MRNA - Options Database

MRNA

MODERNA INC

$149.77 -2.92%

(9/2 10:30) ◀

Wednesday, September 2, 2026 (10:35am)

▶

◀ 9/2 10:35

Option Volume

Detail

ℹ

Current (09/02 10:35am) 36,000

Calls: 19,056 (53%)

Puts: 16,944 (47%)

Prior (08/19) 222,968

Calls: 84,509 (38%)

Puts: 138,459 (62%)

Current vs Prior -83.85%

Calls: -77.45% (Calls)

Puts: -87.76% (Puts)

Prior 7-Day Total 930,170

Calls: 434,948 (47%)

Puts: 495,222 (53%)

Prior 7-Day Average 132,881

Calls: 62,135 (47%)

Puts: 70,746 (53%)

Current vs Prior 7-Day Avg -72.91%

Calls: -69.33%

Puts: -76.05%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/02 10:35am) $16.33M

Calls: $9.10M (56%)

Puts: $7.23M (44%)

Prior (08/19) $468.51M

Calls: $433.66M (93%)

Puts: $34.85M (7%)

Current vs Prior -96.51%

Calls: -97.90%

Puts: -79.25%

Prior 7-Day Total $1.23B

Calls: $1.10B (90%)

Puts: $124.14M (10%)

Prior 7-Day Average $175.44M

Calls: $157.70M (90%)

Puts: $17.73M (10%)

Current vs Prior 7-Day Avg -90.69%

Calls: -94.23%

Puts: -59.22%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/02 10:35am) 0.89

Prior (08/19) 1.64

Current vs Prior -45.73%

Prior 7-Day Average 0.85

Current vs Prior 7-Day Avg +4.50%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/02 10:35am) 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 6.26% | 10.75%14.01% | 23.37%

Prior 18.40% | 27.08%18.40% | 33.55%

Current vs Prior -65.96% | -60.31%-23.85% | -30.35%

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

Current vs 7-Day Avg -35.51% | -26.77%-21.43% | -15.97%

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

Current vs 7-Day Eod -65.96% | -60.31%-4.59% | -0.22%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.55% | 16.16%

Calls: 15.53% | 18.75%

Puts: 17.58% | 13.58%

Prior 9.86% | 31.19%

Calls: 5.42% | 21.64%

Puts: 14.29% | 40.74%

Current vs Prior +67.85% | -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 -57.46% | -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 84% vs prior. P/C ratio dropping 46% - 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
10:35	BULLISH	BULLISH	BULLISH
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 76 of results (avg 7.6%, best 2.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Oct 16	14.25	14.80	$14.53	3.8%	66	0.51	2.5K
$150.00	Oct 16	16.20	17.00	$16.60	4.8%	54	0.55	471
$145.00	Oct 16	18.25	19.30	$18.77	5.6%	4	0.60	200
$145.00	Sep 18	12.35	13.10	$12.73	5.9%	27	0.60	671
$170.00	Oct 16	9.35	9.95	$9.65	6.2%	16	0.38	481

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 16	28.85	29.45	$29.15	2.1%	--	0.62	14
$165.00	Oct 16	25.30	25.90	$25.60	2.3%	--	0.58	28
$150.00	Oct 16	15.95	16.50	$16.23	3.4%	51	0.45	812
$160.00	Oct 16	21.80	22.65	$22.23	3.8%	6	0.54	1.0K
$160.00	Oct 2	19.45	20.25	$19.85	4.0%	--	0.57	79

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%	496	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	28.95	31.15	$30.05	7.3%	71	0.99	126
$123.00	Sep 4	24.80	27.85	$26.33	11.6%	--	0.98	15
$125.00	Sep 4	23.75	26.40	$25.08	10.6%	--	0.98	108
$124.00	Sep 4	23.80	27.00	$25.40	12.6%	--	0.98	12
$126.00	Sep 4	22.45	24.80	$23.63	9.9%	--	0.98	36

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	19.55	22.30	$20.93	13.1%	4	0.92	127
$167.50	Sep 4	17.40	20.35	$18.88	15.6%	2	0.90	3
$165.00	Sep 4	15.40	17.30	$16.35	11.6%	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 22.3K, top 3.5K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Sep 4	0.32	0.43	$0.38	28.9%	3.5K	0.07	4.2K
$160.00	Sep 4	1.22	1.42	$1.32	15.2%	1.8K	0.21	2.1K
$150.00	Sep 4	4.00	4.75	$4.38	17.1%	1.1K	0.51	4.6K
$155.00	Sep 4	2.22	2.50	$2.36	11.9%	1.1K	0.34	1.5K
$165.00	Sep 4	0.60	0.74	$0.67	20.9%	891	0.12	1.7K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Sep 4	4.15	4.95	$4.55	17.6%	2.1K	0.49	1.4K
$140.00	Sep 4	1.00	1.25	$1.13	22.1%	925	0.18	1.0K
$130.00	Sep 4	0.20	0.23	$0.22	13.6%	496	0.04	1.8K
$145.00	Sep 4	2.21	2.74	$2.48	21.4%	446	0.32	567
$133.00	Sep 18	3.10	3.85	$3.48	21.6%	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 20.6%, max 26.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$140.00	Sep 4	Oct 16	97.1%	76.9%	26.4%	194	1.5K
$141.00	Sep 4	Oct 9	98.1%	79.5%	23.5%	6	949
$139.00	Sep 4	Oct 9	98.0%	79.5%	23.3%	11	6.2K
$145.00	Sep 4	Oct 16	96.1%	77.9%	23.3%	350	1.8K
$160.00	Sep 4	Oct 16	99.2%	80.5%	23.1%	1.9K	3.4K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$140.00	Sep 4	Oct 16	97.1%	76.9%	26.4%	1.0K	2.6K
$139.00	Sep 4	Oct 2	98.0%	77.7%	26.2%	131	343
$144.00	Sep 4	Oct 2	97.8%	78.4%	24.8%	50	338
$142.00	Sep 4	Oct 2	97.1%	78.4%	23.8%	59	588
$141.00	Sep 4	Oct 9	98.1%	79.5%	23.5%	63	182

