Tour v528
MRNA
MODERNA INC
$195.32 +0.26%
◀ 9/25 09:35 ▶

Option Volume

Detail
ℹ
Current (09/25 9:35am) 7,633
Calls: 5,417 (71%)
Puts: 2,216 (29%)
Prior (09/17) 5,785
Calls: 4,891 (85%)
Puts: 894 (15%)
Current vs Prior +31.94%
Calls: +10.75% (Calls)
Puts: +147.87% (Puts)
Prior 7-Day Total 931,162
Calls: 435,544 (47%)
Puts: 495,618 (53%)
Prior 7-Day Average 133,023
Calls: 62,220 (47%)
Puts: 70,802 (53%)
Current vs Prior 7-Day Avg -94.26%
Calls: -91.29%
Puts: -96.87%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 9:35am) $3.82M
Calls: $3.25M (85%)
Puts: $571.2K (15%)
Prior (09/17) $2.30M
Calls: $1.89M (82%)
Puts: $416.8K (18%)
Current vs Prior +65.92%
Calls: +72.31%
Puts: +37.04%
Prior 7-Day Total $1.23B
Calls: $1.10B (90%)
Puts: $124.18M (10%)
Prior 7-Day Average $175.49M
Calls: $157.75M (90%)
Puts: $17.74M (10%)
Current vs Prior 7-Day Avg -97.82%
Calls: -97.94%
Puts: -96.78%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 9:35am) 0.41
Prior (09/17) 0.18
Current vs Prior +123.81%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -51.86%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 9:35am) 888,058
Calls: 406,818 (46%)
Puts: 481,240 (54%)
Prior (09/17) 939,529
Calls: 425,564 (45%)
Puts: 513,965 (55%)
Current vs Prior -5.48%
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 +34.31%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.87% | 9.95%16.33% | 31.97%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -38.28% | -7.46%+16.59% | +36.82%
Prior 7-Day Avg 9.22% | 14.12%11.99% | 23.55%
Current vs 7-Day Avg -58.07% | -29.54%+36.25% | +35.76%
Prior 7-Day Eod 6.26% | 10.75%16.55% | 31.52%
Current vs 7-Day Eod -38.28% | -7.46%-1.34% | +1.45%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.02% | 16.94%
Calls: 18.46% | 11.44%
Puts: 25.58% | 22.44%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +33.05% | +4.83%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -38.33% | -20.38%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($3.25M) vs puts ($571.2K). Elevated premium activity with dollar volume up 66% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (5,417 calls vs 2,216 puts). P/C ratio rising 124% - increased hedging/bearish positioning.

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
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 58 of results (avg 8.4%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 1617.2018.20$17.705.6%40.601.7K
$160.00Oct 3043.7046.35$45.035.9%--0.7971
$175.00Oct 1626.0027.60$26.806.0%--0.761.5K
$165.00Oct 3040.4042.95$41.686.1%--0.7672
$185.00Oct 1619.7021.00$20.356.4%120.66763
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 3034.8037.35$36.087.1%--0.5521
$210.00Oct 3031.5034.00$32.757.6%--0.5225
$205.00Oct 3028.3030.70$29.508.1%--0.4912
$192.50Oct 1612.7013.80$13.258.3%--0.4337
$200.00Oct 3025.2527.60$26.438.9%--0.4648

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.91, cheapest $0.91)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.821.00$0.9119.8%30.09221

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 113 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 2536.8540.00$38.428.2%--1.009.2K
$160.00Sep 2534.0537.50$35.789.6%--1.002.8K
$165.00Sep 2529.6032.50$31.059.3%31.009.2K
$170.00Sep 2524.1027.50$25.8013.2%330.991.6K
$167.50Sep 2526.6530.00$28.3311.8%--0.992.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 2522.5525.70$24.1313.1%--1.0010
$230.00Sep 2532.4036.00$34.2010.5%11.00--
$210.00Sep 2512.7515.85$14.3021.7%200.9237
$205.00Sep 258.5011.15$9.8227.0%--0.8523
$202.50Sep 256.758.95$7.8528.0%--0.7916

