MRNA - Options Database

MRNA

MODERNA INC

$147.99 -4.07%

(9/2 10:10) ◀

Wednesday, September 2, 2026 (10:15am)

▶ (9/2 10:20)

◀ 9/2 10:15 ▶

Option Volume

Detail

ℹ

Current (09/02 10:15am) 29,393

Calls: 15,342 (52%)

Puts: 14,051 (48%)

Prior (08/19) 171,931

Calls: 66,277 (39%)

Puts: 105,654 (61%)

Current vs Prior -82.90%

Calls: -76.85% (Calls)

Puts: -86.70% (Puts)

Prior 7-Day Total 920,132

Calls: 430,180 (47%)

Puts: 489,952 (53%)

Prior 7-Day Average 131,447

Calls: 61,454 (47%)

Puts: 69,993 (53%)

Current vs Prior 7-Day Avg -77.64%

Calls: -75.04%

Puts: -79.93%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/02 10:15am) $13.43M

Calls: $6.80M (51%)

Puts: $6.63M (49%)

Prior (08/19) $296.26M

Calls: $265.11M (89%)

Puts: $31.15M (11%)

Current vs Prior -95.47%

Calls: -97.43%

Puts: -78.72%

Prior 7-Day Total $1.22B

Calls: $1.10B (90%)

Puts: $122.23M (10%)

Prior 7-Day Average $174.89M

Calls: $157.43M (90%)

Puts: $17.46M (10%)

Current vs Prior 7-Day Avg -92.32%

Calls: -95.68%

Puts: -62.03%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/02 10:15am) 0.92

Prior (08/19) 1.59

Current vs Prior -42.55%

Prior 7-Day Average 0.84

Current vs Prior 7-Day Avg +8.97%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/02 10:15am) 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

ℹ

WKMO Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)

Current 6.44% | 11.14%14.12% | 24.02%

Prior 18.40% | 27.08%18.40% | 33.55%

Current vs Prior -65.00% | -58.88%-23.23% | -28.41%

Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%

Current vs 7-Day Avg -33.69% | -24.14%-20.79% | -13.62%

Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%

Current vs 7-Day Eod -65.00% | -58.88%-3.81% | +2.57%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.38% | 21.79%

Calls: 14.00% | 28.90%

Puts: 18.76% | 14.69%

Prior 9.86% | 31.19%

Calls: 5.42% | 21.64%

Puts: 14.29% | 40.74%

Current vs Prior +66.13% | -30.14%

Prior 7-Day Avg 38.90% | 22.13%

Calls: 38.64% | 21.00%

Puts: 39.16% | 23.26%

Current vs 7-Day Avg -57.89% | -1.54%

Liquidity Expensive

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🤖 AI Insights

Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 83% vs prior. P/C ratio dropping 43% - sentiment shifting bullish. Rising open interest (up 49%) indicates new positions being established.

Smart Money BULLISH

Retail Flow NEUTRAL

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)

Time	Smart Money	Retail	Overall
10:15	BULLISH	NEUTRAL	BULLISH
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
09:45	BEARISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	BULLISH

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 53 of results (avg 8.1%, best 3.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$135.00	Oct 16	22.50	23.65	$23.08	5.0%	--	0.68	210
$135.00	Sep 18	16.95	18.00	$17.48	6.0%	8	0.74	566
$120.00	Oct 2	30.25	32.55	$31.40	7.3%	3	0.86	1.9K
$130.00	Sep 18	20.20	21.80	$21.00	7.6%	15	0.81	586
$120.00	Oct 16	32.20	34.85	$33.53	7.9%	1	0.82	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Oct 16	16.90	17.50	$17.20	3.5%	50	0.46	812
$155.00	Oct 16	19.85	20.85	$20.35	4.9%	14	0.50	112
$165.00	Oct 16	26.50	27.85	$27.18	5.0%	--	0.59	28
$170.00	Oct 16	30.10	31.65	$30.88	5.0%	--	0.63	14
$160.00	Oct 16	23.05	24.40	$23.73	5.7%	5	0.55	1.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.36, cheapest $0.28)

CALLS (0)

No calls meet the criteria

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$130.00	Sep 4	0.26	0.30	$0.28	14.3%	354	0.05	1.8K
$120.00	Sep 11	0.42	0.46	$0.44	9.1%	19	0.05	549

