Tour v528
MRNA
MODERNA INC
$198.88 +2.08%
$198.01 (-0.44%)🌙
as of 09/25 06:02 PM
◀ 9/25 18:02

Option Volume

Detail
ℹ
Current (09/25) 217,988
Calls: 153,888 (71%)
Puts: 64,100 (29%)
Prior (09/24) 163,226
Calls: 95,227 (58%)
Puts: 67,999 (42%)
Current vs Prior +33.55%
Calls: +61.60% (Calls)
Puts: -5.73% (Puts)
Prior 7-Day Total 763,265
Calls: 499,556 (65%)
Puts: 263,709 (35%)
Prior 7-Day Average 109,037
Calls: 71,365 (65%)
Puts: 37,672 (35%)
Current vs Prior 7-Day Avg +99.92%
Calls: +115.63%
Puts: +70.15%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25) $238.16M
Calls: $217.98M (92%)
Puts: $20.18M (8%)
Prior (09/24) $133.85M
Calls: $109.67M (82%)
Puts: $24.19M (18%)
Current vs Prior +77.92%
Calls: +98.77%
Puts: -16.58%
Prior 7-Day Total $562.18M
Calls: $444.49M (79%)
Puts: $117.69M (21%)
Prior 7-Day Average $80.31M
Calls: $63.50M (79%)
Puts: $16.81M (21%)
Current vs Prior 7-Day Avg +196.54%
Calls: +243.28%
Puts: +20.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 0.42
Prior (09/24) 0.71
Current vs Prior -41.67%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -25.40%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25) 888,058
Calls: 406,818 (46%)
Puts: 481,240 (54%)
Prior (09/24) 850,818
Calls: 387,510 (46%)
Puts: 463,308 (54%)
Current vs Prior +4.38%
Prior 7-Day Total 6,236,300
Calls: 2,807,019 (45%)
Puts: 3,429,281 (55%)
Prior 7-Day Average 890,900
Calls: 401,002 (45%)
Puts: 489,897 (55%)
Current vs Prior 7-Day Avg -0.32%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.35% | 9.38%15.57% | 30.98%
Prior 4.47% | 10.14%16.55% | 31.52%
Current vs Prior +109.99% | +30.45%-5.96% | -1.71%
Prior 7-Day Avg 6.29% | 10.44%8.37% | 21.73%
Current vs 7-Day Avg +48.97% | +26.66%+85.95% | +42.57%
Prior 7-Day Eod 4.47% | 10.14%16.55% | 31.52%
Current vs 7-Day Eod +109.99% | +30.45%-5.96% | -1.71%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior -28.47% | -19.56%
Prior 7-Day Avg 18.69% | 13.35%
Calls: 17.70% | 14.01%
Puts: 19.69% | 12.69%
Current vs 7-Day Avg -22.32% | -32.23%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($217.98M) vs puts ($20.18M). Elevated premium activity with dollar volume up 78% vs prior. Dollar volume significantly above 7-day average (197% higher). Volume explosion - 100% above 7-day average (217,988 vs avg 109,037).

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 90 of results (avg 7.7%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 27.908.10$8.002.5%4.7K0.491.9K
$160.00Oct 238.3539.95$39.154.1%121.00239
$160.00Oct 1639.9041.70$40.804.4%780.892.1K
$200.00Oct 1614.1514.80$14.484.5%2.7K0.525.1K
$180.00Oct 220.4521.40$20.924.5%1360.841.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 99.9010.15$10.032.5%3400.4220
$197.50Oct 27.607.80$7.702.6%4130.4626
$185.00Oct 3016.0017.00$16.506.1%130.3523
$215.00Oct 3033.3535.50$34.426.2%--0.5321
$190.00Oct 97.508.05$7.787.1%1610.3563

