Tour v526
MRNA
MODERNA INC
$149.66 -5.77%
$147.58 (-1.39%)🌙
as of 08/26 06:04 PM
8/26 18:04

Option Volume

Detail
Current (08/26) 145,632
Calls: 74,967 (51%)
Puts: 70,665 (49%)
Prior (08/25) 282,246
Calls: 172,930 (61%)
Puts: 109,316 (39%)
Current vs Prior -48.40%
Calls: -56.65% (Calls)
Puts: -35.36% (Puts)
Prior 7-Day Total 2,370,329
Calls: 1,121,239 (47%)
Puts: 1,249,090 (53%)
Prior 7-Day Average 338,618
Calls: 160,177 (47%)
Puts: 178,441 (53%)
Current vs Prior 7-Day Avg -56.99%
Calls: -53.20%
Puts: -60.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26) $94.44M
Calls: $49.29M (52%)
Puts: $45.16M (48%)
Prior (08/25) $251.13M
Calls: $204.16M (81%)
Puts: $46.97M (19%)
Current vs Prior -62.39%
Calls: -75.86%
Puts: -3.85%
Prior 7-Day Total $2.49B
Calls: $1.96B (79%)
Puts: $525.62M (21%)
Prior 7-Day Average $355.21M
Calls: $280.12M (79%)
Puts: $75.09M (21%)
Current vs Prior 7-Day Avg -73.41%
Calls: -82.41%
Puts: -39.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26) 0.94
Prior (08/25) 0.63
Current vs Prior +49.11%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg +6.68%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/26) 962,795
Calls: 393,846 (41%)
Puts: 568,949 (59%)
Prior (08/25) 890,199
Calls: 349,881 (39%)
Puts: 540,318 (61%)
Current vs Prior +8.16%
Prior 7-Day Total 5,287,101
Calls: 2,215,577 (42%)
Puts: 3,071,524 (58%)
Prior 7-Day Average 755,300
Calls: 316,511 (42%)
Puts: 438,789 (58%)
Current vs Prior 7-Day Avg +27.47%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 6.72% | 11.27%16.59% | 24.74%
Prior 10.66% | 15.19%19.91% | 28.35%
Current vs Prior -37.00% | -25.85%-16.69% | -12.73%
Prior 7-Day Avg 10.42% | 15.20%9.94% | 22.88%
Current vs 7-Day Avg -35.58% | -25.90%+66.99% | +8.16%
Prior 7-Day Eod 10.66% | 15.19%19.91% | 28.35%
Current vs 7-Day Eod -37.00% | -25.85%-16.69% | -12.73%
Sentiment BULLISHBULLISH

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 42.83% | 23.91%
Calls: 42.06% | 19.60%
Puts: 43.60% | 28.21%
Current vs 7-Day Avg -76.98% | +30.46%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 48% vs prior. P/C ratio rising 49% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 44 of results (avg 8.1%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 284.604.80$4.704.3%5.3K0.513.5K
$165.00Aug 281.061.11$1.094.6%3.6K0.162.8K
$155.00Sep 189.4510.00$9.735.7%1240.471.1K
$160.00Sep 188.008.50$8.256.1%2700.421.5K
$120.00Sep 1830.5532.50$31.536.2%220.89896
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Aug 284.354.60$4.475.6%7370.46273
$162.50Sep 416.1517.10$16.635.7%40.6851
$150.00Aug 284.805.10$4.956.1%4.3K0.493.1K
$150.00Sep 1811.5012.30$11.906.7%2000.461.3K
$143.00Aug 281.862.00$1.937.3%3050.26327

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.45, cheapest $0.06)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 280.370.43$0.4015.0%2.6K0.061.9K
$172.50Aug 280.500.57$0.5313.2%2250.08237
$177.50Aug 280.320.39$0.3619.4%1330.06400
$167.50Aug 280.800.96$0.8818.2%3460.13438
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 280.050.06$0.0616.7%9950.014.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 168 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2828.6031.55$30.089.8%700.99552
$122.00Aug 2826.4529.75$28.1011.7%--0.9922
$121.00Aug 2827.7030.20$28.958.6%--0.9924
$123.00Aug 2826.1028.40$27.258.4%110.9931
$124.00Aug 2824.5027.45$25.9811.4%150.9935
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 2824.3026.40$25.358.3%170.9228
$172.50Aug 2821.6524.50$23.0812.3%110.913
$170.00Aug 2819.0522.30$20.6815.7%110.9048
$167.50Aug 2817.5019.30$18.409.8%200.877
$177.50Sep 427.5030.05$28.788.9%20.862

