Tour v526
MRNA
MODERNA INC
$148.79 -3.56%
9/2 10:25

Option Volume

Detail
Current (09/02 10:25am) 33,363
Calls: 17,286 (52%)
Puts: 16,077 (48%)
Prior (08/19) 197,854
Calls: 76,865 (39%)
Puts: 120,989 (61%)
Current vs Prior -83.14%
Calls: -77.51% (Calls)
Puts: -86.71% (Puts)
Prior 7-Day Total 927,054
Calls: 432,903 (47%)
Puts: 494,151 (53%)
Prior 7-Day Average 132,436
Calls: 61,843 (47%)
Puts: 70,593 (53%)
Current vs Prior 7-Day Avg -74.81%
Calls: -72.05%
Puts: -77.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:25am) $15.21M
Calls: $7.96M (52%)
Puts: $7.25M (48%)
Prior (08/19) $397.31M
Calls: $364.58M (92%)
Puts: $32.72M (8%)
Current vs Prior -96.17%
Calls: -97.82%
Puts: -77.85%
Prior 7-Day Total $1.23B
Calls: $1.10B (90%)
Puts: $124.21M (10%)
Prior 7-Day Average $175.22M
Calls: $157.48M (90%)
Puts: $17.74M (10%)
Current vs Prior 7-Day Avg -91.32%
Calls: -94.94%
Puts: -59.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:25am) 0.93
Prior (08/19) 1.57
Current vs Prior -40.91%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +8.46%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:25am) 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 6.34% | 10.80%14.01% | 23.58%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -65.55% | -60.12%-23.83% | -29.73%
Prior 7-Day Avg 9.71% | 14.68%17.83% | 27.81%
Current vs 7-Day Avg -34.74% | -26.43%-21.40% | -15.22%
Prior 7-Day Eod 18.40% | 27.08%14.68% | 23.42%
Current vs 7-Day Eod -65.55% | -60.12%-4.56% | +0.67%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.50% | 9.62%
Calls: 20.62% | 10.22%
Puts: 16.38% | 9.03%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +87.63% | -69.16%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -52.44% | -56.53%
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 41% - 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)
TimeSmart MoneyRetailOverall
10:25BULLISHNEUTRALBULLISH
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 76 of results (avg 7.8%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 116.907.30$7.105.6%1030.50441
$130.00Oct 1626.1027.70$26.905.9%--0.742.1K
$155.00Oct 1613.6514.50$14.086.0%650.502.5K
$145.00Oct 1617.8018.95$18.386.3%40.59200
$150.00Oct 1615.8016.85$16.336.4%470.55471
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Oct 1613.8014.20$14.002.9%60.41276
$165.00Oct 1625.9026.80$26.353.4%--0.5928
$150.00Oct 1616.4017.00$16.703.6%510.45812
$160.00Oct 1622.5023.35$22.933.7%60.551.0K
$170.00Oct 1629.2530.55$29.904.3%--0.6314

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.35, cheapest $0.35)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.320.37$0.3514.3%3.1K0.064.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 177 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 427.8030.30$29.058.6%711.00126
$123.00Sep 424.1027.35$25.7312.6%--1.0015
$124.00Sep 423.0026.25$24.6313.2%--1.0012
$125.00Sep 422.3025.45$23.8813.2%--1.00108
$126.00Sep 421.4023.70$22.5510.2%--1.0036
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 425.2527.00$26.136.7%110.9524
$170.00Sep 420.9523.65$22.3012.1%40.94127
$167.50Sep 418.0021.25$19.6316.6%20.923
$165.00Sep 416.2518.90$17.5815.1%50.89144
$177.50Sep 1129.3031.90$30.608.5%--0.88303

