Tour v526
MRNA
MODERNA INC
$154.50 +0.15%
9/2 09:35

Option Volume

Detail
Current (09/02 9:35am) 6,172
Calls: 4,688 (76%)
Puts: 1,484 (24%)
Prior (08/19) 41,042
Calls: 15,913 (39%)
Puts: 25,129 (61%)
Current vs Prior -84.96%
Calls: -70.54% (Calls)
Puts: -94.09% (Puts)
Prior 7-Day Total 1,424,797
Calls: 584,410 (41%)
Puts: 840,387 (59%)
Prior 7-Day Average 203,542
Calls: 83,487 (41%)
Puts: 120,055 (59%)
Current vs Prior 7-Day Avg -96.97%
Calls: -94.38%
Puts: -98.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:35am) $3.08M
Calls: $2.00M (65%)
Puts: $1.08M (35%)
Prior (08/19) $58.45M
Calls: $48.42M (83%)
Puts: $10.03M (17%)
Current vs Prior -94.73%
Calls: -95.87%
Puts: -89.23%
Prior 7-Day Total $1.99B
Calls: $1.77B (89%)
Puts: $222.28M (11%)
Prior 7-Day Average $284.67M
Calls: $252.92M (89%)
Puts: $31.75M (11%)
Current vs Prior 7-Day Avg -98.92%
Calls: -99.21%
Puts: -96.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 9:35am) 0.32
Prior (08/19) 1.58
Current vs Prior -79.95%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg -69.28%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:35am) 942,161
Calls: 395,646 (42%)
Puts: 546,515 (58%)
Prior (08/19) 631,489
Calls: 278,617 (44%)
Puts: 352,872 (56%)
Current vs Prior +49.20%
Prior 7-Day Total 4,317,664
Calls: 2,114,465 (49%)
Puts: 2,203,199 (51%)
Prior 7-Day Average 616,809
Calls: 302,066 (49%)
Puts: 314,742 (51%)
Current vs Prior 7-Day Avg +52.75%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 7.33% | 11.64%14.84% | 24.22%
Prior 10.49% | 13.41%16.16% | 24.08%
Current vs Prior -30.08% | -13.20%-8.17% | +0.59%
Prior 7-Day Avg 10.78% | 16.14%17.75% | 29.32%
Current vs 7-Day Avg -31.99% | -27.89%-16.38% | -17.39%
Prior 7-Day Eod 10.49% | 13.41%14.68% | 23.42%
Current vs 7-Day Eod -30.08% | -13.20%+1.08% | +3.42%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.70% | 19.41%
Calls: 22.41% | 15.30%
Puts: 18.99% | 23.53%
Prior 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs Prior -76.15% | +36.69%
Prior 7-Day Avg 44.71% | 20.32%
Calls: 45.28% | 20.87%
Puts: 44.14% | 19.76%
Current vs 7-Day Avg -53.70% | -4.47%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($2.00M). Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 85% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (4,688 calls vs 1,484 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BULLISHBEARISHBEARISH
15:00BULLISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:00BULLISHBEARISHBEARISH
12:00BULLISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:35BULLISHBEARISHBEARISH
10:30BULLISHBEARISHBEARISH
10:25BULLISHBEARISHBEARISH
10:20BULLISHBEARISHBEARISH
10:15BULLISHBEARISHBEARISH
10:10BULLISHBEARISHBEARISH
10:05BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH
09:55BULLISHBEARISHBEARISH
09:50BULLISHBEARISHBEARISH
09:45BULLISHBEARISHBEARISH
09:40BULLISHBEARISHBEARISH
09:35BULLISHBULLISHBULLISH

📈 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 14 of results (avg 9.0%, best 7.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 1633.8036.55$35.177.8%--0.8231
$125.00Sep 2530.9533.75$32.358.7%--0.8616
$135.00Sep 419.3021.05$20.188.7%20.93118
$125.00Sep 1829.6532.35$31.008.7%--0.8889
$155.00Sep 44.905.35$5.138.8%2760.501.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1631.8534.65$33.258.4%--0.65119
$150.00Oct 1613.9015.15$14.538.6%80.40812
$175.00Oct 1628.1530.90$29.539.3%--0.6168
$177.50Oct 227.8030.65$29.239.8%--0.6710

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.86, cheapest $0.86)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.810.91$0.8611.6%2.0K0.144.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 167 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 428.6031.40$30.009.3%--1.00108
$128.00Sep 425.2028.30$26.7511.6%--1.0064
$129.00Sep 424.2027.30$25.7512.0%--1.0083
$130.00Sep 423.4026.20$24.8011.3%91.00405
$131.00Sep 422.1025.35$23.7313.7%--1.0097
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 419.3022.30$20.8014.4%--0.9124
$170.00Sep 414.6517.65$16.1518.6%--0.86127
$180.00Sep 1125.4528.55$27.0011.5%--0.8510
$177.50Sep 1123.3526.15$24.7511.3%--0.82303
$175.00Sep 1121.0524.05$22.5513.3%--0.7915

