MRNA - Options Database

MRNA

MODERNA INC

$149.55 -3.06%

(9/2 10:25) ◀

Wednesday, September 2, 2026 (10:30am)

▶ (9/2 10:35)

◀ 9/2 10:30 ▶

Option Volume

Detail

ℹ

Current (09/02 10:30am) 35,008

Calls: 18,460 (53%)

Puts: 16,548 (47%)

Prior (08/19) 210,257

Calls: 81,372 (39%)

Puts: 128,885 (61%)

Current vs Prior -83.35%

Calls: -77.31% (Calls)

Puts: -87.16% (Puts)

Prior 7-Day Total 928,525

Calls: 433,774 (47%)

Puts: 494,751 (53%)

Prior 7-Day Average 132,646

Calls: 61,967 (47%)

Puts: 70,678 (53%)

Current vs Prior 7-Day Avg -73.61%

Calls: -70.21%

Puts: -76.59%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/02 10:30am) $15.96M

Calls: $8.76M (55%)

Puts: $7.20M (45%)

Prior (08/19) $459.02M

Calls: $425.22M (93%)

Puts: $33.80M (7%)

Current vs Prior -96.52%

Calls: -97.94%

Puts: -78.70%

Prior 7-Day Total $1.23B

Calls: $1.10B (90%)

Puts: $124.19M (10%)

Prior 7-Day Average $175.33M

Calls: $157.59M (90%)

Puts: $17.74M (10%)

Current vs Prior 7-Day Avg -90.90%

Calls: -94.44%

Puts: -59.41%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/02 10:30am) 0.90

Prior (08/19) 1.58

Current vs Prior -43.40%

Prior 7-Day Average 0.86

Current vs Prior 7-Day Avg +4.75%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/02 10:30am) 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 6.31% | 10.77%14.01% | 23.56%

Prior 18.40% | 27.08%18.40% | 33.55%

Current vs Prior -65.72% | -60.25%-23.85% | -29.79%

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

Current vs 7-Day Avg -35.07% | -26.67%-21.43% | -15.29%

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

Current vs 7-Day Eod -65.72% | -60.25%-4.59% | +0.59%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.46% | 16.16%

Calls: 15.53% | 18.75%

Puts: 17.39% | 13.58%

Prior 9.86% | 31.19%

Calls: 5.42% | 21.64%

Puts: 14.29% | 40.74%

Current vs Prior +66.94% | -48.19%

Prior 7-Day Avg 38.90% | 22.13%

Calls: 38.64% | 21.00%

Puts: 39.16% | 23.26%

Current vs 7-Day Avg -57.69% | -26.98%

Liquidity Expensive

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🤖 AI Insights

Light premium activity with dollar volume down 97% 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 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)

Time	Smart Money	Retail	Overall
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	NEUTRAL	BULLISH
10:20	BEARISH	NEUTRAL	MIXED
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 64 of results (avg 8.0%, best 3.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 16	9.30	9.95	$9.63	6.7%	16	0.38	481
$150.00	Oct 16	16.00	17.15	$16.58	6.9%	54	0.55	471
$120.00	Sep 4	28.75	31.10	$29.93	7.9%	71	0.99	126
$145.00	Oct 16	18.10	19.60	$18.85	8.0%	4	0.60	200
$130.00	Oct 16	26.10	28.30	$27.20	8.1%	--	0.74	2.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Oct 16	16.10	16.65	$16.38	3.4%	51	0.45	812
$140.00	Oct 16	11.10	11.50	$11.30	3.5%	83	0.35	1.6K
$155.00	Oct 16	19.00	19.70	$19.35	3.6%	14	0.49	112
$170.00	Oct 16	29.00	30.25	$29.63	4.2%	--	0.62	14
$155.00	Oct 2	16.40	17.20	$16.80	4.8%	18	0.52	61