Most actively traded options today. High liquidity = easy entry/exit. 134 active (total vol 6.7K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 251.451.63$1.5411.7%1.4K0.308.8K
$197.50Sep 252.062.68$2.3726.2%4880.411.3K
$210.00Sep 250.200.33$0.2748.1%4100.071.7K
$195.00Sep 252.953.55$3.2518.5%3590.532.8K
$202.50Sep 250.841.12$0.9828.6%3590.21447
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.240.36$0.3040.0%7850.081.6K
$195.00Sep 252.623.25$2.9421.4%2430.47243
$190.00Sep 251.011.30$1.1625.0%1840.241.5K
$172.50Sep 250.000.05$0.03166.7%1020.01625
$167.50Sep 250.010.05$0.03133.3%680.01826

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 66.2%, max 96.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 23158.6%82.4%92.6%4921.3K
$192.50Sep 25Oct 23151.4%81.8%85.1%752.2K
$202.50Sep 25Oct 2155.7%87.1%78.8%369475
$190.00Sep 25Oct 30149.9%99.7%50.4%12712.9K
$200.00Sep 25Nov 6152.6%102.9%48.3%1.4K8.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9158.6%80.6%96.7%19105
$192.50Sep 25Oct 16151.4%79.4%90.6%33216
$205.00Sep 25Oct 30162.9%103.2%57.8%--35
$190.00Sep 25Oct 30149.9%99.7%50.4%1841.5K
$200.00Sep 25Nov 6152.6%102.9%48.3%3465