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 179 found (avg delta 0.70, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$120.00	Sep 4	27.15	29.70	$28.42	9.0%	71	0.99	126
$119.00	Sep 4	27.85	30.65	$29.25	9.6%	--	0.99	90
$123.00	Sep 4	23.85	26.55	$25.20	10.7%	--	0.98	15
$125.00	Sep 4	22.55	24.60	$23.58	8.7%	--	0.97	108
$127.00	Sep 4	19.95	22.65	$21.30	12.7%	--	0.96	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Sep 4	25.70	28.65	$27.17	10.9%	10	1.00	24
$170.00	Sep 4	20.80	23.90	$22.35	13.9%	4	0.95	127
$167.50	Sep 4	18.40	21.55	$19.98	15.8%	2	0.94	3
$165.00	Sep 4	16.55	19.10	$17.83	14.3%	5	0.91	144
$162.50	Sep 4	13.75	16.50	$15.13	18.2%	2	0.88	53

Most actively traded options today. High liquidity = easy entry/exit. 259 active (total vol 18.0K, top 2.8K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Sep 4	0.26	0.35	$0.31	29.0%	2.8K	0.07	4.2K
$160.00	Sep 4	1.00	1.19	$1.10	17.3%	1.6K	0.18	2.1K
$155.00	Sep 4	2.00	2.27	$2.13	12.7%	964	0.30	1.5K
$150.00	Sep 4	3.65	4.05	$3.85	10.4%	817	0.46	4.6K
$165.00	Sep 4	0.51	0.75	$0.63	38.1%	767	0.11	1.7K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Sep 4	5.25	5.90	$5.58	11.6%	1.1K	0.55	1.4K
$140.00	Sep 4	1.40	1.65	$1.53	16.3%	865	0.22	1.0K
$130.00	Sep 4	0.26	0.30	$0.28	14.3%	354	0.05	1.8K
$145.00	Sep 4	2.95	3.40	$3.18	14.2%	328	0.37	567
$133.00	Sep 18	2.91	4.40	$3.66	40.7%	206	0.23	58

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 25.8%, max 37.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$146.00	Sep 4	Oct 9	106.4%	77.6%	37.1%	32	6.2K
$141.00	Sep 4	Oct 9	103.4%	76.1%	35.9%	6	949
$144.00	Sep 4	Oct 9	100.5%	76.5%	31.3%	8	208
$139.00	Sep 4	Oct 9	99.3%	76.1%	30.5%	11	6.2K
$142.00	Sep 4	Oct 9	100.4%	77.6%	29.4%	11	481

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$141.00	Sep 4	Oct 9	103.4%	76.1%	35.9%	60	182
$139.00	Sep 4	Oct 2	99.3%	75.7%	31.2%	124	343
$148.00	Sep 4	Oct 9	101.6%	77.4%	31.2%	119	202
$144.00	Sep 4	Oct 2	100.5%	77.7%	29.3%	30	338
$149.00	Sep 4	Sep 25	104.7%	81.0%	29.3%	115	403

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 233 found (best R:R 2.45, avg 2.47)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$150.00	$155.00	Oct 16	$1.45	$3.55	$1.45	54%	2.45	$151.45
$146.00	$155.00	Oct 9	$3.70	$5.30	$3.70	58%	1.43	$149.70
$135.00	$140.00	Oct 16	$2.25	$2.75	$2.25	68%	1.22	$137.25
$152.50	$155.00	Oct 2	$0.22	$2.28	$0.22	50%	10.36	$152.72
$130.00	$134.00	Sep 18	$2.35	$1.65	$2.35	81%	0.70	$132.35

