Tour v526
MRNA
MODERNA INC
$151.51 -1.79%
9/2 10:01

Option Volume

Detail
Current (09/02 10:00am) 19,371
Calls: 12,570 (65%)
Puts: 6,801 (35%)
Prior (08/19) 111,286
Calls: 45,502 (41%)
Puts: 65,784 (59%)
Current vs Prior -82.59%
Calls: -72.37% (Calls)
Puts: -89.66% (Puts)
Prior 7-Day Total 913,056
Calls: 428,016 (47%)
Puts: 485,040 (53%)
Prior 7-Day Average 130,436
Calls: 61,145 (47%)
Puts: 69,291 (53%)
Current vs Prior 7-Day Avg -85.15%
Calls: -79.44%
Puts: -90.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:00am) $11.24M
Calls: $6.45M (57%)
Puts: $4.79M (43%)
Prior (08/19) $191.77M
Calls: $173.06M (90%)
Puts: $18.71M (10%)
Current vs Prior -94.14%
Calls: -96.27%
Puts: -74.39%
Prior 7-Day Total $1.22B
Calls: $1.10B (90%)
Puts: $121.43M (10%)
Prior 7-Day Average $174.62M
Calls: $157.27M (90%)
Puts: $17.35M (10%)
Current vs Prior 7-Day Avg -93.56%
Calls: -95.90%
Puts: -72.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:00am) 0.54
Prior (08/19) 1.45
Current vs Prior -62.58%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -32.51%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 10:00am) 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 7.28% | 11.24%14.86% | 23.84%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -60.43% | -58.50%-19.24% | -28.95%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -25.04% | -23.43%-16.67% | -14.27%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -60.43% | -58.50%+1.19% | +1.79%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.49% | 21.90%
Calls: 19.47% | 26.29%
Puts: 19.52% | 17.51%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +97.67% | -29.79%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -49.90% | -1.04%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 94% vs prior. Below-average activity with volume down 83% vs prior. Bullish P/C ratio of 0.54. P/C ratio dropping 63% - 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
10:00BULLISHBULLISHBULLISH
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 22 of results (avg 8.5%, best 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 426.0027.80$26.906.7%--0.98108
$150.00Oct 1617.0018.20$17.606.8%350.57471
$130.00Sep 421.1022.70$21.907.3%110.96405
$125.00Oct 1631.0033.60$32.308.0%--0.8031
$130.00Oct 1627.6530.00$28.838.2%--0.762.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Sep 1828.4530.45$29.456.8%--0.7815
$175.00Sep 2527.6029.80$28.707.7%10.713
$180.00Oct 1634.4037.20$35.807.8%--0.68119
$175.00Sep 1825.8528.00$26.938.0%--0.76370
$175.00Oct 1630.7033.30$32.008.1%--0.6468

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 169 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 426.0027.80$26.906.7%--0.98108
$123.00Sep 426.7029.75$28.2310.8%--0.9815
$128.00Sep 422.0024.85$23.4312.2%--0.9664
$130.00Sep 421.1022.70$21.907.3%110.96405
$131.00Sep 419.1022.00$20.5514.1%10.9697
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 422.8525.90$24.3812.5%100.9324
$170.00Sep 418.0020.80$19.4014.4%40.89127
$180.00Sep 1128.6531.90$30.2810.7%--0.8810
$165.00Sep 413.9515.85$14.9012.8%50.84144
$175.00Sep 1124.5527.35$25.9510.8%--0.8415

Most actively traded options today. High liquidity = easy entry/exit. 227 active (total vol 14.1K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.500.71$0.6134.4%2.8K0.104.2K
$160.00Sep 41.622.10$1.8625.8%1.4K0.262.1K
$155.00Sep 42.963.70$3.3322.2%8180.391.5K
$150.00Sep 45.106.20$5.6519.5%7380.554.6K
$165.00Sep 40.841.19$1.0134.7%6810.161.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 43.454.50$3.9826.4%4260.451.4K
$130.00Sep 40.200.25$0.2321.7%2980.041.8K
$145.00Sep 41.862.65$2.2635.0%2540.29567
$133.00Sep 182.663.80$3.2335.3%2020.2058
$140.00Sep 40.911.24$1.0830.6%1970.161.0K