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 239 found (best R:R 3.76, avg 2.39)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$165.00	$170.00	Oct 16	$1.05	$3.95	$1.05	42%	3.76	$166.05
$165.00	$170.00	Oct 9	$1.07	$3.93	$1.07	40%	3.67	$166.07
$125.00	$130.00	Oct 16	$3.05	$1.95	$3.05	78%	0.64	$128.05
$146.00	$150.00	Oct 9	$1.47	$2.53	$1.47	59%	1.72	$147.47
$130.00	$135.00	Oct 2	$3.05	$1.95	$3.05	77%	0.64	$133.05

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$150.00	$148.00	Oct 9	$0.37	$1.63	$0.37	45%	4.41	$149.63
$155.00	$152.50	Oct 9	$0.74	$1.76	$0.74	50%	2.38	$154.26
$147.00	$146.00	Sep 4	$0.11	$0.89	$0.11	39%	8.09	$146.89
$137.00	$136.00	Sep 25	$0.12	$0.88	$0.12	30%	7.33	$136.88
$143.00	$142.00	Sep 11	$0.17	$0.83	$0.17	34%	4.88	$142.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 157 found (best R:R 3.35, avg 0.61)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$162.50	$165.00	Sep 11	$1.05	$1.05	$1.45	70%	0.72	$163.55
$172.50	$175.00	Sep 25	$0.97	$0.97	$1.53	70%	0.63	$173.47
$150.00	$152.50	Oct 2	$1.48	$1.48	$1.02	46%	1.45	$151.48
$162.50	$165.00	Sep 25	$1.02	$1.02	$1.48	61%	0.69	$163.52
$170.00	$172.50	Sep 18	$0.70	$0.70	$1.80	73%	0.39	$170.70

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$148.00	$145.00	Oct 9	$2.31	$2.31	$0.69	57%	3.35	$145.69
$145.00	$140.00	Oct 16	$2.63	$2.63	$2.37	60%	1.11	$142.37
$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
$135.00	$130.00	Oct 16	$1.92	$1.92	$3.08	70%	0.62	$133.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.23, cheapest $3.03)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$147.00	Sep 4	Sep 11	$3.03	95.9%	79.8%
$145.00	Sep 4	Sep 11	$3.25	96.1%	80.9%
$152.50	Sep 4	Sep 11	$3.10	94.9%	81.4%
$148.00	Sep 4	Sep 11	$3.05	93.9%	80.7%
$146.00	Sep 4	Sep 11	$3.23	93.2%	80.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$147.00	Sep 4	Sep 11	$3.31	95.9%	79.8%
$145.00	Sep 4	Sep 11	$3.07	96.1%	80.9%
$152.50	Sep 4	Sep 11	$3.45	94.9%	81.4%
$148.00	Sep 4	Sep 11	$3.40	93.9%	80.7%
$146.00	Sep 4	Sep 11	$3.00	93.2%	80.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 109 found (cheapest 5.80% of stock, avg 14.28%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$147.00	Sep 4	$5.65	$3.04	$8.69	$138.31	$155.69	5.80%
$148.00	Sep 4	$5.25	$3.53	$8.78	$139.22	$156.78	5.86%
$149.00	Sep 4	$4.83	$3.95	$8.78	$140.22	$157.78	5.86%
$150.00	Sep 4	$4.38	$4.55	$8.93	$141.07	$158.93	5.96%
$152.50	Sep 4	$3.25	$5.95	$9.20	$143.30	$161.70	6.14%
$145.00	Sep 4	$6.93	$2.48	$9.41	$135.59	$154.41	6.28%
$146.00	Sep 4	$6.50	$2.93	$9.43	$136.57	$155.43	6.30%
$143.00	Sep 4	$8.03	$1.76	$9.79	$133.21	$152.79	6.54%
$144.00	Sep 4	$7.65	$2.17	$9.82	$134.18	$153.82	6.56%
$155.00	Sep 4	$2.36	$7.80	$10.16	$144.84	$165.16	6.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 169 found (cheapest 2.56% of stock, avg 12.00%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$162.50	$146.00	Sep 4	$0.90	$2.93	$3.83	$142.17	$166.33
$160.00	$146.00	Sep 4	$1.32	$2.93	$4.25	$141.75	$164.25
$162.50	$147.00	Sep 4	$0.90	$3.04	$3.94	$143.06	$166.44
$157.50	$146.00	Sep 4	$1.85	$2.93	$4.78	$141.22	$162.28
$160.00	$147.00	Sep 4	$1.32	$3.04	$4.36	$142.64	$164.36
$155.00	$146.00	Sep 4	$2.36	$2.93	$5.29	$140.71	$160.29
$157.50	$147.00	Sep 4	$1.85	$3.04	$4.89	$142.11	$162.39
$155.00	$147.00	Sep 4	$2.36	$3.04	$5.40	$141.60	$160.40
$162.50	$148.00	Sep 4	$0.90	$3.53	$4.43	$143.57	$166.93
$160.00	$148.00	Sep 4	$1.32	$3.53	$4.85	$143.15	$164.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 2.13, avg credit $0.85)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
122/123	162/165	Sep 11	$1.70	$0.80	59%	2.13	$121.30	$164.20
125/126	162/165	Sep 11	$1.36	$1.14	60%	1.19	$124.64	$163.86
122/123	175/178	Sep 11	$0.94	$1.56	75%	0.60	$122.06	$175.94
120/121	162/165	Sep 11	$1.21	$1.29	64%	0.94	$119.79	$163.71
122/123	170/172	Sep 11	$1.00	$1.50	70%	0.67	$122.00	$171.00
133/135	172/175	Sep 25	$1.67	$0.83	43%	2.01	$133.33	$174.17
122/123	172/175	Sep 11	$0.91	$1.59	73%	0.57	$122.09	$173.41
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
135/136	162/165	Sep 11	$1.49	$1.01	48%	1.48	$134.51	$163.99

