Tour v526
MRNA
MODERNA INC
$154.56 +0.18%
9/2 09:40

Option Volume

Detail
Current (09/02 9:40am) 10,846
Calls: 7,175 (66%)
Puts: 3,671 (34%)
Prior (08/19) 61,423
Calls: 24,627 (40%)
Puts: 36,796 (60%)
Current vs Prior -82.34%
Calls: -70.87% (Calls)
Puts: -90.02% (Puts)
Prior 7-Day Total 901,334
Calls: 421,176 (47%)
Puts: 480,158 (53%)
Prior 7-Day Average 128,762
Calls: 60,168 (47%)
Puts: 68,594 (53%)
Current vs Prior 7-Day Avg -91.58%
Calls: -88.08%
Puts: -94.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:40am) $7.14M
Calls: $3.98M (56%)
Puts: $3.16M (44%)
Prior (08/19) $93.19M
Calls: $81.82M (88%)
Puts: $11.37M (12%)
Current vs Prior -92.34%
Calls: -95.14%
Puts: -72.18%
Prior 7-Day Total $1.22B
Calls: $1.10B (90%)
Puts: $118.02M (10%)
Prior 7-Day Average $173.60M
Calls: $156.74M (90%)
Puts: $16.86M (10%)
Current vs Prior 7-Day Avg -95.89%
Calls: -97.46%
Puts: -81.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 9:40am) 0.51
Prior (08/19) 1.49
Current vs Prior -65.76%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -33.39%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:40am) 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 4,628,336
Calls: 2,231,494 (48%)
Puts: 2,396,842 (52%)
Prior 7-Day Average 661,190
Calls: 318,784 (48%)
Puts: 342,406 (52%)
Current vs Prior 7-Day Avg +42.49%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 7.54% | 11.58%15.18% | 23.79%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -59.03% | -57.24%-17.49% | -29.10%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -22.39% | -21.11%-14.87% | -14.45%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -59.03% | -57.24%+3.38% | +1.58%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 25.84% | 19.90%
Calls: 25.00% | 22.92%
Puts: 26.67% | 16.87%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +162.07% | -36.20%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -33.57% | -10.08%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 92% vs prior. Below-average activity with volume down 82% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 66% - 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 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
09:40BULLISHBULLISHBULLISH
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 28 of results (avg 8.5%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1818.8020.00$19.406.2%100.74485
$160.00Oct 1614.8515.85$15.356.5%100.521.3K
$130.00Oct 1630.9033.20$32.057.2%--0.782.1K
$125.00Oct 1634.4537.10$35.787.4%--0.8231
$150.00Oct 1619.1520.70$19.927.8%270.61471
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1632.0534.50$33.287.4%--0.65119
$177.50Sep 2526.6528.85$27.757.9%--0.7016
$180.00Sep 1827.0529.40$28.238.3%--0.76497
$155.00Sep 1810.9011.85$11.388.3%10.47223
$177.50Oct 227.9030.40$29.158.6%--0.6810

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.53, cheapest $0.17)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 40.160.18$0.1711.8%1430.031.8K
$140.00Sep 40.700.85$0.7719.5%460.121.0K
$138.00Sep 40.590.70$0.6516.9%550.10205

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 168 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 428.3031.85$30.0811.8%--0.99108
$128.00Sep 425.9028.70$27.3010.3%--0.9864
$131.00Sep 422.8525.80$24.3312.1%--0.9797
$130.00Sep 424.1526.75$25.4510.2%90.97405
$129.00Sep 424.9027.75$26.3310.8%--0.9783
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 419.2022.05$20.6313.8%--0.9124
$170.00Sep 414.3517.55$15.9520.1%--0.85127
$180.00Sep 1125.0528.05$26.5511.3%--0.8310
$177.50Sep 1122.8026.20$24.5013.9%--0.80303
$175.00Sep 1120.8023.85$22.3313.7%--0.7815

Most actively traded options today. High liquidity = easy entry/exit. 176 active (total vol 8.0K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.911.20$1.0627.4%2.3K0.154.2K
$160.00Sep 43.003.35$3.1811.0%6530.362.1K
$150.00Sep 47.358.00$7.688.5%5250.664.6K
$155.00Sep 44.805.25$5.038.9%5170.511.5K
$165.00Sep 41.612.00$1.8121.5%3100.241.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Sep 182.563.10$2.8319.1%2020.1858
$130.00Sep 40.160.18$0.1711.8%1430.031.8K
$145.00Sep 41.441.98$1.7131.6%1050.21567
$155.00Sep 44.555.95$5.2526.7%870.49422
$152.50Sep 43.804.30$4.0512.3%660.41252