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$155.00	$152.50	Oct 9	$0.80	$1.70	$0.80	52%	2.12	$154.20
$157.50	$155.00	Sep 11	$1.18	$1.32	$1.18	65%	1.12	$156.32
$148.00	$145.00	Oct 9	$0.95	$2.05	$0.95	45%	2.16	$147.05
$160.00	$157.50	Sep 25	$1.17	$1.33	$1.17	60%	1.14	$158.83
$146.00	$145.00	Sep 18	$0.18	$0.82	$0.18	43%	4.56	$145.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 2.33, avg 0.74)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$162.50	$165.00	Sep 11	$1.49	$1.49	$1.01	70%	1.48	$163.99
$167.50	$170.00	Sep 11	$1.28	$1.28	$1.22	76%	1.05	$168.78
$167.50	$170.00	Sep 18	$1.37	$1.37	$1.13	70%	1.21	$168.87
$172.50	$175.00	Sep 25	$1.05	$1.05	$1.45	70%	0.72	$173.55
$149.00	$150.00	Sep 4	$0.83	$0.83	$0.17	50%	4.88	$149.83

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$145.00	$141.00	Oct 9	$2.80	$2.80	$1.20	59%	2.33	$142.20
$140.00	$135.00	Oct 16	$2.70	$2.70	$2.30	63%	1.17	$137.30
$147.00	$145.00	Oct 2	$1.80	$1.80	$0.20	56%	9.00	$145.20
$140.00	$138.00	Sep 25	$1.47	$1.47	$0.53	65%	2.77	$138.53
$145.00	$140.00	Oct 16	$2.58	$2.58	$2.42	58%	1.07	$142.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $3.16, cheapest $2.87)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$146.00	Sep 4	Sep 11	$3.80	106.4%	82.5%
$147.00	Sep 4	Sep 11	$3.65	105.2%	82.3%
$145.00	Sep 4	Sep 11	$3.07	100.9%	80.8%
$143.00	Sep 4	Sep 11	$2.93	99.9%	81.7%
$144.00	Sep 4	Sep 11	$3.38	100.5%	82.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$146.00	Sep 4	Sep 11	$2.87	106.4%	82.5%
$147.00	Sep 4	Sep 11	$3.05	105.2%	82.3%
$145.00	Sep 4	Sep 11	$2.90	100.9%	80.8%
$143.00	Sep 4	Sep 11	$2.90	99.9%	81.7%
$144.00	Sep 4	Sep 11	$3.03	100.5%	82.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 108 found (cheapest 6.17% of stock, avg 14.37%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$147.00	Sep 4	$5.00	$4.13	$9.13	$137.87	$156.13	6.17%
$146.00	Sep 4	$5.38	$3.83	$9.21	$136.79	$155.21	6.22%
$148.00	Sep 4	$4.90	$4.53	$9.43	$138.57	$157.43	6.37%
$150.00	Sep 4	$3.85	$5.58	$9.43	$140.57	$159.43	6.37%
$145.00	Sep 4	$6.38	$3.18	$9.56	$135.44	$154.56	6.46%
$144.00	Sep 4	$6.82	$2.75	$9.57	$134.43	$153.57	6.47%
$152.50	Sep 4	$2.74	$6.95	$9.69	$142.81	$162.19	6.55%
$149.00	Sep 4	$4.68	$5.23	$9.91	$139.09	$158.91	6.70%
$143.00	Sep 4	$7.80	$2.38	$10.18	$132.82	$153.18	6.88%
$142.00	Sep 4	$8.40	$2.08	$10.48	$131.52	$152.48	7.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.81% of stock, avg 12.30%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$157.50	$144.00	Sep 4	$1.41	$2.75	$4.16	$139.84	$161.66
$155.00	$144.00	Sep 4	$2.13	$2.75	$4.88	$139.12	$159.88
$157.50	$145.00	Sep 4	$1.41	$3.18	$4.59	$140.41	$162.09
$152.50	$144.00	Sep 4	$2.74	$2.75	$5.49	$138.51	$157.99
$155.00	$145.00	Sep 4	$2.13	$3.18	$5.31	$139.69	$160.31
$152.50	$145.00	Sep 4	$2.74	$3.18	$5.92	$139.08	$158.42
$157.50	$146.00	Sep 4	$1.41	$3.83	$5.24	$140.76	$162.74
$155.00	$146.00	Sep 4	$2.13	$3.83	$5.96	$140.04	$160.96
$152.50	$146.00	Sep 4	$2.74	$3.83	$6.57	$139.43	$159.07
$157.50	$147.00	Sep 4	$1.41	$4.13	$5.54	$141.46	$163.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 147 found (best R:R 4.81, avg credit $0.97)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
132/133	162/165	Sep 11	$2.07	$0.43	52%	4.81	$130.93	$164.57
120/121	162/165	Sep 11	$1.75	$0.75	63%	2.33	$119.25	$164.25
132/133	168/170	Sep 11	$1.86	$0.64	58%	2.91	$131.14	$169.36
122/123	162/165	Sep 11	$1.73	$0.77	62%	2.25	$121.27	$164.23
120/121	168/170	Sep 11	$1.54	$0.96	69%	1.60	$119.46	$169.04
135/136	162/165	Sep 11	$2.06	$0.44	47%	4.68	$133.94	$164.56
122/123	168/170	Sep 11	$1.52	$0.98	67%	1.55	$121.48	$169.02
126/127	162/165	Sep 11	$1.69	$0.81	60%	2.09	$125.31	$164.19
135/136	168/170	Sep 11	$1.85	$0.65	52%	2.85	$134.15	$169.35
126/127	168/170	Sep 11	$1.48	$1.02	65%	1.45	$125.52	$168.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 135 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$160.00	$165.00	$170.00	Oct 9	$0.10	$4.90	8%	49.00
$120.00	$125.00	$130.00	Sep 18	$0.20	$4.80	10%	24.00
$165.00	$170.00	$175.00	Oct 16	$0.18	$4.82	7%	26.78
$170.00	$172.50	$175.00	Oct 2	$0.07	$2.43	4%	34.71
$165.00	$167.50	$170.00	Sep 4	$0.08	$2.42	4%	30.25