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.22, cheapest $0.22)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$130.00	Sep 4	0.20	0.23	$0.22	13.6%	376	0.04	1.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 177 found (avg delta 0.70, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$120.00	Sep 4	28.75	31.10	$29.93	7.9%	71	0.99	126
$123.00	Sep 4	24.80	27.85	$26.33	11.6%	--	0.98	15
$125.00	Sep 4	24.15	26.20	$25.17	8.1%	--	0.98	108
$126.00	Sep 4	22.20	24.90	$23.55	11.5%	--	0.98	36
$124.00	Sep 4	23.75	26.85	$25.30	12.3%	--	0.97	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Sep 4	24.80	27.00	$25.90	8.5%	11	0.93	24
$170.00	Sep 4	20.00	22.70	$21.35	12.6%	4	0.92	127
$167.50	Sep 4	17.40	20.35	$18.88	15.6%	2	0.90	3
$165.00	Sep 4	15.45	18.05	$16.75	15.5%	5	0.88	144
$177.50	Sep 11	28.10	31.00	$29.55	9.8%	--	0.87	303

Most actively traded options today. High liquidity = easy entry/exit. 276 active (total vol 21.8K, top 3.5K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Sep 4	0.30	0.40	$0.35	28.6%	3.5K	0.07	4.2K
$160.00	Sep 4	1.22	1.46	$1.34	17.9%	1.8K	0.21	2.1K
$155.00	Sep 4	2.25	2.50	$2.38	10.5%	1.1K	0.33	1.5K
$150.00	Sep 4	4.00	4.45	$4.22	10.7%	985	0.50	4.6K
$165.00	Sep 4	0.55	0.74	$0.65	29.2%	889	0.12	1.7K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Sep 4	4.20	5.00	$4.60	17.4%	2.1K	0.50	1.4K
$140.00	Sep 4	1.10	1.25	$1.18	12.7%	917	0.18	1.0K
$145.00	Sep 4	2.20	2.74	$2.47	21.9%	377	0.33	567
$130.00	Sep 4	0.20	0.23	$0.22	13.6%	376	0.04	1.8K
$133.00	Sep 18	3.10	4.00	$3.55	25.4%	206	0.22	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 21.7%, max 30.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$160.00	Sep 4	Oct 16	100.9%	78.7%	28.2%	1.9K	3.4K
$139.00	Sep 4	Oct 9	101.0%	79.6%	26.9%	11	6.2K
$146.00	Sep 4	Oct 9	100.8%	81.3%	24.0%	35	6.2K
$141.00	Sep 4	Oct 9	98.3%	79.6%	23.4%	6	949
$140.00	Sep 4	Oct 16	96.2%	78.0%	23.3%	194	1.5K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$139.00	Sep 4	Oct 2	101.0%	77.6%	30.1%	131	343
$160.00	Sep 4	Oct 16	100.9%	78.7%	28.2%	10	1.2K
$144.00	Sep 4	Oct 2	98.4%	78.3%	25.6%	44	338
$162.50	Sep 4	Oct 2	101.4%	81.0%	25.3%	5	81
$141.00	Sep 4	Oct 9	98.3%	79.6%	23.4%	60	182

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 240 found (best R:R 1.27, avg 2.42)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$140.00	$145.00	Oct 16	$2.20	$2.80	$2.20	65%	1.27	$142.20
$146.00	$150.00	Oct 9	$1.35	$2.65	$1.35	59%	1.96	$147.35
$124.00	$125.00	Sep 4	$0.13	$0.87	$0.13	97%	6.69	$124.13
$125.00	$130.00	Oct 16	$3.00	$2.00	$3.00	78%	0.67	$128.00
$165.00	$170.00	Oct 9	$1.07	$3.93	$1.07	40%	3.67	$166.07

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$155.00	$152.50	Oct 9	$0.70	$1.80	$0.70	50%	2.57	$154.30
$150.00	$148.00	Oct 9	$0.45	$1.55	$0.45	45%	3.44	$149.55
$150.00	$149.00	Sep 25	$0.22	$0.78	$0.22	47%	3.55	$149.78
$139.00	$138.00	Sep 18	$0.13	$0.87	$0.13	30%	6.69	$138.87
$148.00	$147.00	Sep 18	$0.27	$0.73	$0.27	44%	2.70	$147.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 2.53, avg 0.63)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$172.50	$175.00	Sep 25	$0.97	$0.97	$1.53	70%	0.63	$173.47
$150.00	$152.50	Oct 2	$1.58	$1.58	$0.92	46%	1.72	$151.58
$162.50	$165.00	Sep 25	$1.15	$1.15	$1.35	61%	0.85	$163.65
$162.50	$165.00	Sep 11	$0.81	$0.81	$1.69	70%	0.48	$163.31
$150.00	$152.50	Sep 18	$1.33	$1.33	$1.17	48%	1.14	$151.33

