Tour v526
MRNA
MODERNA INC
$150.11 -2.70%
9/2 09:45

Option Volume

Detail
Current (09/02 9:45am) 14,725
Calls: 9,559 (65%)
Puts: 5,166 (35%)
Prior (08/19) 74,511
Calls: 30,365 (41%)
Puts: 44,146 (59%)
Current vs Prior -80.24%
Calls: -68.52% (Calls)
Puts: -88.30% (Puts)
Prior 7-Day Total 906,008
Calls: 423,663 (47%)
Puts: 482,345 (53%)
Prior 7-Day Average 129,429
Calls: 60,523 (47%)
Puts: 68,906 (53%)
Current vs Prior 7-Day Avg -88.62%
Calls: -84.21%
Puts: -92.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:45am) $8.43M
Calls: $4.11M (49%)
Puts: $4.32M (51%)
Prior (08/19) $107.75M
Calls: $93.25M (87%)
Puts: $14.50M (13%)
Current vs Prior -92.18%
Calls: -95.60%
Puts: -70.19%
Prior 7-Day Total $1.22B
Calls: $1.10B (90%)
Puts: $120.11M (10%)
Prior 7-Day Average $174.18M
Calls: $157.02M (90%)
Puts: $17.16M (10%)
Current vs Prior 7-Day Avg -95.16%
Calls: -97.39%
Puts: -74.81%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/02 9:45am) 0.54
Prior (08/19) 1.45
Current vs Prior -62.83%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -32.11%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:45am) 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 7.44% | 11.91%14.81% | 24.17%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -59.55% | -56.02%-19.50% | -27.97%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -23.38% | -18.86%-16.94% | -13.09%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -59.55% | -56.02%+0.86% | +3.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.08% | 24.45%
Calls: 10.85% | 25.97%
Puts: 21.31% | 22.92%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +63.08% | -21.61%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -58.66% | +10.48%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 92% vs prior. Below-average activity with volume down 80% vs prior. Bullish P/C ratio of 0.54. P/C ratio dropping 63% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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
09:45BEARISHBULLISHBULLISH
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 25 of results (avg 8.1%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 42.843.00$2.925.5%7460.381.5K
$180.00Oct 167.508.00$7.756.5%1130.322.0K
$144.00Sep 1813.3514.30$13.836.9%50.6397
$150.00Oct 1616.3517.90$17.139.0%310.56471
$145.00Sep 1812.8014.05$13.439.3%90.62671
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1615.6516.40$16.024.7%360.44812
$150.00Sep 1810.0010.50$10.254.9%120.461.3K
$180.00Oct 1635.5538.00$36.786.7%--0.68119
$175.00Oct 1631.7534.00$32.886.8%--0.6568
$155.00Oct 1618.4519.85$19.157.3%120.49112

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.66, cheapest $0.47)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.440.50$0.4712.8%2.4K0.084.2K
$165.00Sep 40.770.90$0.8415.5%6330.151.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 170 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 423.9027.15$25.5312.7%--0.97108
$123.00Sep 425.7528.90$27.3311.5%--0.9715
$124.00Sep 424.7527.80$26.2811.6%--0.9612
$129.00Sep 419.9023.10$21.5014.9%--0.9683
$128.00Sep 421.4524.05$22.7511.4%--0.9664
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 423.6526.65$25.1511.9%--0.9524
$170.00Sep 419.0021.00$20.0010.0%20.92127
$180.00Sep 1129.7532.50$31.138.8%--0.8810
$165.00Sep 414.5016.35$15.4312.0%50.86144
$177.50Sep 1127.4030.20$28.809.7%--0.83303

