Tour v526
MRNA
MODERNA INC
$154.27 +9.93%
$151.70 (-1.67%)🌙
as of 09/01 06:03 PM
9/1 18:03

Option Volume

Detail
Current (09/01) 153,832
Calls: 107,876 (70%)
Puts: 45,956 (30%)
Prior (08/31) 81,550
Calls: 49,860 (61%)
Puts: 31,690 (39%)
Current vs Prior +88.64%
Calls: +116.36% (Calls)
Puts: +45.02% (Puts)
Prior 7-Day Total 2,224,177
Calls: 1,139,884 (51%)
Puts: 1,084,293 (49%)
Prior 7-Day Average 317,739
Calls: 162,840 (51%)
Puts: 154,899 (49%)
Current vs Prior 7-Day Avg -51.59%
Calls: -33.75%
Puts: -70.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $148.28M
Calls: $129.82M (88%)
Puts: $18.46M (12%)
Prior (08/31) $58.00M
Calls: $43.78M (75%)
Puts: $14.21M (25%)
Current vs Prior +155.67%
Calls: +196.51%
Puts: +29.86%
Prior 7-Day Total $1.63B
Calls: $1.09B (67%)
Puts: $538.58M (33%)
Prior 7-Day Average $232.55M
Calls: $155.61M (67%)
Puts: $76.94M (33%)
Current vs Prior 7-Day Avg -36.24%
Calls: -16.57%
Puts: -76.01%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 0.43
Prior (08/31) 0.64
Current vs Prior -32.97%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -53.02%
Sentiment BULLISH

Open Interest

Detail
Current (09/01) 907,196
Calls: 372,374 (41%)
Puts: 534,822 (59%)
Prior (08/31) 888,448
Calls: 362,737 (41%)
Puts: 525,711 (59%)
Current vs Prior +2.11%
Prior 7-Day Total 6,614,057
Calls: 2,657,418 (40%)
Puts: 3,956,639 (60%)
Prior 7-Day Average 944,865
Calls: 379,631 (40%)
Puts: 565,234 (60%)
Current vs Prior 7-Day Avg -3.99%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 8.14% | 11.72%14.68% | 23.42%
Prior 8.02% | 11.58%13.73% | 23.27%
Current vs Prior +1.56% | +1.22%+6.93% | +0.64%
Prior 7-Day Avg 8.83% | 13.44%12.91% | 24.59%
Current vs 7-Day Avg -7.76% | -12.79%+13.73% | -4.76%
Prior 7-Day Eod 8.02% | 11.58%13.73% | 23.27%
Current vs 7-Day Eod +1.56% | +1.22%+6.93% | +0.64%
Sentiment BEARISHBEARISH

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 88% of dollar volume in calls ($129.82M) vs puts ($18.46M). Massive premium surge with dollar volume up 156% vs prior. Above-average activity with volume up 89% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (107,876 calls vs 45,956 puts).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 30 of results (avg 7.6%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 188.508.90$8.704.6%6560.451.7K
$155.00Sep 45.155.40$5.284.7%4.1K0.49851
$165.00Sep 186.707.05$6.885.1%3570.382.4K
$155.00Sep 117.958.40$8.185.5%2820.51268
$160.00Sep 43.253.45$3.356.0%5.2K0.361.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1614.1515.00$14.585.8%3550.41740
$155.00Oct 1616.5017.50$17.005.9%200.45110
$130.00Oct 166.106.50$6.306.3%630.221.7K
$149.00Sep 115.806.30$6.058.3%800.3840
$160.00Sep 1110.9511.90$11.438.3%390.5858

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.41, cheapest $0.36)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Sep 40.320.39$0.3619.4%2270.06212
$135.00Sep 40.410.49$0.4517.8%7120.07733

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 185 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 428.6031.70$30.1510.3%201.0013
$125.00Sep 428.0530.35$29.207.9%521.00102
$126.00Sep 426.6529.40$28.039.8%401.0036
$128.00Sep 424.6527.80$26.2312.0%181.0065
$130.00Sep 423.7525.55$24.657.3%6770.95576
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 420.7022.70$21.709.2%130.8913
$180.00Sep 1125.7029.30$27.5013.1%30.837
$170.00Sep 415.2018.20$16.7018.0%60.83123
$177.50Sep 1123.5027.15$25.3314.4%170.82286
$167.50Sep 413.5516.05$14.8016.9%20.792