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Oct 20.861.00$0.9315.1%850.092
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 139 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 2538.1540.15$39.155.1%2.2K1.002.8K
$162.50Sep 2535.3537.75$36.556.6%321.00254
$165.00Sep 2533.0035.10$34.056.2%9.1K1.009.2K
$167.50Sep 2530.2533.30$31.789.6%2.2K1.002.3K
$170.00Sep 2528.2530.00$29.136.0%1891.001.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 2529.2532.85$31.0511.6%11.00--
$215.00Sep 2514.6517.30$15.9816.6%51.005
$220.00Sep 2520.2022.85$21.5312.3%101.0010
$210.00Sep 2510.3512.25$11.3016.8%730.9937
$207.50Sep 257.509.75$8.6326.1%40.992

Most actively traded options today. High liquidity = easy entry/exit. 299 active (total vol 173.5K, top 25.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.000.03$0.02150.0%25.2K0.058.8K
$205.00Sep 250.000.01$0.01100.0%11.2K0.013.6K
$165.00Sep 2533.0035.10$34.056.2%9.1K1.009.2K
$202.50Sep 250.000.02$0.01200.0%8.7K0.02447
$197.50Sep 251.151.50$1.3326.3%5.9K1.001.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.751.97$1.3689.7%5.5K0.95465
$190.00Sep 250.000.01$0.01100.0%5.4K0.011.5K
$195.00Sep 250.000.01$0.01100.0%4.1K0.01243
$197.50Sep 250.000.09$0.05180.0%4.1K0.1092
$185.00Sep 250.000.01$0.01100.0%3.8K0.001.6K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 191 found (best R:R 4.56, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$235.00Oct 30$0.90$4.10$0.9038%4.56$230.90
$210.00$215.00Oct 30$1.52$3.48$1.5250%2.29$211.52
$200.00$202.50Nov 6$0.53$1.97$0.5356%3.72$200.53
$225.00$230.00Oct 23$0.70$4.30$0.7033%6.14$225.70
$180.00$185.00Nov 6$2.55$2.45$2.5568%0.96$182.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Oct 2$0.92$1.58$0.9259%1.72$204.08
$185.00$182.50Oct 30$0.50$2.00$0.5035%4.00$184.50
$192.50$190.00Oct 16$0.60$1.90$0.6039%3.17$191.90
$200.00$197.50Nov 6$0.75$1.75$0.7544%2.33$199.25
$175.00$172.50Oct 16$0.23$2.27$0.2321%9.87$174.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 0.73, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Sep 25$0.49$0.49$2.0191%0.24$217.99
$202.50$205.00Oct 16$1.50$1.50$1.0050%1.50$204.00
$205.00$207.50Oct 30$1.48$1.48$1.0248%1.45$206.48
$207.50$210.00Oct 9$1.15$1.15$1.3557%0.85$208.65
$202.50$205.00Oct 9$1.28$1.28$1.2252%1.05$203.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$170.00Nov 6$4.22$4.22$5.7868%0.73$175.78
$165.00$160.00Nov 6$2.18$2.18$2.8277%0.77$162.82
$185.00$180.00Oct 16$2.30$2.30$2.7068%0.85$182.70
$192.50$190.00Oct 30$1.78$1.78$0.7260%2.47$190.72
$195.00$192.50Oct 23$1.82$1.82$0.6858%2.68$193.18