Most actively traded options today. High liquidity = easy entry/exit. 211 active (total vol 11.2K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.440.50$0.4712.8%2.4K0.084.2K
$160.00Sep 41.501.87$1.6921.9%9690.252.1K
$155.00Sep 42.843.00$2.925.5%7460.381.5K
$150.00Sep 44.805.35$5.0710.8%6540.544.6K
$165.00Sep 40.770.90$0.8415.5%6330.151.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 44.105.10$4.6021.7%2770.461.4K
$133.00Sep 182.644.10$3.3743.3%2020.2158
$145.00Sep 42.302.97$2.6425.4%2010.31567
$130.00Sep 40.280.35$0.3221.9%1570.051.8K
$140.00Sep 41.101.44$1.2726.8%1520.181.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 31.5%, max 47.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Sep 4Oct 9115.4%78.3%47.4%8218
$145.00Sep 4Oct 16107.1%76.6%39.9%2191.8K
$149.00Sep 4Oct 2109.0%78.6%38.6%47338
$146.00Sep 4Oct 9110.2%79.9%38.0%136.2K
$140.00Sep 4Oct 16106.4%77.4%37.4%771.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Sep 4Sep 25115.4%79.1%46.0%118222
$145.00Sep 4Oct 16107.1%76.6%39.9%202843
$142.00Sep 4Oct 2107.0%77.3%38.5%34588
$140.00Sep 4Oct 16106.4%77.4%37.4%1952.6K
$146.00Sep 4Sep 25110.2%80.9%36.3%40344

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 224 found (best R:R 1.25, avg 2.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$146.00$155.00Oct 9$4.00$5.00$4.0060%1.25$150.00
$145.00$150.00Oct 16$2.00$3.00$2.0061%1.50$147.00
$160.00$162.50Sep 25$0.18$2.32$0.1842%12.89$160.18
$165.00$170.00Oct 16$1.18$3.82$1.1843%3.24$166.18
$150.00$152.50Oct 2$0.60$1.90$0.6054%3.17$150.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$149.00$148.00Sep 11$0.15$0.85$0.1544%5.67$148.85
$147.00$146.00Sep 4$0.15$0.85$0.1537%5.67$146.85
$150.00$149.00Sep 4$0.27$0.73$0.2746%2.70$149.73
$157.50$155.00Oct 2$1.12$1.38$1.1253%1.23$156.38
$150.00$149.00Sep 18$0.30$0.70$0.3046%2.33$149.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 1.40, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$170.00Sep 11$1.20$1.20$1.3073%0.92$168.70
$167.50$170.00Sep 18$1.25$1.25$1.2568%1.00$168.75
$162.50$165.00Sep 11$1.18$1.18$1.3267%0.89$163.68
$177.50$180.00Sep 11$0.72$0.72$1.7884%0.40$178.22
$172.50$175.00Sep 18$0.98$0.98$1.5272%0.64$173.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$145.00Oct 16$2.92$2.92$2.0856%1.40$147.08
$135.00$130.00Oct 2$1.88$1.88$3.1272%0.60$133.12
$130.00$125.00Oct 16$1.73$1.73$3.2775%0.53$128.27
$133.00$130.00Oct 9$1.35$1.35$1.6573%0.82$131.65
$140.00$135.00Oct 16$2.15$2.15$2.8566%0.75$137.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $3.08, cheapest $2.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 4Sep 11$3.15109.0%81.7%
$145.00Sep 4Sep 11$3.18107.1%81.1%
$146.00Sep 4Sep 11$3.23110.2%85.5%
$150.00Sep 4Sep 11$3.21104.6%83.0%
$147.00Sep 4Sep 11$3.15104.9%84.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 4Sep 11$2.75109.0%81.7%
$145.00Sep 4Sep 11$2.74107.1%81.1%
$146.00Sep 4Sep 11$2.90110.2%85.5%
$150.00Sep 4Sep 11$3.10104.6%83.0%
$147.00Sep 4Sep 11$3.10104.9%84.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 6.44% of stock, avg 14.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Sep 4$5.07$4.60$9.67$140.33$159.676.44%
$148.00Sep 4$6.25$3.70$9.95$138.05$157.956.63%
$147.00Sep 4$6.75$3.28$10.03$136.97$157.036.68%
$149.00Sep 4$5.83$4.33$10.16$138.84$159.166.77%
$152.50Sep 4$4.08$6.10$10.18$142.32$162.686.78%
$146.00Sep 4$7.20$3.13$10.33$135.67$156.336.88%
$145.00Sep 4$7.90$2.64$10.54$134.46$155.547.02%
$155.00Sep 4$2.92$7.68$10.60$144.40$165.607.06%
$143.00Sep 4$9.13$1.79$10.92$132.08$153.927.27%
$144.00Sep 4$8.65$2.26$10.91$133.09$154.917.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.86% of stock, avg 12.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Sep 4$1.16$3.13$4.29$141.71$166.79
$160.00$146.00Sep 4$1.69$3.13$4.82$141.18$164.82
$162.50$147.00Sep 4$1.16$3.28$4.44$142.56$166.94
$157.50$146.00Sep 4$2.28$3.13$5.41$140.59$162.91
$160.00$147.00Sep 4$1.69$3.28$4.97$142.03$164.97
$157.50$147.00Sep 4$2.28$3.28$5.56$141.44$163.06
$162.50$148.00Sep 4$1.16$3.70$4.86$143.14$167.36
$155.00$147.00Sep 4$2.92$3.28$6.20$140.80$161.20
$155.00$146.00Sep 4$2.92$3.13$6.05$139.95$161.05
$160.00$148.00Sep 4$1.69$3.70$5.39$142.61$165.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 5.76, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
133/134168/170Sep 11$2.13$0.3754%5.76$131.87$169.63
133/134162/165Sep 11$2.11$0.3948%5.41$131.89$164.61
133/134178/180Sep 11$1.65$0.8564%1.94$132.35$179.15
122/123168/170Sep 11$1.56$0.9466%1.66$121.44$169.06
127/128168/170Sep 11$1.60$0.9064%1.78$126.40$169.10
133/134172/175Sep 11$1.68$0.8260%2.05$132.32$174.18
136/137168/170Sep 11$1.90$0.6051%3.17$135.10$169.40
131/132168/170Sep 11$1.71$0.7957%2.16$130.29$169.21
128/129168/170Sep 11$1.57$0.9361%1.69$127.43$169.07
122/123162/165Sep 11$1.54$0.9660%1.60$121.46$164.04

