ThetaOwl

Expected Move — NVAX

Data as of market close Apr 2, 2026

NVAX Expected Move Data

Nearest Expiry
2026-04-10
Expected Move
±6.0%
Expected Range
$7.24–$8.16
Days to Expiry
8
ATM Strike
$7.50
Spot Price
$7.70

Expected Move by Expiration (spot: $7.70)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-108$7.50±$0.46±6.0%$7.24$8.16
2026-04-1715$7.50±$0.24±3.2%$7.45$7.94
2026-04-2422$7.50±$0.69±8.9%$7.01$8.38
2026-05-0129$8.00±$2.41±31.3%$5.29$10.11
2026-05-1543$8.00±$1.78±23.1%$5.92$9.48
2026-07-17106$8.00±$2.55±33.1%$5.15$10.25
2026-10-16197$8.00±$3.49±45.3%$4.21$11.19
2027-01-15288$7.50±$4.13±53.7%$3.56$11.83
NVAX expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1087.50.465.977.248.16
2026-04-17157.50.243.187.457.94
2026-04-24227.50.698.97.018.38
2026-05-012982.4131.35.2910.11
2026-05-154381.7823.125.929.48
2026-07-1710682.5533.125.1510.25
2026-10-1619783.4945.324.2111.19
2027-01-152887.54.1353.73.5611.83

Check the expected price move for NVAX by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.