Tour v528
MRNA
MODERNA INC
$193.89 -0.48%
◀ 9/25 09:50 ▶

Option Volume

Detail
ℹ
Current (09/25 9:50am) 19,496
Calls: 12,382 (64%)
Puts: 7,114 (36%)
Prior (09/17) 22,118
Calls: 18,023 (81%)
Puts: 4,095 (19%)
Current vs Prior -11.85%
Calls: -31.30% (Calls)
Puts: +73.72% (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 -86.04%
Calls: -81.94%
Puts: -89.99%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 9:50am) $8.83M
Calls: $6.03M (68%)
Puts: $2.80M (32%)
Prior (09/17) $12.57M
Calls: $10.72M (85%)
Puts: $1.85M (15%)
Current vs Prior -29.75%
Calls: -43.79%
Puts: +51.78%
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 -95.14%
Calls: -96.30%
Puts: -84.98%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 9:50am) 0.57
Prior (09/17) 0.23
Current vs Prior +152.87%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -21.28%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 9:50am) 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 3.33% | 9.72%16.02% | 31.12%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -37.59% | -7.32%+200.17% | +60.75%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -61.68% | -30.20%+10.01% | +23.32%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -37.59% | -7.32%-3.20% | -1.27%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 27.65% | 22.19%
Calls: 34.53% | 24.49%
Puts: 20.77% | 19.89%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +36.21% | +97.24%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -23.62% | +2.96%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($6.03M). Bullish P/C ratio of 0.57. 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
09:50BULLISHBULLISHBULLISH
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 42 of results (avg 8.3%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 2528.4029.90$29.155.1%371.009.2K
$157.50Sep 2534.9037.15$36.036.2%251.009.2K
$157.50Oct 235.5537.95$36.756.5%--0.9599
$185.00Oct 3027.6029.50$28.556.7%30.631.6K
$160.00Oct 3041.9044.85$43.386.8%--0.7971
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1617.3018.40$17.856.2%1110.5288
$230.00Sep 2534.4037.30$35.858.1%11.00--
$215.00Oct 3035.3038.55$36.928.8%--0.5621
$205.00Oct 3028.6031.30$29.959.0%--0.5012
$200.00Oct 3025.5028.00$26.759.3%--0.4748

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.50, cheapest $0.50)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Sep 250.450.54$0.5018.0%580.14598

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 2534.9037.15$36.036.2%251.009.2K
$160.00Sep 2533.2035.75$34.487.4%11.002.8K
$165.00Sep 2528.4029.90$29.155.1%371.009.2K
$167.50Sep 2525.1527.90$26.5310.4%11.002.3K
$170.00Sep 2522.8525.50$24.1811.0%381.001.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Sep 2519.4022.60$21.0015.2%41.005
$220.00Sep 2524.6527.45$26.0510.7%--1.0010
$230.00Sep 2534.4037.30$35.858.1%11.00--
$210.00Sep 2515.2517.10$16.1811.4%200.9537
$205.00Sep 259.6512.20$10.9323.3%--0.9323