Most actively traded options today. High liquidity = easy entry/exit. 379 active (total vol 104.6K, top 8.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 47.508.50$8.0012.5%8.7K0.633.5K
$170.00Sep 41.201.40$1.3015.4%8.1K0.171.7K
$160.00Sep 43.253.45$3.356.0%5.2K0.361.5K
$145.00Sep 410.2511.50$10.8811.5%4.2K0.762.2K
$155.00Sep 45.155.40$5.284.7%4.1K0.49851
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 40.951.10$1.0214.7%2.2K0.14577
$150.00Sep 43.553.95$3.7510.7%2.1K0.37349
$130.00Sep 40.200.33$0.2748.1%1.5K0.041.7K
$142.00Sep 41.271.53$1.4018.6%1.1K0.18844
$145.00Sep 42.002.23$2.1210.8%9960.24360

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 30.8%, max 40.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 16109.5%78.3%40.0%8.2K2.2K
$144.00Sep 4Oct 9103.4%75.8%36.3%763220
$165.00Sep 4Oct 16105.5%77.8%35.6%3.2K3.7K
$142.00Sep 4Oct 9102.5%75.9%35.1%663545
$160.00Sep 4Oct 16104.7%77.6%34.8%6.1K2.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 16109.5%78.3%40.0%28155
$144.00Sep 4Oct 9103.4%75.8%36.3%597106
$165.00Sep 4Oct 16105.5%77.8%35.6%27154
$142.00Sep 4Oct 9102.5%75.9%35.1%1.1K844
$167.50Sep 4Oct 2109.8%81.3%35.1%213

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 2.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$180.00Oct 9$0.44$4.56$0.4436%10.36$175.44
$165.00$170.00Oct 2$0.90$4.10$0.9043%4.56$165.90
$157.50$160.00Sep 18$0.10$2.40$0.1048%24.00$157.60
$152.50$155.00Oct 2$0.47$2.03$0.4756%4.32$152.97
$175.00$180.00Oct 16$0.85$4.15$0.8537%4.88$175.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Sep 25$0.97$1.53$0.9756%1.58$161.53
$162.50$160.00Sep 4$1.33$1.17$1.3370%0.88$161.17
$160.00$157.50Sep 18$1.00$1.50$1.0055%1.50$159.00
$160.00$157.50Sep 4$1.25$1.25$1.2564%1.00$158.75
$157.50$155.00Oct 2$0.92$1.58$0.9249%1.72$156.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 154 found (best R:R 0.84, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$157.50Oct 2$2.08$2.08$0.4246%4.95$157.08
$182.50$185.00Oct 2$1.10$1.10$1.4072%0.79$183.60
$172.50$175.00Sep 18$1.15$1.15$1.3569%0.85$173.65
$157.50$160.00Oct 9$1.70$1.70$0.8048%2.12$159.20
$162.50$165.00Sep 11$1.28$1.28$1.2261%1.05$163.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 16$2.28$2.28$2.7269%0.84$137.72
$133.00$130.00Oct 9$1.47$1.47$1.5375%0.96$131.53
$133.00$130.00Sep 25$1.36$1.36$1.6478%0.83$131.64
$130.00$125.00Oct 9$1.56$1.56$3.4479%0.45$128.44
$130.00$125.00Oct 2$1.44$1.44$3.5680%0.40$128.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.81, cheapest $2.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$2.85101.8%78.7%
$148.00Sep 4Sep 11$2.55102.4%81.5%
$157.50Sep 4Sep 11$2.67102.6%81.9%
$150.00Sep 4Sep 11$2.45101.8%81.8%
$160.00Sep 4Sep 11$2.78104.7%84.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$2.30101.8%78.7%
$148.00Sep 4Sep 11$2.37102.4%81.5%
$157.50Sep 4Sep 11$2.13102.6%81.9%
$162.50Sep 4Sep 18$5.22105.0%84.7%
$150.00Sep 4Sep 11$2.53101.8%81.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 110 found (cheapest 7.25% of stock, avg 15.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Sep 4$6.33$4.85$11.18$141.32$163.687.25%
$155.00Sep 4$5.28$6.23$11.51$143.49$166.517.46%
$149.00Sep 4$8.25$3.30$11.55$137.45$160.557.49%
$148.00Sep 4$8.70$3.03$11.73$136.27$159.737.60%
$150.00Sep 4$8.00$3.75$11.75$138.25$161.757.62%
$157.50Sep 4$4.13$8.00$12.13$145.37$169.637.86%
$160.00Sep 4$3.35$9.25$12.60$147.40$172.608.17%
$147.00Sep 4$10.23$2.70$12.93$134.07$159.938.38%
$145.00Sep 4$10.88$2.12$13.00$132.00$158.008.43%
$146.00Sep 4$10.80$2.39$13.19$132.81$159.198.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 3.07% of stock, avg 11.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$147.00Sep 4$2.04$2.70$4.74$142.26$169.74
$162.50$147.00Sep 4$2.63$2.70$5.33$141.67$167.83
$165.00$148.00Sep 4$2.04$3.03$5.07$142.93$170.07
$162.50$148.00Sep 4$2.63$3.03$5.66$142.34$168.16
$165.00$149.00Sep 4$2.04$3.30$5.34$143.66$170.34
$162.50$149.00Sep 4$2.63$3.30$5.93$143.07$168.43
$160.00$147.00Sep 4$3.35$2.70$6.05$140.95$166.05
$165.00$150.00Sep 4$2.04$3.75$5.79$144.21$170.79
$160.00$148.00Sep 4$3.35$3.03$6.38$141.62$166.38
$160.00$149.00Sep 4$3.35$3.30$6.65$142.35$166.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 224 found (best R:R 7.06, avg credit $0.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
141/142182/185Oct 2$2.19$0.3140%7.06$139.81$184.69
130/133182/185Oct 2$2.20$0.8049%2.75$130.80$184.70
135/136172/175Sep 18$1.93$0.5747%3.39$134.07$174.43
133/134172/175Sep 18$1.71$0.7949%2.16$132.29$174.21
130/133172/175Sep 18$1.87$1.1351%1.65$131.13$174.37
138/139172/175Sep 18$1.79$0.7144%2.52$137.21$174.29
135/138182/185Oct 2$2.00$1.0044%2.00$136.00$184.50
138/139182/185Oct 2$1.75$0.7543%2.33$137.25$184.25
135/140180/185Oct 16$3.60$1.4034%2.57$136.40$183.60
130/133175/178Sep 25$1.91$1.0947%1.75$131.09$176.91