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 5.1K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.810.91$0.8611.6%2.0K0.144.2K
$160.00Sep 42.883.25$3.0712.1%4080.362.1K
$155.00Sep 44.905.35$5.138.8%2760.501.5K
$165.00Sep 41.271.99$1.6344.2%1630.231.7K
$162.50Sep 42.002.50$2.2522.2%1390.291.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 40.100.21$0.1668.7%1070.031.8K
$145.00Sep 41.541.78$1.6614.5%730.22567
$138.00Sep 40.480.88$0.6858.8%530.10205
$133.00Sep 40.200.55$0.3892.1%510.06267
$152.50Sep 43.604.80$4.2028.6%460.42252

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 32.2%, max 43.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Sep 4Oct 9111.5%77.5%43.9%16.2K
$144.00Sep 4Oct 9111.5%78.5%41.9%--208
$142.00Sep 4Oct 9110.8%78.1%41.8%1481
$145.00Sep 4Oct 16109.6%79.8%37.4%731.8K
$155.00Sep 4Oct 16108.7%79.7%36.4%2794.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Sep 4Sep 25111.5%79.7%39.9%31344
$142.00Sep 4Oct 2110.8%80.1%38.3%12588
$145.00Sep 4Oct 16109.6%79.8%37.4%73843
$144.00Sep 4Oct 2111.5%81.4%37.0%3338
$155.00Sep 4Oct 16108.7%79.7%36.4%23534

