Tour v528
MRNA
MODERNA INC
$195.41 +0.30%
◀ 9/25 09:45 ▶

Option Volume

Detail
ℹ
Current (09/25 9:45am) 15,492
Calls: 9,780 (63%)
Puts: 5,712 (37%)
Prior (09/17) 17,703
Calls: 14,387 (81%)
Puts: 3,316 (19%)
Current vs Prior -12.49%
Calls: -32.02% (Calls)
Puts: +72.26% (Puts)
Prior 7-Day Total 977,549
Calls: 479,877 (49%)
Puts: 497,672 (51%)
Prior 7-Day Average 139,649
Calls: 68,553 (49%)
Puts: 71,096 (51%)
Current vs Prior 7-Day Avg -88.91%
Calls: -85.73%
Puts: -91.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 9:45am) $7.92M
Calls: $5.55M (70%)
Puts: $2.37M (30%)
Prior (09/17) $9.74M
Calls: $8.23M (84%)
Puts: $1.51M (16%)
Current vs Prior -18.65%
Calls: -32.50%
Puts: +56.75%
Prior 7-Day Total $1.27B
Calls: $1.14B (90%)
Puts: $130.64M (10%)
Prior 7-Day Average $181.61M
Calls: $162.95M (90%)
Puts: $18.66M (10%)
Current vs Prior 7-Day Avg -95.64%
Calls: -96.59%
Puts: -87.31%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 9:45am) 0.58
Prior (09/17) 0.23
Current vs Prior +153.40%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -19.98%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 9:45am) 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 4,907,800
Calls: 2,299,605 (47%)
Puts: 2,608,195 (53%)
Prior 7-Day Average 701,114
Calls: 328,515 (47%)
Puts: 372,599 (53%)
Current vs Prior 7-Day Avg +26.66%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.51% | 9.89%16.11% | 31.68%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -34.24% | -5.75%+201.76% | +63.65%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -59.63% | -29.02%+10.59% | +25.55%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -34.24% | -5.75%-2.68% | +0.51%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 21.31% | 18.66%
Calls: 18.75% | 14.88%
Puts: 23.87% | 22.44%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +4.98% | +65.87%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -41.14% | -13.42%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($5.55M). Bullish P/C ratio of 0.58. P/C ratio rising 153% - 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
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 45 of results (avg 8.3%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 2530.0031.05$30.533.4%111.009.2K
$157.50Oct 3044.9047.85$46.386.4%--0.8012
$167.50Sep 2527.2529.05$28.156.4%11.002.3K
$160.00Oct 3043.1546.05$44.606.5%--0.7971
$190.00Oct 3026.5028.35$27.436.7%10.601.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 3035.1037.70$36.407.1%--0.5521
$200.00Oct 1616.8018.05$17.437.2%1070.5188
$195.00Oct 911.3012.15$11.737.2%140.4620
$210.00Oct 3031.7534.35$33.057.9%--0.5225
$205.00Oct 3028.5031.10$29.808.7%--0.4912

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.75, cheapest $0.75)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 250.700.80$0.7513.3%6670.201.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 116 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 2536.2539.70$37.989.1%--1.009.2K
$160.00Sep 2533.9036.95$35.428.6%11.002.8K
$165.00Sep 2530.0031.05$30.533.4%111.009.2K
$167.50Sep 2527.2529.05$28.156.4%11.002.3K
$170.00Sep 2524.9526.70$25.836.8%371.001.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Sep 2518.5021.35$19.9314.3%41.005
$220.00Sep 2522.8526.20$24.5313.7%--1.0010
$230.00Sep 2532.8536.25$34.559.8%11.00--
$210.00Sep 2513.0516.45$14.7523.1%200.9537
$205.00Sep 258.5011.70$10.1031.7%--0.9023

Most actively traded options today. High liquidity = easy entry/exit. 174 active (total vol 12.9K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 251.001.20$1.1018.2%2.2K0.278.8K
$195.00Sep 252.613.15$2.8818.8%1.0K0.532.8K
$190.00Sep 255.556.65$6.1018.0%6700.8011.0K
$197.50Oct 27.258.35$7.8014.1%5900.48160
$197.50Sep 251.622.01$1.8221.4%5570.391.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.150.19$0.1723.5%1.1K0.061.6K
$190.00Sep 250.700.80$0.7513.3%6670.201.5K
$195.00Sep 252.242.75$2.5020.4%4040.47243
$192.50Sep 251.161.66$1.4135.5%2160.32179
$167.50Sep 250.000.01$0.01100.0%1560.00826

