Tour v526
MRNA
MODERNA INC
$142.77 -4.60%
$141.78 (-0.69%)🌙
as of 08/27 06:03 PM
8/27 18:03

Option Volume

Detail
Current (08/27) 182,077
Calls: 87,192 (48%)
Puts: 94,885 (52%)
Prior (08/26) 145,632
Calls: 74,967 (51%)
Puts: 70,665 (49%)
Current vs Prior +25.03%
Calls: +16.31% (Calls)
Puts: +34.27% (Puts)
Prior 7-Day Total 2,443,481
Calls: 1,130,499 (46%)
Puts: 1,312,982 (54%)
Prior 7-Day Average 349,068
Calls: 161,499 (46%)
Puts: 187,568 (54%)
Current vs Prior 7-Day Avg -47.84%
Calls: -46.01%
Puts: -49.41%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $92.94M
Calls: $60.91M (66%)
Puts: $32.03M (34%)
Prior (08/26) $94.44M
Calls: $49.29M (52%)
Puts: $45.16M (48%)
Current vs Prior -1.59%
Calls: +23.60%
Puts: -29.08%
Prior 7-Day Total $2.56B
Calls: $1.99B (78%)
Puts: $569.45M (22%)
Prior 7-Day Average $365.18M
Calls: $283.83M (78%)
Puts: $81.35M (22%)
Current vs Prior 7-Day Avg -74.55%
Calls: -78.54%
Puts: -60.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 1.09
Prior (08/26) 0.94
Current vs Prior +15.45%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg +8.44%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 988,833
Calls: 404,790 (41%)
Puts: 584,043 (59%)
Prior (08/26) 962,795
Calls: 393,846 (41%)
Puts: 568,949 (59%)
Current vs Prior +2.70%
Prior 7-Day Total 5,587,731
Calls: 2,299,388 (41%)
Puts: 3,288,343 (59%)
Prior 7-Day Average 798,247
Calls: 328,484 (41%)
Puts: 469,763 (59%)
Current vs Prior 7-Day Avg +23.88%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 4.28% | 9.62%15.28% | 23.33%
Prior 6.72% | 11.27%16.59% | 24.74%
Current vs Prior -36.27% | -14.63%-7.92% | -5.71%
Prior 7-Day Avg 10.30% | 15.27%11.22% | 23.97%
Current vs 7-Day Avg -58.46% | -37.01%+36.09% | -2.68%
Prior 7-Day Eod 6.72% | 11.27%16.59% | 24.74%
Current vs 7-Day Eod -36.27% | -14.63%-7.92% | -5.71%
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 31.84% | 26.34%
Calls: 29.85% | 20.28%
Puts: 33.83% | 32.39%
Current vs 7-Day Avg -69.04% | +18.43%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($60.91M). Slightly bearish P/C ratio of 1.09.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 10 of results (avg 9.1%, best 7.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1828.6031.05$29.838.2%10.90211
$120.00Oct 225.8028.40$27.109.6%40.832.5K
$120.00Sep 1123.4025.80$24.609.8%10.8919
$115.00Sep 1127.7530.65$29.209.9%10.93101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Aug 289.6510.40$10.037.5%660.88464
$170.00Sep 2529.0031.50$30.258.3%--0.7529
$170.00Sep 1828.1030.80$29.459.2%--0.80105
$170.00Sep 426.4529.00$27.739.2%--0.88253
$170.00Sep 1127.2529.90$28.589.3%10.8233

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.55, cheapest $0.55)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 280.500.60$0.5518.2%5.2K0.14995

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 187 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2826.4529.70$28.0811.6%231.0022
$117.00Aug 2824.5027.80$26.1512.6%30.998
$120.00Aug 2821.6024.40$23.0012.2%430.99516
$122.00Aug 2819.1522.95$21.0518.1%--0.9922
$116.00Aug 2825.6528.70$27.1711.2%10.998
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2820.3522.95$21.6512.0%91.00371
$167.50Aug 2822.8525.65$24.2511.5%--1.0017
$170.00Aug 2825.1029.45$27.2815.9%21.0041
$160.00Aug 2816.0518.55$17.3014.5%710.97331
$162.50Aug 2818.0021.10$19.5515.9%--0.9658

