Tour v526
MRNA
MODERNA INC
$147.90 -4.13%
9/2 10:20

Option Volume

Detail
Current (09/02 10:20am) 31,892
Calls: 16,415 (51%)
Puts: 15,477 (49%)
Prior (08/19) 184,427
Calls: 72,132 (39%)
Puts: 112,295 (61%)
Current vs Prior -82.71%
Calls: -77.24% (Calls)
Puts: -86.22% (Puts)
Prior 7-Day Total 924,555
Calls: 431,830 (47%)
Puts: 492,725 (53%)
Prior 7-Day Average 132,079
Calls: 61,690 (47%)
Puts: 70,389 (53%)
Current vs Prior 7-Day Avg -75.85%
Calls: -73.39%
Puts: -78.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:20am) $14.43M
Calls: $7.16M (50%)
Puts: $7.26M (50%)
Prior (08/19) $369.17M
Calls: $341.31M (92%)
Puts: $27.85M (8%)
Current vs Prior -96.09%
Calls: -97.90%
Puts: -73.92%
Prior 7-Day Total $1.23B
Calls: $1.10B (90%)
Puts: $123.57M (10%)
Prior 7-Day Average $175.08M
Calls: $157.42M (90%)
Puts: $17.65M (10%)
Current vs Prior 7-Day Avg -91.76%
Calls: -95.45%
Puts: -58.85%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/02 10:20am) 0.94
Prior (08/19) 1.56
Current vs Prior -39.44%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg +10.45%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:20am) 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 6.27% | 10.87%14.21% | 23.91%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -65.93% | -59.86%-22.78% | -28.75%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -35.46% | -25.94%-20.32% | -14.03%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -65.93% | -59.86%-3.25% | +2.08%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.19% | 16.86%
Calls: 13.08% | 21.95%
Puts: 9.30% | 11.76%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +13.49% | -45.94%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -71.23% | -23.81%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 96% vs prior. Below-average activity with volume down 83% vs prior. P/C ratio dropping 39% - sentiment shifting bullish. Rising open interest (up 49%) indicates new positions being established.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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
10:20BEARISHNEUTRALMIXED
10:15BULLISHNEUTRALBULLISH
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 68 of results (avg 7.3%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 43.453.60$3.534.2%8330.454.6K
$120.00Sep 1828.6530.20$29.425.3%20.91882
$152.50Sep 115.505.80$5.655.3%1300.4376
$148.00Sep 44.304.60$4.456.7%270.52715
$130.00Oct 1625.6527.50$26.587.0%--0.732.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1630.1530.95$30.552.6%--0.6314
$165.00Oct 1626.5027.30$26.903.0%--0.5928
$150.00Oct 1616.9517.50$17.233.2%510.46812
$150.00Sep 45.405.60$5.503.6%2.0K0.561.4K
$160.00Oct 1623.2024.15$23.674.0%60.551.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.28, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 40.250.30$0.2817.9%3550.051.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 175 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 427.4530.15$28.809.4%710.99126
$119.00Sep 427.8530.80$29.3310.1%--0.9990
$123.00Sep 423.7027.15$25.4213.6%--0.9815
$124.00Sep 423.0025.85$24.4311.7%--0.9812
$127.00Sep 419.9522.90$21.4213.8%--0.9717
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 426.2028.00$27.106.6%110.9424
$170.00Sep 421.0523.90$22.4812.7%40.94127
$167.50Sep 418.9521.55$20.2512.8%20.933
$165.00Sep 416.6519.00$17.8313.2%50.90144
$162.50Sep 414.3016.30$15.3013.1%20.8753

Most actively traded options today. High liquidity = easy entry/exit. 268 active (total vol 19.7K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.250.36$0.3135.5%2.9K0.064.2K
$160.00Sep 41.001.10$1.059.5%1.7K0.182.1K
$155.00Sep 41.882.23$2.0517.1%1.0K0.291.5K
$165.00Sep 40.510.64$0.5722.8%8630.101.7K
$150.00Sep 43.453.60$3.534.2%8330.454.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 45.405.60$5.503.6%2.0K0.561.4K
$140.00Sep 41.321.60$1.4619.2%8990.221.0K
$130.00Sep 40.250.30$0.2817.9%3550.051.8K
$145.00Sep 42.703.15$2.9315.4%3350.37567
$133.00Sep 182.964.40$3.6839.1%2060.2358