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 38.0%, max 64.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$202.50Sep 25Oct 2135.0%84.1%60.5%434475
$192.50Sep 25Oct 23121.7%81.1%50.0%1252.2K
$200.00Sep 25Nov 6133.6%102.7%30.1%2.2K8.8K
$190.00Sep 25Oct 30127.1%99.6%27.6%67112.9K
$195.00Sep 25Nov 6126.5%99.3%27.4%1.0K3.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9129.0%78.3%64.6%35105
$192.50Sep 25Oct 16121.7%78.7%54.6%219216
$202.50Sep 25Nov 6135.0%102.6%31.6%319
$200.00Sep 25Nov 6133.6%102.7%30.1%12465
$190.00Sep 25Oct 30127.1%99.6%27.6%6671.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 172 found (best R:R 1.13, avg 2.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$7.05$7.95$7.0566%1.13$187.05
$205.00$220.00Nov 6$5.10$9.90$5.1052%1.94$210.10
$220.00$230.00Oct 30$2.54$7.46$2.5442%2.94$222.54
$210.00$220.00Oct 30$3.13$6.87$3.1348%2.19$213.13
$220.00$230.00Nov 6$2.85$7.15$2.8544%2.51$222.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$157.50Oct 23$0.16$2.34$0.1616%14.62$159.84
$177.50$175.00Oct 9$0.33$2.17$0.3323%6.58$177.17
$170.00$167.50Oct 23$0.38$2.12$0.3823%5.58$169.62
$177.50$175.00Oct 2$0.28$2.22$0.2818%7.93$177.22
$190.00$187.50Oct 2$0.77$1.73$0.7738%2.25$189.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 117 found (best R:R 0.97, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 2$1.00$1.00$1.5072%0.67$213.50
$217.50$220.00Sep 25$0.25$0.25$2.2594%0.11$217.75
$230.00$232.50Oct 2$0.38$0.38$2.1288%0.18$230.38
$197.50$200.00Oct 16$1.38$1.38$1.1248%1.23$198.88
$215.00$220.00Oct 9$1.52$1.52$3.4868%0.44$216.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$170.00Nov 6$12.33$12.33$12.6757%0.97$182.67
$190.00$185.00Oct 23$2.73$2.73$2.2759%1.20$187.27
$190.00$185.00Oct 30$2.68$2.68$2.3260%1.16$187.32
$185.00$180.00Oct 30$2.43$2.43$2.5763%0.95$182.57
$175.00$170.00Oct 30$2.00$2.00$3.0070%0.67$173.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $6.07, cheapest $5.98)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 25Oct 2$5.98129.0%80.1%
$195.00Sep 25Oct 2$6.19126.5%79.8%
$192.50Sep 25Oct 2$5.97121.7%79.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 25Oct 2$6.27129.0%80.1%
$195.00Sep 25Oct 2$6.10126.5%79.8%
$192.50Sep 25Oct 2$5.92121.7%79.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 2.75% of stock, avg 13.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Sep 25$2.88$2.50$5.38$189.62$200.382.75%
$192.50Sep 25$4.28$1.41$5.69$186.81$198.192.91%
$197.50Sep 25$1.82$3.98$5.80$191.70$203.302.97%
$190.00Sep 25$6.10$0.75$6.85$183.15$196.853.51%
$200.00Sep 25$1.10$5.80$6.90$193.10$206.903.53%
$202.50Sep 25$0.65$7.85$8.50$194.00$211.004.35%
$187.50Sep 25$8.38$0.39$8.77$178.73$196.274.49%
$205.00Sep 25$0.39$10.10$10.49$194.51$215.495.37%
$185.00Sep 25$10.38$0.17$10.55$174.45$195.555.40%
$182.50Sep 25$13.08$0.13$13.21$169.29$195.716.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.21% of stock, avg 10.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$207.50$185.00Sep 25$0.24$0.17$0.41$184.59$207.91
$205.00$185.00Sep 25$0.39$0.17$0.56$184.44$205.56
