Tour v526
MRNA
MODERNA INC
$140.34 +1.70%
$139.00 (-0.95%)🌙
as of 08/31 06:03 PM
8/31 18:03

Option Volume

Detail
Current (08/31) 81,550
Calls: 49,860 (61%)
Puts: 31,690 (39%)
Prior (08/28) 184,280
Calls: 97,386 (53%)
Puts: 86,894 (47%)
Current vs Prior -55.75%
Calls: -48.80% (Calls)
Puts: -63.53% (Puts)
Prior 7-Day Total 2,764,711
Calls: 1,286,122 (47%)
Puts: 1,478,589 (53%)
Prior 7-Day Average 394,958
Calls: 183,731 (47%)
Puts: 211,227 (53%)
Current vs Prior 7-Day Avg -79.35%
Calls: -72.86%
Puts: -85.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $58.00M
Calls: $43.78M (75%)
Puts: $14.21M (25%)
Prior (08/28) $109.46M
Calls: $78.91M (72%)
Puts: $30.55M (28%)
Current vs Prior -47.02%
Calls: -44.51%
Puts: -53.48%
Prior 7-Day Total $2.75B
Calls: $2.12B (77%)
Puts: $628.54M (23%)
Prior 7-Day Average $392.69M
Calls: $302.90M (77%)
Puts: $89.79M (23%)
Current vs Prior 7-Day Avg -85.23%
Calls: -85.55%
Puts: -84.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.64
Prior (08/28) 0.89
Current vs Prior -28.77%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg -43.56%
Sentiment BULLISH

Open Interest

Detail
Current (08/31) 888,448
Calls: 362,737 (41%)
Puts: 525,711 (59%)
Prior (08/28) 1,030,379
Calls: 421,407 (41%)
Puts: 608,972 (59%)
Current vs Prior -13.77%
Prior 7-Day Total 6,357,098
Calls: 2,573,298 (40%)
Puts: 3,783,800 (60%)
Prior 7-Day Average 908,156
Calls: 367,614 (40%)
Puts: 540,542 (60%)
Current vs Prior 7-Day Avg -2.17%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 8.02% | 11.58%13.73% | 23.27%
Prior 8.68% | 11.76%14.10% | 22.79%
Current vs Prior -7.67% | -1.55%-2.58% | +2.11%
Prior 7-Day Avg 10.31% | 15.65%13.58% | 26.06%
Current vs 7-Day Avg -22.24% | -26.03%+1.14% | -10.69%
Prior 7-Day Eod 8.68% | 11.76%14.10% | 22.79%
Current vs 7-Day Eod -7.67% | -1.55%-2.58% | +2.11%
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 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($43.78M) vs puts ($14.21M). Below-average activity with volume down 56% vs prior. Bullish P/C ratio of 0.64. P/C ratio dropping 29% - 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 6 of results (avg 8.9%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Sep 44.404.70$4.556.6%9350.48209
$120.00Sep 1822.1024.15$23.138.9%20.84869
$113.00Sep 426.3528.90$27.639.2%90.9821
$140.00Sep 45.105.60$5.359.3%3.4K0.541.4K
$114.00Sep 425.3527.95$26.659.8%260.98--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 229.8532.80$31.339.4%--0.7411

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.31, cheapest $0.31)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 40.280.33$0.3116.1%9620.0510.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 168 found (avg delta 0.67, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Sep 426.3528.90$27.639.2%90.9821
$114.00Sep 425.3527.95$26.659.8%260.98--
$115.00Sep 423.9526.85$25.4011.4%340.9819
$116.00Sep 423.0026.00$24.5012.2%140.982
$118.00Sep 421.0524.40$22.7314.7%20.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 423.6026.95$25.2813.3%2500.93265
$162.50Sep 421.2023.65$22.4210.9%10.9253
$160.00Sep 419.0021.40$20.2011.9%50.90155
$157.50Sep 416.5519.20$17.8814.8%--0.87116
$155.00Sep 414.3017.70$16.0021.2%40.84109

