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Novavax Inc (NVAX)

Symbol	Exchange	Currency
NVAX	NASDAQ	USD	Real-time
NVAX	Vienna	EUR	Real-time
NVV1	Frankfurt	EUR	Delayed
NVV1	TradeGate	EUR	Delayed

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8.380 +0.450 +5.67%

17:01:05 - Real-time Cboe. Currency in USD

Type: Equity

Market: United States

Volume: 5,548,061
Bid/Ask: 0.000 / 0.000
Day's Range: 8.190 - 8.615

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Novavax Option Chain

Get free option data for NVAX. You'll find Call and Put Strike Prices, Last Price, Change, Volume, Implied Volatility, Theoretical and Greeks for Novavax options for the expiration dates selected. Below this information you can also find an open interest chart for the share's options.

Expiration Date:

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Strike Price:

Quotes Analysis

Aug 19, 2026 15:26 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
1.1	1.1%	0.95	1.16	16	7.50	0	0%	0	0.05	0
NVAX Call 7.50 Exp: Aug 21, 2026 Last: 1.1 Chg.: 1.1% SymbolNVAX\|20260821\|7.50C Delta0.8997 Imp Vol1.3916 Bid0.95 Gamma0.2006 Theoretical1.055 Ask1.16 Theta-0.0392 Intrinsic Value1.025 Volume16 Vega0.0011 Time Value0.075 Open Interest198 Rho0.0004 Delta / Theta-22.9542 NVAX Put 7.50 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolNVAX\|20260821\|7.50P Delta-0.0716 Imp Vol1.2041 Bid0 Gamma0.1801 Theoretical0.025 Ask0.05 Theta-0.0258 Intrinsic Value-1.025 Volume0 Vega0.0009 Time Value1.025 Open Interest498 Rho0 Delta / Theta2.7696
0.61	0.61%	0.53	0.68	147	8.00	0.06	0.06%	0.05	0.07	117
NVAX Call 8.00 Exp: Aug 21, 2026 Last: 0.61 Chg.: 0.61% SymbolNVAX\|20260821\|8.00C Delta0.7817 Imp Vol1.1384 Bid0.53 Gamma0.4111 Theoretical0.605 Ask0.68 Theta-0.0534 Intrinsic Value0.525 Volume147 Vega0.0019 Time Value0.085 Open Interest1,391 Rho0.0003 Delta / Theta-14.6258 NVAX Put 8.00 Exp: Aug 21, 2026 Last: 0.06 Chg.: 0.06% SymbolNVAX\|20260821\|8.00P Delta-0.1793 Imp Vol0.9484 Bid0.05 Gamma0.4382 Theoretical0.06 Ask0.07 Theta-0.039 Intrinsic Value-0.525 Volume117 Vega0.0016 Time Value0.585 Open Interest4,570 Rho-0.0001 Delta / Theta4.603
0.27	0.27%	0.21	0.31	1,108	8.50	0.21	0.21%	0.22	0.26	10
NVAX Call 8.50 Exp: Aug 21, 2026 Last: 0.27 Chg.: 0.27% SymbolNVAX\|20260821\|8.50C Delta0.5223 Imp Vol1.0121 Bid0.21 Gamma0.6248 Theoretical0.26 Ask0.31 Theta-0.0639 Intrinsic Value0.025 Volume1,108 Vega0.0025 Time Value0.245 Open Interest625 Rho0.0002 Delta / Theta-8.1725 NVAX Put 8.50 Exp: Aug 21, 2026 Last: 0.21 Chg.: 0.21% SymbolNVAX\|20260821\|8.50P Delta-0.4782 Imp Vol0.9786 Bid0.22 Gamma0.6465 Theoretical0.24 Ask0.26 Theta-0.061 Intrinsic Value-0.025 Volume10 Vega0.0025 Time Value0.235 Open Interest165 Rho-0.0002 Delta / Theta7.8378
					8.525	Price @ Aug 19, 2026 15:26 GMT
0.11	0.11%	0.09	0.12	5,309	9.00	0.6	0.6%	0.49	0.61	13
NVAX Call 9.00 Exp: Aug 21, 2026 Last: 0.11 Chg.: 0.11% SymbolNVAX\|20260821\|9.00C Delta0.2603 Imp Vol1.1032 Bid0.09 Gamma0.4671 Theoretical0.105 Ask0.12 Theta-0.0566 Intrinsic Value-0.475 Volume5,309 Vega0.002 Time Value0.585 Open Interest548 Rho0.0001 Delta / Theta-4.5994 NVAX Put 9.00 Exp: Aug 21, 2026 Last: 0.6 Chg.: 0.6% SymbolNVAX\|20260821\|9.00P Delta-0.7962 Imp Vol0.8776 Bid0.49 Gamma0.5131 Theoretical0.55 Ask0.61 Theta-0.0385 Intrinsic Value0.475 Volume13 Vega0.0018 Time Value0.125 Open Interest266 Rho-0.0003 Delta / Theta20.6551
0.04	0.04%	0.03	0.05	1,179	9.50	1.2	1.2%	0.97	1.19	4
NVAX Call 9.50 Exp: Aug 21, 2026 Last: 0.04 Chg.: 0.04% SymbolNVAX\|20260821\|9.50C Delta0.114 Imp Vol1.1876 Bid0.03 Gamma0.2578 Theoretical0.04 Ask0.05 Theta-0.0362 Intrinsic Value-0.975 Volume1,179 Vega0.0012 Time Value1.015 Open Interest561 Rho0.0001 Delta / Theta-3.1513 NVAX Put 9.50 Exp: Aug 21, 2026 Last: 1.2 Chg.: 1.2% SymbolNVAX\|20260821\|9.50P Delta-0.8178 Imp Vol1.5413 Bid0.97 Gamma0.2727 Theoretical1.08 Ask1.19 Theta-0.0635 Intrinsic Value0.975 Volume4 Vega0.0017 Time Value0.225 Open Interest1 Rho-0.0004 Delta / Theta12.8705
0.03	0.03%	0.02	0.03	871	10.00	0	0%	1.37	1.92	0
NVAX Call 10.00 Exp: Aug 21, 2026 Last: 0.03 Chg.: 0.03% SymbolNVAX\|20260821\|10.00C Delta0.067 Imp Vol1.404 Bid0.02 Gamma0.1467 Theoretical0.025 Ask0.03 Theta-0.0288 Intrinsic Value-1.475 Volume871 Vega0.0008 Time Value1.505 Open Interest1,243 Rho0 Delta / Theta-2.3297 NVAX Put 10.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolNVAX\|20260821\|10.00P Delta-0.7972 Imp Vol2.3699 Bid1.37 Gamma0.1892 Theoretical1.645 Ask1.92 Theta-0.1047 Intrinsic Value1.475 Volume0 Vega0.0018 Time Value-1.475 Open Interest19 Rho-0.0004 Delta / Theta7.6151

Open Positions

Calls

Puts

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