Tour v526
MRNA
MODERNA INC
$151.14 -2.03%
9/2 09:50

Option Volume

Detail
Current (09/02 9:50am) 16,542
Calls: 10,669 (64%)
Puts: 5,873 (36%)
Prior (08/19) 88,696
Calls: 36,104 (41%)
Puts: 52,592 (59%)
Current vs Prior -81.35%
Calls: -70.45% (Calls)
Puts: -88.83% (Puts)
Prior 7-Day Total 909,887
Calls: 426,047 (47%)
Puts: 483,840 (53%)
Prior 7-Day Average 129,983
Calls: 60,863 (47%)
Puts: 69,120 (53%)
Current vs Prior 7-Day Avg -87.27%
Calls: -82.47%
Puts: -91.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:50am) $9.25M
Calls: $4.81M (52%)
Puts: $4.44M (48%)
Prior (08/19) $139.23M
Calls: $123.91M (89%)
Puts: $15.32M (11%)
Current vs Prior -93.36%
Calls: -96.12%
Puts: -71.00%
Prior 7-Day Total $1.22B
Calls: $1.10B (90%)
Puts: $121.27M (10%)
Prior 7-Day Average $174.36M
Calls: $157.04M (90%)
Puts: $17.32M (10%)
Current vs Prior 7-Day Avg -94.69%
Calls: -96.94%
Puts: -74.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 9:50am) 0.55
Prior (08/19) 1.46
Current vs Prior -62.21%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -31.19%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:50am) 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 7.23% | 11.55%14.91% | 24.22%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -60.69% | -57.37%-18.97% | -27.83%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -25.53% | -21.35%-16.39% | -12.92%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -60.69% | -57.37%+1.53% | +3.40%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.01% | 13.71%
Calls: 14.68% | 8.09%
Puts: 17.34% | 19.32%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +62.37% | -56.04%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -58.84% | -38.05%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 93% vs prior. Below-average activity with volume down 81% vs prior. Bullish P/C ratio of 0.55. P/C ratio dropping 62% - 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
09:50BULLISHBULLISHBULLISH
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 32 of results (avg 8.8%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Oct 1622.2523.70$22.986.3%360.67285
$130.00Sep 1823.0524.85$23.957.5%120.83586
$130.00Sep 420.7522.50$21.638.1%110.96405
$150.00Sep 118.309.00$8.658.1%820.56441
$125.00Sep 425.7527.95$26.858.2%--0.97108
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1615.1016.10$15.606.4%360.43812
$180.00Oct 1635.0037.55$36.287.0%--0.67119
$175.00Oct 1631.1533.70$32.427.9%--0.6468
$180.00Sep 1830.2532.95$31.608.5%--0.80497
$177.50Sep 2529.6032.25$30.938.6%--0.7216

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.55, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.500.60$0.5518.2%2.7K0.094.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 40.500.60$0.5518.2%380.09815

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 170 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Sep 427.0029.95$28.4810.4%--0.9815
$125.00Sep 425.7527.95$26.858.2%--0.97108
$124.00Sep 426.0029.05$27.5311.1%--0.9712
$126.00Sep 424.0527.00$25.5311.6%--0.9736
$129.00Sep 421.1524.25$22.7013.7%--0.9683
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 422.7525.40$24.0811.0%100.9324
$170.00Sep 418.0520.70$19.3813.7%40.91127
$180.00Sep 1128.5531.40$29.989.5%--0.8810
$165.00Sep 413.5016.25$14.8818.5%50.84144
$175.00Sep 1124.2526.85$25.5510.2%--0.8415

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 12.5K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.500.60$0.5518.2%2.7K0.094.2K
$160.00Sep 41.812.00$1.919.9%1.2K0.262.1K
$155.00Sep 43.003.55$3.2816.8%7840.401.5K
$150.00Sep 45.055.85$5.4514.7%6670.564.6K
$165.00Sep 40.911.23$1.0729.9%6450.161.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 43.854.50$4.1815.6%3040.441.4K
$130.00Sep 40.200.30$0.2540.0%2280.041.8K
$145.00Sep 41.862.35$2.1123.2%2130.28567
$133.00Sep 182.644.10$3.3743.3%2020.2158
$140.00Sep 40.921.22$1.0728.0%1640.161.0K

