Tour v526
MRNA
MODERNA INC
$137.99 -3.35%
$136.72 (-0.92%)🌙
as of 08/28 06:03 PM
8/28 18:03

Option Volume

Detail
Current (08/28) 184,280
Calls: 97,386 (53%)
Puts: 86,894 (47%)
Prior (08/27) 182,077
Calls: 87,192 (48%)
Puts: 94,885 (52%)
Current vs Prior +1.21%
Calls: +11.69% (Calls)
Puts: -8.42% (Puts)
Prior 7-Day Total 2,602,051
Calls: 1,203,520 (46%)
Puts: 1,398,531 (54%)
Prior 7-Day Average 371,721
Calls: 171,931 (46%)
Puts: 199,790 (54%)
Current vs Prior 7-Day Avg -50.43%
Calls: -43.36%
Puts: -56.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/28) $109.46M
Calls: $78.91M (72%)
Puts: $30.55M (28%)
Prior (08/27) $92.94M
Calls: $60.91M (66%)
Puts: $32.03M (34%)
Current vs Prior +17.78%
Calls: +29.54%
Puts: -4.60%
Prior 7-Day Total $2.64B
Calls: $2.04B (77%)
Puts: $599.45M (23%)
Prior 7-Day Average $377.57M
Calls: $291.94M (77%)
Puts: $85.64M (23%)
Current vs Prior 7-Day Avg -71.01%
Calls: -72.97%
Puts: -64.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28) 0.89
Prior (08/27) 1.09
Current vs Prior -18.01%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -16.20%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/28) 1,030,379
Calls: 421,407 (41%)
Puts: 608,972 (59%)
Prior (08/27) 988,833
Calls: 404,790 (41%)
Puts: 584,043 (59%)
Current vs Prior +4.20%
Prior 7-Day Total 5,956,521
Calls: 2,430,841 (41%)
Puts: 3,525,680 (59%)
Prior 7-Day Average 850,931
Calls: 347,263 (41%)
Puts: 503,668 (59%)
Current vs Prior 7-Day Avg +21.09%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.26% | 8.68%14.10% | 22.79%
Prior 4.28% | 9.62%15.28% | 23.33%
Current vs Prior +102.86% | +22.30%-7.73% | -2.31%
Prior 7-Day Avg 9.97% | 15.18%12.46% | 25.01%
Current vs 7-Day Avg -12.90% | -22.53%+13.11% | -8.88%
Prior 7-Day Eod 4.28% | 9.62%15.28% | 23.33%
Current vs 7-Day Eod +102.86% | +22.30%-7.73% | -2.31%
Sentiment BEARISHBULLISH

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 20.85% | 28.76%
Calls: 17.63% | 20.96%
Puts: 24.06% | 36.56%
Current vs 7-Day Avg -52.71% | +8.44%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($78.91M).

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 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 15 of results (avg 8.8%, best 5.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 188.559.00$8.785.1%5210.50696
$150.00Sep 41.831.99$1.918.4%2.9K0.233.0K
$137.00Sep 45.956.50$6.238.8%1770.5538
$112.00Sep 425.0027.55$26.289.7%200.941
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 1822.1024.05$23.088.4%230.74110
$152.50Oct 220.2022.00$21.108.5%10.6218
$145.00Sep 1812.9014.05$13.488.5%140.582.3K
$160.00Sep 1122.9525.00$23.988.5%130.8262
$138.00Sep 45.506.00$5.758.7%1900.48123

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.64, cheapest $0.61)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Sep 40.600.68$0.6412.5%570.0977
$165.00Sep 40.500.60$0.5518.2%1990.08413
$160.00Sep 40.710.83$0.7715.6%5750.11761
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 40.570.65$0.6113.1%1.8K0.0910.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 198 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2821.2524.85$23.0515.6%21.0023
$117.00Aug 2819.7521.90$20.8310.3%--1.0010
$118.00Aug 2818.6020.90$19.7511.6%--1.0017
$119.00Aug 2817.6019.90$18.7512.3%11.0019
$120.00Aug 2816.1019.50$17.8019.1%361.00508
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2820.3023.90$22.1016.3%431.00326
$162.50Aug 2822.8026.30$24.5514.3%521.0058
$165.00Aug 2825.7028.40$27.0510.0%1521.00167
$152.50Aug 2812.7015.25$13.9818.2%991.00423
$155.00Aug 2815.9518.90$17.4216.9%311.00393