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 170 found (best R:R 1.11, avg 3.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$7.10$7.90$7.1066%1.11$187.10
$205.00$220.00Nov 6$5.00$10.00$5.0052%2.00$210.00
$210.00$220.00Oct 30$2.80$7.20$2.8048%2.57$212.80
$185.00$187.50Oct 16$0.60$1.90$0.6066%3.17$185.60
$180.00$185.00Oct 30$2.32$2.68$2.3267%1.16$182.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$182.50$180.00Oct 9$0.32$2.18$0.3230%6.81$182.18
$172.50$170.00Oct 9$0.18$2.32$0.1818%12.89$172.32
$160.00$157.50Oct 23$0.17$2.33$0.1716%13.71$159.83
$182.50$180.00Oct 2$0.38$2.12$0.3825%5.58$182.12
$200.00$197.50Oct 9$1.12$1.38$1.1252%1.23$198.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 119 found (best R:R 0.99, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$222.50Oct 2$0.68$0.68$1.8281%0.37$220.68
$230.00$232.50Oct 2$0.46$0.46$2.0487%0.23$230.46
$217.50$220.00Sep 25$0.24$0.24$2.2694%0.11$217.74
$197.50$200.00Oct 2$1.35$1.35$1.1551%1.17$198.85
$197.50$200.00Oct 16$1.37$1.37$1.1348%1.21$198.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$170.00Nov 6$12.45$12.45$12.5557%0.99$182.55
$195.00$190.00Oct 30$2.73$2.73$2.2757%1.20$192.27
$190.00$185.00Oct 30$2.52$2.52$2.4860%1.02$187.48
$185.00$180.00Oct 30$2.31$2.31$2.6963%0.86$182.69
$165.00$160.00Nov 6$1.72$1.72$3.2875%0.52$163.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.89, cheapest $5.33)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$6.00151.4%78.6%
$197.50Sep 25Oct 2$6.23158.6%87.8%
$195.00Sep 25Oct 2$5.93146.7%81.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$5.33151.4%78.6%
$197.50Sep 25Oct 2$5.95158.6%87.8%
$195.00Sep 25Oct 2$5.88146.7%81.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 3.17% of stock, avg 13.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Sep 25$3.25$2.94$6.19$188.81$201.193.17%
$197.50Sep 25$2.37$4.30$6.67$190.83$204.173.41%
$192.50Sep 25$5.05$1.97$7.02$185.48$199.523.59%
$200.00Sep 25$1.54$6.13$7.67$192.33$207.673.93%
$190.00Sep 25$6.68$1.16$7.84$182.16$197.844.01%
$202.50Sep 25$0.98$7.85$8.83$193.67$211.334.52%
$187.50Sep 25$8.80$0.61$9.41$178.09$196.914.82%
$205.00Sep 25$0.64$9.82$10.46$194.54$215.465.36%
$185.00Sep 25$10.93$0.30$11.23$173.77$196.235.75%
$182.50Sep 25$13.63$0.16$13.79$168.71$196.297.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.37% of stock, avg 9.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$207.50$185.00Sep 25$0.43$0.30$0.73$184.27$208.23
$205.00$185.00Sep 25$0.64$0.30$0.94$184.06$205.94
$207.50$187.50Sep 25$0.43$0.61$1.04$186.46$208.54
$205.00$187.50Sep 25$0.64$0.61$1.25$186.25$206.25
$202.50$185.00Sep 25$0.98$0.30$1.28$183.72$203.78
$202.50$187.50Sep 25$0.98$0.61$1.59$185.91$204.09
$207.50$190.00Sep 25$0.43$1.16$1.59$188.41$209.09
$205.00$190.00Sep 25$0.64$1.16$1.80$188.20$206.80
$202.50$190.00Sep 25$0.98$1.16$2.14$187.86$204.64
$200.00$185.00Sep 25$1.54$0.30$1.84$183.16$201.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 1.45, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
178/180220/222Oct 2$1.48$1.0259%1.45$178.52$221.48
182/185220/222Oct 2$1.57$0.9351%1.69$183.43$221.57
168/170220/222Oct 2$1.04$1.4670%0.71$168.96$221.04
160/162218/220Sep 25$0.48$2.0291%0.24$162.02$217.98
160/162220/222Oct 2$0.89$1.6175%0.55$161.61$220.89
178/180215/218Oct 2$1.38$1.1254%1.23$178.62$216.38
170/172220/222Oct 2$1.02$1.4868%0.69$171.48$221.02
185/188220/222Oct 2$1.53$0.9747%1.58$185.97$221.53
178/180212/215Oct 2$1.44$1.0650%1.36$178.56$213.94
165/168220/222Oct 2$0.82$1.6872%0.49$166.68$220.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 106 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 9$0.15$4.859%32.33
$185.00$190.00$195.00Oct 30$0.11$4.896%44.45
$205.00$207.50$210.00Sep 25$0.05$2.458%49.00
$212.50$215.00$217.50Oct 2$0.06$2.446%40.67
$202.50$205.00$207.50Sep 25$0.13$2.3711%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Sep 25$0.24$9.768%40.67
$190.00$192.50$195.00Sep 25$0.16$2.3423%14.63
$205.00$210.00$215.00Oct 30$0.08$4.926%61.50
$190.00$195.00$200.00Oct 30$0.12$4.886%40.67
$185.00$190.00$195.00Oct 23$0.20$4.809%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-1.15, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$202.501:2Sep 25-$0.42$2.08
$197.50$200.001:2Sep 25-$0.71$1.79
$202.50$205.001:2Sep 25-$0.30$2.20
$207.50$210.001:2Sep 25-$0.11$2.39
$192.50$195.001:2Sep 25-$1.45$1.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.15$23.85
$220.00$210.001:2Sep 25-$4.47$5.53
$220.00$205.001:2Oct 9-$6.42$8.58
$210.00$200.001:2Oct 2-$5.16$4.84
$190.00$187.501:2Sep 25-$0.06$2.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.58%, avg 4.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$16.750.4412.6%8.58%21.21%111
$205.00Nov 6$21.800.525.0%11.16%16.12%51
$200.00Nov 6$23.800.552.4%12.19%14.58%410
$220.00Oct 30$15.550.4312.6%7.96%20.60%3618
$210.00Oct 30$18.600.487.5%9.52%17.04%123
$230.00Oct 30$12.400.3717.8%6.35%24.10%--87
$205.00Oct 30$20.100.515.0%10.29%15.25%--28
$200.00Oct 30$22.100.542.4%11.31%13.71%--908
$210.00Oct 23$11.450.437.5%5.86%13.38%--65
$200.00Oct 23$15.300.512.4%7.83%10.23%7413

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 5,417
Total Puts 2,216
Put/Call Ratio 0.41
Net Difference 3,201

Prior's Put/Call Breakdown

Total Calls 4,891
Total Puts 894
Put/Call Ratio 0.18
Net Difference 3,997

Prior 7-Day Put/Call Summary

Total Calls 435,544
Total Puts 495,618
Average Put/Call Ratio 0.85
Ratio Trend Rising

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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