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 32.3%, max 45.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Sep 4Oct 9113.0%79.0%43.1%1208
$142.00Sep 4Oct 9111.0%78.5%41.3%6481
$145.00Sep 4Oct 16110.1%79.7%38.2%1141.8K
$146.00Sep 4Oct 9106.5%78.2%36.3%26.2K
$170.00Sep 4Oct 16112.0%82.3%36.1%2.3K4.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Sep 4Oct 2113.0%77.8%45.2%4338
$142.00Sep 4Oct 2111.0%79.8%39.1%12588
$145.00Sep 4Oct 16110.1%79.7%38.2%105843
$148.00Sep 4Oct 9106.4%77.9%36.7%18202
$170.00Sep 4Oct 16112.0%82.3%36.1%--141

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 232 found (best R:R 2.60, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$175.00Oct 9$2.78$7.22$2.7845%2.60$167.78
$146.00$155.00Oct 9$4.53$4.47$4.5364%0.99$150.53
$160.00$165.00Oct 16$1.65$3.35$1.6552%2.03$161.65
$150.00$155.00Oct 16$2.17$2.83$2.1761%1.30$152.17
$160.00$165.00Oct 9$1.67$3.33$1.6750%1.99$161.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$125.00Oct 2$0.17$4.83$0.1719%28.41$129.83
$157.50$155.00Sep 18$0.72$1.78$0.7251%2.47$156.78
$150.00$149.00Sep 11$0.15$0.85$0.1538%5.67$149.85
$165.00$162.50Sep 4$1.65$0.85$1.6576%0.52$163.35
$130.00$125.00Sep 25$0.49$4.51$0.4916%9.20$129.51