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$148.00	$145.00	Oct 9	$2.15	$2.15	$0.85	57%	2.53	$145.85
$133.00	$130.00	Oct 2	$1.40	$1.40	$1.60	73%	0.87	$131.60
$145.00	$140.00	Oct 16	$2.55	$2.55	$2.45	60%	1.04	$142.45
$125.00	$120.00	Oct 9	$1.49	$1.49	$3.51	80%	0.42	$123.51
$123.00	$122.00	Sep 11	$0.65	$0.65	$0.35	90%	1.86	$122.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.15, cheapest $3.04)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$146.00	Sep 4	Sep 11	$3.15	100.8%	81.1%
$147.00	Sep 4	Sep 11	$2.85	96.1%	79.3%
$149.00	Sep 4	Sep 11	$3.17	94.7%	79.9%
$145.00	Sep 4	Sep 11	$2.90	95.4%	80.8%
$152.50	Sep 4	Sep 11	$3.08	96.0%	81.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$146.00	Sep 4	Sep 11	$3.04	100.8%	81.1%
$147.00	Sep 4	Sep 11	$3.07	96.1%	79.3%
$149.00	Sep 4	Sep 11	$3.22	94.7%	79.9%
$145.00	Sep 4	Sep 11	$3.11	95.4%	80.8%
$152.50	Sep 4	Sep 11	$3.20	96.0%	81.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 109 found (cheapest 5.88% of stock, avg 14.31%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$148.00	Sep 4	$5.25	$3.55	$8.80	$139.20	$156.80	5.88%
$150.00	Sep 4	$4.22	$4.60	$8.82	$141.18	$158.82	5.90%
$149.00	Sep 4	$4.83	$4.13	$8.96	$140.04	$157.96	5.99%
$147.00	Sep 4	$5.80	$3.28	$9.08	$137.92	$156.08	6.07%
$146.00	Sep 4	$6.35	$3.01	$9.36	$136.64	$155.36	6.26%
$152.50	Sep 4	$3.22	$6.18	$9.40	$143.10	$161.90	6.29%
$145.00	Sep 4	$7.05	$2.47	$9.52	$135.48	$154.52	6.37%
$143.00	Sep 4	$8.03	$1.83	$9.86	$133.14	$152.86	6.59%
$144.00	Sep 4	$7.65	$2.26	$9.91	$134.09	$153.91	6.63%
$155.00	Sep 4	$2.38	$8.18	$10.56	$144.44	$165.56	7.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 2.29% of stock, avg 11.99%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$162.50	$145.00	Sep 4	$0.95	$2.47	$3.42	$141.58	$165.92
$160.00	$145.00	Sep 4	$1.34	$2.47	$3.81	$141.19	$163.81
$157.50	$145.00	Sep 4	$1.83	$2.47	$4.30	$140.70	$161.80
$155.00	$145.00	Sep 4	$2.38	$2.47	$4.85	$140.15	$159.85
$162.50	$146.00	Sep 4	$0.95	$3.01	$3.96	$142.04	$166.46
$160.00	$146.00	Sep 4	$1.34	$3.01	$4.35	$141.65	$164.35
$157.50	$146.00	Sep 4	$1.83	$3.01	$4.84	$141.16	$162.34
$162.50	$147.00	Sep 4	$0.95	$3.28	$4.23	$142.77	$166.73
$155.00	$146.00	Sep 4	$2.38	$3.01	$5.39	$140.61	$160.39
$160.00	$147.00	Sep 4	$1.34	$3.28	$4.62	$142.38	$164.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 192 found (best R:R 1.40, avg credit $0.86)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
122/123	162/165	Sep 11	$1.46	$1.04	60%	1.40	$121.54	$163.96
122/123	170/172	Sep 11	$1.11	$1.39	70%	0.80	$121.89	$171.11
130/133	170/172	Oct 2	$2.11	$0.89	40%	2.37	$130.89	$172.11
122/123	175/178	Sep 11	$0.92	$1.58	75%	0.58	$122.08	$175.92
122/123	165/168	Sep 11	$1.19	$1.31	64%	0.91	$121.81	$166.19
133/135	172/175	Sep 25	$1.70	$0.80	43%	2.13	$133.30	$174.20
120/121	162/165	Sep 11	$1.18	$1.32	63%	0.89	$119.82	$163.68
130/133	172/175	Sep 25	$1.84	$1.16	45%	1.59	$131.16	$174.34
122/123	168/170	Sep 11	$1.01	$1.49	67%	0.68	$121.99	$168.51
120/121	170/172	Sep 11	$0.83	$1.67	73%	0.50	$120.17	$170.83