$207.50$187.50Sep 25$0.24$0.39$0.63$186.87$208.13
$205.00$187.50Sep 25$0.39$0.39$0.78$186.72$205.78
$202.50$185.00Sep 25$0.65$0.17$0.82$184.18$203.32
$202.50$187.50Sep 25$0.65$0.39$1.04$186.46$203.54
$207.50$190.00Sep 25$0.24$0.75$0.99$189.01$208.49
$205.00$190.00Sep 25$0.39$0.75$1.14$188.86$206.14
$202.50$190.00Sep 25$0.65$0.75$1.40$188.60$203.90
$200.00$185.00Sep 25$1.10$0.17$1.27$183.73$201.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 135 found (best R:R 1.69, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
172/175212/215Oct 2$1.57$0.9356%1.69$173.43$214.07
182/185212/215Oct 2$1.90$0.6042%3.17$183.10$214.40
185/188212/215Oct 2$1.95$0.5538%3.55$185.55$214.45
170/172212/215Oct 2$1.40$1.1059%1.27$171.10$213.90
178/180212/215Oct 2$1.59$0.9150%1.75$178.41$214.09
162/165212/215Oct 2$1.22$1.2865%0.95$163.78$213.72
160/162212/215Oct 2$1.17$1.3366%0.88$161.33$213.67
168/170212/215Oct 2$1.22$1.2862%0.95$168.78$213.72
180/182212/215Oct 2$1.54$0.9647%1.60$180.96$214.04
160/162218/220Sep 25$0.37$2.1393%0.17$162.13$217.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 111 found (best R:R 6.35, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$192.50$195.00$197.50Sep 25$0.34$2.1629%6.35
$190.00$192.50$195.00Oct 2$0.05$2.459%49.00
$195.00$197.50$200.00Sep 25$0.34$2.1626%6.35
$197.50$200.00$202.50Sep 25$0.27$2.2322%8.26
$200.00$202.50$205.00Sep 25$0.19$2.3116%12.16
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$197.50$200.00$202.50Sep 25$0.23$2.2722%9.87
$182.50$185.00$187.50Oct 2$0.05$2.459%49.00
$160.00$165.00$170.00Nov 6$0.09$4.916%54.56
$185.00$187.50$190.00Sep 25$0.14$2.3615%16.86
$195.00$200.00$205.00Oct 30$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-1.32, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$197.50$200.001:2Sep 25-$0.38$2.12
$195.00$197.501:2Sep 25-$0.76$1.74
$200.00$202.501:2Sep 25-$0.20$2.30
$202.50$205.001:2Sep 25-$0.13$2.37
$205.00$207.501:2Sep 25-$0.09$2.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.32$23.68
$220.00$205.001:2Oct 9-$6.82$8.18
$210.00$200.001:2Oct 2-$4.91$5.09
$195.00$192.501:2Sep 25-$0.32$2.18
$192.50$190.001:2Sep 25-$0.09$2.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 8.39%, avg 4.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$16.400.4412.6%8.39%20.98%111
$230.00Nov 6$13.550.3917.7%6.93%24.64%2--
$205.00Nov 6$21.800.524.9%11.16%16.06%51
$200.00Nov 6$23.650.542.4%12.10%14.45%410
$197.50Nov 6$24.800.561.1%12.69%13.76%11
$220.00Oct 30$14.950.4212.6%7.65%20.23%3618
$230.00Oct 30$12.400.3717.7%6.35%24.05%--87
$210.00Oct 30$18.100.477.5%9.26%16.73%223
$205.00Oct 30$19.850.504.9%10.16%15.07%--28
$200.00Oct 30$21.500.532.4%11.00%13.35%--908

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 9,780
Total Puts 5,712
Put/Call Ratio 0.58
Net Difference 4,068

Prior's Put/Call Breakdown

Total Calls 14,387
Total Puts 3,316
Put/Call Ratio 0.23
Net Difference 11,071

Prior 7-Day Put/Call Summary

Total Calls 479,877
Total Puts 497,672
Average Put/Call Ratio 0.73
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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