Tour v526
MRNA
MODERNA INC
$158.83 +14.36%
$158.16 (-0.42%)🌙
as of 08/25 06:04 PM
8/25 18:04

Option Volume

Detail
Current (08/25) 282,246
Calls: 172,930 (61%)
Puts: 109,316 (39%)
Prior (08/21) 718,590
Calls: 378,755 (53%)
Puts: 339,835 (47%)
Current vs Prior -60.72%
Calls: -54.34% (Calls)
Puts: -67.83% (Puts)
Prior 7-Day Total 2,131,725
Calls: 977,792 (46%)
Puts: 1,153,933 (54%)
Prior 7-Day Average 304,532
Calls: 139,684 (46%)
Puts: 164,847 (54%)
Current vs Prior 7-Day Avg -7.32%
Calls: +23.80%
Puts: -33.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/25) $251.13M
Calls: $204.16M (81%)
Puts: $46.97M (19%)
Prior (08/21) $306.47M
Calls: $180.19M (59%)
Puts: $126.29M (41%)
Current vs Prior -18.06%
Calls: +13.31%
Puts: -62.81%
Prior 7-Day Total $2.25B
Calls: $1.76B (79%)
Puts: $481.43M (21%)
Prior 7-Day Average $320.79M
Calls: $252.02M (79%)
Puts: $68.78M (21%)
Current vs Prior 7-Day Avg -21.72%
Calls: -18.99%
Puts: -31.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/25) 0.63
Prior (08/21) 0.90
Current vs Prior -29.55%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -26.66%
Sentiment BULLISH

Open Interest

Detail
Current (08/25) 890,199
Calls: 349,881 (39%)
Puts: 540,318 (61%)
Prior (08/21) 998,456
Calls: 394,872 (40%)
Puts: 603,584 (60%)
Current vs Prior -10.84%
Prior 7-Day Total 5,037,364
Calls: 2,159,602 (43%)
Puts: 2,877,762 (57%)
Prior 7-Day Average 719,623
Calls: 308,514 (43%)
Puts: 411,108 (57%)
Current vs Prior 7-Day Avg +23.70%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 10.66% | 15.19%19.91% | 28.35%
Prior 14.33% | 18.26%1.66% | 22.99%
Current vs Prior -25.63% | -16.80%+1099.23% | +23.34%
Prior 7-Day Avg 9.59% | 14.17%8.22% | 21.37%
Current vs 7-Day Avg +11.18% | +7.25%+142.15% | +32.65%
Prior 7-Day Eod 14.33% | 18.26%1.66% | 22.99%
Current vs 7-Day Eod -25.63% | -16.80%+1099.23% | +23.34%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.83% | 21.48%
Calls: 54.27% | 18.92%
Puts: 53.38% | 24.04%
Current vs 7-Day Avg -81.68% | +45.20%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($204.16M) vs puts ($46.97M). Below-average activity with volume down 61% vs prior. Bullish P/C ratio of 0.63. P/C ratio dropping 30% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 74 of results (avg 7.7%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 186.707.00$6.854.4%3.4K0.312.6K
$150.00Aug 2812.2012.75$12.484.4%7.3K0.704.3K
$152.50Aug 2810.8011.30$11.054.5%2.8K0.651.2K
$140.00Aug 2819.5520.60$20.085.2%2.0K0.863.8K
$149.00Aug 2812.9013.65$13.285.6%6020.72155
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 283.904.00$3.952.5%5.5K0.301.4K
$160.00Aug 288.258.60$8.434.2%1.3K0.50118
$175.00Sep 2526.0027.35$26.685.1%40.584
$160.00Sep 411.8012.45$12.135.4%3780.4936
$180.00Aug 2822.6524.00$23.335.8%1070.8228

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.70, cheapest $0.49)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 280.450.53$0.4916.3%6.1K0.053.9K
$135.00Aug 280.810.99$0.9020.0%1.7K0.09765

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 164 found (avg delta 0.70, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Aug 2830.2533.05$31.658.8%220.938
$131.00Aug 2827.1029.95$28.5310.0%800.9326
$130.00Aug 2828.3531.30$29.839.9%2680.93330
$129.00Aug 2828.9532.25$30.6010.8%610.9260
$133.00Aug 2825.2527.40$26.338.2%1260.921.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2830.5033.90$32.2010.6%10.883
$187.50Aug 2828.0531.05$29.5510.2%10.87--
$185.00Aug 2826.5028.80$27.658.3%50.8531
$182.50Aug 2823.7027.20$25.4513.8%60.831
$180.00Aug 2822.6524.00$23.335.8%1070.8228