Most actively traded options today. High liquidity = easy entry/exit. 275 active (total vol 20.7K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.320.37$0.3514.3%3.1K0.064.2K
$160.00Sep 41.001.27$1.1423.7%1.7K0.192.1K
$155.00Sep 41.902.43$2.1724.4%1.0K0.311.5K
$165.00Sep 40.550.74$0.6529.2%8700.111.7K
$150.00Sep 43.454.25$3.8520.8%8580.474.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 44.705.45$5.0814.8%2.0K0.531.4K
$140.00Sep 41.161.40$1.2818.8%9160.201.0K
$130.00Sep 40.200.28$0.2433.3%3660.051.8K
$145.00Sep 42.493.00$2.7518.5%3640.35567
$133.00Sep 183.004.40$3.7037.8%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 21.3%, max 28.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Sep 4Oct 998.7%76.7%28.7%15218
$141.00Sep 4Oct 997.7%77.6%25.8%6949
$139.00Sep 4Oct 997.5%77.6%25.5%116.2K
$147.00Sep 4Oct 298.8%79.6%24.1%73858
$160.00Sep 4Oct 1699.4%80.6%23.3%1.8K3.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$139.00Sep 4Oct 297.5%77.3%26.1%130343
$141.00Sep 4Oct 997.7%77.6%25.8%60182
$138.00Sep 4Sep 2598.7%79.3%24.5%188222
$147.00Sep 4Oct 298.8%79.6%24.1%51158
$160.00Sep 4Oct 1699.4%80.6%23.3%101.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 250 found (best R:R 6.81, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$157.50Oct 9$0.32$2.18$0.3248%6.81$155.32
$145.00$150.00Oct 16$2.05$2.95$2.0559%1.44$147.05
$140.00$145.00Oct 16$2.30$2.70$2.3064%1.17$142.30
$125.00$130.00Oct 16$3.05$1.95$3.0578%0.64$128.05
$165.00$170.00Oct 9$1.07$3.93$1.0740%3.67$166.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$167.50Sep 11$1.50$1.00$1.5081%0.67$168.50
$160.00$157.50Sep 4$1.53$0.97$1.5381%0.63$158.47
$155.00$152.50Oct 9$0.95$1.55$0.9551%1.63$154.05
$144.00$143.00Oct 2$0.12$0.88$0.1240%7.33$143.88
$148.00$147.00Sep 25$0.28$0.72$0.2845%2.57$147.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 1.94, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Sep 11$1.30$1.30$1.2070%1.08$163.80
$172.50$175.00Sep 25$1.08$1.08$1.4270%0.76$173.58
$165.00$167.50Sep 25$1.10$1.10$1.4064%0.79$166.10
$172.50$175.00Sep 11$0.58$0.58$1.9282%0.30$173.08
$149.00$150.00Sep 11$0.63$0.63$0.3748%1.70$149.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$148.00$145.00Oct 9$1.98$1.98$1.0256%1.94$146.02
$140.00$135.00Oct 16$2.30$2.30$2.7064%0.85$137.70
$133.00$130.00Oct 9$1.30$1.30$1.7072%0.76$131.70
$130.00$125.00Oct 16$1.67$1.67$3.3374%0.50$128.33
$130.00$125.00Sep 25$1.40$1.40$3.6078%0.39$128.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $3.18, cheapest $2.98)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$147.00Sep 4Sep 11$3.2398.8%79.9%
$145.00Sep 4Sep 11$3.1895.5%79.2%
$144.00Sep 4Sep 11$3.5096.2%80.2%
$146.00Sep 4Sep 11$3.2796.2%80.5%
$149.00Sep 4Sep 11$3.3396.8%81.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$147.00Sep 4Sep 11$2.9898.8%79.9%
$145.00Sep 4Sep 11$2.9595.5%79.2%
$144.00Sep 4Sep 11$2.9396.2%80.2%
$146.00Sep 4Sep 11$3.1096.2%80.5%
$149.00Sep 4Sep 11$3.1796.8%81.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 111 found (cheapest 5.98% of stock, avg 14.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$148.00Sep 4$4.85$4.05$8.90$139.10$156.905.98%
$147.00Sep 4$5.20$3.72$8.92$138.08$155.926.00%
$150.00Sep 4$3.85$5.08$8.93$141.07$158.936.00%
$149.00Sep 4$4.40$4.58$8.98$140.02$157.986.04%
$146.00Sep 4$5.93$3.18$9.11$136.89$155.116.12%
$145.00Sep 4$6.50$2.75$9.25$135.75$154.256.22%
$144.00Sep 4$6.88$2.42$9.30$134.70$153.306.25%