Most actively traded options today. High liquidity = easy entry/exit. 323 active (total vol 75.9K, top 5.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 284.604.80$4.704.3%5.3K0.513.5K
$160.00Aug 281.651.80$1.738.7%4.0K0.243.1K
$170.00Aug 280.560.70$0.6322.2%3.8K0.102.8K
$165.00Aug 281.061.11$1.094.6%3.6K0.162.8K
$175.00Aug 280.370.43$0.4015.0%2.6K0.061.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 284.805.10$4.956.1%4.3K0.493.1K
$140.00Aug 281.101.25$1.1812.7%4.2K0.183.1K
$130.00Aug 280.190.26$0.2330.4%3.6K0.043.9K
$145.00Aug 282.422.81$2.6214.9%1.8K0.331.0K
$148.00Aug 283.704.60$4.1521.7%1.4K0.43463

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 41.5%, max 54.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Aug 28Oct 2126.9%82.0%54.8%3.7K2.9K
$160.00Aug 28Oct 2119.9%79.3%51.1%4.0K3.1K
$148.00Aug 28Oct 2115.2%76.9%49.8%1.3K1.1K
$162.50Aug 28Oct 2122.7%83.1%47.8%380772
$157.50Aug 28Oct 2118.1%81.2%45.5%5412.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Aug 28Oct 2126.9%82.0%54.8%200454
$160.00Aug 28Oct 2119.9%79.3%51.1%342463
$148.00Aug 28Oct 2115.2%76.9%49.8%1.4K476
$162.50Aug 28Oct 2122.7%83.1%47.8%883
$157.50Aug 28Oct 2118.1%81.2%45.5%403396

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 210 found (best R:R 4.88, avg 2.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 2$0.85$4.15$0.8541%4.88$165.85
$160.00$162.50Oct 2$0.15$2.35$0.1545%15.67$160.15
$155.00$157.50Sep 18$0.50$2.00$0.5047%4.00$155.50
$135.00$140.00Sep 11$3.02$1.98$3.0275%0.66$138.02
$165.00$167.50Sep 18$0.27$2.23$0.2736%8.26$165.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Sep 4$1.22$1.28$1.2272%1.05$163.78
$165.00$162.50Oct 2$1.05$1.45$1.0559%1.38$163.95
$155.00$152.50Sep 4$1.06$1.44$1.0657%1.36$153.94
$147.00$146.00Sep 18$0.13$0.87$0.1342%6.69$146.87
$145.00$144.00Sep 11$0.13$0.87$0.1339%6.69$144.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 0.62, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$172.50Oct 2$1.13$1.13$1.3763%0.82$171.13
$167.50$170.00Sep 4$0.72$0.72$1.7874%0.40$168.22
$155.00$157.50Sep 25$1.35$1.35$1.1551%1.17$156.35
$175.00$177.50Sep 4$0.46$0.46$2.0483%0.23$175.46
$162.50$165.00Sep 18$1.03$1.03$1.4761%0.70$163.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$130.00Sep 18$1.92$1.92$3.0873%0.62$133.08
$140.00$135.00Oct 2$2.20$2.20$2.8065%0.79$137.80
$137.00$136.00Sep 4$0.84$0.84$0.1676%5.25$136.16
$130.00$125.00Oct 2$1.55$1.55$3.4576%0.45$128.45
$128.00$127.00Sep 4$0.56$0.56$0.4488%1.27$127.44