Most actively traded options today. High liquidity = easy entry/exit. 342 active (total vol 162.7K, top 17.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 281.812.08$1.9513.8%17.4K0.182.2K
$160.00Aug 286.807.50$7.159.8%15.1K0.501.6K
$180.00Sep 187.658.30$7.988.1%9.7K0.35820
$170.00Aug 283.703.95$3.836.5%8.0K0.321.6K
$150.00Aug 2812.2012.75$12.484.4%7.3K0.704.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 280.450.53$0.4916.3%6.1K0.053.9K
$140.00Aug 281.401.55$1.4810.1%5.6K0.141.9K
$150.00Aug 283.904.00$3.952.5%5.5K0.301.4K
$155.00Aug 285.756.10$5.935.9%3.1K0.40149
$145.00Aug 282.362.65$2.5111.6%2.6K0.21483

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 52.6%, max 64.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$182.50Aug 28Oct 2153.4%93.3%64.5%756917
$172.50Aug 28Oct 2144.1%91.4%57.8%638124
$177.50Aug 28Oct 2147.5%93.9%57.1%707152
$167.50Aug 28Oct 2143.2%91.4%56.6%439347
$180.00Aug 28Oct 2145.5%93.0%56.5%17.4K2.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$167.50Aug 28Oct 2143.2%91.4%56.6%815
$157.50Aug 28Oct 2138.3%88.9%55.6%1.5K64
$144.00Aug 28Oct 2137.2%88.4%55.3%19094
$170.00Aug 28Oct 2141.4%91.3%54.9%10941
$147.00Aug 28Oct 2137.9%89.1%54.7%411176