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 16.2K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.600.75$0.6822.1%2.5K0.198.8K
$195.00Sep 251.852.26$2.0520.0%1.1K0.452.8K
$212.50Sep 250.010.10$0.06150.0%1.0K0.02171
$210.00Sep 250.070.12$0.1050.0%8150.031.7K
$205.00Sep 250.160.24$0.2040.0%7100.073.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.150.25$0.2050.0%1.2K0.071.6K
$190.00Sep 250.891.10$1.0021.0%8020.251.5K
$195.00Sep 252.803.45$3.1320.8%4820.55243
$192.50Sep 251.782.03$1.9013.2%2450.40179
$180.00Sep 250.020.07$0.05100.0%2280.022.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 31.6%, max 56.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23118.6%79.6%48.9%1332.2K
$200.00Sep 25Nov 6125.6%101.0%24.4%2.5K8.8K
$195.00Sep 25Nov 6121.9%98.1%24.3%1.1K3.2K
$197.50Sep 25Nov 6125.0%101.8%22.8%6311.3K
$190.00Sep 25Oct 30118.2%99.2%19.2%71512.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9125.0%80.1%56.0%37105
$192.50Sep 25Oct 16118.6%77.7%52.6%248216
$200.00Sep 25Nov 6125.6%101.0%24.4%39465
$195.00Sep 25Nov 6121.9%98.1%24.3%483247
$190.00Sep 25Oct 30118.2%99.2%19.2%8021.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 174 found (best R:R 2.21, avg 3.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$220.00Nov 6$4.67$10.33$4.6751%2.21$209.67
$180.00$195.00Nov 6$7.03$7.97$7.0366%1.13$187.03
$210.00$220.00Oct 30$2.83$7.17$2.8347%2.53$212.83
$220.00$230.00Oct 30$2.57$7.43$2.5742%2.89$222.57
$220.00$230.00Nov 6$2.70$7.30$2.7043%2.70$222.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$197.50$195.00Oct 9$0.85$1.65$0.8552%1.94$196.65
$177.50$175.00Oct 9$0.32$2.18$0.3224%6.81$177.18
$185.00$182.50Oct 9$0.68$1.82$0.6835%2.68$184.32
$172.50$170.00Oct 9$0.30$2.20$0.3019%7.33$172.20
$170.00$167.50Oct 9$0.29$2.21$0.2917%7.62$169.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 120 found (best R:R 1.25, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 2$1.40$1.40$1.1053%1.27$198.90
$197.50$200.00Oct 16$1.47$1.47$1.0349%1.43$198.97
$215.00$220.00Oct 9$1.53$1.53$3.4769%0.44$216.53
$212.50$215.00Oct 2$0.75$0.75$1.7574%0.43$213.25
$217.50$220.00Sep 25$0.14$0.14$2.3696%0.06$217.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Oct 30$2.78$2.78$2.2259%1.25$187.22
$175.00$170.00Oct 30$2.10$2.10$2.9069%0.72$172.90
$165.00$160.00Nov 6$1.80$1.80$3.2074%0.56$163.20
$170.00$165.00Nov 6$1.95$1.95$3.0572%0.64$168.05
$185.00$180.00Oct 30$2.32$2.32$2.6862%0.87$182.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $6.13, cheapest $5.75)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 25Oct 2$6.39125.0%82.5%
$195.00Sep 25Oct 2$6.50121.9%81.1%
$192.50Sep 25Oct 2$6.47118.6%78.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 25Oct 2$5.75125.0%82.5%
$195.00Sep 25Oct 2$5.92121.9%81.1%
$192.50Sep 25Oct 2$5.73118.6%78.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.67% of stock, avg 13.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Sep 25$2.05$3.13$5.18$189.82$200.182.67%
$192.50Sep 25$3.33$1.90$5.23$187.27$197.732.70%
$197.50Sep 25$1.21$4.68$5.89$191.61$203.393.04%
$190.00Sep 25$4.93$1.00$5.93$184.07$195.933.06%
$187.50Sep 25$6.73$0.50$7.23$180.27$194.733.73%
$200.00Sep 25$0.68$6.78$7.46$192.54$207.463.85%
$202.50Sep 25$0.38$8.63$9.01$193.49$211.514.65%
$185.00Sep 25$8.90$0.20$9.10$175.90$194.104.69%
$205.00Sep 25$0.20$10.93$11.13$193.87$216.135.74%
$182.50Sep 25$11.58$0.09$11.67$170.83$194.176.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.21% of stock, avg 10.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$185.00Sep 25$0.20$0.20$0.40$184.60$205.40
$202.50$185.00Sep 25$0.38$0.20$0.58$184.42$203.08
$205.00$187.50Sep 25$0.20$0.50$0.70$186.80$205.70
$202.50$187.50Sep 25$0.38$0.50$0.88$186.62$203.38
$200.00$185.00Sep 25$0.68$0.20$0.88$184.12$200.88
$200.00$187.50Sep 25$0.68$0.50$1.18$186.32$201.18
$205.00$190.00Sep 25$0.20$1.00$1.20$188.80$206.20
$202.50$190.00Sep 25$0.38$1.00$1.38$188.62$203.88
$200.00$190.00Sep 25$0.68$1.00$1.68$188.32$201.68
$197.50$185.00Sep 25$1.21$0.20$1.41$183.59$198.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 2.13, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185212/215Oct 2$1.70$0.8043%2.13$183.30$214.20
178/180212/215Oct 2$1.49$1.0151%1.48$178.51$213.99
172/175212/215Oct 2$1.26$1.2458%1.02$173.74$213.76
160/162212/215Oct 2$0.98$1.5268%0.64$161.52$213.48
168/170212/215Oct 2$1.07$1.4363%0.75$168.93$213.57
160/162218/220Sep 25$0.27$2.2394%0.12$162.23$217.77
162/165212/215Oct 2$0.94$1.5666%0.60$164.06$213.44
180/182212/215Oct 2$1.41$1.0947%1.29$181.09$213.91
182/185215/218Oct 2$1.41$1.0946%1.29$183.59$216.41
178/180215/218Oct 2$1.20$1.3055%0.92$178.80$216.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 109 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 30$0.26$9.7410%37.46
$187.50$190.00$192.50Sep 25$0.20$2.3026%11.50
$170.00$175.00$180.00Oct 30$0.05$4.957%99.00
$215.00$220.00$225.00Oct 23$0.08$4.928%61.50
$190.00$192.50$195.00Sep 25$0.32$2.1830%6.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$192.50$195.00$197.50Sep 25$0.32$2.1830%6.81
$190.00$192.50$195.00Sep 25$0.33$2.1730%6.58
$185.00$187.50$190.00Sep 25$0.20$2.3018%11.50
$185.00$187.50$190.00Oct 9$0.06$2.447%40.67
$160.00$165.00$170.00Nov 6$0.15$4.856%32.33

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 $-1.52, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.77$1.73
$195.00$197.501:2Sep 25-$0.37$2.13
$197.50$200.001:2Sep 25-$0.15$2.35
$200.00$202.501:2Sep 25-$0.08$2.42
$202.50$205.001:2Sep 25-$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.52$23.48
$220.00$205.001:2Oct 9-$6.49$8.51
$210.00$200.001:2Oct 2-$5.57$4.43
$192.50$190.001:2Sep 25-$0.10$2.40
$195.00$192.501:2Sep 25-$0.67$1.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 8.12%, avg 4.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.750.4313.5%8.12%21.59%111
$230.00Nov 6$13.000.3818.6%6.70%25.33%2--
$205.00Nov 6$20.650.515.7%10.65%16.38%51
$200.00Nov 6$22.550.543.1%11.63%14.78%410
$197.50Nov 6$23.800.551.9%12.28%14.14%11
$220.00Oct 30$14.800.4213.5%7.63%21.10%3618
$230.00Oct 30$12.200.3718.6%6.29%24.92%--87
$195.00Nov 6$24.750.560.6%12.76%13.34%5423
$210.00Oct 30$17.550.478.3%9.05%17.36%223
$200.00Oct 30$21.200.533.1%10.93%14.09%--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 12,382
Total Puts 7,114
Put/Call Ratio 0.57
Net Difference 5,268

Prior's Put/Call Breakdown

Total Calls 18,023
Total Puts 4,095
Put/Call Ratio 0.23
Net Difference 13,928

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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