Wide
Low Put/Call

NVAX Key Options Data

IV Rank
40.1%
Total GEX
$0.01B
Total DEX
$5.3M
Max Pain
$10.00
Expected Move
±6.0%
Put/Call OI
0.33
Net Premium
$0.7M
Spot Price
$7.70

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$0.46±6.0%$7.24$8.16
2026-04-1715±$0.24±3.2%$7.45$7.94
2026-04-2422±$0.69±8.9%$7.01$8.38
2026-05-0129±$2.41±31.3%$5.29$10.11
2026-05-1543±$1.78±23.1%$5.92$9.48
2026-07-17106±$2.55±33.1%$5.15$10.25

Explore NVAX options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.