Tour v526
MRNA
MODERNA INC
$151.03 -2.10%
9/2 10:05

Option Volume

Detail
Current (09/02 10:05am) 20,218
Calls: 12,986 (64%)
Puts: 7,232 (36%)
Prior (08/19) 144,862
Calls: 55,868 (39%)
Puts: 88,994 (61%)
Current vs Prior -86.04%
Calls: -76.76% (Calls)
Puts: -91.87% (Puts)
Prior 7-Day Total 914,533
Calls: 429,058 (47%)
Puts: 485,475 (53%)
Prior 7-Day Average 130,647
Calls: 61,294 (47%)
Puts: 69,353 (53%)
Current vs Prior 7-Day Avg -84.52%
Calls: -78.81%
Puts: -89.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:05am) $11.58M
Calls: $6.61M (57%)
Puts: $4.97M (43%)
Prior (08/19) $235.85M
Calls: $210.88M (89%)
Puts: $24.97M (11%)
Current vs Prior -95.09%
Calls: -96.87%
Puts: -80.09%
Prior 7-Day Total $1.22B
Calls: $1.10B (90%)
Puts: $121.73M (10%)
Prior 7-Day Average $174.76M
Calls: $157.37M (90%)
Puts: $17.39M (10%)
Current vs Prior 7-Day Avg -93.37%
Calls: -95.80%
Puts: -71.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:05am) 0.56
Prior (08/19) 1.59
Current vs Prior -65.04%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -30.40%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 10:05am) 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 7.16% | 11.51%14.87% | 24.31%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -61.09% | -57.51%-19.16% | -27.56%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -26.30% | -21.61%-16.59% | -12.60%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -61.09% | -57.51%+1.29% | +3.78%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.34% | 17.44%
Calls: 17.34% | 23.73%
Puts: 25.33% | 11.14%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +116.43% | -44.08%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -45.14% | -21.19%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 86% vs prior. Bullish P/C ratio of 0.56. P/C ratio dropping 65% - 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
10:05BULLISHBULLISHBULLISH
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 39 of results (avg 8.2%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1816.5017.80$17.157.6%220.71485
$125.00Oct 1631.0033.60$32.308.0%--0.8031
$130.00Oct 1627.6530.30$28.989.1%--0.752.1K
$125.00Sep 2528.1530.85$29.509.2%--0.8416
$124.00Sep 426.4028.95$27.679.2%--0.9512
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1615.5016.20$15.854.4%460.43812
$170.00Oct 1628.1529.70$28.925.4%--0.6114
$155.00Oct 1618.3019.45$18.886.1%130.48112
$167.50Oct 223.8525.40$24.636.3%--0.6211
$160.00Oct 1621.3522.75$22.056.3%50.521.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.47, cheapest $0.47)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 40.440.49$0.4710.6%570.08815

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 427.2530.05$28.659.8%--0.9815
$125.00Sep 425.0527.85$26.4510.6%--0.98108
$127.00Sep 423.3026.05$24.6811.1%--0.9717
$128.00Sep 422.3525.15$23.7511.8%--0.9664
$129.00Sep 421.3524.10$22.7312.1%--0.9683
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 422.5525.15$23.8510.9%100.9424
$170.00Sep 418.0520.75$19.4013.9%40.90127
$180.00Sep 1128.2031.15$29.679.9%--0.8810
$165.00Sep 414.0015.60$14.8010.8%50.85144
$177.50Sep 1125.9528.90$27.4210.8%--0.83303

Most actively traded options today. High liquidity = easy entry/exit. 234 active (total vol 14.5K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.500.76$0.6341.3%2.8K0.104.2K
$160.00Sep 41.611.80$1.7111.1%1.4K0.252.1K
$155.00Sep 42.763.65$3.2127.7%8340.401.5K
$150.00Sep 45.005.95$5.4817.3%7510.564.6K
$165.00Sep 40.851.18$1.0132.7%7180.161.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 43.754.50$4.1318.2%4330.441.4K
$130.00Sep 40.200.25$0.2321.7%3000.041.8K
$145.00Sep 41.772.40$2.0930.1%2540.28567
$140.00Sep 40.851.19$1.0233.3%2090.161.0K
$133.00Sep 182.663.80$3.2335.3%2020.2058

