Tour v528
MRNA
MODERNA INC
$193.90 -0.47%
◀ 9/25 10:00

Option Volume

Detail
ℹ
Current (09/25 10:00am) 26,240
Calls: 16,890 (64%)
Puts: 9,350 (36%)
Prior (09/17) 40,662
Calls: 34,110 (84%)
Puts: 6,552 (16%)
Current vs Prior -35.47%
Calls: -50.48% (Calls)
Puts: +42.70% (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 -81.21%
Calls: -75.36%
Puts: -86.85%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 10:00am) $12.77M
Calls: $9.49M (74%)
Puts: $3.28M (26%)
Prior (09/17) $26.95M
Calls: $24.01M (89%)
Puts: $2.94M (11%)
Current vs Prior -52.61%
Calls: -60.46%
Puts: +11.40%
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 -92.97%
Calls: -94.17%
Puts: -82.43%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 10:00am) 0.55
Prior (09/17) 0.19
Current vs Prior +188.20%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -24.14%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 10:00am) 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 3.21% | 9.45%15.81% | 31.06%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -39.91% | -9.89%+196.10% | +60.47%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -63.11% | -32.13%+8.51% | +23.11%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -39.91% | -9.89%-4.51% | -1.44%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 23.57% | 21.45%
Calls: 24.92% | 24.92%
Puts: 22.22% | 17.98%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +16.11% | +90.67%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -34.89% | -0.48%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($9.49M). Light premium activity with dollar volume down 53% vs prior. Bullish P/C ratio of 0.55. P/C ratio rising 188% - 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
10:00BULLISHBULLISHBULLISH
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 51 of results (avg 8.2%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1611.7512.35$12.055.0%650.485.1K
$157.50Oct 1638.0540.60$39.336.5%--0.8918
$157.50Oct 3043.9046.85$45.386.5%--0.8012
$170.00Oct 1628.1030.05$29.086.7%30.791.3K
$160.00Oct 1636.0038.50$37.256.7%560.882.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 3035.6538.00$36.836.4%--0.5621
$230.00Sep 2534.3536.85$35.607.0%11.00--
$210.00Oct 3032.2034.70$33.457.5%--0.5325
$220.00Oct 226.4528.80$27.638.5%20.843
$200.00Oct 1617.1518.75$17.958.9%1140.5388

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.19, cheapest $0.19)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Sep 250.170.20$0.1915.8%9890.073.6K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 118 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 2535.6538.20$36.926.9%251.009.2K
$160.00Sep 2532.9535.80$34.388.3%91.002.8K
$165.00Sep 2528.0030.55$29.288.7%391.009.2K
$167.50Sep 2525.4528.35$26.9010.8%111.002.3K
$170.00Sep 2523.1525.65$24.4010.2%541.001.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 2514.5516.90$15.7314.9%201.0037
$215.00Sep 2519.4021.90$20.6512.1%41.005
$220.00Sep 2524.1026.85$25.4810.8%--1.0010
$230.00Sep 2534.3536.85$35.607.0%11.00--
$205.00Sep 259.7012.40$11.0524.4%--0.9623

Most actively traded options today. High liquidity = easy entry/exit. 198 active (total vol 22.0K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.520.70$0.6129.5%3.1K0.188.8K
$195.00Sep 251.802.05$1.9213.0%1.8K0.442.8K
$190.00Sep 254.405.50$4.9522.2%1.2K0.7511.0K
$197.50Oct 26.508.00$7.2520.7%1.1K0.46160
$212.50Sep 250.000.07$0.04175.0%1.1K0.01171
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.150.21$0.1833.3%1.7K0.071.6K
$190.00Sep 250.801.05$0.9326.9%1.0K0.251.5K
$195.00Sep 252.643.30$2.9722.2%5570.57243
$180.00Sep 250.030.04$0.0425.0%3280.012.2K
$182.50Sep 250.050.10$0.0862.5%3040.03433

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 28.7%, max 59.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23119.6%79.2%51.1%1472.2K
$200.00Sep 25Nov 6123.6%102.3%20.8%3.1K8.8K
$190.00Sep 25Oct 30117.1%98.7%18.7%1.2K12.9K
$197.50Sep 25Nov 6121.3%102.2%18.7%7831.3K
$195.00Sep 25Nov 6116.3%102.2%13.7%1.8K3.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9121.3%76.1%59.5%41105
$192.50Sep 25Oct 23119.6%79.2%51.1%286179
$200.00Sep 25Nov 6123.6%102.3%20.8%43465
$190.00Sep 25Oct 30117.1%98.7%18.7%1.0K1.5K
$195.00Sep 25Nov 6116.3%102.2%13.7%558247