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 27.2%, max 34.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$141.00Sep 4Oct 9106.9%79.6%34.3%6949
$165.00Sep 4Oct 16108.0%80.6%34.0%6504.4K
$143.00Sep 4Oct 2108.1%80.9%33.6%61.9K
$142.00Sep 4Oct 9107.4%81.0%32.6%11481
$140.00Sep 4Oct 16102.9%79.3%29.9%771.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$141.00Sep 4Oct 9106.9%79.6%34.3%8182
$165.00Sep 4Oct 16108.0%80.6%34.0%5172
$142.00Sep 4Oct 2107.4%80.4%33.6%34588
$143.00Sep 4Oct 2108.1%80.9%33.6%24219
$140.00Sep 4Oct 16102.9%79.3%29.9%2072.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 200 found (best R:R 0.98, avg 2.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$140.00Oct 16$2.52$2.48$2.5271%0.98$137.52
$145.00$150.00Oct 16$2.02$2.98$2.0262%1.48$147.02
$146.00$155.00Oct 9$4.08$4.92$4.0860%1.21$150.08
$165.00$170.00Oct 16$1.35$3.65$1.3544%2.70$166.35
$170.00$175.00Oct 16$1.17$3.83$1.1740%3.27$171.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$148.00$147.00Sep 18$0.18$0.82$0.1842%4.56$147.82
$145.00$144.00Oct 2$0.15$0.85$0.1538%5.67$144.85
$155.00$152.50Sep 25$1.03$1.47$1.0350%1.43$153.97
$150.00$149.00Sep 18$0.27$0.73$0.2745%2.70$149.73
$150.00$148.00Oct 2$0.70$1.30$0.7044%1.86$149.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 0.82, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$177.50$180.00Sep 11$0.73$0.73$1.7783%0.41$178.23
$172.50$175.00Sep 11$0.81$0.81$1.6979%0.48$173.31
$167.50$170.00Sep 11$0.95$0.95$1.5572%0.61$168.45
$172.50$175.00Sep 18$0.93$0.93$1.5772%0.59$173.43
$177.50$180.00Sep 18$0.76$0.76$1.7476%0.44$178.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$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
$137.00$136.00Sep 11$0.74$0.74$0.2679%2.85$136.26
$142.00$141.00Sep 11$0.80$0.80$0.2070%4.00$141.20
$134.00$133.00Sep 11$0.68$0.68$0.3281%2.12$133.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $3.07, cheapest $3.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$3.23103.8%83.7%
$150.00Sep 4Sep 11$3.20100.7%81.1%
$157.50Sep 4Sep 11$3.03102.7%83.2%
$155.00Sep 4Sep 11$3.20102.4%83.4%
$148.00Sep 4Sep 11$3.0599.9%82.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$3.32103.8%83.7%
$150.00Sep 4Sep 11$2.87100.7%81.1%
$157.50Sep 4Sep 11$3.28102.7%83.2%
$155.00Sep 4Sep 11$3.05102.4%83.4%
$148.00Sep 4Sep 11$2.9799.9%82.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 6.37% of stock, avg 14.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Sep 4$5.45$4.18$9.63$140.37$159.636.37%
$148.00Sep 4$6.50$3.26$9.76$138.24$157.766.46%
$152.50Sep 4$4.35$5.48$9.83$142.67$162.336.50%
$149.00Sep 4$6.23$3.70$9.93$139.07$158.936.57%
$155.00Sep 4$3.28$7.00$10.28$144.72$165.286.80%
$147.00Sep 4$7.48$2.89$10.37$136.63$157.376.86%
$146.00Sep 4$7.85$2.63$10.48$135.52$156.486.93%
$144.00Sep 4$8.93$2.08$11.01$132.99$155.017.28%
$145.00Sep 4$8.93$2.11$11.04$133.96$156.047.30%
$157.50Sep 4$2.47$8.77$11.24$146.26$168.747.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.67% of stock, avg 12.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Sep 4$1.40$2.63$4.03$141.97$166.53
$160.00$146.00Sep 4$1.91$2.63$4.54$141.46$164.54
$162.50$147.00Sep 4$1.40$2.89$4.29$142.71$166.79
$157.50$146.00Sep 4$2.47$2.63$5.10$140.90$162.60
$160.00$147.00Sep 4$1.91$2.89$4.80$142.20$164.80
$157.50$147.00Sep 4$2.47$2.89$5.36$141.64$162.86
$162.50$148.00Sep 4$1.40$3.26$4.66$143.34$167.16
$160.00$148.00Sep 4$1.91$3.26$5.17$142.83$165.17
$157.50$148.00Sep 4$2.47$3.26$5.73$142.27$163.23
$162.50$149.00Sep 4$1.40$3.70$5.10$143.90$167.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 1.29, avg credit $0.99)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
133/134178/180Sep 11$1.41$1.0965%1.29$132.59$178.91
136/137178/180Sep 11$1.47$1.0362%1.43$135.53$178.97
131/132178/180Sep 11$1.31$1.1968%1.10$130.69$178.81
133/134172/175Sep 11$1.49$1.0160%1.48$132.51$173.99
136/137172/175Sep 11$1.55$0.9557%1.63$135.45$174.05
133/134168/170Sep 11$1.63$0.8754%1.87$132.37$169.13
131/132172/175Sep 11$1.39$1.1163%1.25$130.61$173.89
136/137168/170Sep 11$1.69$0.8151%2.09$135.31$169.19
131/132168/170Sep 11$1.53$0.9757%1.58$130.47$169.03
122/123178/180Sep 11$1.05$1.4576%0.72$121.95$178.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 142 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 4$0.05$2.4512%49.00
$160.00$165.00$170.00Oct 9$0.20$4.809%24.00
$165.00$170.00$175.00Oct 16$0.18$4.828%26.78
$152.50$155.00$157.50Sep 18$0.08$2.427%30.25
$152.50$155.00$157.50Sep 11$0.12$2.3810%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Sep 11$0.12$4.8814%40.67
$125.00$130.00$135.00Sep 25$0.06$4.9411%82.33
$135.00$140.00$145.00Oct 16$0.05$4.959%99.00
$165.00$170.00$175.00Oct 16$0.09$4.917%54.56
$165.00$170.00$175.00Sep 4$0.20$4.8010%24.00

