NVAX · Novavax Inc

Track NVAX — free

$8.05 -0.09 (-1.11%) At close · Aug 14

Market Cap

$1.33B

164.95M

Options Chain

Underlying $8.05 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 4 days to expiry · 56 contracts · mixed snapshot sessions · Jul 13, 2026–Aug 14, 2026; 3 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 4d Aug 28 11d Sep 4 18d Sep 11 25d Sep 18 32d Sep 25 39d Oct 2 46d Oct 16 60d Jan 15 151d Dec 17 487d Jan 21 522d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	1042.9%	0.991	$6.78		$0.04	—	—	5	19
Call · $1 In the money Snapshot session Aug 7, 2026 Last $6.78 Breakeven $7.78 Implied vol 1042.9% Delta 0.991 ≈99% ITM Gamma 0.003 Theta -0.025 Vega 0 Open interest 1 Model this call Put · $1 Snapshot session Aug 12, 2026 Last $0.04 Breakeven $0.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this put
5	2	—	—	$6.05		$0.07	—	—	2	9
Call · $2 In the money Snapshot session Aug 14, 2026 Last $6.05 Breakeven $8.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $2 Snapshot session Aug 11, 2026 Last $0.07 Breakeven $1.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this put
4	2	—	—	$5.01		$0.01	—	—	11	45
Call · $3 In the money Snapshot session Aug 14, 2026 Last $5.01 Breakeven $8.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $3 Snapshot session Aug 12, 2026 Last $0.01 Breakeven $2.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 Model this put
3	12	—	—	$3.99		$0.05	—	—	11	33
Call · $4 In the money Snapshot session Aug 14, 2026 Last $3.99 Breakeven $7.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $4 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $3.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 Model this put
0	3	—	—	$3.54		$0.05	—	—	42	52
Call · $4.5 In the money Snapshot session Aug 14, 2026 Last $3.54 Breakeven $8.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $4.5 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $4.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 52 Model this put
3	1	191.5%	0.99	$3.08		$0.01	-0.031	240.4%	5	12
Call · $5 In the money Snapshot session Aug 13, 2026 Last $3.08 Breakeven $8.08 Implied vol 191.5% Delta 0.99 ≈99% ITM Gamma 0.015 Theta -0.006 Vega 0 Open interest 3 Model this call Put · $5 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $4.99 Implied vol 240.4% Delta -0.031 ≈3% ITM Gamma 0.031 Theta -0.016 Vega 0.001 Open interest 12 Model this put
0	—	155.4%	0.988	—		$0.04	-0.051	224.3%	5	27
Call · $5.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 155.4% Delta 0.988 ≈99% ITM Gamma 0.022 Theta -0.005 Vega 0 Open interest 0 Model this call Put · $5.5 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $5.46 Implied vol 224.3% Delta -0.051 ≈5% ITM Gamma 0.052 Theta -0.023 Vega 0.001 Open interest 27 Model this put
1	1	—	—	$1.94		$0.05	-0.22	621.8%	20	116
Call · $6 In the money Snapshot session Aug 7, 2026 Last $1.94 Breakeven $7.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $6 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $5.95 Implied vol 621.8% Delta -0.22 ≈22% ITM Gamma 0.052 Theta -0.18 Vega 0.003 Open interest 116 Model this put
1	1	114.8%	0.955	$1.46		$0.02	-0.035	107.6%	25	193
Call · $6.5 In the money Snapshot session Aug 12, 2026 Last $1.46 Breakeven $7.96 Implied vol 114.8% Delta 0.955 ≈96% ITM Gamma 0.089 Theta -0.011 Vega 0.001 Open interest 1 Model this call Put · $6.5 Snapshot session Aug 12, 2026 Last $0.02 Breakeven $6.48 Implied vol 107.6% Delta -0.035 ≈4% ITM Gamma 0.078 Theta -0.008 Vega 0.001 Open interest 193 Model this put
69	20	99.3%	0.901	$1.07		$0.02	-0.059	81.6%	32	557
