What is NVAX's IV rank?

At the close on Oct 12, 2026, NVAX's IV rank was 31 with 30-day implied volatility of 94.1%. IV sits 31% of the way from its one-year low to its one-year high. Its IV percentile was 80: IV is higher than 80% of the past year's readings.

What is the expected move for NVAX?

Based on the close on Oct 12, 2026, options expiring Nov 13, 2026 priced a one standard deviation move of $3.34 (26.4%), a range of $9.32 to $16.00. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on NVAX?

At the close on Oct 12, 2026, these OptionClaws preset screens had passing trades on NVAX: Bull Call Spreads on High-Beta Names (10), Bear Call Spreads on Overbought Stocks (7), Bull Put Spreads at 52-Week Highs (4), Long Call Butterflies for Pinning (3). Open a screen in the app to see the individual trades, refreshed intraday.

Is NVAX option volume above average?

On Oct 12, 2026, NVAX option volume was 0.9x its average, close to normal.

NVAX options: IV rank, expected move and trade screens

Novavax Inc · Healthcare

As of the close on Oct 12, 2026. In the app, data is refreshed intraday.

NVAX closed at $12.66 on Oct 12, 2026 with 30-day implied volatility of 94.1%. That is in the lower half of its one-year range (IV rank 31), so premiums are on the modest side for NVAX. Measured by IV percentile, IV is higher than 80% of the past year's readings. Options expiring Nov 13 (32 days out) price a one standard deviation move of about $3.34, or 26.4%.

The price is above both its 50-day (+32.3%) and 200-day (+40.3%) moving averages. It is trading within 0.7% of its 52-week high. The 14-day RSI of 67.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.92, about 7.3% of the price, a measure of a typical day's range.

Option volume at the close (14K contracts) was 0.9x its average, close to normal. A beta of 1.85 means NVAX has tended to move about 1.9 times as much as the broad market. 4 of our preset screens found trades on NVAX at the close, led by Bull Call Spreads on High-Beta Names with 10 trades.

NVAX stats at the close

Price: $12.66; Market cap $2.09B
Implied volatility: 94.1%; 30-day, at the money
IV rank: 31; IV sits 31% of the way from its one-year low to its one-year high.
IV percentile: 80; IV is higher than 80% of the past year's readings.
ATR (14-day): $0.92; 7.3% of the price on a typical day
RSI (14-day): 67.0; Between 30 and 70, neutral
52-week range: -0.7% from high; +103.5% from the 52-week low
Moving averages: +32.3% vs 50-day; +40.3% vs the 200-day
Beta: 1.85; Sensitivity to the broad market
Option volume: 0.9x avg; 14K contracts vs 16.2K average

NVAX expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 16, 20264 days	97.8%	±$1.30 (10.2%)	$11.36 to $13.96	$1.03
Nov 13, 202632 days	89.1%	±$3.34 (26.4%)	$9.32 to $16.00	$2.64
Nov 27, 202646 days	83.9%	±$3.77 (29.8%)	$8.89 to $16.43	$2.97
Jan 15, 202795 days	78.3%	±$5.05 (39.9%)	$7.61 to $17.71	$3.97

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for NVAX from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bull Call Spreads on High-Beta Names

Bull Call Spread

10 trades pass on NVAX

Return on risk: 150.0% to 1,000%+
Probability of profit: 26.9% to 47.2%

Bull call spread screener

Bear Call Spreads on Overbought Stocks

Bear Call Spread

7 trades pass on NVAX

Return on risk: 1.0% to 20.0%
Probability of profit: 65.7% to 96.1%

Bear call spread screener

Bull Put Spreads at 52-Week Highs

Bull Put Spread

4 trades pass on NVAX

Return on risk: 20.5% to 100.0%
Probability of profit: 64.9% to 79.8%

Bull put spread screener

Long Call Butterflies for Pinning

Call Butterfly

3 trades pass on NVAX

Return on risk: 98.0% to 614.3%
Probability of profit: 12.9% to 62.3%

Butterfly spread screener

NVAX options FAQ

What is NVAX's IV rank?: At the close on Oct 12, 2026, NVAX's IV rank was 31 with 30-day implied volatility of 94.1%. IV sits 31% of the way from its one-year low to its one-year high. Its IV percentile was 80: IV is higher than 80% of the past year's readings.
What is the expected move for NVAX?: Based on the close on Oct 12, 2026, options expiring Nov 13, 2026 priced a one standard deviation move of $3.34 (26.4%), a range of $9.32 to $16.00. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on NVAX?: At the close on Oct 12, 2026, these OptionClaws preset screens had passing trades on NVAX: Bull Call Spreads on High-Beta Names (10), Bear Call Spreads on Overbought Stocks (7), Bull Put Spreads at 52-Week Highs (4), Long Call Butterflies for Pinning (3). Open a screen in the app to see the individual trades, refreshed intraday.
Is NVAX option volume above average?: On Oct 12, 2026, NVAX option volume was 0.9x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.