Tour v526
MRNA
MODERNA INC
$152.02 -1.46%
9/2 09:55

Option Volume

Detail
Current (09/02 9:55am) 17,894
Calls: 11,528 (64%)
Puts: 6,366 (36%)
Prior (08/19) 111,286
Calls: 45,502 (41%)
Puts: 65,784 (59%)
Current vs Prior -83.92%
Calls: -74.66% (Calls)
Puts: -90.32% (Puts)
Prior 7-Day Total 911,704
Calls: 427,157 (47%)
Puts: 484,547 (53%)
Prior 7-Day Average 130,243
Calls: 61,022 (47%)
Puts: 69,221 (53%)
Current vs Prior 7-Day Avg -86.26%
Calls: -81.11%
Puts: -90.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:55am) $10.20M
Calls: $5.71M (56%)
Puts: $4.49M (44%)
Prior (08/19) $191.77M
Calls: $173.06M (90%)
Puts: $18.71M (10%)
Current vs Prior -94.68%
Calls: -96.70%
Puts: -76.00%
Prior 7-Day Total $1.22B
Calls: $1.10B (90%)
Puts: $121.39M (10%)
Prior 7-Day Average $174.48M
Calls: $157.14M (90%)
Puts: $17.34M (10%)
Current vs Prior 7-Day Avg -94.15%
Calls: -96.37%
Puts: -74.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 9:55am) 0.55
Prior (08/19) 1.45
Current vs Prior -61.80%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -31.10%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:55am) 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 7.14% | 11.36%15.16% | 24.18%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -61.17% | -58.06%-17.58% | -27.93%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -26.44% | -22.61%-14.96% | -13.05%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -61.17% | -58.06%+3.27% | +3.25%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.37% | 18.74%
Calls: 18.17% | 20.51%
Puts: 26.57% | 16.97%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +126.88% | -39.92%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -42.49% | -15.32%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 84% 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
09:55BULLISHBULLISHBULLISH
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 23 of results (avg 8.5%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 1631.7533.65$32.705.8%--0.8031
$130.00Oct 1628.2030.00$29.106.2%--0.762.1K
$125.00Sep 1827.7030.00$28.858.0%660.8889
$142.00Sep 1113.3014.45$13.888.3%--0.7160
$150.00Sep 1811.5012.50$12.008.3%590.552.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 1829.9032.15$31.037.3%--0.80497
$180.00Sep 1128.5530.80$29.687.6%--0.8610
$180.00Oct 1634.4037.20$35.807.8%--0.67119
$177.50Sep 1126.4028.65$27.538.2%--0.83303
$175.00Oct 1630.6533.35$32.008.4%--0.6368

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.61, cheapest $0.61)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.560.65$0.6114.8%2.7K0.114.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 168 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Sep 427.6530.10$28.888.5%--0.9815
$125.00Sep 425.2528.70$26.9812.8%--0.98108
$128.00Sep 422.9525.75$24.3511.5%--0.9664
$129.00Sep 421.7524.80$23.2813.1%--0.9683
$130.00Sep 420.9523.80$22.3812.7%110.96405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 422.4524.75$23.609.7%100.9324
$170.00Sep 417.3020.25$18.7715.7%40.90127
$180.00Sep 1128.5530.80$29.687.6%--0.8610
$165.00Sep 412.7015.60$14.1520.5%50.83144
$175.00Sep 1123.6526.35$25.0010.8%--0.8315

Most actively traded options today. High liquidity = easy entry/exit. 222 active (total vol 13.4K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.560.65$0.6114.8%2.7K0.114.2K
$160.00Sep 41.722.10$1.9119.9%1.3K0.272.1K
$155.00Sep 43.003.75$3.3822.2%7920.421.5K
$150.00Sep 45.256.30$5.7818.2%7220.584.6K
$165.00Sep 40.911.30$1.1135.1%6640.171.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 43.404.25$3.8322.2%3780.421.4K
$130.00Sep 40.170.26$0.2240.9%2960.041.8K
$145.00Sep 41.932.30$2.1117.5%2280.26567
$133.00Sep 182.653.40$3.0324.8%2020.2058
$140.00Sep 40.891.17$1.0327.2%1880.151.0K

