Tour v528
MRNA
MODERNA INC
$193.68 -0.59%
◀ 9/25 09:55 ▶

Option Volume

Detail
ℹ
Current (09/25 9:55am) 22,175
Calls: 13,915 (63%)
Puts: 8,260 (37%)
Prior (09/17) 25,162
Calls: 20,362 (81%)
Puts: 4,800 (19%)
Current vs Prior -11.87%
Calls: -31.66% (Calls)
Puts: +72.08% (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 -84.12%
Calls: -79.70%
Puts: -88.38%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 9:55am) $10.19M
Calls: $7.20M (71%)
Puts: $2.99M (29%)
Prior (09/17) $14.41M
Calls: $12.35M (86%)
Puts: $2.06M (14%)
Current vs Prior -29.26%
Calls: -41.69%
Puts: +45.45%
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 -94.39%
Calls: -95.58%
Puts: -83.98%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 9:55am) 0.59
Prior (09/17) 0.24
Current vs Prior +151.81%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -18.66%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 9:55am) 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 3.40% | 9.43%15.80% | 31.02%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -36.36% | -10.13%+195.95% | +60.26%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -60.93% | -32.31%+8.46% | +22.95%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -36.36% | -10.13%-4.56% | -1.57%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.11% | 21.25%
Calls: 27.69% | 25.05%
Puts: 16.52% | 17.45%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +8.92% | +88.89%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -38.93% | -1.41%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($7.20M). Bullish P/C ratio of 0.59. P/C ratio rising 152% - 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
09:55BULLISHBULLISHBULLISH
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 50 of results (avg 8.3%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 3045.7048.60$47.156.2%--0.81293
$157.50Oct 3043.9046.85$45.386.5%--0.7912
$160.00Oct 3042.1545.05$43.606.7%--0.7871
$155.00Oct 2341.3544.35$42.857.0%--0.87156
$162.50Oct 3040.4043.35$41.887.0%--0.7712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 3035.6538.20$36.926.9%--0.5621
$210.00Oct 3032.2034.80$33.507.8%--0.5325
$230.00Sep 2534.1537.05$35.608.1%11.00--
$195.00Oct 1614.1515.45$14.808.8%40.4736
$205.00Oct 3028.9031.60$30.258.9%--0.5012

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.67, cheapest $0.67)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.600.73$0.6719.4%3.0K0.208.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 124 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 238.2541.20$39.737.4%--1.00323
$155.00Sep 2538.0040.90$39.457.4%--1.00565
$157.50Sep 2535.5538.35$36.957.6%251.009.2K
$160.00Sep 2533.0035.85$34.428.3%11.002.8K
$165.00Sep 2528.0030.70$29.359.2%391.009.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 2514.1017.15$15.6319.5%201.0037
$215.00Sep 2519.1522.05$20.6014.1%41.005
$220.00Sep 2524.4527.25$25.8510.8%--1.0010
$230.00Sep 2534.1537.05$35.608.1%11.00--
$205.00Sep 2510.2012.30$11.2518.7%--0.9223

Most actively traded options today. High liquidity = easy entry/exit. 199 active (total vol 18.3K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.600.73$0.6719.4%3.0K0.208.8K
$195.00Sep 251.802.18$1.9919.1%1.2K0.472.8K
$212.50Sep 250.030.10$0.07100.0%1.1K0.02171
$210.00Sep 250.050.08$0.0742.9%9310.031.7K
$205.00Sep 250.160.26$0.2147.6%8160.073.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.140.25$0.2055.0%1.3K0.061.6K
$190.00Sep 250.911.15$1.0323.3%9930.231.5K
$195.00Sep 253.053.60$3.3316.5%5530.53243
$180.00Sep 250.030.04$0.0425.0%3130.012.2K
$192.50Sep 251.702.16$1.9323.8%2730.37179

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 32.1%, max 58.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23119.7%78.4%52.7%1462.2K
$195.00Sep 25Nov 6122.4%98.2%24.6%1.2K3.2K
$190.00Sep 25Oct 30120.3%98.5%22.1%72712.9K
$197.50Sep 25Nov 6122.7%101.9%20.4%7691.3K
$200.00Sep 25Nov 6122.3%101.5%20.4%3.0K8.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9122.7%77.6%58.1%41105
$192.50Sep 25Oct 16119.7%77.3%54.9%276216
$195.00Sep 25Nov 6122.4%98.0%24.9%554247
$190.00Sep 25Oct 30120.3%98.5%22.1%9931.5K
$200.00Sep 25Nov 6122.3%101.5%20.4%42465