Call · $7 In the money Snapshot session Aug 14, 2026 Last $1.07 Breakeven $8.07 Implied vol 99.3% Delta 0.901 ≈90% ITM Gamma 0.19 Theta -0.017 Vega 0.002 Open interest 69 Model this call Put · $7 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $6.98 Implied vol 81.6% Delta -0.059 ≈6% ITM Gamma 0.158 Theta -0.009 Vega 0.001 Open interest 557 Model this put
125	165	63.6%	0.844	$0.63		$0.08	-0.177	69.7%	26	373
Call · $7.5 In the money Snapshot session Aug 14, 2026 Last $0.63 Breakeven $8.13 Implied vol 63.6% Delta 0.844 ≈84% ITM Gamma 0.408 Theta -0.015 Vega 0.002 Open interest 125 Model this call Put · $7.5 Snapshot session Aug 14, 2026 Last $0.08 Breakeven $7.42 Implied vol 69.7% Delta -0.177 ≈18% ITM Gamma 0.404 Theta -0.017 Vega 0.002 Open interest 373 Model this put
928	355	65.3%	0.551	$0.29		$0.28	-0.452	73.4%	79	4.5k
Call · $8 In the money Snapshot session Aug 14, 2026 Last $0.29 Breakeven $8.29 Implied vol 65.3% Delta 0.551 ≈55% ITM Gamma 0.662 Theta -0.026 Vega 0.004 Open interest 928 Model this call Put · $8 Snapshot session Aug 14, 2026 Last $0.28 Breakeven $7.72 Implied vol 73.4% Delta -0.452 ≈45% ITM Gamma 0.591 Theta -0.028 Vega 0.004 Open interest 4.5k Model this put
Underlying $8.05
552	196	61.6%	0.232	$0.11		$0.58	-0.672	93.9%	23	142
Call · $8.5 Snapshot session Aug 14, 2026 Last $0.11 Breakeven $8.61 Implied vol 61.6% Delta 0.232 ≈23% ITM Gamma 0.545 Theta -0.019 Vega 0.003 Open interest 552 Model this call Put · $8.5 In the money Snapshot session Aug 14, 2026 Last $0.58 Breakeven $7.92 Implied vol 93.9% Delta -0.672 ≈67% ITM Gamma 0.42 Theta -0.032 Vega 0.003 Open interest 142 Model this put
592	6	75%	0.107	$0.04		$0.95	—	—	12	292
Call · $9 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $9.04 Implied vol 75% Delta 0.107 ≈11% ITM Gamma 0.265 Theta -0.013 Vega 0.002 Open interest 592 Model this call Put · $9 In the money Snapshot session Aug 14, 2026 Last $0.95 Breakeven $8.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 292 Model this put
200	8	98.3%	0.076	$0.04		$1.53	-0.836	137.2%	4	1
Call · $9.5 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $9.54 Implied vol 98.3% Delta 0.076 ≈8% ITM Gamma 0.16 Theta -0.014 Vega 0.001 Open interest 200 Model this call Put · $9.5 In the money Snapshot session Aug 14, 2026 Last $1.53 Breakeven $7.97 Implied vol 137.2% Delta -0.836 ≈84% ITM Gamma 0.198 Theta -0.032 Vega 0.003 Open interest 1 Model this put
1.3k	673	114.5%	0.057	$0.01		$2.03	-0.817	186.9%	5	24
Call · $10 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $10.01 Implied vol 114.5% Delta 0.057 ≈6% ITM Gamma 0.107 Theta -0.013 Vega 0.001 Open interest 1.3k Model this call Put · $10 In the money Snapshot session Aug 14, 2026 Last $2.03 Breakeven $7.97 Implied vol 186.9% Delta -0.817 ≈82% ITM Gamma 0.155 Theta -0.047 Vega 0.003 Open interest 24 Model this put
13	6	229%	0.19	$0.07		$2.54	-0.994	95.5%	6	4
Call · $10.5 Snapshot session Aug 5, 2026 Last $0.07 Breakeven $10.57 Implied vol 229% Delta 0.19 ≈19% ITM Gamma 0.129 Theta -0.06 Vega 0.003 Open interest 13 Model this call Put · $10.5 In the money Snapshot session Aug 14, 2026 Last $2.54 Breakeven $7.96 Implied vol 95.5% Delta -0.994 ≈99% ITM Gamma 0.027 Theta -0.001 Vega 0 Open interest 4 Model this put
332	10	140.4%	0.031	$0.02		$3.14	-0.881	208.7%	2	3
Call · $11 Snapshot session Aug 13, 2026 Last $0.02 Breakeven $11.02 Implied vol 140.4% Delta 0.031 ≈3% ITM Gamma 0.053 Theta -0.009 Vega 0.001 Open interest 332 Model this call Put · $11 In the money Snapshot session Aug 14, 2026 Last $3.14 Breakeven $7.86 Implied vol 208.7% Delta -0.881 ≈88% ITM Gamma 0.103 Theta -0.039 Vega 0.002 Open interest 3 Model this put
1	4	202.6%	0.077	$0.02		$3.50	-0.955	175.3%	1	0
Call · $11.5 Snapshot session Aug 5, 2026 Last $0.02 Breakeven $11.52 Implied vol 202.6% Delta 0.077 ≈8% ITM Gamma 0.077 Theta -0.028 Vega 0.001 Open interest 1 Model this call Put · $11.5 In the money Snapshot session Aug 14, 2026 Last $3.50 Breakeven $8.00 Implied vol 175.3% Delta -0.955 ≈96% ITM Gamma 0.06 Theta -0.015 Vega 0.001 Open interest 0 Model this put
