NVAX · Covered-Calls
Novavax, Inc. (NVAX) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $12.50
- Modelled premium
- $0.16
- Premium yield
- 1.5%
- Annualized premium yield
- 115.5%
- Breakeven
- $10.31
- Downside protection
- 1.5%
- Days to expiration
- 7
Update time unavailable
Loading graph — the exact table is available below.
$5.235: Expiration P/L: -$507.50 Update time unavailable
Event / reference markers
- Spot: $10.47
- Expiry breakeven $10.31: $10.31
- sell call strike $12.50: $12.50
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$507.50 | Update time unavailable | ||
| -$497.03 | Update time unavailable | ||
| -$486.56 | Update time unavailable | ||
| -$476.09 | Update time unavailable | ||
| -$465.62 | Update time unavailable | ||
| -$455.15 | Update time unavailable | ||
| -$444.68 | Update time unavailable | ||
| -$434.21 | Update time unavailable | ||
| -$423.74 | Update time unavailable | ||
| -$413.27 | Update time unavailable | ||
| -$402.80 | Update time unavailable | ||
| -$392.33 | Update time unavailable | ||
| -$381.86 | Update time unavailable | ||
| -$371.39 | Update time unavailable | ||
| -$360.92 | Update time unavailable | ||
| -$350.45 | Update time unavailable | ||
| -$339.98 | Update time unavailable | ||
| -$329.51 | Update time unavailable | ||
| -$319.04 | Update time unavailable | ||
| -$308.57 | Update time unavailable | ||
| -$298.10 | Update time unavailable | ||
| -$287.63 | Update time unavailable | ||
| -$277.16 | Update time unavailable | ||
| -$266.69 | Update time unavailable | ||
| -$256.22 | Update time unavailable | ||
| -$245.75 | Update time unavailable | ||
| -$235.28 | Update time unavailable | ||
| -$224.81 | Update time unavailable | ||
| -$214.34 | Update time unavailable | ||
| -$203.87 | Update time unavailable | ||
| -$193.40 | Update time unavailable | ||
| -$182.93 | Update time unavailable | ||
| -$172.46 | Update time unavailable | ||
| -$161.99 | Update time unavailable | ||
| -$151.52 | Update time unavailable | ||
| -$141.05 | Update time unavailable | ||
| -$130.58 | Update time unavailable | ||
| -$120.11 | Update time unavailable | ||
| -$109.64 | Update time unavailable | ||
| -$99.17 | Update time unavailable | ||
| -$88.70 | Update time unavailable | ||
| -$78.23 | Update time unavailable | ||
| -$67.76 | Update time unavailable | ||
| -$57.29 | Update time unavailable | ||
| -$46.82 | Update time unavailable | ||
| -$36.35 | Update time unavailable | ||
| -$25.88 | Update time unavailable | ||
| -$15.41 | Update time unavailable | ||
| -$4.94 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $5.53 | Update time unavailable | ||
| $16.00 | Spot reference | Update time unavailable | |
| $16.00 | Update time unavailable | ||
| $26.47 | Update time unavailable | ||
| $36.94 | Update time unavailable | ||
| $47.41 | Update time unavailable | ||
| $57.88 | Update time unavailable | ||
| $68.35 | Update time unavailable | ||
| $78.82 | Update time unavailable | ||
| $89.29 | Update time unavailable | ||
| $99.76 | Update time unavailable | ||
| $110.23 | Update time unavailable | ||
| $120.70 | Update time unavailable | ||
| $131.17 | Update time unavailable | ||
| $141.64 | Update time unavailable | ||
| $152.11 | Update time unavailable | ||
| $162.58 | Update time unavailable | ||
| $173.05 | Update time unavailable | ||
| $183.52 | Update time unavailable | ||
| $193.99 | Update time unavailable | ||
| $204.46 | Update time unavailable | ||
| $214.93 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable | ||
| $219.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.