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$120.00	$125.00	$130.00	Sep 18	$0.09	$4.91	10%	54.56
$125.00	$130.00	$135.00	Oct 16	$0.05	$4.95	9%	99.00
$155.00	$160.00	$165.00	Oct 16	$0.07	$4.93	9%	70.43
$120.00	$125.00	$130.00	Sep 25	$0.13	$4.87	10%	37.46
$120.00	$125.00	$130.00	Oct 2	$0.16	$4.84	10%	30.25

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 $-0.30, 56 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$172.50	$175.00	1:2	Sep 4	-$0.06	$2.44
$170.00	$172.50	1:2	Sep 4	-$0.09	$2.41
$167.50	$170.00	1:2	Sep 4	-$0.19	$2.31
$165.00	$167.50	1:2	Sep 4	-$0.23	$2.27
$167.50	$170.00	1:2	Sep 11	-$0.53	$1.97

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$125.00	$120.00	1:2	Sep 18	-$0.30	$4.70
$120.00	$119.00	1:2	Sep 4	-$0.10	$0.90
$135.00	$134.00	1:2	Sep 4	-$0.21	$0.79
$121.00	$120.00	1:2	Sep 11	-$0.18	$0.82
$132.00	$131.00	1:2	Sep 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. 78 found (best yield 6.76%, avg 4.17%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$165.00	Oct 16	$10.00	0.41	11.5%	6.76%	18.25%	9	2.7K
$160.00	Oct 16	$11.50	0.45	8.1%	7.77%	15.89%	47	1.3K
$170.00	Oct 16	$8.60	0.37	14.9%	5.81%	20.68%	12	481
$155.00	Oct 16	$13.20	0.50	4.7%	8.92%	13.66%	54	2.5K
$175.00	Oct 16	$7.50	0.34	18.2%	5.07%	23.32%	45	855
$150.00	Oct 16	$15.10	0.54	1.4%	10.20%	11.56%	35	471
$165.00	Oct 9	$8.55	0.40	11.5%	5.78%	17.27%	--	11
$160.00	Oct 9	$9.90	0.45	8.1%	6.69%	14.81%	1	13
$157.50	Oct 9	$10.65	0.47	6.4%	7.20%	13.62%	2	28
$170.00	Oct 9	$7.15	0.36	14.9%	4.83%	19.70%	2	9

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 15,342

Total Puts 14,051

Put/Call Ratio 0.92

Net Difference 1,291

Prior's Put/Call Breakdown

Total Calls 66,277

Total Puts 105,654

Put/Call Ratio 1.59

Net Difference -39,377

Prior 7-Day Put/Call Summary

Total Calls 430,180

Total Puts 489,952

Average Put/Call Ratio 0.84

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

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📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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