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 26.0%, max 32.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 4Oct 16106.8%80.5%32.7%6884.4K
$150.00Sep 4Oct 16102.1%77.0%32.6%7735.1K
$160.00Sep 4Oct 16104.3%80.1%30.2%1.4K3.4K
$141.00Sep 4Oct 9102.9%79.8%29.0%6949
$140.00Sep 4Oct 16102.5%79.6%28.9%801.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 4Oct 16106.8%80.5%32.7%5172
$150.00Sep 4Oct 16102.1%77.0%32.6%4722.2K
$160.00Sep 4Oct 16104.3%80.1%30.2%61.2K
$141.00Sep 4Oct 9102.9%79.8%29.0%12182
$140.00Sep 4Oct 16102.5%79.6%28.9%2402.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 228 found (best R:R 6.58, avg 2.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$157.50Oct 9$0.33$2.17$0.3352%6.58$155.33
$170.00$175.00Oct 16$1.02$3.98$1.0239%3.90$171.02
$145.00$150.00Oct 16$2.23$2.77$2.2362%1.24$147.23
$130.00$135.00Sep 25$3.20$1.80$3.2080%0.56$133.20
$130.00$135.00Oct 16$3.03$1.97$3.0376%0.65$133.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$145.00$144.00Sep 18$0.11$0.89$0.1137%8.09$144.89
$150.00$149.00Sep 25$0.22$0.78$0.2244%3.55$149.78
$141.00$140.00Sep 25$0.12$0.88$0.1233%7.33$140.88
$150.00$149.00Sep 18$0.25$0.75$0.2544%3.00$149.75
$145.00$144.00Oct 2$0.20$0.80$0.2038%4.00$144.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 0.75, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$170.00Sep 11$1.20$1.20$1.3072%0.92$168.70
$170.00$172.50Oct 2$1.25$1.25$1.2564%1.00$171.25
$172.50$175.00Sep 18$1.02$1.02$1.4872%0.69$173.52
$167.50$170.00Sep 18$1.10$1.10$1.4067%0.79$168.60
$177.50$180.00Sep 11$0.66$0.66$1.8483%0.36$178.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 16$2.15$2.15$2.8566%0.75$137.85
$137.00$136.00Sep 11$0.79$0.79$0.2179%3.76$136.21
$133.00$130.00Oct 9$1.30$1.30$1.7074%0.76$131.70
$150.00$145.00Oct 16$2.60$2.60$2.4057%1.08$147.40
$130.00$125.00Oct 16$1.60$1.60$3.4076%0.47$128.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $3.07, cheapest $2.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$3.0399.2%78.1%
$150.00Sep 4Sep 11$3.10102.1%81.8%
$155.00Sep 4Sep 11$3.05101.9%82.2%
$148.00Sep 4Sep 11$3.25100.3%80.7%
$147.00Sep 4Sep 11$3.20101.1%82.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$2.9099.2%78.1%
$150.00Sep 4Sep 11$3.12102.1%81.8%
$155.00Sep 4Sep 11$2.90101.9%82.2%
$148.00Sep 4Sep 11$2.82100.3%80.7%
$147.00Sep 4Sep 11$2.78101.1%82.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 6.36% of stock, avg 14.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Sep 4$5.65$3.98$9.63$140.37$159.636.36%
$152.50Sep 4$4.25$5.38$9.63$142.87$162.136.36%
$148.00Sep 4$6.45$3.28$9.73$138.27$157.736.42%
$149.00Sep 4$6.18$3.60$9.78$139.22$158.786.46%
$147.00Sep 4$6.98$2.97$9.95$137.05$156.956.57%
$155.00Sep 4$3.33$6.98$10.31$144.69$165.316.80%
$146.00Sep 4$7.88$2.58$10.46$135.54$156.466.90%
$145.00Sep 4$8.65$2.26$10.91$134.09$155.917.20%
$157.50Sep 4$2.40$8.63$11.03$146.47$168.537.28%
$144.00Sep 4$9.40$1.88$11.28$132.72$155.287.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.60% of stock, avg 12.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Sep 4$1.36$2.58$3.94$142.06$166.44
$160.00$146.00Sep 4$1.86$2.58$4.44$141.56$164.44
$157.50$146.00Sep 4$2.40$2.58$4.98$141.02$162.48
$162.50$147.00Sep 4$1.36$2.97$4.33$142.67$166.83
$160.00$147.00Sep 4$1.86$2.97$4.83$142.17$164.83
$157.50$147.00Sep 4$2.40$2.97$5.37$141.63$162.87
$162.50$148.00Sep 4$1.36$3.28$4.64$143.36$167.14
$160.00$148.00Sep 4$1.86$3.28$5.14$142.86$165.14
$157.50$148.00Sep 4$2.40$3.28$5.68$142.32$163.18
$162.50$149.00Sep 4$1.36$3.60$4.96$144.04$167.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 189 found (best R:R 3.90, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
136/137168/170Sep 11$1.99$0.5151%3.90$135.01$169.49
131/132168/170Sep 11$1.73$0.7757%2.25$130.27$169.23
122/123168/170Sep 11$1.47$1.0365%1.43$121.53$168.97
136/137178/180Sep 11$1.45$1.0562%1.38$135.55$178.95
128/129168/170Sep 11$1.43$1.0762%1.34$127.57$168.93
136/137162/165Sep 11$1.82$0.6845%2.68$135.18$164.32
125/126168/170Sep 11$1.32$1.1864%1.12$124.68$168.82
131/132178/180Sep 11$1.19$1.3168%0.91$130.81$178.69
130/131168/170Sep 11$1.36$1.1460%1.19$129.64$168.86
129/130168/170Sep 11$1.32$1.1861%1.12$128.68$168.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 146 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Oct 16$0.16$4.849%30.25
$160.00$165.00$170.00Oct 9$0.16$4.849%30.25
$155.00$160.00$165.00Oct 16$0.17$4.839%28.41
$162.50$165.00$167.50Sep 25$0.07$2.436%34.71
$160.00$162.50$165.00Sep 4$0.15$2.3510%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 16$0.05$4.9510%99.00
$152.50$155.00$157.50Sep 4$0.05$2.4515%49.00
$160.00$165.00$170.00Sep 11$0.26$4.7415%18.23
$125.00$130.00$135.00Sep 25$0.16$4.8411%30.25
$165.00$170.00$175.00Oct 16$0.08$4.928%61.50