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 21.0%, max 27.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Sep 4Oct 997.5%76.2%27.8%15218
$139.00Sep 4Oct 997.9%77.2%26.8%116.2K
$144.00Sep 4Oct 998.4%77.7%26.8%10208
$141.00Sep 4Oct 997.5%77.1%26.4%6949
$142.00Sep 4Oct 996.5%78.5%22.9%11481
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$139.00Sep 4Oct 297.9%77.4%26.5%125343
$141.00Sep 4Oct 997.5%77.1%26.4%60182
$144.00Sep 4Oct 298.4%79.0%24.7%33338
$140.00Sep 4Oct 1696.9%79.0%22.6%9822.6K
$138.00Sep 4Sep 2597.5%79.7%22.3%182222

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 230 found (best R:R 9.00, avg 2.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$152.50$155.00Oct 2$0.25$2.25$0.2550%9.00$152.75
$155.00$160.00Oct 16$1.52$3.48$1.5249%2.29$156.52
$142.00$144.00Oct 9$0.42$1.58$0.4262%3.76$142.42
$155.00$157.50Oct 9$0.42$2.08$0.4249%4.95$155.42
$146.00$155.00Oct 9$4.00$5.00$4.0058%1.25$150.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$167.50Sep 11$1.42$1.08$1.4282%0.76$168.58
$165.00$162.50Sep 25$1.35$1.15$1.3565%0.85$163.65
$155.00$152.50Oct 9$1.05$1.45$1.0552%1.38$153.95
$141.00$140.00Sep 11$0.13$0.87$0.1332%6.69$140.87
$145.00$144.00Sep 4$0.18$0.82$0.1837%4.56$144.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 1.20, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Sep 11$1.39$1.39$1.1170%1.25$163.89
$167.50$170.00Sep 18$1.27$1.27$1.2370%1.03$168.77
$172.50$175.00Sep 18$1.11$1.11$1.3975%0.80$173.61
$172.50$175.00Sep 25$1.18$1.18$1.3270%0.89$173.68
$149.00$150.00Sep 18$0.85$0.85$0.1547%5.67$149.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 16$2.73$2.73$2.2763%1.20$137.27
$145.00$141.00Oct 9$2.49$2.49$1.5158%1.65$142.51
$147.00$145.00Oct 2$1.60$1.60$0.4056%4.00$145.40
$145.00$140.00Oct 16$2.60$2.60$2.4058%1.08$142.40
$130.00$125.00Sep 25$1.45$1.45$3.5578%0.41$128.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $3.20, cheapest $2.73)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$144.00Sep 4Sep 11$3.3098.4%79.3%
$143.00Sep 4Sep 11$2.9398.0%79.9%
$147.00Sep 4Sep 11$3.4697.5%81.6%
$152.50Sep 4Sep 11$3.0295.2%79.7%
$150.00Sep 4Sep 11$3.2795.8%81.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$144.00Sep 4Sep 11$2.7398.4%79.3%
$143.00Sep 4Sep 11$2.7398.0%79.9%
$147.00Sep 4Sep 11$3.1297.5%81.6%
$152.50Sep 4Sep 11$2.9095.2%79.7%
$150.00Sep 4Sep 11$3.0795.8%81.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 109 found (cheapest 5.92% of stock, avg 14.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$148.00Sep 4$4.45$4.30$8.75$139.25$156.755.92%
$149.00Sep 4$3.90$4.90$8.80$140.20$157.805.95%
$147.00Sep 4$4.97$3.98$8.95$138.05$155.956.05%
$145.00Sep 4$6.10$2.93$9.03$135.97$154.036.11%
$146.00Sep 4$5.57$3.47$9.04$136.96$155.046.11%
$150.00Sep 4$3.53$5.50$9.03$140.97$159.036.11%
$144.00Sep 4$6.90$2.75$9.65$134.35$153.656.52%
$152.50Sep 4$2.63$7.03$9.66$142.84$162.166.53%
$143.00Sep 4$7.80$2.37$10.17$132.83$153.176.88%
$142.00Sep 4$8.20$1.99$10.19$131.81$152.196.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.83% of stock, avg 12.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$157.50$144.00Sep 4$1.43$2.75$4.18$139.82$161.68
