Tour v526
MRNA
MODERNA INC
$150.28 -2.59%
9/2 10:10

Option Volume

Detail
Current (09/02 10:10am) 24,970
Calls: 13,692 (55%)
Puts: 11,278 (45%)
Prior (08/19) 157,559
Calls: 61,383 (39%)
Puts: 96,176 (61%)
Current vs Prior -84.15%
Calls: -77.69% (Calls)
Puts: -88.27% (Puts)
Prior 7-Day Total 915,380
Calls: 429,474 (47%)
Puts: 485,906 (53%)
Prior 7-Day Average 130,768
Calls: 61,353 (47%)
Puts: 69,415 (53%)
Current vs Prior 7-Day Avg -80.91%
Calls: -77.68%
Puts: -83.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:10am) $12.11M
Calls: $6.83M (56%)
Puts: $5.29M (44%)
Prior (08/19) $284.41M
Calls: $258.86M (91%)
Puts: $25.56M (9%)
Current vs Prior -95.74%
Calls: -97.36%
Puts: -79.31%
Prior 7-Day Total $1.22B
Calls: $1.10B (90%)
Puts: $121.91M (10%)
Prior 7-Day Average $174.81M
Calls: $157.40M (90%)
Puts: $17.42M (10%)
Current vs Prior 7-Day Avg -93.07%
Calls: -95.66%
Puts: -69.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:10am) 0.82
Prior (08/19) 1.57
Current vs Prior -47.43%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +2.65%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:10am) 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 7.34% | 11.59%14.48% | 24.27%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -60.10% | -57.23%-21.29% | -27.67%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -24.42% | -21.08%-18.79% | -12.74%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -60.10% | -57.23%-1.38% | +3.62%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.78% | 13.20%
Calls: 23.33% | 12.92%
Puts: 26.23% | 13.47%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +151.32% | -57.68%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -36.30% | -40.35%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 96% vs prior. Below-average activity with volume down 84% vs prior. P/C ratio dropping 47% - sentiment shifting bullish. Rising open interest (up 49%) indicates new positions being established.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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
10:10BULLISHBULLISHBULLISH
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 51 of results (avg 7.9%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 1630.8532.15$31.504.1%--0.7931
$150.00Oct 1616.7017.90$17.306.9%350.56471
$150.00Sep 1810.2011.05$10.638.0%850.552.1K
$125.00Sep 1826.3528.60$27.488.2%660.8889
$125.00Sep 425.1527.35$26.258.4%--1.00108
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1628.6029.85$29.234.3%--0.6114
$165.00Oct 1625.0526.25$25.654.7%--0.5728
$150.00Oct 1615.8516.65$16.254.9%470.44812
$155.00Oct 1618.7019.65$19.175.0%130.48112
$160.00Oct 1621.7522.95$22.355.4%50.531.0K

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. 171 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Sep 426.5029.35$27.9310.2%--1.0015
$125.00Sep 425.1527.35$26.258.4%--1.00108
$129.00Sep 420.6023.45$22.0312.9%--0.9483
$128.00Sep 421.5524.40$22.9812.4%--0.9464
$130.00Sep 419.8522.50$21.1812.5%110.94405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 423.0025.75$24.3811.3%100.9524
$170.00Sep 418.2020.95$19.5814.0%40.91127
$167.50Sep 416.3518.75$17.5513.7%10.893
$180.00Sep 1128.9031.65$30.289.1%--0.8710
$165.00Sep 414.4016.10$15.2511.1%50.86144

Most actively traded options today. High liquidity = easy entry/exit. 237 active (total vol 15.2K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.410.61$0.5139.2%2.8K0.094.2K
$160.00Sep 41.411.70$1.5618.6%1.5K0.222.1K
$155.00Sep 42.603.00$2.8014.3%8650.361.5K
$150.00Sep 44.355.50$4.9323.3%7780.524.6K
$165.00Sep 40.750.96$0.8624.4%7340.141.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 44.154.65$4.4011.4%4500.481.4K
$130.00Sep 40.200.25$0.2321.7%3470.041.8K
$145.00Sep 41.782.80$2.2944.5%2620.30567
$140.00Sep 41.051.22$1.1414.9%2140.171.0K
$133.00Sep 182.773.85$3.3132.6%2020.2158

