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Novavax put volume heavy and directionally bearish

Bearish flow noted in Novavax with 5,960 puts trading, or 1.3x expected. Most active are May-23 5 puts and Apr-23 5 calls, with total volume in those strikes near 3,200 contracts. The Put/Call Ratio is 2.00, while ATM IV is up over 14 points on the day. Earnings are expected on May 8th.

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Published first on TheFly

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