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 23.1%, max 30.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 4Oct 16105.9%81.2%30.4%7254.4K
$141.00Sep 4Oct 9101.8%79.5%28.0%6949
$146.00Sep 4Oct 9101.7%79.7%27.6%286.2K
$150.00Sep 4Oct 16100.6%79.1%27.2%7865.1K
$140.00Sep 4Oct 16101.7%80.4%26.5%801.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 4Oct 16105.9%81.2%30.4%5172
$141.00Sep 4Oct 9101.8%79.5%28.0%13182
$150.00Sep 4Oct 16100.6%79.1%27.2%4792.2K
$140.00Sep 4Oct 16101.7%80.4%26.5%2522.6K
$146.00Sep 4Sep 25101.7%80.6%26.3%80344

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 226 found (best R:R 1.20, avg 2.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$146.00$155.00Oct 9$4.09$4.91$4.0961%1.20$150.09
$170.00$175.00Oct 16$1.02$3.98$1.0239%3.90$171.02
$145.00$150.00Oct 16$2.15$2.85$2.1562%1.33$147.15
$170.00$175.00Oct 9$1.08$3.92$1.0838%3.63$171.08
$150.00$155.00Oct 16$2.08$2.92$2.0857%1.40$152.08
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$149.00Sep 18$0.12$0.88$0.1244%7.33$149.88
$160.00$157.50Sep 25$1.07$1.43$1.0756%1.34$158.93
$145.00$144.00Sep 18$0.11$0.89$0.1137%8.09$144.89
$157.50$155.00Oct 2$1.05$1.45$1.0552%1.38$156.45
$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. 146 found (best R:R 0.57, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$170.00Sep 11$1.18$1.18$1.3272%0.89$168.68
$162.50$165.00Sep 11$1.08$1.08$1.4266%0.76$163.58
$177.50$180.00Sep 11$0.63$0.63$1.8783%0.34$178.13
$162.50$165.00Sep 18$1.20$1.20$1.3061%0.92$163.70
$172.50$175.00Sep 18$0.92$0.92$1.5872%0.58$173.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$125.00Oct 16$1.82$1.82$3.1875%0.57$128.18
$145.00$141.00Oct 9$2.17$2.17$1.8362%1.19$142.83
$135.00$130.00Sep 25$1.77$1.77$3.2374%0.55$133.23
$135.00$130.00Oct 16$1.92$1.92$3.0871%0.62$133.08
$137.00$136.00Sep 11$0.79$0.79$0.2179%3.76$136.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $3.20, cheapest $3.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 4Sep 11$3.20102.8%85.4%
$150.00Sep 4Sep 11$3.37100.6%83.4%
$148.00Sep 4Sep 11$3.0099.0%82.4%
$152.50Sep 4Sep 11$3.35100.2%83.8%
$155.00Sep 4Sep 11$3.32100.5%84.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 4Sep 11$3.10102.8%85.4%
$150.00Sep 4Sep 11$3.17100.6%83.4%
$148.00Sep 4Sep 11$3.0799.0%82.4%
$152.50Sep 4Sep 11$3.20100.2%83.8%
$155.00Sep 4Sep 11$3.32100.5%84.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 6.31% of stock, avg 14.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Sep 4$4.20$5.33$9.53$142.97$162.036.31%
$150.00Sep 4$5.48$4.13$9.61$140.39$159.616.36%
$149.00Sep 4$6.00$3.63$9.63$139.37$158.636.38%
$148.00Sep 4$6.70$3.18$9.88$138.12$157.886.54%
$155.00Sep 4$3.21$6.73$9.94$145.06$164.946.58%
$147.00Sep 4$7.28$2.75$10.03$136.97$157.036.64%
$146.00Sep 4$8.03$2.55$10.58$135.42$156.587.01%
$145.00Sep 4$8.57$2.09$10.66$134.34$155.667.06%
$157.50Sep 4$2.48$8.63$11.11$146.39$168.617.36%
$144.00Sep 4$9.40$1.77$11.17$132.83$155.177.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.54% of stock, avg 12.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Sep 4$1.29$2.55$3.84$142.16$166.34
$160.00$146.00Sep 4$1.71$2.55$4.26$141.74$164.26
$162.50$147.00Sep 4$1.29$2.75$4.04$142.96$166.54
$160.00$147.00Sep 4$1.71$2.75$4.46$142.54$164.46
$157.50$146.00Sep 4$2.48$2.55$5.03$140.97$162.53
$157.50$147.00Sep 4$2.48$2.75$5.23$141.77$162.73
$162.50$148.00Sep 4$1.29$3.18$4.47$143.53$166.97
$160.00$148.00Sep 4$1.71$3.18$4.89$143.11$164.89
$157.50$148.00Sep 4$2.48$3.18$5.66$142.34$163.16
$162.50$149.00Sep 4$1.29$3.63$4.92$144.08$167.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 2.91, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
132/133168/170Sep 11$1.86$0.6457%2.91$131.14$169.36
136/137168/170Sep 11$1.97$0.5351%3.72$135.03$169.47
122/123168/170Sep 11$1.45$1.0565%1.38$121.55$168.95
132/133162/165Sep 11$1.76$0.7451%2.38$131.24$164.26
132/133178/180Sep 11$1.31$1.1968%1.10$131.69$178.81
136/137162/165Sep 11$1.87$0.6345%2.97$135.13$164.37
141/142168/170Sep 11$1.93$0.5742%3.39$140.07$169.43
125/126168/170Sep 11$1.36$1.1464%1.19$124.64$168.86
136/137178/180Sep 11$1.42$1.0862%1.31$135.58$178.92
128/129168/170Sep 11$1.41$1.0962%1.29$127.59$168.91