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 143 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$120.00	$125.00	$130.00	Sep 25	$0.08	$4.92	10%	61.50
$145.00	$150.00	$155.00	Oct 16	$0.10	$4.90	9%	49.00
$157.50	$160.00	$162.50	Sep 4	$0.11	$2.39	12%	21.73
$162.50	$165.00	$167.50	Sep 4	$0.05	$2.45	6%	49.00
$165.00	$167.50	$170.00	Sep 25	$0.06	$2.44	5%	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$150.00	$155.00	$160.00	Oct 16	$0.06	$4.94	9%	82.33
$165.00	$170.00	$175.00	Sep 25	$0.10	$4.90	9%	49.00
$150.00	$152.50	$155.00	Sep 18	$0.05	$2.45	8%	49.00
$160.00	$165.00	$170.00	Oct 16	$0.18	$4.82	8%	26.78
$160.00	$162.50	$165.00	Sep 25	$0.09	$2.41	6%	26.78

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 $-0.45, 54 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$170.00	$172.50	1:2	Sep 4	-$0.16	$2.34
$172.50	$175.00	1:2	Sep 4	-$0.15	$2.35
$175.00	$177.50	1:2	Sep 4	-$0.13	$2.37
$160.00	$162.50	1:2	Sep 4	-$0.48	$2.02
$165.00	$167.50	1:2	Sep 4	-$0.31	$2.19

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$125.00	$120.00	1:2	Sep 18	-$0.45	$4.55
$126.00	$125.00	1:2	Sep 4	-$0.05	$0.95
$123.00	$122.00	1:2	Sep 4	-$0.05	$0.95
$130.00	$129.00	1:2	Sep 4	-$0.08	$0.92
$127.00	$126.00	1:2	Sep 4	-$0.07	$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 6.24%, avg 4.06%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$170.00	Oct 16	$9.35	0.38	13.5%	6.24%	19.75%	16	481
$155.00	Oct 16	$14.25	0.51	3.5%	9.51%	13.01%	66	2.5K
$165.00	Oct 16	$10.05	0.42	10.2%	6.71%	16.88%	11	2.7K
$150.00	Oct 16	$16.20	0.55	0.1%	10.82%	10.97%	54	471
$175.00	Oct 16	$7.70	0.34	16.9%	5.14%	21.99%	46	855
$160.00	Oct 16	$11.55	0.46	6.8%	7.71%	14.54%	69	1.3K
$150.00	Oct 9	$14.55	0.54	0.1%	9.71%	9.87%	1	8
$165.00	Oct 9	$8.55	0.40	10.2%	5.71%	15.88%	--	11
$160.00	Oct 9	$10.00	0.45	6.8%	6.68%	13.51%	1	13
$157.50	Oct 9	$10.90	0.47	5.2%	7.28%	12.44%	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 19,056

Total Puts 16,944

Put/Call Ratio 0.89

Net Difference 2,112

Prior's Put/Call Breakdown

Total Calls 84,509

Total Puts 138,459

Put/Call Ratio 1.64

Net Difference -53,950

Prior 7-Day Put/Call Summary

Total Calls 434,948

Total Puts 495,222

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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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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