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 0.55, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$172.50$175.00Sep 25$1.13$1.13$1.3765%0.82$173.63
$167.50$170.00Sep 11$1.02$1.02$1.4868%0.69$168.52
$170.00$172.50Sep 11$0.80$0.80$1.7072%0.47$170.80
$172.50$175.00Oct 2$1.05$1.05$1.4563%0.72$173.55
$177.50$180.00Sep 11$0.57$0.57$1.9380%0.30$178.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$130.00Sep 25$1.77$1.77$3.2378%0.55$133.23
$135.00$130.00Oct 2$1.73$1.73$3.2776%0.53$133.27
$150.00$145.00Oct 16$2.50$2.50$2.5060%1.00$147.50
$142.00$141.00Sep 11$0.83$0.83$0.1775%4.88$141.17
$145.00$140.00Oct 16$2.20$2.20$2.8065%0.79$142.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $3.06, cheapest $2.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Sep 4Sep 11$3.12106.9%82.9%
$160.00Sep 4Sep 11$3.17109.1%87.1%
$149.00Sep 4Sep 11$3.15107.9%85.8%
$157.50Sep 4Sep 11$3.20107.2%85.5%
$152.50Sep 4Sep 11$3.20105.3%84.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Sep 4Sep 11$2.75106.9%82.9%
$160.00Sep 4Sep 11$2.93109.1%87.1%
$149.00Sep 4Sep 11$2.91107.9%85.8%
$157.50Sep 4Sep 11$2.84107.2%85.5%
$152.50Sep 4Sep 11$3.05105.3%84.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 94 found (cheapest 6.65% of stock, avg 14.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Sep 4$5.03$5.25$10.28$144.72$165.286.65%
$152.50Sep 4$6.40$4.05$10.45$142.05$162.956.76%
$157.50Sep 4$4.00$6.73$10.73$146.77$168.236.94%
$150.00Sep 4$7.68$3.10$10.78$139.22$160.786.97%
$149.00Sep 4$8.55$2.79$11.34$137.66$160.347.34%
$160.00Sep 4$3.18$8.35$11.53$148.47$171.537.46%
$148.00Sep 4$9.38$2.40$11.78$136.22$159.787.62%
$147.00Sep 4$9.93$2.07$12.00$135.00$159.007.76%
$146.00Sep 4$10.33$1.83$12.16$133.84$158.167.87%
$162.50Sep 4$2.37$10.05$12.42$150.08$174.928.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 2.43% of stock, avg 11.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$167.50$148.00Sep 4$1.35$2.40$3.75$144.25$171.25
$165.00$148.00Sep 4$1.81$2.40$4.21$143.79$169.21
$167.50$149.00Sep 4$1.35$2.79$4.14$144.86$171.64
$162.50$148.00Sep 4$2.37$2.40$4.77$143.23$167.27
$165.00$149.00Sep 4$1.81$2.79$4.60$144.40$169.60
$167.50$150.00Sep 4$1.35$3.10$4.45$145.55$171.95
$162.50$149.00Sep 4$2.37$2.79$5.16$143.84$167.66
$165.00$150.00Sep 4$1.81$3.10$4.91$145.09$169.91
$162.50$150.00Sep 4$2.37$3.10$5.47$144.53$167.97
$160.00$148.00Sep 4$3.18$2.40$5.58$142.42$165.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 2.85, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
141/142168/170Sep 11$1.85$0.6542%2.85$140.15$169.35
133/134168/170Sep 11$1.60$0.9052%1.78$132.40$169.10
137/138168/170Sep 11$1.62$0.8848%1.84$136.38$169.12
141/142170/172Sep 11$1.63$0.8747%1.87$140.37$171.63
133/134170/172Sep 11$1.38$1.1257%1.23$132.62$171.38
141/142178/180Sep 11$1.40$1.1055%1.27$140.60$178.90
125/126168/170Sep 11$1.25$1.2560%1.00$124.75$168.75
133/134178/180Sep 11$1.15$1.3564%0.85$132.85$178.65
130/135180/185Oct 2$3.03$1.9745%1.54$131.97$183.03
131/132168/170Sep 11$1.38$1.1255%1.23$130.62$168.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 140 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Oct 16$0.06$4.948%82.33
$125.00$130.00$135.00Sep 25$0.15$4.859%32.33
$160.00$165.00$170.00Oct 2$0.20$4.8010%24.00
$162.50$165.00$167.50Sep 4$0.10$2.4011%24.00
$175.00$177.50$180.00Sep 18$0.05$2.454%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 4$0.08$2.4214%30.25
$155.00$160.00$165.00Oct 16$0.15$4.858%32.33
$152.50$155.00$157.50Sep 11$0.07$2.4310%34.71
$155.00$157.50$160.00Sep 4$0.14$2.3614%16.86
$170.00$175.00$180.00Oct 16$0.17$4.838%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.11, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$177.50$180.001:2Sep 4-$0.11$2.39
$182.50$185.001:2Sep 4-$0.10$2.40
$172.50$175.001:2Sep 4-$0.35$2.15
$170.00$172.501:2Sep 4-$0.48$2.02
$175.00$177.501:2Sep 4-$0.50$2.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$126.001:2Sep 4-$0.06$0.94
$131.00$130.001:2Sep 4-$0.20$0.80
$133.00$132.001:2Sep 4-$0.24$0.76
$136.00$135.001:2Sep 4-$0.26$0.74
$130.00$129.001:2Sep 4-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 8.41%, avg 4.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 16$13.000.476.8%8.41%15.17%42.7K
$170.00Oct 16$11.200.4310.0%7.25%17.24%3481
$160.00Oct 16$14.850.523.5%9.61%13.13%101.3K
$175.00Oct 16$9.450.3913.2%6.11%19.34%17855
$180.00Oct 16$8.500.3516.5%5.50%21.96%92.0K
$155.00Oct 16$16.850.560.3%10.90%11.19%62.5K
$185.00Oct 16$6.750.3119.7%4.37%24.06%--232
$175.00Oct 9$7.750.3713.2%5.01%18.24%--47
$160.00Oct 9$12.400.503.5%8.02%11.54%113
$165.00Oct 9$10.300.456.8%6.66%13.42%--11

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 7,175
Total Puts 3,671
Put/Call Ratio 0.51
Net Difference 3,504

Prior's Put/Call Breakdown

Total Calls 24,627
Total Puts 36,796
Put/Call Ratio 1.49
Net Difference -12,169

Prior 7-Day Put/Call Summary

Total Calls 421,176
Total Puts 480,158
Average Put/Call Ratio 0.77
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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