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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Novavax, Inc. (NVAX) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2020
OS Projected Window: Nov. 6, 2020 to Nov. 9, 2020
EVR: 7.1
Avg Daily Volume: 5,917,120    Market Cap: 8.17B
Sector: Healthcare    Short Interest: 13.17
Live Interactive Chart
Days to Next Earnings: 8 Days
Current 7 Day Implied Movement: 10.37%       Theoretical Expires in 7 days
Implied Move Weekly: 18.55%       Expires on: Nov. 6, 2020
Implied Move Monthly: 26.52%       Expires on: Nov. 20, 2020


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 1

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Aug. 10, 2020 AC $178.51 11.85% 26.35% -4.89% $169.77 $149.48 N/A N/A -19.75% N/A N/A

 
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