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 22.2%, max 27.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Sep 4Oct 9100.3%78.4%27.9%7208
$141.00Sep 4Oct 998.4%77.9%26.2%6949
$149.00Sep 4Oct 2101.8%80.9%25.8%54338
$148.00Sep 4Oct 298.7%78.5%25.7%16734
$140.00Sep 4Oct 1699.7%79.5%25.3%871.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.50Sep 4Oct 2108.4%84.9%27.7%581
$144.00Sep 4Oct 2100.3%78.6%27.5%28338
$148.00Sep 4Oct 998.7%77.5%27.4%48202
$141.00Sep 4Oct 998.4%77.9%26.2%13182
$140.00Sep 4Oct 1699.7%79.5%25.3%2572.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 225 found (best R:R 0.82, avg 2.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$130.00Oct 16$2.75$2.25$2.7579%0.82$127.75
$150.00$152.50Oct 2$0.43$2.07$0.4355%4.81$150.43
$150.00$155.00Oct 16$1.82$3.18$1.8256%1.75$151.82
$146.00$155.00Oct 9$4.15$4.85$4.1560%1.17$150.15
$150.00$152.50Sep 18$0.56$1.94$0.5655%3.46$150.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$157.50Sep 25$0.77$1.73$0.7757%2.25$159.23
$172.50$167.50Oct 2$2.67$2.33$2.6766%0.87$169.83
$157.50$155.00Oct 2$0.78$1.72$0.7853%2.21$156.72
$155.00$152.50Sep 4$1.05$1.45$1.0564%1.38$153.95
$170.00$165.00Sep 25$2.95$2.05$2.9567%0.69$167.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 1.38, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$170.00Sep 11$1.20$1.20$1.3073%0.92$168.70
$172.50$175.00Sep 25$1.18$1.18$1.3268%0.89$173.68
$167.50$170.00Sep 18$1.20$1.20$1.3067%0.92$168.70
$162.50$165.00Sep 11$1.18$1.18$1.3267%0.89$163.68
$172.50$175.00Sep 18$1.05$1.05$1.4572%0.72$173.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$141.00Oct 9$2.32$2.32$1.6861%1.38$142.68
$135.00$130.00Sep 25$1.82$1.82$3.1874%0.57$133.18
$147.00$145.00Oct 2$1.50$1.50$0.5058%3.00$145.50
$137.00$136.00Sep 11$0.85$0.85$0.1578%5.67$136.15
$130.00$125.00Oct 16$1.73$1.73$3.2775%0.53$128.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.24, cheapest $3.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 4Sep 11$3.15101.8%81.7%
$152.50Sep 4Sep 11$3.33101.1%84.1%
$150.00Sep 4Sep 11$3.2096.6%81.6%
$148.00Sep 4Sep 11$3.3798.7%83.7%
$155.00Sep 4Sep 11$3.40100.6%85.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 4Sep 11$3.08101.8%81.7%
$152.50Sep 4Sep 11$3.18101.1%84.1%
$150.00Sep 4Sep 11$3.1896.6%81.6%
$148.00Sep 4Sep 11$3.2098.7%83.7%
$155.00Sep 4Sep 11$3.43100.6%85.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 6.12% of stock, avg 14.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$147.00Sep 4$6.18$3.01$9.19$137.81$156.196.12%
$150.00Sep 4$4.93$4.40$9.33$140.67$159.336.21%
$148.00Sep 4$5.98$3.58$9.56$138.44$157.566.36%
$149.00Sep 4$5.65$4.00$9.65$139.35$158.656.42%
$152.50Sep 4$3.75$6.10$9.85$142.65$162.356.55%
$155.00Sep 4$2.80$7.15$9.95$145.05$164.956.62%
$146.00Sep 4$7.55$2.56$10.11$135.89$156.116.73%
$145.00Sep 4$7.90$2.29$10.19$134.81$155.196.78%
$144.00Sep 4$9.10$2.10$11.20$132.80$155.207.45%
$157.50Sep 4$2.22$9.23$11.45$146.05$168.957.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.56% of stock, avg 12.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Sep 4$1.29$2.56$3.85$142.15$166.35