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 $-0.11, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$177.501:2Sep 4-$0.11$2.39
$165.00$167.501:2Sep 4-$0.37$2.13
$172.50$175.001:2Sep 4-$0.24$2.26
$170.00$172.501:2Sep 4-$0.29$2.21
$177.50$180.001:2Sep 4-$0.20$2.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$123.00$122.001:2Sep 11-$0.15$0.85
$126.00$125.001:2Sep 4-$0.13$0.87
$122.00$121.001:2Sep 4-$0.12$0.88
$123.00$122.001:2Sep 4-$0.14$0.86
$130.00$129.001:2Sep 4-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 5.79%, avg 3.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Oct 16$8.750.3615.8%5.79%21.58%43855
$170.00Oct 16$9.750.4012.5%6.45%18.93%6481
$180.00Oct 16$7.650.3319.1%5.06%24.16%1152.0K
$155.00Oct 16$15.000.532.5%9.92%12.48%112.5K
$165.00Oct 16$10.600.449.2%7.01%16.18%52.7K
$160.00Oct 16$12.200.485.9%8.07%13.93%181.3K
$165.00Oct 9$9.250.429.2%6.12%15.29%--11
$170.00Oct 9$7.850.3812.5%5.19%17.67%19
$175.00Oct 9$6.850.3415.8%4.53%20.32%--47
$160.00Oct 9$10.800.465.9%7.15%13.01%113

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 10,669
Total Puts 5,873
Put/Call Ratio 0.55
Net Difference 4,796

Prior's Put/Call Breakdown

Total Calls 36,104
Total Puts 52,592
Put/Call Ratio 1.46
Net Difference -16,488

Prior 7-Day Put/Call Summary

Total Calls 426,047
Total Puts 483,840
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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