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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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7.395 -0.095 -1.27%

19:50:25 - Real-time Cboe. Currency in USD

Type: Equity

Market: United States

Volume: 1,732,489
Bid/Ask: 0.000 / 0.000
Day's Range: 7.150 - 7.510

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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

Jul 28, 2026 18:22 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
4.4	-5.58%	4.05	4.6	6	3.00	0.03	200%	0	0.06	21
NVAX Call 3.00 Exp: Jul 31, 2026 Last: 4.4 Chg.: -5.58% SymbolNVAX\|20260731\|3.00C Delta0.992 Imp Vol4.509 Bid4.05 Gamma0.0072 Theoretical4.4 Ask4.6 Theta-0.0113 Intrinsic Value4.38 Volume6 Vega0.0001 Time Value0.02 Open Interest21 Rho0.0002 Delta / Theta-87.8291 NVAX Put 3.00 Exp: Jul 31, 2026 Last: 0.03 Chg.: 200% SymbolNVAX\|20260731\|3.00P Delta-0.0189 Imp Vol5.4349 Bid0 Gamma0.0127 Theoretical0.03 Ask0.06 Theta-0.028 Intrinsic Value-4.38 Volume21 Vega0.0003 Time Value4.41 Open Interest128 Rho0 Delta / Theta0.6752
3.38	-7.9%	3.15	3.65	5	4.00	0.01	-80%	0	0.05	25
NVAX Call 4.00 Exp: Jul 31, 2026 Last: 3.38 Chg.: -7.9% SymbolNVAX\|20260731\|4.00C Delta0.9889 Imp Vol3.1571 Bid3.15 Gamma0.0137 Theoretical3.4 Ask3.65 Theta-0.0106 Intrinsic Value3.38 Volume5 Vega0.0002 Time Value0 Open Interest8 Rho0.0003 Delta / Theta-92.9199 NVAX Put 4.00 Exp: Jul 31, 2026 Last: 0.01 Chg.: -80% SymbolNVAX\|20260731\|4.00P Delta-0.0236 Imp Vol3.7314 Bid0 Gamma0.0223 Theoretical0.03 Ask0.05 Theta-0.0232 Intrinsic Value-3.38 Volume25 Vega0.0004 Time Value3.39 Open Interest34 Rho0 Delta / Theta1.0178
2.84	-8.97%	2.61	2.98	7	4.50	0.05	-28.57%	0	0.06	41
NVAX Call 4.50 Exp: Jul 31, 2026 Last: 2.84 Chg.: -8.97% SymbolNVAX\|20260731\|4.50C Delta0.9869 Imp Vol2.6017 Bid2.61 Gamma0.0194 Theoretical2.9 Ask2.98 Theta-0.0103 Intrinsic Value2.88 Volume7 Vega0.0002 Time Value-0.04 Open Interest4 Rho0.0004 Delta / Theta-96.2416 NVAX Put 4.50 Exp: Jul 31, 2026 Last: 0.05 Chg.: -28.57% SymbolNVAX\|20260731\|4.50P Delta-0.032 Imp Vol3.2088 Bid0 Gamma0.0334 Theoretical0.03 Ask0.06 Theta-0.0257 Intrinsic Value-2.88 Volume41 Vega0.0005 Time Value2.93 Open Interest10 Rho0 Delta / Theta1.2456
					7.38	Price @ Jul 28, 2026 18:22 GMT
0.16	-36%	0.14	0.16	150	7.50	0.32	45.45%	0.24	0.36	25
NVAX Call 7.50 Exp: Jul 31, 2026 Last: 0.16 Chg.: -36% SymbolNVAX\|20260731\|7.50C Delta0.4277 Imp Vol0.7403 Bid0.14 Gamma0.7912 Theoretical0.15 Ask0.16 Theta-0.0327 Intrinsic Value-0.12 Volume150 Vega0.0026 Time Value0.28 Open Interest1,663 Rho0.0002 Delta / Theta-13.0669 NVAX Put 7.50 Exp: Jul 31, 2026 Last: 0.32 Chg.: 45.45% SymbolNVAX\|20260731\|7.50P Delta-0.5547 Imp Vol0.8997 Bid0.24 Gamma0.6562 Theoretical0.3 Ask0.36 Theta-0.0393 Intrinsic Value0.12 Volume25 Vega0.0026 Time Value0.2 Open Interest23 Rho-0.0003 Delta / Theta14.1076
0.04	-60%	0.03	0.04	143	8.00	0.8	53.85%	0.57	0.92	1
NVAX Call 8.00 Exp: Jul 31, 2026 Last: 0.04 Chg.: -60% SymbolNVAX\|20260731\|8.00C Delta0.1373 Imp Vol0.7731 Bid0.03 Gamma0.4241 Theoretical0.04 Ask0.04 Theta-0.0191 Intrinsic Value-0.62 Volume143 Vega0.0015 Time Value0.66 Open Interest1,332 Rho0.0001 Delta / Theta-7.2044 NVAX Put 8.00 Exp: Jul 31, 2026 Last: 0.8 Chg.: 53.85% SymbolNVAX\|20260731\|8.00P Delta-0.729 Imp Vol1.3052 Bid0.57 Gamma0.3793 Theoretical0.74 Ask0.92 Theta-0.0478 Intrinsic Value0.62 Volume1 Vega0.0022 Time Value0.18 Open Interest6,260 Rho-0.0004 Delta / Theta15.2586
0.02	-33.33%	0.01	0.02	41	8.50	1.11	0%	0.83	1.39	1
NVAX Call 8.50 Exp: Jul 31, 2026 Last: 0.02 Chg.: -33.33% SymbolNVAX\|20260731\|8.50C Delta0.057 Imp Vol0.949 Bid0.01 Gamma0.18 Theoretical0.01 Ask0.02 Theta-0.0122 Intrinsic Value-1.12 Volume41 Vega0.0008 Time Value1.14 Open Interest250 Rho0 Delta / Theta-4.6859 NVAX Put 8.50 Exp: Jul 31, 2026 Last: 1.11 Chg.: 0% SymbolNVAX\|20260731\|8.50P Delta-0.9532 Imp Vol0.9028 Bid0.83 Gamma0.1634 Theoretical1.12 Ask1.39 Theta-0.0094 Intrinsic Value1.12 Volume1 Vega0.0007 Time Value-0.01 Open Interest34 Rho-0.0004 Delta / Theta101.9154

Open Positions

Calls

Puts

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