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)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$155.00	$157.50	$160.00	Sep 4	$0.06	$2.44	12%	40.67
$150.00	$152.50	$155.00	Sep 4	$0.16	$2.34	17%	14.63
$145.00	$150.00	$155.00	Oct 16	$0.19	$4.81	9%	25.32
$157.50	$160.00	$162.50	Sep 4	$0.10	$2.40	10%	24.00
$160.00	$162.50	$165.00	Sep 4	$0.09	$2.41	9%	26.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$120.00	$125.00	$130.00	Oct 2	$0.06	$4.94	9%	82.33
$155.00	$160.00	$165.00	Oct 16	$0.07	$4.93	9%	70.43
$130.00	$135.00	$140.00	Oct 16	$0.11	$4.89	10%	44.45
$165.00	$170.00	$175.00	Sep 25	$0.10	$4.90	9%	49.00
$120.00	$125.00	$130.00	Oct 16	$0.17	$4.83	8%	28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.39, 53 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$175.00	$177.50	1:2	Sep 4	-$0.07	$2.43
$170.00	$172.50	1:2	Sep 4	-$0.17	$2.33
$162.50	$165.00	1:2	Sep 4	-$0.35	$2.15
$165.00	$167.50	1:2	Sep 4	-$0.27	$2.23
$172.50	$175.00	1:2	Sep 4	-$0.16	$2.34

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$125.00	$120.00	1:2	Sep 18	-$0.39	$4.61
$121.00	$120.00	1:2	Sep 11	$0.00	$1.00
$123.00	$122.00	1:2	Sep 4	-$0.05	$0.95
$130.00	$125.00	1:2	Sep 18	-$0.73	$4.27
$130.00	$129.00	1:2	Sep 4	-$0.08	$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 6.22%, avg 4.02%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$170.00	Oct 16	$9.30	0.38	13.7%	6.22%	19.89%	16	481
$155.00	Oct 16	$13.90	0.51	3.6%	9.29%	12.94%	65	2.5K
$165.00	Oct 16	$10.05	0.42	10.3%	6.72%	17.05%	11	2.7K
$160.00	Oct 16	$11.55	0.46	7.0%	7.72%	14.71%	69	1.3K
$175.00	Oct 16	$7.70	0.34	17.0%	5.15%	22.17%	46	855
$150.00	Oct 16	$16.00	0.55	0.3%	10.70%	11.00%	54	471
$150.00	Oct 9	$14.50	0.55	0.3%	9.70%	10.00%	1	8
$165.00	Oct 9	$8.55	0.40	10.3%	5.72%	16.05%	--	11
$160.00	Oct 9	$10.00	0.45	7.0%	6.69%	13.67%	1	13
$157.50	Oct 9	$10.90	0.47	5.3%	7.29%	12.60%	3	28

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 18,460

Total Puts 16,548

Put/Call Ratio 0.90

Net Difference 1,912

Prior's Put/Call Breakdown

Total Calls 81,372

Total Puts 128,885

Put/Call Ratio 1.58

Net Difference -47,513

Prior 7-Day Put/Call Summary

Total Calls 433,774

Total Puts 494,751

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 - 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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