492	61	193.3%	0.044	$0.01		$4.04	-0.958	192.7%	5	3
Call · $12 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $12.01 Implied vol 193.3% Delta 0.044 ≈4% ITM Gamma 0.052 Theta -0.017 Vega 0.001 Open interest 492 Model this call Put · $12 In the money Snapshot session Aug 14, 2026 Last $4.04 Breakeven $7.96 Implied vol 192.7% Delta -0.958 ≈96% ITM Gamma 0.052 Theta -0.016 Vega 0.001 Open interest 3 Model this put
10	10	308.4%	0.144	$0.03		$4.52	—	—	3	2
Call · $12.5 Snapshot session Jul 30, 2026 Last $0.03 Breakeven $12.53 Implied vol 308.4% Delta 0.144 ≈14% ITM Gamma 0.08 Theta -0.067 Vega 0.002 Open interest 10 Model this call Put · $12.5 In the money Snapshot session Aug 14, 2026 Last $4.52 Breakeven $7.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
1.1k	4	215.7%	0.034	$0.02		$5.05	-0.891	299.4%	2	3
Call · $13 Snapshot session Aug 5, 2026 Last $0.02 Breakeven $13.02 Implied vol 215.7% Delta 0.034 ≈3% ITM Gamma 0.038 Theta -0.016 Vega 0.001 Open interest 1.1k Model this call Put · $13 In the money Snapshot session Aug 14, 2026 Last $5.05 Breakeven $7.95 Implied vol 299.4% Delta -0.891 ≈89% ITM Gamma 0.068 Theta -0.053 Vega 0.002 Open interest 3 Model this put
0	—	—	—	—		$5.52	-0.817	401.4%	2	0
Call · $13.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $13.5 In the money Snapshot session Aug 14, 2026 Last $5.52 Breakeven $7.98 Implied vol 401.4% Delta -0.817 ≈82% ITM Gamma 0.072 Theta -0.103 Vega 0.002 Open interest 0 Model this put
301	5	257.4%	0.04	$0.01		$6.02	-0.841	393.2%	4	1
Call · $14 Snapshot session Aug 10, 2026 Last $0.01 Breakeven $14.01 Implied vol 257.4% Delta 0.04 ≈4% ITM Gamma 0.036 Theta -0.021 Vega 0.001 Open interest 301 Model this call Put · $14 In the money Snapshot session Aug 14, 2026 Last $6.02 Breakeven $7.98 Implied vol 393.2% Delta -0.841 ≈84% ITM Gamma 0.067 Theta -0.091 Vega 0.002 Open interest 1 Model this put
1k	10	300%	0.048	$0.02		$7.14	-0.918	343.6%	1	1
Call · $15 Snapshot session Aug 5, 2026 Last $0.02 Breakeven $15.02 Implied vol 300% Delta 0.048 ≈5% ITM Gamma 0.036 Theta -0.029 Vega 0.001 Open interest 1k Model this call Put · $15 In the money Snapshot session Aug 14, 2026 Last $7.14 Breakeven $7.86 Implied vol 343.6% Delta -0.918 ≈92% ITM Gamma 0.048 Theta -0.049 Vega 0.001 Open interest 1 Model this put
1	1	341.1%	0.058	$0.05		$7.97	—	—	1	0
Call · $16 Snapshot session Jul 13, 2026 Last $0.05 Breakeven $16.05 Implied vol 341.1% Delta 0.058 ≈6% ITM Gamma 0.037 Theta -0.038 Vega 0.001 Open interest 1 Model this call Put · $16 In the money Snapshot session Aug 14, 2026 Last $7.97 Breakeven $8.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	361.4%	0.053	—		$9.19	-0.925	391.9%	1	0
Call · $17 Snapshot session Unknown Last — Breakeven — Implied vol 361.4% Delta 0.053 ≈5% ITM Gamma 0.032 Theta -0.037 Vega 0.001 Open interest 0 Model this call Put · $17 In the money Snapshot session Aug 13, 2026 Last $9.19 Breakeven $7.81 Implied vol 391.9% Delta -0.925 ≈93% ITM Gamma 0.039 Theta -0.052 Vega 0.001 Open interest 0 Model this put
470	3	328.1%	0.024	$0.04		$10.02	-0.832	547.7%	2	0
Call · $18 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $18.04 Implied vol 328.1% Delta 0.024 ≈2% ITM Gamma 0.018 Theta -0.018 Vega 0.001 Open interest 470 Model this call Put · $18 In the money Snapshot session Aug 14, 2026 Last $10.02 Breakeven $7.98 Implied vol 547.7% Delta -0.832 ≈83% ITM Gamma 0.049 Theta -0.131 Vega 0.002 Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jul 13, 2026–Aug 14, 2026; 3 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1000694 CUSIP 670002401 13F (30d) 274 filings 249 filers Visit website Investor relations