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.26, cheapest $3.16)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Aug 28Sep 4$3.28111.6%84.4%
$146.00Aug 28Sep 4$3.63109.3%82.5%
$148.00Aug 28Sep 4$3.10115.2%89.0%
$145.00Aug 28Sep 4$3.22107.7%81.9%
$155.00Aug 28Sep 4$3.16115.6%90.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Aug 28Sep 4$3.16111.6%84.4%
$146.00Aug 28Sep 4$2.95109.3%82.5%
$148.00Aug 28Sep 4$3.40115.2%89.0%
$145.00Aug 28Sep 4$2.88107.7%81.9%
$155.00Aug 28Sep 4$2.95115.6%90.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 6.39% of stock, avg 14.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$149.00Aug 28$5.10$4.47$9.57$139.43$158.576.39%
$147.00Aug 28$6.25$3.37$9.62$137.38$156.626.43%
$150.00Aug 28$4.70$4.95$9.65$140.35$159.656.45%
$152.50Aug 28$3.60$6.25$9.85$142.65$162.356.58%
$146.00Aug 28$6.90$3.05$9.95$136.05$155.956.65%
$148.00Aug 28$5.90$4.15$10.05$137.95$158.056.72%
$145.00Aug 28$7.48$2.62$10.10$134.90$155.106.75%
$144.00Aug 28$8.40$2.32$10.72$133.28$154.727.16%
$155.00Aug 28$2.89$7.93$10.82$144.18$165.827.23%
$143.00Aug 28$8.98$1.93$10.91$132.09$153.917.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.94% of stock, avg 11.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Aug 28$1.35$3.05$4.40$141.60$166.90
$160.00$146.00Aug 28$1.73$3.05$4.78$141.22$164.78
$157.50$146.00Aug 28$2.25$3.05$5.30$140.70$162.80
$162.50$147.00Aug 28$1.35$3.37$4.72$142.28$167.22
$155.00$146.00Aug 28$2.89$3.05$5.94$140.06$160.94
$160.00$147.00Aug 28$1.73$3.37$5.10$141.90$165.10
$157.50$147.00Aug 28$2.25$3.37$5.62$141.38$163.12
$155.00$147.00Aug 28$2.89$3.37$6.26$140.74$161.26
$152.50$146.00Aug 28$3.60$3.05$6.65$139.35$159.15
$162.50$148.00Aug 28$1.35$4.15$5.50$142.50$168.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 167 found (best R:R 1.05, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
127/128168/170Sep 4$1.28$1.2262%1.05$126.72$168.78
136/137168/170Sep 4$1.56$0.9450%1.66$135.44$169.06
127/128162/165Sep 4$1.33$1.1756%1.14$126.67$163.83
136/137162/165Sep 4$1.61$0.8944%1.81$135.39$164.11
130/131168/170Sep 4$1.20$1.3058%0.92$129.80$168.70
121/122168/170Sep 4$0.92$1.5868%0.58$121.08$168.42
127/128170/172Sep 4$0.95$1.5566%0.61$127.05$170.95
136/137170/172Sep 4$1.23$1.2754%0.97$135.77$171.23
127/128172/175Sep 4$0.86$1.6469%0.52$127.14$173.36
122/123168/170Sep 4$0.92$1.5866%0.58$122.08$168.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 149 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Aug 28$0.07$2.4313%34.71
$155.00$157.50$160.00Aug 28$0.12$2.3812%19.83
$160.00$162.50$165.00Sep 11$0.05$2.456%49.00
$130.00$135.00$140.00Oct 2$0.26$4.7410%18.23
$157.50$160.00$162.50Aug 28$0.14$2.3610%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$162.50$165.00Aug 28$0.10$2.408%24.00
$152.50$155.00$157.50Aug 28$0.19$2.3113%12.16
$120.00$125.00$130.00Oct 2$0.28$4.729%16.86
$136.00$137.00$138.00Aug 28$0.06$0.942%15.67
$125.00$130.00$135.00Sep 11$0.37$4.6312%12.51

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.05, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$175.001:2Aug 28-$0.27$2.23
$167.50$170.001:2Aug 28-$0.38$2.12
$175.00$177.501:2Aug 28-$0.32$2.18
$170.00$172.501:2Aug 28-$0.43$2.07
$165.00$167.501:2Aug 28-$0.67$1.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$124.001:2Aug 28-$0.05$0.95
$130.00$129.001:2Aug 28-$0.09$0.91
$127.00$126.001:2Aug 28-$0.09$0.91
$122.00$121.001:2Aug 28-$0.08$0.92
$129.00$128.001:2Aug 28-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 6.35%, avg 3.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$162.50Oct 2$9.500.438.6%6.35%14.93%21
$170.00Oct 2$7.450.3713.6%4.98%18.57%724
$152.50Oct 2$13.050.531.9%8.72%10.62%1614
$150.00Oct 2$14.300.550.2%9.55%9.78%16578
$165.00Oct 2$8.200.4110.2%5.48%15.73%8794
$155.00Oct 2$11.800.503.6%7.88%11.45%742
$157.50Oct 2$10.650.485.2%7.12%12.35%6374
$160.00Oct 2$9.750.456.9%6.51%13.42%2951
$177.50Oct 2$5.500.3118.6%3.67%22.28%--15
$175.00Oct 2$5.650.3316.9%3.78%20.71%346

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 74,967
Total Puts 70,665
Put/Call Ratio 0.94
Net Difference 4,302

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,121,239
Total Puts 1,249,090
Average Put/Call Ratio 0.88
Ratio Trend Rising

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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