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 $-0.17, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$175.001:2Sep 4-$0.17$2.33
$177.50$180.001:2Sep 4-$0.12$2.38
$170.00$172.501:2Sep 4-$0.25$2.25
$175.00$177.501:2Sep 4-$0.18$2.32
$167.50$170.001:2Sep 4-$0.43$2.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$132.00$131.001:2Sep 4-$0.11$0.89
$128.00$127.001:2Sep 4-$0.20$0.80
$129.00$128.001:2Sep 4-$0.20$0.80
$130.00$125.001:2Sep 18-$0.80$4.20
$131.00$130.001:2Sep 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. 69 found (best yield 5.61%, avg 3.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Oct 16$8.500.3615.5%5.61%21.11%45855
$160.00Oct 16$12.850.485.6%8.48%14.08%321.3K
$165.00Oct 16$10.950.448.9%7.23%16.13%72.7K
$180.00Oct 16$7.200.3318.8%4.75%23.56%1262.0K
$170.00Oct 16$9.200.3912.2%6.07%18.28%12481
$155.00Oct 16$14.550.532.3%9.60%11.91%512.5K
$165.00Oct 9$9.600.428.9%6.34%15.24%--11
$157.50Oct 9$12.100.494.0%7.99%11.94%228
$170.00Oct 9$7.850.3812.2%5.18%17.38%19
$175.00Oct 9$6.850.3415.5%4.52%20.03%--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 12,570
Total Puts 6,801
Put/Call Ratio 0.54
Net Difference 5,769

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 428,016
Total Puts 485,040
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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