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
$150.00$155.00$160.00Oct 16$0.06$4.949%82.33
$145.00$150.00$155.00Oct 16$0.07$4.939%70.43
$125.00$130.00$135.00Oct 16$0.12$4.889%40.67
$160.00$165.00$170.00Oct 9$0.16$4.849%30.25
$162.50$165.00$167.50Sep 25$0.07$2.435%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Sep 11$0.15$4.8511%32.33
$125.00$130.00$135.00Oct 16$0.10$4.909%49.00
$160.00$165.00$170.00Oct 16$0.11$4.899%44.45
$135.00$140.00$145.00Oct 16$0.14$4.869%34.71
$150.00$155.00$160.00Oct 16$0.14$4.869%34.71

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 $-0.21, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$172.501:2Sep 4-$0.21$2.29
$177.50$180.001:2Sep 4-$0.12$2.38
$175.00$177.501:2Sep 4-$0.16$2.34
$172.50$175.001:2Sep 4-$0.22$2.28
$165.00$167.501:2Sep 4-$0.49$2.01
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$123.00$122.001:2Sep 4-$0.06$0.94
$122.00$121.001:2Sep 4-$0.06$0.94
$130.00$125.001:2Sep 18-$0.76$4.24
$133.00$132.001:2Sep 4-$0.20$0.80
$131.00$130.001:2Sep 4-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 8.51%, avg 3.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Oct 16$12.850.485.9%8.51%14.45%321.3K
$175.00Oct 16$8.500.3615.9%5.63%21.50%45855
$155.00Oct 16$14.950.532.6%9.90%12.53%512.5K
$165.00Oct 16$10.950.439.2%7.25%16.50%72.7K
$170.00Oct 16$9.200.3912.6%6.09%18.65%12481
$180.00Oct 16$7.200.3219.2%4.77%23.95%1262.0K
$165.00Oct 9$9.600.429.2%6.36%15.61%--11
$155.00Oct 9$13.300.522.6%8.81%11.43%342
$157.50Oct 9$12.100.494.3%8.01%12.30%228
$170.00Oct 9$7.850.3812.6%5.20%17.76%19

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 12,986
Total Puts 7,232
Put/Call Ratio 0.56
Net Difference 5,754

Prior's Put/Call Breakdown

Total Calls 55,868
Total Puts 88,994
Put/Call Ratio 1.59
Net Difference -33,126

Prior 7-Day Put/Call Summary

Total Calls 429,058
Total Puts 485,475
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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