Most actively traded options today. High liquidity = easy entry/exit. 309 active (total vol 47.8K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 45.105.60$5.359.3%3.4K0.541.4K
$150.00Sep 41.812.05$1.9312.4%3.3K0.263.3K
$145.00Sep 43.203.60$3.4011.8%2.7K0.391.6K
$160.00Sep 40.570.91$0.7445.9%1.4K0.111.1K
$165.00Sep 40.380.50$0.4427.3%1.3K0.07465
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 41.261.65$1.4626.7%2.2K0.191.5K
$140.00Sep 44.205.05$4.6318.4%1.1K0.46370
$120.00Sep 40.280.33$0.3116.1%9620.0510.6K
$135.00Sep 42.603.10$2.8517.5%8580.32550
$125.00Sep 40.620.78$0.7022.9%7550.1010.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 19.6%, max 33.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$139.00Sep 4Oct 996.7%72.4%33.6%1.3K6.4K
$134.00Sep 4Oct 995.6%73.5%30.1%58293
$133.00Sep 4Oct 993.3%72.8%28.1%1142
$137.00Sep 4Oct 992.5%72.5%27.6%97481
$135.00Sep 4Oct 991.3%72.9%25.2%458178
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$139.00Sep 4Oct 296.7%73.5%31.6%224318
$136.00Sep 4Oct 291.0%69.3%31.3%261155
$134.00Sep 4Oct 995.6%73.5%30.1%139152
$133.00Sep 4Oct 993.3%72.8%28.1%155206
$137.00Sep 4Oct 992.5%72.5%27.6%483184