Most actively traded options today. High liquidity = easy entry/exit. 390 active (total vol 128.2K, top 9.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 280.010.04$0.03100.0%9.4K0.053.0K
$139.00Sep 44.555.50$5.0318.9%6.4K0.4953
$146.00Sep 42.523.10$2.8120.6%6.4K0.3158
$135.00Aug 282.763.30$3.0317.8%6.1K1.003.6K
$145.00Aug 280.000.02$0.01200.0%5.3K0.012.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 280.000.01$0.01100.0%6.9K0.014.4K
$135.00Aug 280.000.01$0.01100.0%6.8K0.011.7K
$136.00Aug 280.000.07$0.04175.0%3.2K0.06324
$140.00Aug 281.753.00$2.3852.5%3.2K0.953.2K
$120.00Sep 182.402.80$2.6015.4%2.7K0.1910.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 66.3%, max 87.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Aug 28Oct 2132.3%70.7%87.1%2.6K275
$137.00Aug 28Oct 9115.5%71.3%62.0%1.3K86
$139.00Aug 28Oct 9110.6%72.7%52.0%1.4K239
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Aug 28Sep 25132.3%72.4%82.6%886615
$137.00Aug 28Oct 9115.5%71.3%62.0%987432
$139.00Aug 28Oct 9110.6%72.7%52.0%240294

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 199 found (best R:R 1.47, avg 2.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$134.00Oct 2$1.62$2.38$1.6264%1.47$131.62
$135.00$137.00Oct 2$0.37$1.63$0.3758%4.41$135.37
$120.00$130.00Oct 2$6.65$3.35$6.6577%0.50$126.65
$120.00$125.00Sep 25$3.23$1.77$3.2379%0.55$123.23
$148.00$150.00Oct 2$0.23$1.77$0.2342%7.70$148.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$146.00$145.00Aug 28$0.53$0.47$0.53100%0.89$145.47
$157.50$155.00Sep 11$1.60$0.90$1.6082%0.56$155.90
$143.00$141.00Sep 18$0.67$1.33$0.6755%1.99$142.33
$149.00$148.00Sep 18$0.24$0.76$0.2463%3.17$148.76
$133.00$130.00Sep 18$0.67$2.33$0.6738%3.48$132.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 0.61, avg 0.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$144.00$145.00Sep 4$0.76$0.76$0.2463%3.17$144.76
$140.00$141.00Sep 11$0.82$0.82$0.1851%4.56$140.82
$144.00$145.00Sep 11$0.73$0.73$0.2760%2.70$144.73
$141.00$142.00Oct 9$0.85$0.85$0.1548%5.67$141.85
$144.00$145.00Sep 18$0.75$0.75$0.2556%3.00$144.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$115.00Oct 9$1.89$1.89$3.1175%0.61$118.11
$119.00$118.00Sep 11$0.81$0.81$0.1984%4.26$118.19
$130.00$125.00Oct 2$2.15$2.15$2.8565%0.75$127.85
$133.00$130.00Sep 25$1.65$1.65$1.3561%1.22$131.35
$130.00$125.00Sep 18$1.95$1.95$3.0566%0.64$128.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.20, cheapest $5.19)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$138.00Aug 28Sep 4$5.21132.3%76.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$138.00Aug 28Sep 4$5.19132.3%76.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 130 found (cheapest 0.80% of stock, avg 11.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$138.00Aug 28$0.54$0.56$1.10$136.90$139.100.80%
$139.00Aug 28$0.12$1.13$1.25$137.75$140.250.91%
$137.00Aug 28$1.18$0.14$1.32$135.68$138.320.96%
$136.00Aug 28$1.98$0.04$2.02$133.98$138.021.46%
$140.00Aug 28$0.03$2.38$2.41$137.59$142.411.75%
$135.00Aug 28$3.03$0.01$3.04$131.96$138.042.20%
$141.00Aug 28$0.04$3.01$3.05$137.95$144.052.21%
$134.00Aug 28$4.14$0.01$4.15$129.85$138.153.01%
$142.00Aug 28$0.01$4.15$4.16$137.84$146.163.01%
$143.00Aug 28$0.01$5.00$5.01$137.99$148.013.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.12% of stock, avg 11.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$139.00$136.00Aug 28$0.12$0.04$0.16$135.84$139.16
$139.00$137.00Aug 28$0.12$0.14$0.26$136.74$139.26
$139.00$124.00Aug 28$0.12$0.33$0.45$123.55$139.45
$139.00$126.00Aug 28$0.12$0.42$0.54$125.46$139.54
$138.00$137.00Aug 28$0.54$0.14$0.68$136.32$138.68
$138.00$136.00Aug 28$0.54$0.04$0.58$135.42$138.58
$138.00$124.00Aug 28$0.54$0.33$0.87$123.13$138.87
$138.00$126.00Aug 28$0.54$0.42$0.96$125.04$138.96
$143.00$134.00Sep 4$3.65$4.00$7.65$126.35$150.65
$143.00$135.00Sep 4$3.65$4.25$7.90$127.10$150.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 85 found (best R:R 1.91, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
118/119152/155Sep 11$1.64$0.8658%1.91$117.36$154.14
115/117152/155Sep 11$1.33$1.1762%1.14$115.67$153.83
118/119150/152Sep 11$1.52$0.9854%1.55$117.48$151.52
125/127152/155Sep 11$1.67$0.8348%2.01$125.33$154.17
121/122149/150Sep 11$0.84$0.1649%5.25$121.16$149.84
126/127146/147Sep 4$0.74$0.2649%2.85$126.26$146.74
130/131149/150Sep 11$0.88$0.1235%7.33$130.12$149.88
121/122146/147Sep 4$0.65$0.3557%1.86$121.35$146.65
120/121149/150Sep 11$0.69$0.3151%2.23$120.31$149.69
123/124146/147Sep 4$0.66$0.3453%1.94$123.34$146.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 143 found (best R:R 5.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 25$0.18$4.8213%26.78
$137.00$138.00$139.00Aug 28$0.22$0.7860%3.55
$136.00$137.00$138.00Aug 28$0.16$0.8444%5.25
$139.00$140.00$141.00Aug 28$0.10$0.9014%9.00
$134.00$135.00$136.00Aug 28$0.06$0.946%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$137.00$138.00$139.00Aug 28$0.15$0.8560%5.67
$125.00$130.00$135.00Oct 2$0.20$4.8013%24.00
$120.00$125.00$130.00Sep 25$0.24$4.7613%19.83
$135.00$136.00$137.00Aug 28$0.07$0.9320%13.29
$150.00$152.50$155.00Sep 18$0.10$2.406%24.00