$155.00$144.00Sep 4$2.05$2.75$4.80$139.20$159.80
$157.50$145.00Sep 4$1.43$2.93$4.36$140.64$161.86
$155.00$145.00Sep 4$2.05$2.93$4.98$140.02$159.98
$152.50$144.00Sep 4$2.63$2.75$5.38$138.62$157.88
$152.50$145.00Sep 4$2.63$2.93$5.56$139.44$158.06
$157.50$146.00Sep 4$1.43$3.47$4.90$141.10$162.40
$155.00$146.00Sep 4$2.05$3.47$5.52$140.48$160.52
$152.50$146.00Sep 4$2.63$3.47$6.10$139.90$158.60
$157.50$147.00Sep 4$1.43$3.98$5.41$141.59$162.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 2.12, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
122/123162/165Sep 11$1.70$0.8062%2.12$121.30$164.20
120/121162/165Sep 11$1.60$0.9064%1.78$119.40$164.10
134/135162/165Sep 11$1.91$0.5949%3.24$133.09$164.41
125/126162/165Sep 11$1.58$0.9261%1.72$124.42$164.08
132/133162/165Sep 11$1.70$0.8053%2.12$131.30$164.20
130/133168/170Sep 18$2.09$0.9147%2.30$130.91$169.59
128/129162/165Sep 11$1.53$0.9758%1.58$127.47$164.03
130/131162/165Sep 11$1.59$0.9156%1.75$129.41$164.09
130/133172/175Sep 18$1.93$1.0752%1.80$131.07$174.43
136/137162/165Sep 11$1.84$0.6645%2.79$135.16$164.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 138 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Oct 9$0.10$4.908%49.00
$135.00$140.00$145.00Oct 16$0.15$4.8510%32.33
$165.00$170.00$175.00Oct 16$0.10$4.908%49.00
$120.00$125.00$130.00Sep 18$0.20$4.8010%24.00
$125.00$130.00$135.00Oct 16$0.17$4.839%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Sep 25$0.05$4.9510%99.00
$125.00$130.00$135.00Oct 16$0.10$4.909%49.00
$120.00$125.00$130.00Oct 16$0.15$4.858%32.33
$155.00$157.50$160.00Sep 11$0.12$2.389%19.83
$152.50$155.00$157.50Sep 25$0.08$2.426%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. 54 found (best net $-0.15, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$167.501:2Sep 4-$0.15$2.35
$170.00$172.501:2Sep 4-$0.11$2.39
$162.50$165.001:2Sep 4-$0.34$2.16
$167.50$170.001:2Sep 4-$0.26$2.24
$160.00$162.501:2Sep 4-$0.55$1.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Sep 18-$0.45$4.55
$123.00$122.001:2Sep 4-$0.05$0.95
$128.00$127.001:2Sep 4-$0.11$0.89
$120.00$119.001:2Sep 4-$0.10$0.90
$124.00$123.001:2Sep 4-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 6.80%, avg 4.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 16$10.050.4111.6%6.80%18.36%112.7K
$160.00Oct 16$11.500.458.2%7.78%15.96%621.3K
$170.00Oct 16$8.600.3714.9%5.81%20.76%12481
$155.00Oct 16$13.250.494.8%8.96%13.76%642.5K
$175.00Oct 16$7.700.3318.3%5.21%23.53%46855
$150.00Oct 16$15.050.541.4%10.18%11.60%46471
$157.50Oct 9$10.900.476.5%7.37%13.86%328
$165.00Oct 9$8.550.4011.6%5.78%17.34%--11
$160.00Oct 9$10.000.448.2%6.76%14.94%113
$170.00Oct 9$7.150.3614.9%4.83%19.78%29

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 16,415
Total Puts 15,477
Put/Call Ratio 0.94
Net Difference 938

Prior's Put/Call Breakdown

Total Calls 72,132
Total Puts 112,295
Put/Call Ratio 1.56
Net Difference -40,163

Prior 7-Day Put/Call Summary

Total Calls 431,830
Total Puts 492,725
Average Put/Call Ratio 0.85
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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