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 27.5%, max 38.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Sep 4Oct 9109.1%80.9%34.9%11481
$143.00Sep 4Oct 2107.2%80.1%33.9%61.9K
$141.00Sep 4Oct 9106.7%80.1%33.3%6949
$146.00Sep 4Oct 9106.9%80.3%33.1%276.2K
$140.00Sep 4Oct 16105.8%80.1%32.1%771.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Sep 4Sep 25106.9%77.4%38.0%65344
$142.00Sep 4Oct 2109.1%80.1%36.3%34588
$143.00Sep 4Oct 2107.2%80.1%33.9%24219
$141.00Sep 4Oct 9106.7%80.1%33.3%8182
$140.00Sep 4Oct 16105.8%80.1%32.1%2312.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 217 found (best R:R 3.76, avg 2.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 16$1.05$3.95$1.0544%3.76$166.05
$145.00$150.00Oct 16$2.07$2.93$2.0762%1.42$147.07
$135.00$140.00Oct 16$2.60$2.40$2.6071%0.92$137.60
$146.00$155.00Oct 9$4.19$4.81$4.1961%1.15$150.19
$155.00$160.00Oct 16$1.67$3.33$1.6753%1.99$156.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$149.00Sep 25$0.12$0.88$0.1244%7.33$149.88
$145.00$144.00Sep 18$0.11$0.89$0.1137%8.09$144.89
$148.00$147.00Sep 18$0.18$0.82$0.1841%4.56$147.82
$150.00$148.00Oct 9$0.62$1.38$0.6243%2.23$149.38
$147.00$146.00Sep 4$0.11$0.89$0.1132%8.09$146.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 0.61, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$170.00Sep 11$0.99$0.99$1.5172%0.66$168.49
$177.50$180.00Sep 11$0.63$0.63$1.8783%0.34$178.13
$172.50$175.00Sep 18$0.87$0.87$1.6372%0.53$173.37
$170.00$172.50Sep 11$0.68$0.68$1.8277%0.37$170.68
$167.50$170.00Sep 18$0.93$0.93$1.5767%0.59$168.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$130.00Oct 2$1.90$1.90$3.1073%0.61$133.10
$140.00$135.00Oct 16$2.15$2.15$2.8567%0.75$137.85
$133.00$130.00Oct 9$1.30$1.30$1.7074%0.76$131.70
$130.00$125.00Oct 16$1.62$1.62$3.3876%0.48$128.38
$137.00$136.00Sep 11$0.75$0.75$0.2579%3.00$136.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.15, cheapest $3.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Sep 4Sep 11$3.24102.8%81.2%
$148.00Sep 4Sep 11$2.60101.6%83.5%
$149.00Sep 4Sep 11$3.37104.7%86.6%
$152.50Sep 4Sep 11$3.20102.0%84.0%
$157.50Sep 4Sep 11$3.26100.6%85.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Sep 4Sep 11$3.02102.8%81.2%
$148.00Sep 4Sep 11$3.09101.6%83.5%
$149.00Sep 4Sep 11$3.30104.7%86.6%
$152.50Sep 4Sep 11$3.17102.0%84.0%
$146.00Sep 4Sep 11$3.30106.9%89.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 6.32% of stock, avg 14.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Sep 4$5.78$3.83$9.61$140.39$159.616.32%
$152.50Sep 4$4.65$5.08$9.73$142.77$162.236.40%
$149.00Sep 4$6.40$3.58$9.98$139.02$158.986.56%
$155.00Sep 4$3.38$6.73$10.11$144.89$165.116.65%
$148.00Sep 4$7.28$3.04$10.32$137.68$158.326.79%
$147.00Sep 4$7.93$2.66$10.59$136.41$157.596.97%
$157.50Sep 4$2.64$8.38$11.02$146.48$168.527.25%
$146.00Sep 4$8.48$2.55$11.03$134.97$157.037.26%
$145.00Sep 4$9.05$2.11$11.16$133.84$156.167.34%
$144.00Sep 4$9.65$1.82$11.47$132.53$155.477.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 174 found (cheapest 2.41% of stock, avg 12.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$146.00Sep 4$1.11$2.55$3.66$142.34$168.66