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 146 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Oct 16$0.07$4.938%70.43
$157.50$160.00$162.50Sep 4$0.06$2.4412%40.67
$135.00$140.00$145.00Oct 16$0.18$4.829%26.78
$145.00$150.00$155.00Oct 16$0.22$4.789%21.73
$160.00$162.50$165.00Sep 4$0.13$2.3711%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 4$0.08$2.4212%30.25
$155.00$157.50$160.00Sep 11$0.07$2.439%34.71
$162.50$165.00$167.50Sep 4$0.08$2.429%30.25
$160.00$162.50$165.00Sep 18$0.08$2.427%30.25
$175.00$177.50$180.00Sep 11$0.07$2.435%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-0.11, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$182.501:2Sep 4-$0.26$2.24
$182.50$185.001:2Sep 4-$0.23$2.27
$170.00$172.501:2Sep 4-$0.50$2.00
$177.50$180.001:2Sep 4-$0.43$2.07
$175.00$177.501:2Sep 4-$0.48$2.02
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$126.00$125.001:2Sep 4-$0.11$0.89
$129.00$128.001:2Sep 4-$0.13$0.87
$134.00$133.001:2Sep 4-$0.24$0.76
$131.00$130.001:2Sep 4-$0.23$0.77
$133.00$132.001:2Sep 4-$0.28$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 75 found (best yield 10.53%, avg 3.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Oct 16$16.250.550.5%10.53%11.01%1.1K2.2K
$180.00Oct 16$7.900.3416.7%5.12%21.80%2181.9K
$170.00Oct 16$9.900.4110.2%6.42%16.61%150469
$165.00Oct 16$11.250.467.0%7.29%14.25%3022.5K
$175.00Oct 16$8.300.3713.4%5.38%18.82%46833
$160.00Oct 16$13.000.503.7%8.43%12.14%9011.3K
$180.00Oct 9$6.700.3316.7%4.34%21.02%122
$185.00Oct 16$5.800.3019.9%3.76%23.68%83169
$170.00Oct 9$8.350.4010.2%5.41%15.61%38
$175.00Oct 9$7.050.3613.4%4.57%18.01%--47

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 107,876
Total Puts 45,956
Put/Call Ratio 0.43
Net Difference 61,920

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,139,884
Total Puts 1,084,293
Average Put/Call Ratio 0.91
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