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 227 found (best R:R 4.15, avg 2.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 16$0.97$4.03$0.9746%4.15$165.97
$155.00$157.50Sep 25$0.28$2.22$0.2854%7.93$155.28
$140.00$145.00Oct 16$2.50$2.50$2.5070%1.00$142.50
$165.00$175.00Oct 9$3.07$6.93$3.0745%2.26$168.07
$146.00$155.00Oct 9$4.58$4.42$4.5864%0.97$150.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Sep 4$1.50$1.00$1.5077%0.67$163.50
$160.00$157.50Sep 4$1.22$1.28$1.2264%1.05$158.78
$130.00$125.00Oct 2$0.60$4.40$0.6019%7.33$129.40
$146.00$145.00Sep 25$0.15$0.85$0.1535%5.67$145.85
$150.00$149.00Sep 4$0.17$0.83$0.1734%4.88$149.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 0.61, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$172.50Oct 2$1.60$1.60$0.9060%1.78$171.60
$172.50$175.00Sep 11$0.98$0.98$1.5274%0.64$173.48
$165.00$167.50Sep 25$1.42$1.42$1.0858%1.31$166.42
$167.50$170.00Sep 11$1.11$1.11$1.3968%0.80$168.61
$162.50$165.00Sep 18$1.25$1.25$1.2557%1.00$163.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$130.00Sep 25$1.89$1.89$3.1177%0.61$133.11
$126.00$125.00Sep 11$0.84$0.84$0.1690%5.25$125.16
$145.00$140.00Oct 16$2.35$2.35$2.6565%0.89$142.65
$150.00$145.00Oct 16$2.48$2.48$2.5260%0.98$147.52
$145.00$141.00Oct 9$1.90$1.90$2.1065%0.90$143.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $3.19, cheapest $2.59)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 4Sep 11$3.10109.9%86.5%
$155.00Sep 4Sep 11$3.30108.7%86.7%
$160.00Sep 4Sep 11$3.43108.8%87.9%
$150.00Sep 4Sep 11$2.90105.5%86.2%
$152.50Sep 4Sep 11$3.68105.2%86.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 4Sep 11$2.59109.9%86.5%
$155.00Sep 4Sep 11$2.97108.7%86.7%
$160.00Sep 4Sep 11$3.15108.8%87.9%
$150.00Sep 4Sep 11$3.05105.5%86.2%
$152.50Sep 4Sep 11$3.12105.2%86.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 88 found (cheapest 6.47% of stock, avg 14.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Sep 4$5.80$4.20$10.00$142.50$162.506.47%
$157.50Sep 4$3.80$6.83$10.63$146.87$168.136.88%
$155.00Sep 4$5.13$5.53$10.66$144.34$165.666.90%
$150.00Sep 4$7.70$3.13$10.83$139.17$160.837.01%
$160.00Sep 4$3.07$8.05$11.12$148.88$171.127.20%
$148.00Sep 4$8.85$2.41$11.26$136.74$159.267.29%
$149.00Sep 4$8.60$2.96$11.56$137.44$160.567.48%
$147.00Sep 4$9.70$2.13$11.83$135.17$158.837.66%
$146.00Sep 4$10.60$2.08$12.68$133.32$158.688.21%
$162.50Sep 4$2.25$10.48$12.73$149.77$175.238.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 2.34% of stock, avg 11.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$167.50$148.00Sep 4$1.21$2.41$3.62$144.38$171.12
$165.00$148.00Sep 4$1.63$2.41$4.04$143.96$169.04
$162.50$148.00Sep 4$2.25$2.41$4.66$143.34$167.16
$167.50$149.00Sep 4$1.21$2.96$4.17$144.83$171.67
$165.00$149.00Sep 4$1.63$2.96$4.59$144.41$169.59
$167.50$150.00Sep 4$1.21$3.13$4.34$145.66$171.84
$162.50$149.00Sep 4$2.25$2.96$5.21$143.79$167.71
$165.00$150.00Sep 4$1.63$3.13$4.76$145.24$169.76
$162.50$150.00Sep 4$2.25$3.13$5.38$144.62$167.88
$160.00$148.00Sep 4$3.07$2.41$5.48$142.52$165.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 207 found (best R:R 2.68, avg credit $0.99)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
125/126172/175Sep 11$1.82$0.6864%2.68$124.18$174.32
125/126168/170Sep 11$1.95$0.5558%3.55$124.05$169.45
125/126178/180Sep 11$1.42$1.0872%1.31$124.58$178.92
130/131172/175Sep 11$1.63$0.8762%1.87$129.37$174.13
130/131168/170Sep 11$1.76$0.7455%2.38$129.24$169.26
125/126182/185Sep 11$1.20$1.3076%0.92$124.80$183.70
130/131178/180Sep 11$1.23$1.2769%0.97$129.77$178.73
133/134172/175Sep 11$1.45$1.0559%1.38$132.55$173.95
125/126175/178Sep 11$1.16$1.3469%0.87$124.84$176.16
133/134168/170Sep 11$1.58$0.9252%1.72$132.42$169.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 137 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Oct 16$0.07$4.939%70.43
$150.00$152.50$155.00Sep 11$0.07$2.439%34.71
$165.00$167.50$170.00Sep 4$0.07$2.439%34.71
$160.00$165.00$170.00Oct 2$0.26$4.7410%18.23
$155.00$160.00$165.00Oct 16$0.23$4.779%20.74
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Oct 16$0.07$4.938%70.43
$140.00$145.00$150.00Oct 16$0.13$4.879%37.46
$165.00$170.00$175.00Sep 25$0.22$4.7811%21.73
$152.50$155.00$157.50Sep 11$0.05$2.459%49.00
$150.00$152.50$155.00Oct 2$0.06$2.446%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.21, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$175.001:2Sep 4-$0.21$2.29
$175.00$177.501:2Sep 4-$0.23$2.27
$167.50$170.001:2Sep 4-$0.51$1.99
$177.50$180.001:2Sep 4-$0.26$2.24
$165.00$167.501:2Sep 4-$0.79$1.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$129.00$128.001:2Sep 4-$0.10$0.90
$131.00$130.001:2Sep 4-$0.16$0.84
$131.00$130.001:2Sep 11-$0.27$0.73
$135.00$134.001:2Sep 4-$0.24$0.76
$133.00$132.001:2Sep 4-$0.24$0.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 7.15%, avg 3.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 16$11.050.4310.0%7.15%17.18%2481
$175.00Oct 16$9.250.3913.3%5.99%19.26%1855
$180.00Oct 16$8.050.3516.5%5.21%21.72%62.0K
$165.00Oct 16$12.000.476.8%7.77%14.56%32.7K
$155.00Oct 16$16.400.560.3%10.61%10.94%32.5K
$160.00Oct 16$13.850.513.6%8.96%12.52%11.3K
$185.00Oct 16$6.750.3219.7%4.37%24.11%--232
$160.00Oct 9$12.300.503.6%7.96%11.52%--13
$165.00Oct 9$10.300.456.8%6.67%13.46%--11
$157.50Oct 9$13.350.521.9%8.64%10.58%128

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 4,688
Total Puts 1,484
Put/Call Ratio 0.32
Net Difference 3,204

Prior's Put/Call Breakdown

Total Calls 15,913
Total Puts 25,129
Put/Call Ratio 1.58
Net Difference -9,216

Prior 7-Day Put/Call Summary

Total Calls 584,410
Total Puts 840,387
Average Put/Call Ratio 1.03
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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