$160.00$146.00Sep 4$1.56$2.56$4.12$141.88$164.12
$157.50$146.00Sep 4$2.22$2.56$4.78$141.22$162.28
$162.50$147.00Sep 4$1.29$3.01$4.30$142.70$166.80
$160.00$147.00Sep 4$1.56$3.01$4.57$142.43$164.57
$155.00$146.00Sep 4$2.80$2.56$5.36$140.64$160.36
$157.50$147.00Sep 4$2.22$3.01$5.23$141.77$162.73
$155.00$147.00Sep 4$2.80$3.01$5.81$141.19$160.81
$162.50$148.00Sep 4$1.29$3.58$4.87$143.13$167.37
$160.00$148.00Sep 4$1.56$3.58$5.14$142.86$165.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 4.56, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
136/137168/170Sep 11$2.05$0.4551%4.56$134.95$169.55
132/133168/170Sep 11$1.88$0.6257%3.03$131.12$169.38
136/137162/165Sep 11$2.03$0.4745%4.32$134.97$164.53
132/133162/165Sep 11$1.86$0.6451%2.91$131.14$164.36
122/123168/170Sep 11$1.47$1.0366%1.43$121.53$168.97
136/137178/180Sep 11$1.46$1.0461%1.40$135.54$178.96
128/129168/170Sep 11$1.43$1.0762%1.34$127.57$168.93
132/133178/180Sep 11$1.29$1.2167%1.07$131.71$178.79
122/123162/165Sep 11$1.45$1.0560%1.38$121.55$163.95
141/142168/170Sep 11$1.88$0.6242%3.03$140.12$169.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 132 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 16$0.08$4.9210%61.50
$165.00$170.00$175.00Oct 9$0.20$4.808%24.00
$125.00$130.00$135.00Sep 25$0.28$4.7211%16.86
$162.50$165.00$167.50Sep 25$0.07$2.436%34.71
$160.00$165.00$170.00Oct 9$0.23$4.778%20.74
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Oct 16$0.12$4.888%40.67
$135.00$140.00$145.00Oct 16$0.16$4.8410%30.25
$130.00$135.00$140.00Oct 16$0.17$4.839%28.41
$165.00$170.00$175.00Sep 11$0.22$4.7810%21.73
$155.00$157.50$160.00Sep 18$0.07$2.437%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. 58 found (best net $-0.67, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$175.001:2Sep 4-$0.16$2.34
$175.00$177.501:2Sep 4-$0.14$2.36
$162.50$165.001:2Sep 4-$0.43$2.07
$170.00$172.501:2Sep 4-$0.29$2.21
$165.00$167.501:2Sep 4-$0.40$2.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Sep 18-$0.67$4.33
$123.00$122.001:2Sep 4-$0.06$0.94
$122.00$121.001:2Sep 4-$0.06$0.94
$131.00$130.001:2Sep 4-$0.20$0.80
$132.00$131.001:2Sep 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. 68 found (best yield 7.29%, avg 3.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 16$10.950.439.8%7.29%17.08%72.7K
$160.00Oct 16$12.650.476.5%8.42%14.89%431.3K
$175.00Oct 16$8.350.3516.4%5.56%22.01%45855
$155.00Oct 16$14.500.523.1%9.65%12.79%542.5K
$170.00Oct 16$9.200.3913.1%6.12%19.24%12481
$180.00Oct 16$7.200.3119.8%4.79%24.57%1262.0K
$165.00Oct 9$9.600.429.8%6.39%16.18%--11
$170.00Oct 9$8.250.3813.1%5.49%18.61%19
$157.50Oct 9$12.100.494.8%8.05%12.86%228
$160.00Oct 9$11.150.466.5%7.42%13.89%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 13,692
Total Puts 11,278
Put/Call Ratio 0.82
Net Difference 2,414

Prior's Put/Call Breakdown

Total Calls 61,383
Total Puts 96,176
Put/Call Ratio 1.57
Net Difference -34,793

Prior 7-Day Put/Call Summary

Total Calls 429,474
Total Puts 485,906
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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