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 176 found (best R:R 1.14, avg 2.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$7.00$8.00$7.0065%1.14$187.00
$205.00$220.00Nov 6$4.94$10.06$4.9451%2.04$209.94
$210.00$220.00Oct 30$3.03$6.97$3.0347%2.30$213.03
$220.00$230.00Oct 30$2.52$7.48$2.5241%2.97$222.52
$220.00$230.00Nov 6$2.70$7.30$2.7043%2.70$222.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$157.50Oct 16$0.13$2.37$0.1312%18.23$159.87
$187.50$185.00Oct 2$0.66$1.84$0.6635%2.79$186.84
$162.50$160.00Oct 30$0.42$2.08$0.4223%4.95$162.08
$165.00$162.50Oct 23$0.38$2.12$0.3820%5.58$164.62
$175.00$172.50Oct 16$0.52$1.98$0.5226%3.81$174.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 1.28, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 16$1.85$1.85$0.6549%2.85$199.35
$217.50$220.00Sep 25$0.23$0.23$2.2795%0.10$217.73
$207.50$210.00Oct 16$1.18$1.18$1.3259%0.89$208.68
$212.50$215.00Oct 2$0.72$0.72$1.7874%0.40$213.22
$207.50$210.00Sep 25$0.12$0.12$2.3894%0.05$207.62
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$1.88$1.88$3.1274%0.60$163.12
$170.00$165.00Nov 6$1.98$1.98$3.0271%0.66$168.02
$192.50$190.00Oct 23$1.65$1.65$0.8556%1.94$190.85
$175.00$170.00Oct 30$1.97$1.97$3.0369%0.65$173.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.07, cheapest $5.80)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$6.18119.6%77.3%
$195.00Sep 25Oct 2$6.36116.3%79.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$5.80119.6%77.3%
$195.00Sep 25Oct 2$5.93116.3%79.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.52% of stock, avg 13.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Sep 25$1.92$2.97$4.89$190.11$199.892.52%
$192.50Sep 25$3.25$1.80$5.05$187.45$197.552.60%
$190.00Sep 25$4.95$0.93$5.88$184.12$195.883.03%
$197.50Sep 25$1.13$4.75$5.88$191.62$203.383.03%
$200.00Sep 25$0.61$6.60$7.21$192.79$207.213.72%
$187.50Sep 25$6.93$0.40$7.33$180.17$194.833.78%
$202.50Sep 25$0.37$8.52$8.89$193.61$211.394.58%
$185.00Sep 25$9.20$0.18$9.38$175.62$194.384.84%
$205.00Sep 25$0.19$11.05$11.24$193.76$216.245.80%
$182.50Sep 25$11.95$0.08$12.03$170.47$194.536.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.19% of stock, avg 10.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$185.00Sep 25$0.19$0.18$0.37$184.63$205.37
$202.50$185.00Sep 25$0.37$0.18$0.55$184.45$203.05
$205.00$187.50Sep 25$0.19$0.40$0.59$186.91$205.59
$202.50$187.50Sep 25$0.37$0.40$0.77$186.73$203.27
$200.00$185.00Sep 25$0.61$0.18$0.79$184.21$200.79
$200.00$187.50Sep 25$0.61$0.40$1.01$186.49$201.01
$205.00$190.00Sep 25$0.19$0.93$1.12$188.88$206.12
$202.50$190.00Sep 25$0.37$0.93$1.30$188.70$203.80
$200.00$190.00Sep 25$0.61$0.93$1.54$188.46$201.54
$197.50$185.00Sep 25$1.13$0.18$1.31$183.69$198.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 2.16, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185212/215Oct 2$1.71$0.7943%2.16$183.29$214.21
182/185208/210Oct 2$1.76$0.7438%2.38$183.24$209.26
160/162212/215Oct 2$0.99$1.5168%0.66$161.51$213.49
178/180212/215Oct 2$1.39$1.1151%1.25$178.61$213.89
182/185218/220Oct 2$1.43$1.0749%1.34$183.57$218.93
170/172212/215Oct 2$1.10$1.4062%0.79$171.40$213.60
175/178212/215Oct 2$1.25$1.2555%1.00$176.25$213.75
160/162208/210Oct 2$1.04$1.4662%0.71$161.46$208.54
172/175212/215Oct 2$1.12$1.3859%0.81$173.88$213.62
178/180208/210Oct 2$1.44$1.0646%1.36$178.56$208.94

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 112 found (best R:R 12.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 23$0.05$4.957%99.00
$187.50$190.00$192.50Sep 25$0.28$2.2227%7.93
$200.00$205.00$210.00Oct 9$0.20$4.8011%24.00
$195.00$197.50$200.00Sep 25$0.27$2.2326%8.26
$200.00$202.50$205.00Sep 25$0.06$2.4411%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 2$0.75$9.2526%12.33
$195.00$197.50$200.00Sep 25$0.07$2.4327%34.71
$197.50$200.00$202.50Sep 25$0.07$2.4319%34.71
$190.00$192.50$195.00Sep 25$0.30$2.2032%7.33
$160.00$165.00$170.00Nov 6$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. 66 found (best net $-1.69, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.59$1.91
$195.00$197.501:2Sep 25-$0.34$2.16
$197.50$200.001:2Sep 25-$0.09$2.41
$190.00$192.501:2Sep 25-$1.55$0.95
$200.00$202.501:2Sep 25-$0.13$2.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.69$23.31
$220.00$205.001:2Oct 9-$6.96$8.04
$210.00$200.001:2Oct 2-$4.59$5.41
$192.50$190.001:2Sep 25-$0.06$2.44
$195.00$192.501:2Sep 25-$0.63$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 8.05%, avg 4.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.600.4313.5%8.05%21.51%111
$230.00Nov 6$12.800.3818.6%6.60%25.22%2--
$205.00Nov 6$20.650.515.7%10.65%16.37%151
$200.00Nov 6$22.650.543.1%11.68%14.83%510
$197.50Nov 6$23.700.551.9%12.22%14.08%11
$220.00Oct 30$14.700.4113.5%7.58%21.04%5618
$195.00Nov 6$24.750.560.6%12.76%13.33%5423
$210.00Oct 30$17.500.478.3%9.03%17.33%223
$205.00Oct 30$19.500.505.7%10.06%15.78%128
$230.00Oct 30$11.800.3618.6%6.09%24.70%--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 16,890
Total Puts 9,350
Put/Call Ratio 0.55
Net Difference 7,540

Prior's Put/Call Breakdown

Total Calls 34,110
Total Puts 6,552
Put/Call Ratio 0.19
Net Difference 27,558

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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