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 234 found (best R:R 10.36, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$167.50Sep 18$0.22$2.28$0.2248%10.36$165.22
$170.00$172.50Sep 11$0.12$2.38$0.1242%19.83$170.12
$185.00$190.00Sep 18$0.62$4.38$0.6231%7.06$185.62
$157.50$160.00Oct 2$0.61$1.89$0.6158%3.10$158.11
$160.00$165.00Oct 2$1.92$3.08$1.9256%1.60$161.92
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$172.50$170.00Sep 4$0.90$1.60$0.9064%1.78$171.60
$155.00$152.50Sep 25$0.62$1.88$0.6241%3.03$154.38
$165.00$162.50Sep 18$1.00$1.50$1.0052%1.50$164.00
$175.00$172.50Aug 28$1.65$0.85$1.6576%0.52$173.35
$148.00$147.00Sep 18$0.13$0.87$0.1334%6.69$147.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 155 found (best R:R 0.74, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Sep 11$1.59$1.59$0.9150%1.75$164.09
$180.00$182.50Sep 11$1.07$1.07$1.4367%0.75$181.07
$167.50$170.00Sep 4$1.28$1.28$1.2258%1.05$168.78
$177.50$180.00Sep 18$1.15$1.15$1.3563%0.85$178.65
$167.50$170.00Sep 18$1.25$1.25$1.2554%1.00$168.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 2$2.12$2.12$2.8872%0.74$137.88
$135.00$130.00Sep 25$1.75$1.75$3.2577%0.54$133.25
$135.00$130.00Sep 18$1.60$1.60$3.4079%0.47$133.40
$143.00$142.00Sep 4$0.83$0.83$0.1774%4.88$142.17
$155.00$152.50Oct 2$1.53$1.53$0.9759%1.58$153.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $3.38, cheapest $3.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Aug 28Sep 4$3.50138.3%104.9%
$150.00Aug 28Sep 4$3.45136.3%104.7%
$152.50Aug 28Sep 4$3.88136.3%105.5%
$162.50Aug 28Sep 4$3.35140.8%110.5%
$155.00Aug 28Sep 4$3.42136.3%106.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Aug 28Sep 4$3.27138.3%104.9%
$150.00Aug 28Sep 4$3.03136.3%104.7%
$152.50Aug 28Sep 4$3.25136.3%105.5%
$162.50Aug 28Sep 4$3.41140.8%110.5%
$155.00Aug 28Sep 4$3.42136.3%106.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 96 found (cheapest 9.81% of stock, avg 17.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Aug 28$7.15$8.43$15.58$144.42$175.589.81%
$155.00Aug 28$9.68$5.93$15.61$139.39$170.619.83%
$157.50Aug 28$8.50$7.23$15.73$141.77$173.239.90%
$152.50Aug 28$11.05$4.88$15.93$136.57$168.4310.03%
$162.50Aug 28$6.30$10.07$16.37$146.13$178.8710.31%
$150.00Aug 28$12.48$3.95$16.43$133.57$166.4310.34%
$149.00Aug 28$13.28$3.55$16.83$132.17$165.8310.60%
$165.00Aug 28$5.43$11.70$17.13$147.87$182.1310.79%
$148.00Aug 28$14.60$3.18$17.78$130.22$165.7811.19%
$167.50Aug 28$4.65$13.15$17.80$149.70$185.3011.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 4.65% of stock, avg 14.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$149.00Aug 28$3.83$3.55$7.38$141.62$177.38
$170.00$150.00Aug 28$3.83$3.95$7.78$142.22$177.78
$167.50$149.00Aug 28$4.65$3.55$8.20$140.80$175.70
$170.00$152.50Aug 28$3.83$4.88$8.71$143.79$178.71
$167.50$150.00Aug 28$4.65$3.95$8.60$141.40$176.10
$167.50$152.50Aug 28$4.65$4.88$9.53$142.97$177.03
$165.00$149.00Aug 28$5.43$3.55$8.98$140.02$173.98
$165.00$150.00Aug 28$5.43$3.95$9.38$140.62$174.38
$170.00$155.00Aug 28$3.83$5.93$9.76$145.24$179.76
$165.00$152.50Aug 28$5.43$4.88$10.31$142.19$175.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 4.81, avg credit $0.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
143/144180/182Sep 11$2.07$0.4338%4.81$141.93$182.07
131/132178/180Aug 28$0.80$1.7071%0.47$131.20$178.30
138/139180/182Sep 4$1.28$1.2251%1.05$137.72$181.28
130/131180/182Sep 4$1.10$1.4058%0.79$129.90$181.10
131/132182/185Aug 28$0.66$1.8475%0.36$131.34$183.16
146/147180/182Sep 11$1.65$0.8535%1.94$145.35$181.65
131/132172/175Aug 28$0.92$1.5864%0.58$131.08$173.42
133/134180/182Sep 4$1.14$1.3656%0.84$132.86$181.14
128/129178/180Aug 28$0.72$1.7872%0.40$128.28$178.22
128/129182/185Aug 28$0.58$1.9277%0.30$128.42$183.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 134 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Oct 2$0.12$4.888%40.67
$150.00$152.50$155.00Aug 28$0.06$2.4410%40.67
$162.50$165.00$167.50Aug 28$0.09$2.419%26.78
$130.00$135.00$140.00Sep 18$0.24$4.769%19.83
$180.00$182.50$185.00Oct 2$0.05$2.453%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$162.50$165.00Sep 4$0.05$2.456%49.00
$152.50$155.00$157.50Sep 11$0.05$2.456%49.00
$150.00$152.50$155.00Sep 4$0.07$2.437%34.71
$150.00$152.50$155.00Aug 28$0.12$2.3810%19.83
$157.50$160.00$162.50Sep 11$0.06$2.446%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.15, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$187.50$190.001:2Aug 28-$1.04$1.46
$182.50$185.001:2Aug 28-$1.18$1.32
$185.00$187.501:2Aug 28-$1.23$1.27
$177.50$180.001:2Aug 28-$1.46$1.04
$180.00$182.501:2Aug 28-$1.81$0.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$132.00$131.001:2Aug 28-$0.15$0.85
$129.00$128.001:2Aug 28-$0.20$0.80
$135.00$134.001:2Aug 28-$0.54$0.46
$131.00$130.001:2Aug 28-$0.52$0.48
$134.00$133.001:2Aug 28-$0.74$0.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 6.89%, avg 4.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$177.50Oct 2$10.950.4211.8%6.89%18.65%152
$185.00Oct 2$8.750.3716.5%5.51%21.99%1415
$170.00Oct 2$13.050.477.0%8.22%15.25%3028
$165.00Oct 2$15.050.523.9%9.48%13.36%8415
$175.00Oct 2$11.100.4410.2%6.99%17.17%2537
$180.00Oct 2$9.750.4013.3%6.14%19.47%66124
$172.50Oct 2$11.950.458.6%7.52%16.13%81
$182.50Oct 2$9.100.3814.9%5.73%20.63%73
$167.50Oct 2$13.750.495.5%8.66%14.12%15
$190.00Oct 2$7.300.3419.6%4.60%24.22%117

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 172,930
Total Puts 109,316
Put/Call Ratio 0.63
Net Difference 63,614

Prior's Put/Call Breakdown

Total Calls 378,755
Total Puts 339,835
Put/Call Ratio 0.90
Net Difference 38,920

Prior 7-Day Put/Call Summary

Total Calls 977,792
Total Puts 1,153,933
Average Put/Call Ratio 0.86
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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