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 177 found (best R:R 1.15, avg 3.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$6.99$8.01$6.9966%1.15$186.99
$205.00$220.00Nov 6$5.10$9.90$5.1051%1.94$210.10
$220.00$230.00Oct 30$2.42$7.58$2.4241%3.13$222.42
$220.00$230.00Nov 6$2.67$7.33$2.6743%2.75$222.67
$210.00$220.00Oct 30$3.10$6.90$3.1047%2.23$213.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$202.50$200.00Sep 25$1.55$0.95$1.5588%0.61$200.95
$192.50$190.00Oct 2$0.80$1.70$0.8045%2.13$191.70
$182.50$180.00Oct 2$0.37$2.13$0.3726%5.76$182.13
$157.50$155.00Oct 23$0.12$2.38$0.1214%19.83$157.38
$160.00$157.50Oct 16$0.14$2.36$0.1412%16.86$159.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 1.28, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 2$0.84$0.84$1.6674%0.51$213.34
$215.00$220.00Oct 9$1.56$1.56$3.4469%0.45$216.56
$217.50$220.00Sep 25$0.13$0.13$2.3797%0.05$217.63
$207.50$210.00Oct 2$0.77$0.77$1.7369%0.45$208.27
$207.50$210.00Oct 16$1.03$1.03$1.4759%0.70$208.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Oct 30$2.81$2.81$2.1959%1.28$187.19
$165.00$160.00Nov 6$1.83$1.83$3.1775%0.58$163.17
$185.00$180.00Oct 16$2.28$2.28$2.7264%0.84$182.72
$160.00$157.50Oct 23$0.97$0.97$1.5384%0.63$159.03
$170.00$165.00Nov 6$1.92$1.92$3.0872%0.62$168.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.83, cheapest $5.42)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$6.13119.7%74.8%
$195.00Sep 25Oct 2$6.16122.4%78.4%
$197.50Sep 25Oct 2$6.08122.7%80.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$5.42119.7%74.8%
$195.00Sep 25Oct 2$5.55122.4%78.4%
$197.50Sep 25Oct 2$5.61122.7%80.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.67% of stock, avg 13.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$192.50Sep 25$3.25$1.93$5.18$187.32$197.682.67%
$195.00Sep 25$1.99$3.33$5.32$189.68$200.322.75%
$190.00Sep 25$4.90$1.03$5.93$184.07$195.933.06%
$197.50Sep 25$1.15$4.82$5.97$191.53$203.473.08%
$200.00Sep 25$0.67$6.88$7.55$192.45$207.553.90%
$187.50Sep 25$7.10$0.47$7.57$179.93$195.073.91%
$202.50Sep 25$0.37$8.43$8.80$193.70$211.304.54%
$185.00Sep 25$9.28$0.20$9.48$175.52$194.484.89%
$205.00Sep 25$0.21$11.25$11.46$193.54$216.465.92%
$182.50Sep 25$12.00$0.09$12.09$170.41$194.596.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.21% of stock, avg 10.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$185.00Sep 25$0.21$0.20$0.41$184.59$205.41
$202.50$185.00Sep 25$0.37$0.20$0.57$184.43$203.07
$205.00$187.50Sep 25$0.21$0.47$0.68$186.82$205.68
$202.50$187.50Sep 25$0.37$0.47$0.84$186.66$203.34
$200.00$185.00Sep 25$0.67$0.20$0.87$184.13$200.87
$200.00$187.50Sep 25$0.67$0.47$1.14$186.36$201.14
$205.00$190.00Sep 25$0.21$1.03$1.24$188.76$206.24
$202.50$190.00Sep 25$0.37$1.03$1.40$188.60$203.90
$200.00$190.00Sep 25$0.67$1.03$1.70$188.30$201.70
$197.50$185.00Sep 25$1.15$0.20$1.35$183.65$198.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 142 found (best R:R 3.39, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185212/215Oct 2$1.93$0.5744%3.39$183.07$214.43
155/158212/215Oct 2$1.21$1.2969%0.94$156.29$213.71
160/162212/215Oct 2$1.14$1.3668%0.84$161.36$213.64
182/185208/210Oct 2$1.86$0.6438%2.91$183.14$209.36
168/170212/215Oct 2$1.19$1.3164%0.91$168.81$213.69
178/180212/215Oct 2$1.49$1.0152%1.48$178.51$213.99
155/158208/210Oct 2$1.14$1.3664%0.84$156.36$208.64
175/178212/215Oct 2$1.35$1.1555%1.17$176.15$213.85
182/185218/220Oct 2$1.47$1.0350%1.43$183.53$218.97
172/175212/215Oct 2$1.23$1.2759%0.97$173.77$213.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 121 found (best R:R 8.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$205.00$210.00Oct 9$0.13$4.8711%37.46
$197.50$200.00$202.50Sep 25$0.18$2.3220%12.89
$200.00$205.00$210.00Oct 30$0.08$4.926%61.50
$190.00$192.50$195.00Sep 25$0.39$2.1130%5.41
$190.00$192.50$195.00Oct 9$0.05$2.457%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 2$1.03$8.9725%8.71
$192.50$195.00$197.50Sep 25$0.09$2.4130%26.78
$160.00$165.00$170.00Nov 6$0.09$4.916%54.56
$195.00$200.00$205.00Oct 30$0.10$4.906%49.00
$200.00$205.00$210.00Oct 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. 70 found (best net $-1.35, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.73$1.77
$195.00$197.501:2Sep 25-$0.31$2.19
$197.50$200.001:2Sep 25-$0.19$2.31
$200.00$202.501:2Sep 25-$0.07$2.43
$190.00$192.501:2Sep 25-$1.60$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.35$23.65
$220.00$205.001:2Oct 9-$7.21$7.79
$210.00$200.001:2Oct 2-$4.85$5.15
$195.00$192.501:2Sep 25-$0.53$1.97
$192.50$190.001:2Sep 25-$0.13$2.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 8.13%, avg 4.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.750.4313.6%8.13%21.72%111
$230.00Nov 6$13.000.3818.8%6.71%25.46%2--
$205.00Nov 6$20.850.515.8%10.77%16.61%151
$200.00Nov 6$22.850.543.3%11.80%15.06%410
$197.50Nov 6$23.850.552.0%12.31%14.29%11
$195.00Nov 6$24.900.560.7%12.86%13.54%5423
$220.00Oct 30$14.700.4113.6%7.59%21.18%5618
$205.00Oct 30$19.550.505.8%10.09%15.94%128
$210.00Oct 30$17.500.478.4%9.04%17.46%223
$230.00Oct 30$11.800.3618.8%6.09%24.85%--87

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 13,915
Total Puts 8,260
Put/Call Ratio 0.59
Net Difference 5,655

Prior's Put/Call Breakdown

Total Calls 20,362
Total Puts 4,800
Put/Call Ratio 0.24
Net Difference 15,562

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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