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 203 found (best R:R 2.57, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$155.00Oct 9$1.40$3.60$1.4044%2.57$151.40
$148.00$150.00Oct 2$0.25$1.75$0.2544%7.00$148.25
$155.00$157.50Sep 25$0.27$2.23$0.2734%8.26$155.27
$160.00$162.50Sep 18$0.11$2.39$0.1126%21.73$160.11
$150.00$152.50Sep 11$0.30$2.20$0.3034%7.33$150.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$148.00Sep 18$0.78$1.22$0.7862%1.56$149.22
$145.00$144.00Sep 4$0.22$0.78$0.2261%3.55$144.78
$125.00$120.00Sep 25$0.72$4.28$0.7224%5.94$124.28
$133.00$130.00Sep 18$0.65$2.35$0.6534%3.62$132.35
$137.00$136.00Sep 18$0.12$0.88$0.1241%7.33$136.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 0.81, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$144.00$145.00Sep 11$0.88$0.88$0.1254%7.33$144.88
$162.50$165.00Sep 25$0.92$0.92$1.5873%0.58$163.42
$142.00$143.00Sep 11$0.75$0.75$0.2550%3.00$142.75
$146.00$147.00Sep 25$0.71$0.71$0.2954%2.45$146.71
$143.00$144.00Sep 4$0.65$0.65$0.3555%1.86$143.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$125.00Sep 18$2.23$2.23$2.7770%0.81$127.77
$139.00$136.00Oct 2$2.20$2.20$0.8056%2.75$136.80
$120.00$115.00Oct 9$1.83$1.83$3.1777%0.58$118.17
$130.00$125.00Oct 2$2.35$2.35$2.6567%0.89$127.65
$125.00$120.00Oct 2$1.86$1.86$3.1474%0.59$123.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $2.34, cheapest $1.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Sep 4Sep 11$2.1891.0%74.0%
$139.00Sep 4Sep 11$2.0096.7%80.0%
$135.00Sep 4Sep 11$2.1591.3%76.0%
$137.00Sep 4Sep 11$2.4592.5%78.1%
$138.00Sep 4Sep 11$2.6091.6%78.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Sep 4Sep 11$1.7791.0%74.0%
$139.00Sep 4Sep 11$2.1396.7%80.0%
$135.00Sep 4Sep 11$1.9091.3%76.0%
$137.00Sep 4Sep 11$2.1292.5%78.1%
$138.00Sep 4Sep 11$2.2391.6%78.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 7.11% of stock, avg 13.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Sep 4$5.35$4.63$9.98$130.02$149.987.11%
$138.00Sep 4$6.38$4.05$10.43$127.57$148.437.43%
$142.00Sep 4$4.55$5.95$10.50$131.50$152.507.48%
$143.00Sep 4$4.13$6.55$10.68$132.32$153.687.61%
$137.00Sep 4$7.08$3.68$10.76$126.24$147.767.67%
$144.00Sep 4$3.48$7.38$10.86$133.14$154.867.74%
$136.00Sep 4$7.70$3.20$10.90$125.10$146.907.77%
$141.00Sep 4$5.07$5.90$10.97$130.03$151.977.82%
$145.00Sep 4$3.40$7.60$11.00$134.00$156.007.84%
$139.00Sep 4$6.23$4.80$11.03$127.97$150.037.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 4.72% of stock, avg 11.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$146.00$137.00Sep 4$2.94$3.68$6.62$130.38$152.62
$145.00$137.00Sep 4$3.40$3.68$7.08$129.92$152.08
$146.00$138.00Sep 4$2.94$4.05$6.99$131.01$152.99
$144.00$137.00Sep 4$3.48$3.68$7.16$129.84$151.16
$145.00$138.00Sep 4$3.40$4.05$7.45$130.55$152.45
$144.00$138.00Sep 4$3.48$4.05$7.53$130.47$151.53
$146.00$139.00Sep 4$2.94$4.80$7.74$131.26$153.74
$143.00$137.00Sep 4$4.13$3.68$7.81$129.19$150.81
$146.00$140.00Sep 4$2.94$4.63$7.57$132.43$153.57
$144.00$139.00Sep 4$3.48$4.80$8.28$130.72$152.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 82 found (best R:R 1.72, avg credit $0.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/116152/155Sep 11$1.58$0.9258%1.72$114.42$154.08
126/127148/149Sep 4$0.73$0.2754%2.70$126.27$148.73
116/117148/149Sep 4$0.53$0.4764%1.13$116.47$148.53
126/127147/148Sep 4$0.64$0.3652%1.78$126.36$147.64
126/127149/150Sep 4$0.58$0.4257%1.38$126.42$149.58
129/130148/149Sep 4$0.61$0.3950%1.56$129.39$148.61
124/125148/149Sep 4$0.51$0.4959%1.04$124.49$148.51
120/121148/149Sep 4$0.46$0.5463%0.85$120.54$148.46
130/131148/149Sep 4$0.61$0.3948%1.56$130.39$148.61
131/132148/149Sep 4$0.62$0.3845%1.63$131.38$148.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 135 found (best R:R 56.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$121.00$125.00$129.00Sep 11$0.07$3.9312%56.14
$150.00$152.50$155.00Sep 4$0.13$2.379%18.23
$162.50$165.00$167.50Sep 4$0.07$2.433%34.71
$143.00$144.00$145.00Sep 25$0.05$0.953%19.00
$157.50$160.00$162.50Sep 25$0.11$2.395%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$152.50$155.00Sep 25$0.06$2.446%40.67
$115.00$120.00$125.00Sep 18$0.27$4.7311%17.52
$152.50$155.00$157.50Sep 18$0.09$2.417%26.78
$152.50$155.00$157.50Oct 2$0.07$2.435%34.71
$157.50$160.00$162.50Sep 25$0.08$2.425%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.74, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$165.001:2Sep 4-$0.31$2.19
$165.00$167.501:2Sep 4-$0.32$2.18
$160.00$162.501:2Sep 4-$0.40$2.10
$155.00$157.501:2Sep 4-$0.60$1.90
$157.50$160.001:2Sep 4-$0.58$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Sep 18-$0.74$4.26
$120.00$115.001:2Sep 18-$0.60$4.40
$114.00$113.001:2Sep 4-$0.09$0.91
$115.00$114.001:2Sep 4-$0.11$0.89
$116.00$115.001:2Sep 4-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 90 found (best yield 4.63%, avg 3.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$157.50Oct 9$6.500.3712.2%4.63%16.86%--28
$150.00Oct 9$8.500.446.9%6.06%12.94%55
$145.00Oct 9$10.350.503.3%7.37%10.70%11
$155.00Oct 9$6.950.3910.4%4.95%15.40%143
$142.00Oct 9$11.750.531.2%8.37%9.56%5211
$144.00Oct 9$10.750.512.6%7.66%10.27%627
$160.00Oct 9$5.700.3514.0%4.06%18.07%511
$141.00Oct 9$12.100.540.5%8.62%9.09%5245
$143.00Oct 9$10.900.521.9%7.77%9.66%6--
$150.00Oct 2$7.700.436.9%5.49%12.37%4890

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 49,860
Total Puts 31,690
Put/Call Ratio 0.64
Net Difference 18,170

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,286,122
Total Puts 1,478,589
Average Put/Call Ratio 1.13
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All