$152.50Sep 4$2.95$6.88$9.83$142.67$162.336.61%
$143.00Sep 4$7.80$2.09$9.89$133.11$152.896.65%
$142.00Sep 4$8.53$1.70$10.23$131.77$152.236.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.61% of stock, avg 12.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$145.00Sep 4$1.14$2.75$3.89$141.11$163.89
$157.50$145.00Sep 4$1.66$2.75$4.41$140.59$161.91
$155.00$145.00Sep 4$2.17$2.75$4.92$140.08$159.92
$160.00$146.00Sep 4$1.14$3.18$4.32$141.68$164.32
$157.50$146.00Sep 4$1.66$3.18$4.84$141.16$162.34
$155.00$146.00Sep 4$2.17$3.18$5.35$140.65$160.35
$152.50$145.00Sep 4$2.95$2.75$5.70$139.30$158.20
$152.50$146.00Sep 4$2.95$3.18$6.13$139.87$158.63
$160.00$147.00Sep 4$1.14$3.72$4.86$142.14$164.86
$157.50$147.00Sep 4$1.66$3.72$5.38$141.62$162.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 186 found (best R:R 2.12, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
122/123162/165Sep 11$1.70$0.8061%2.12$121.30$164.20
120/121162/165Sep 11$1.51$0.9964%1.53$119.49$164.01
125/126162/165Sep 11$1.49$1.0161%1.48$124.51$163.99
138/140172/175Sep 25$2.10$0.4036%5.25$137.90$174.60
133/135172/175Sep 25$1.91$0.5942%3.24$133.09$174.41
132/133162/165Sep 11$1.61$0.8953%1.81$131.39$164.11
130/131162/165Sep 11$1.52$0.9856%1.55$129.48$164.02
128/129162/165Sep 11$1.44$1.0658%1.36$127.56$163.94
135/136162/165Sep 11$1.63$0.8748%1.87$134.37$164.13
122/123172/175Sep 11$0.98$1.5273%0.64$122.02$173.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 140 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$152.50$155.00Sep 4$0.12$2.3816%19.83
$120.00$125.00$130.00Sep 18$0.17$4.839%28.41
$152.50$155.00$157.50Sep 11$0.07$2.439%34.71
$160.00$165.00$170.00Oct 16$0.18$4.828%26.78
$157.50$160.00$162.50Sep 4$0.12$2.3811%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Oct 2$0.15$4.859%32.33
$160.00$165.00$170.00Oct 16$0.13$4.878%37.46
$125.00$130.00$135.00Oct 16$0.16$4.849%30.25
$120.00$125.00$130.00Sep 18$0.26$4.7410%18.23
$167.50$172.50$177.50Oct 2$0.22$4.788%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-0.43, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$162.501:2Sep 4-$0.34$2.16
$170.00$172.501:2Sep 4-$0.13$2.37
$165.00$167.501:2Sep 4-$0.27$2.23
$167.50$170.001:2Sep 4-$0.24$2.26
$157.50$160.001:2Sep 4-$0.62$1.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Sep 18-$0.43$4.57
$123.00$122.001:2Sep 4-$0.05$0.95
$124.00$123.001:2Sep 4-$0.07$0.93
$127.00$126.001:2Sep 4-$0.08$0.92
$125.00$124.001:2Sep 4-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 9.17%, avg 4.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Oct 16$13.650.504.2%9.17%13.35%652.5K
$165.00Oct 16$10.050.4110.9%6.75%17.65%112.7K
$175.00Oct 16$7.700.3417.6%5.18%22.79%46855
$160.00Oct 16$11.500.457.5%7.73%15.26%681.3K
$150.00Oct 16$15.800.550.8%10.62%11.43%47471
$170.00Oct 16$8.600.3714.2%5.78%20.03%12481
$165.00Oct 9$8.550.4010.9%5.75%16.64%--11
$157.50Oct 9$10.900.475.8%7.33%13.18%328
$160.00Oct 9$10.000.447.5%6.72%14.25%113
$150.00Oct 9$14.150.540.8%9.51%10.32%18

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 17,286
Total Puts 16,077
Put/Call Ratio 0.93
Net Difference 1,209

Prior's Put/Call Breakdown

Total Calls 76,865
Total Puts 120,989
Put/Call Ratio 1.57
Net Difference -44,124

Prior 7-Day Put/Call Summary

Total Calls 432,903
Total Puts 494,151
Average Put/Call Ratio 0.86
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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