Most actively traded options today. High liquidity = easy entry/exit. 365 active (total vol 129.6K, top 10.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 280.560.85$0.7140.8%7.8K0.184.0K
$155.00Aug 280.250.32$0.2924.1%7.2K0.082.7K
$160.00Aug 280.100.16$0.1346.2%4.7K0.044.2K
$165.00Aug 280.040.10$0.0785.7%4.5K0.024.5K
$145.00Aug 281.852.20$2.0317.2%4.1K0.403.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 40.801.18$0.9938.4%10.3K0.12497
$120.00Sep 40.300.68$0.4977.6%9.9K0.061.1K
$140.00Aug 281.551.92$1.7421.3%6.7K0.343.4K
$130.00Aug 280.120.17$0.1533.3%5.7K0.044.2K
$135.00Aug 280.500.60$0.5518.2%5.2K0.14995

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 39.9%, max 51.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Aug 28Oct 9105.7%69.8%51.5%2.5K3.0K
$142.00Aug 28Oct 9105.6%72.6%45.4%906100
$137.00Aug 28Sep 25105.3%72.4%45.3%4981
$138.00Aug 28Sep 25100.0%69.4%44.0%77283
$139.00Aug 28Oct 9101.8%71.6%42.1%298224
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Aug 28Oct 9105.7%69.8%51.5%6.7K3.4K
$137.00Aug 28Oct 9105.3%71.5%47.2%385415
$142.00Aug 28Oct 2105.6%72.0%46.7%716920
$138.00Aug 28Sep 18100.0%69.0%44.8%1.5K192
$139.00Aug 28Oct 9101.8%71.6%42.1%953282

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 203 found (best R:R 3.02, avg 2.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$170.00Oct 9$3.73$11.27$3.7343%3.02$158.73
$120.00$130.00Oct 2$6.62$3.38$6.6283%0.51$126.62
$150.00$155.00Oct 9$1.30$3.70$1.3048%2.85$151.30
$162.50$165.00Sep 25$0.11$2.39$0.1132%21.73$162.61
$157.50$160.00Sep 25$0.25$2.25$0.2537%9.00$157.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$137.00$135.00Sep 18$0.20$1.80$0.2036%9.00$136.80
$146.00$145.00Sep 11$0.17$0.83$0.1752%4.88$145.83
$148.00$147.00Aug 28$0.40$0.60$0.4075%1.50$147.60
$143.00$142.00Sep 11$0.13$0.87$0.1346%6.69$142.87
$144.00$143.00Sep 18$0.15$0.85$0.1548%5.67$143.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 142 found (best R:R 1.00, avg 0.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$147.00$148.00Sep 4$0.85$0.85$0.1557%5.67$147.85
$144.00$145.00Sep 4$0.80$0.80$0.2050%4.00$144.80
$145.00$146.00Sep 4$0.77$0.77$0.2352%3.35$145.77
$149.00$150.00Sep 11$0.73$0.73$0.2756%2.70$149.73
$149.00$150.00Sep 4$0.65$0.65$0.3560%1.86$149.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$125.00Oct 2$2.50$2.50$2.5070%1.00$127.50
$133.00$130.00Sep 25$1.48$1.48$1.5268%0.97$131.52
$125.00$120.00Oct 2$1.53$1.53$3.4777%0.44$123.47
$135.00$134.00Oct 2$0.89$0.89$0.1165%8.09$134.11
$137.00$135.00Sep 25$1.24$1.24$0.7662%1.63$135.76