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 $-6.17, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$136.00$137.001:2Aug 28-$0.38$0.62
$135.00$136.001:2Aug 28-$0.93$0.07
$140.00$141.001:2Aug 28-$0.05$0.95
$150.00$152.501:2Aug 28-$0.01$2.49
$152.50$155.001:2Aug 28-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$140.001:2Oct 9-$6.17$6.33
$123.00$122.001:2Aug 28-$0.07$0.93
$120.00$115.001:2Sep 18-$0.76$4.24
$114.00$113.001:2Sep 4-$0.11$0.89
$115.00$111.001:2Sep 11-$0.37$3.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 104 found (best yield 8.33%, avg 3.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$141.00Oct 9$11.500.522.2%8.33%10.52%162
$150.00Oct 9$7.250.428.7%5.25%13.96%23
$147.00Oct 9$8.200.456.5%5.94%12.47%4--
$145.00Oct 9$8.900.475.1%6.45%11.53%1--
$144.00Oct 9$9.300.484.4%6.74%11.10%425
$152.50Oct 9$6.500.3910.5%4.71%15.23%1--
$142.00Oct 9$10.050.512.9%7.28%10.19%6--
$155.00Oct 9$5.800.3712.3%4.20%16.53%1012
$150.00Oct 2$7.050.418.7%5.11%13.81%790
$157.50Oct 9$5.150.3514.1%3.73%17.87%84--

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 97,386
Total Puts 86,894
Put/Call Ratio 0.89
Net Difference 10,492

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,203,520
Total Puts 1,398,531
Average Put/Call Ratio 1.06
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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