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 0.69% of stock, avg 14.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Sep 25$1.33$0.05$1.38$196.12$198.880.69%
$200.00Sep 25$0.02$1.36$1.38$198.62$201.380.69%
$195.00Sep 25$3.56$0.01$3.57$191.43$198.571.80%
$202.50Sep 25$0.01$3.75$3.76$198.74$206.261.89%
$205.00Sep 25$0.01$6.13$6.14$198.86$211.143.09%
$192.50Sep 25$6.55$0.01$6.56$185.94$199.063.30%
$207.50Sep 25$0.01$8.63$8.64$198.86$216.144.34%
$190.00Sep 25$9.05$0.01$9.06$180.94$199.064.56%
$210.00Sep 25$0.01$11.30$11.31$198.69$221.315.69%
$187.50Sep 25$11.80$0.01$11.81$175.69$199.315.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.28% of stock, avg 13.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$217.50$197.50Sep 25$0.50$0.05$0.55$196.95$218.05
$210.00$187.50Oct 2$4.53$3.58$8.11$179.39$218.11
$210.00$190.00Oct 2$4.53$4.53$9.06$180.94$219.06
$207.50$187.50Oct 2$5.30$3.58$8.88$178.62$216.38
$210.00$192.50Oct 2$4.53$5.18$9.71$182.79$219.71
$207.50$190.00Oct 2$5.30$4.53$9.83$180.17$217.33
$207.50$192.50Oct 2$5.30$5.18$10.48$182.02$217.98
$205.00$187.50Oct 2$6.18$3.58$9.76$177.74$214.76
$205.00$190.00Oct 2$6.18$4.53$10.71$179.29$215.71
$205.00$192.50Oct 2$6.18$5.18$11.36$181.14$216.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 127 found (best R:R 1.23, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185222/225Oct 2$1.38$1.1258%1.23$183.62$223.88
182/185210/212Oct 2$1.71$0.7944%2.16$183.29$211.71
182/185218/220Oct 2$1.44$1.0653%1.36$183.56$218.94
182/185215/218Oct 2$1.50$1.0050%1.50$183.50$216.50
182/185220/222Oct 2$1.30$1.2056%1.08$183.70$221.30
182/185212/215Oct 2$1.44$1.0648%1.36$183.56$213.94
188/190222/225Oct 2$1.32$1.1850%1.12$188.68$223.82
188/190210/212Oct 2$1.65$0.8535%1.94$188.35$211.65
188/190218/220Oct 2$1.38$1.1245%1.23$188.62$218.88
188/190215/218Oct 2$1.44$1.0642%1.36$188.56$216.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 118 found (best R:R 1.72, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$197.50$200.00Sep 25$0.92$1.5895%1.72
$197.50$200.00$202.50Sep 25$1.30$1.2098%0.92
$225.00$230.00$235.00Oct 23$0.05$4.955%99.00
$225.00$230.00$235.00Nov 6$0.07$4.935%70.43
$170.00$175.00$180.00Oct 30$0.12$4.886%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$197.50$200.00Sep 25$1.27$1.2394%0.97
$197.50$200.00$202.50Sep 25$1.08$1.4288%1.31
$215.00$220.00$225.00Oct 2$0.14$4.8610%34.71
$172.50$175.00$177.50Oct 2$0.08$2.426%30.25
$192.50$195.00$197.50Oct 9$0.11$2.397%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-0.57, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.57$1.93
$200.00$202.501:2Sep 25$0.00$2.50
$202.50$205.001:2Sep 25-$0.01$2.49
$205.00$207.501:2Sep 25-$0.01$2.49
$207.50$210.001:2Sep 25-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$202.501:2Sep 25-$1.37$1.13
$195.00$192.501:2Sep 25-$0.01$2.49
$192.50$190.001:2Sep 25-$0.01$2.49
$190.00$187.501:2Sep 25-$0.01$2.49
$185.00$182.501:2Sep 25-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 7.57%, avg 5.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 6$15.050.4115.7%7.57%23.22%4--
$235.00Nov 6$13.700.3918.2%6.89%25.05%2--
$220.00Nov 6$17.950.4610.6%9.03%19.65%511
$225.00Nov 6$16.450.4313.1%8.27%21.40%5--
$215.00Nov 6$19.600.488.1%9.86%17.96%9--
$210.00Nov 6$21.450.515.6%10.79%16.38%176
$205.00Nov 6$23.350.543.1%11.74%14.82%151
$202.50Nov 6$24.400.551.8%12.27%14.09%31
$200.00Nov 6$25.450.560.6%12.80%13.36%1810
$215.00Oct 30$18.100.478.1%9.10%17.21%74

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 153,888
Total Puts 64,100
Put/Call Ratio 0.42
Net Difference 89,788

Prior's Put/Call Breakdown

Total Calls 95,227
Total Puts 67,999
Put/Call Ratio 0.71
Net Difference 27,228

Prior 7-Day Put/Call Summary

Total Calls 499,556
Total Puts 263,709
Average Put/Call Ratio 0.56
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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