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.70, cheapest $3.46)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 28Sep 4$4.07105.7%79.0%
$141.00Aug 28Sep 4$4.00102.9%77.3%
$146.00Aug 28Sep 4$3.42100.4%76.5%
$143.00Aug 28Sep 4$3.6598.6%76.4%
$147.00Aug 28Sep 4$3.71104.2%82.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 28Sep 4$3.46105.7%79.0%
$141.00Aug 28Sep 4$3.49102.9%77.3%
$146.00Aug 28Sep 4$3.13100.4%76.5%
$143.00Aug 28Sep 4$3.6298.6%76.4%
$147.00Aug 28Sep 4$3.04104.2%82.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 119 found (cheapest 3.93% of stock, avg 12.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$144.00Aug 28$2.39$3.22$5.61$138.39$149.613.93%
$143.00Aug 28$2.85$2.83$5.68$137.32$148.683.98%
$142.00Aug 28$3.28$2.55$5.83$136.17$147.834.08%
$141.00Aug 28$3.85$2.04$5.89$135.11$146.894.13%
$140.00Aug 28$4.38$1.74$6.12$133.88$146.124.29%
$145.00Aug 28$2.03$4.10$6.13$138.87$151.134.29%
$146.00Aug 28$1.66$4.85$6.51$139.49$152.514.56%
$147.00Aug 28$1.44$5.53$6.97$140.03$153.974.88%
$139.00Aug 28$5.68$1.31$6.99$132.01$145.994.90%
$148.00Aug 28$1.07$5.93$7.00$141.00$155.004.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 1.67% of stock, avg 11.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$148.00$139.00Aug 28$1.07$1.31$2.38$136.62$150.38
$147.00$139.00Aug 28$1.44$1.31$2.75$136.25$149.75
$148.00$140.00Aug 28$1.07$1.74$2.81$137.19$150.81
$146.00$139.00Aug 28$1.66$1.31$2.97$136.03$148.97
$147.00$140.00Aug 28$1.44$1.74$3.18$136.82$150.18
$146.00$140.00Aug 28$1.66$1.74$3.40$136.60$149.40
$148.00$141.00Aug 28$1.07$2.04$3.11$137.89$151.11
$147.00$141.00Aug 28$1.44$2.04$3.48$137.52$150.48
$145.00$139.00Aug 28$2.03$1.31$3.34$135.66$148.34
$146.00$141.00Aug 28$1.66$2.04$3.70$137.30$149.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 104 found (best R:R 2.33, avg credit $0.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
136/137147/148Aug 28$0.70$0.3049%2.33$136.30$147.70
133/134147/148Aug 28$0.62$0.3856%1.63$133.38$147.62
139/140147/148Aug 28$0.80$0.2036%4.00$139.20$147.80
130/133160/162Sep 11$1.80$1.2045%1.50$131.20$161.80
138/139147/148Aug 28$0.68$0.3241%2.12$138.32$147.68
136/137149/150Aug 28$0.50$0.5058%1.00$136.50$149.50
133/134149/150Aug 28$0.42$0.5865%0.72$133.58$149.42
136/137148/149Aug 28$0.52$0.4854%1.08$136.48$148.52
122/123160/162Sep 4$0.83$1.6769%0.50$122.17$160.83
133/134148/149Aug 28$0.44$0.5661%0.79$133.56$148.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 143 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 11$0.09$4.9112%54.56
$120.00$125.00$130.00Sep 18$0.17$4.8312%28.41
$152.50$155.00$157.50Sep 4$0.08$2.429%30.25
$125.00$130.00$135.00Sep 25$0.33$4.6713%14.15
$150.00$152.50$155.00Oct 2$0.08$2.426%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Sep 25$0.22$4.7810%21.73
$152.50$155.00$157.50Sep 11$0.06$2.447%40.67
$115.00$120.00$125.00Sep 18$0.22$4.789%21.73
$155.00$157.50$160.00Sep 11$0.09$2.418%26.78
$152.50$155.00$157.50Sep 4$0.12$2.389%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-2.84, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$170.001:2Oct 9-$2.84$12.16
$152.50$155.001:2Aug 28-$0.06$2.44
$150.00$152.501:2Aug 28-$0.33$2.17
$167.50$170.001:2Aug 28-$0.02$2.48
$165.00$167.501:2Aug 28-$0.05$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Sep 11-$0.22$4.78
$134.00$133.001:2Aug 28-$0.07$0.93
$123.00$122.001:2Aug 28$0.00$1.00
$116.00$115.001:2Aug 28$0.00$1.00
$128.00$127.001:2Aug 28-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 92 found (best yield 7.28%, avg 3.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Oct 9$10.400.485.1%7.28%12.35%7--
$155.00Oct 9$8.450.438.6%5.92%14.48%3--
$144.00Oct 9$12.650.540.9%8.86%9.72%58--
$170.00Oct 9$4.700.3119.1%3.29%22.36%13--
$150.00Oct 2$9.250.485.1%6.48%11.54%1987
$152.50Oct 2$8.200.456.8%5.74%12.56%1816
$149.00Oct 2$9.500.494.4%6.65%11.02%710
$155.00Oct 2$7.350.428.6%5.15%13.71%545
$148.00Oct 2$9.850.503.7%6.90%10.56%115
$147.00Oct 2$10.300.513.0%7.21%10.18%--43

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 87,192
Total Puts 94,885
Put/Call Ratio 1.09
Net Difference -7,693

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,130,499
Total Puts 1,312,982
Average Put/Call Ratio 1.00
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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