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 136 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 4$0.06$2.4411%40.67
$144.00$145.00$146.00Sep 4$0.05$0.956%19.00
$148.00$149.00$150.00Sep 25$0.05$0.953%19.00
$160.00$165.00$170.00Oct 9$0.26$4.748%18.23
$165.00$170.00$175.00Oct 9$0.24$4.768%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 16$0.05$4.9510%99.00
$165.00$170.00$175.00Sep 25$0.07$4.939%70.43
$150.00$152.50$155.00Sep 4$0.08$2.4216%30.25
$165.00$170.00$175.00Oct 16$0.07$4.938%70.43
$125.00$130.00$135.00Sep 25$0.23$4.7711%20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.07, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$175.001:2Sep 4-$0.07$2.43
$177.50$180.001:2Sep 4-$0.10$2.40
$167.50$170.001:2Sep 4-$0.27$2.23
$175.00$177.501:2Sep 4-$0.18$2.32
$170.00$172.501:2Sep 4-$0.27$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$128.00$127.001:2Sep 11-$0.10$0.90
$123.00$122.001:2Sep 11-$0.07$0.93
$130.00$129.001:2Sep 4-$0.10$0.90
$134.00$133.001:2Sep 4-$0.17$0.83
$130.00$125.001:2Sep 18-$0.80$4.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 6.33%, avg 3.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 16$9.500.3913.2%6.33%19.58%5481
$180.00Oct 16$7.500.3219.9%5.00%24.91%1132.0K
$165.00Oct 16$10.600.439.9%7.06%16.98%52.7K
$160.00Oct 16$12.200.476.6%8.13%14.72%181.3K
$175.00Oct 16$8.100.3516.6%5.40%21.98%19855
$155.00Oct 16$14.100.513.3%9.39%12.65%102.5K
$165.00Oct 9$9.200.429.9%6.13%16.05%--11
$170.00Oct 9$7.850.3813.2%5.23%18.48%19
$160.00Oct 9$10.800.466.6%7.19%13.78%113
$175.00Oct 9$6.850.3416.6%4.56%21.14%--47

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 9,559
Total Puts 5,166
Put/Call Ratio 0.54
Net Difference 4,393

Prior's Put/Call Breakdown

Total Calls 30,365
Total Puts 44,146
Put/Call Ratio 1.45
Net Difference -13,781

Prior 7-Day Put/Call Summary

Total Calls 423,663
Total Puts 482,345
Average Put/Call Ratio 0.80
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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