$165.00$147.00Sep 4$1.11$2.66$3.77$143.23$168.77
$162.50$146.00Sep 4$1.55$2.55$4.10$141.90$166.60
$160.00$146.00Sep 4$1.91$2.55$4.46$141.54$164.46
$162.50$147.00Sep 4$1.55$2.66$4.21$142.79$166.71
$160.00$147.00Sep 4$1.91$2.66$4.57$142.43$164.57
$165.00$148.00Sep 4$1.11$3.04$4.15$143.85$169.15
$162.50$148.00Sep 4$1.55$3.04$4.59$143.41$167.09
$160.00$148.00Sep 4$1.91$3.04$4.95$143.05$164.95
$157.50$146.00Sep 4$2.64$2.55$5.19$140.81$162.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 192 found (best R:R 2.29, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
136/137168/170Sep 11$1.74$0.7651%2.29$135.26$169.24
131/132168/170Sep 11$1.57$0.9357%1.69$130.43$169.07
136/137178/180Sep 11$1.38$1.1262%1.23$135.62$178.88
122/123168/170Sep 11$1.31$1.1964%1.10$121.69$168.81
131/132178/180Sep 11$1.21$1.2968%0.94$130.79$178.71
122/123178/180Sep 11$0.95$1.5576%0.61$122.05$178.45
136/137170/172Sep 11$1.43$1.0756%1.34$135.57$171.43
141/142168/170Sep 11$1.76$0.7442%2.38$140.24$169.26
128/129168/170Sep 11$1.29$1.2160%1.07$127.71$168.79
131/132170/172Sep 11$1.26$1.2462%1.02$130.74$171.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 134 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Sep 25$0.09$4.9110%54.56
$160.00$165.00$170.00Oct 9$0.16$4.849%30.25
$162.50$165.00$167.50Sep 4$0.10$2.4010%24.00
$170.00$175.00$180.00Oct 16$0.18$4.827%26.78
$150.00$152.50$155.00Sep 11$0.12$2.3810%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Sep 25$0.06$4.9411%82.33
$165.00$170.00$175.00Oct 16$0.08$4.927%61.50
$155.00$157.50$160.00Sep 4$0.12$2.3814%19.83
$165.00$170.00$175.00Sep 4$0.21$4.7910%22.81
$125.00$130.00$135.00Oct 16$0.18$4.829%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.14, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$177.50$180.001:2Sep 4-$0.14$2.36
$170.00$172.501:2Sep 4-$0.25$2.25
$175.00$177.501:2Sep 4-$0.18$2.32
$165.00$167.501:2Sep 4-$0.43$2.07
$172.50$175.001:2Sep 4-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Sep 18-$0.68$4.32
$132.00$131.001:2Sep 4-$0.12$0.88
$123.00$122.001:2Sep 11-$0.15$0.85
$123.00$122.001:2Sep 4-$0.14$0.86
$131.00$130.001:2Sep 4-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 8.88%, avg 3.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Oct 16$13.500.495.2%8.88%14.13%181.3K
$170.00Oct 16$10.050.4011.8%6.61%18.44%9481
$175.00Oct 16$8.750.3615.1%5.76%20.87%43855
$180.00Oct 16$7.650.3318.4%5.03%23.44%1262.0K
$155.00Oct 16$15.000.532.0%9.87%11.83%122.5K
$165.00Oct 16$10.600.448.5%6.97%15.51%72.7K
$165.00Oct 9$9.400.428.5%6.18%14.72%--11
$170.00Oct 9$7.850.3811.8%5.16%16.99%19
$175.00Oct 9$6.850.3415.1%4.51%19.62%--47
$160.00Oct 9$10.800.475.2%7.10%12.35%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 11,528
Total Puts 6,366
Put/Call Ratio 0.55
Net Difference 5,162

Prior's Put/Call Breakdown

Total Calls 45,502
Total Puts 65,784
Put/Call Ratio 1.45
Net Difference -20,282

Prior 7-Day Put/Call Summary

Total Calls 427,157
Total Puts 484,547
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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