Tour v528
MRNA
MODERNA INC
$194.16 -0.34%
◀ 9/25 10:05 ▶

Option Volume

Detail
ℹ
Current (09/25 10:05am) 27,538
Calls: 17,366 (63%)
Puts: 10,172 (37%)
Prior (09/17) 47,140
Calls: 39,426 (84%)
Puts: 7,714 (16%)
Current vs Prior -41.58%
Calls: -55.95% (Calls)
Puts: +31.86% (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 -80.28%
Calls: -74.67%
Puts: -85.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 10:05am) $13.54M
Calls: $9.97M (74%)
Puts: $3.57M (26%)
Prior (09/17) $30.83M
Calls: $27.43M (89%)
Puts: $3.40M (11%)
Current vs Prior -56.08%
Calls: -63.67%
Puts: +5.15%
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 -92.55%
Calls: -93.88%
Puts: -80.86%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 10:05am) 0.59
Prior (09/17) 0.20
Current vs Prior +199.37%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -19.74%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 10:05am) 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 3.28% | 9.28%15.80% | 30.97%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -38.64% | -11.53%+195.99% | +59.99%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -62.33% | -33.37%+8.47% | +22.74%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -38.64% | -11.53%-4.54% | -1.74%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 20.33% | 15.24%
Calls: 22.19% | 18.19%
Puts: 18.46% | 12.29%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +0.15% | +35.47%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -43.84% | -29.29%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($9.97M). Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 42% vs prior. Bullish P/C ratio of 0.59.

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
10:05BULLISHBULLISHBULLISH
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 61 of results (avg 8.0%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1636.4538.05$37.254.3%560.882.1K
$157.50Sep 2535.6537.70$36.675.6%251.009.2K
$165.00Sep 2528.3029.95$29.135.7%391.009.2K
$157.50Oct 1638.0540.60$39.336.5%--0.8918
$157.50Oct 3043.9046.85$45.386.5%--0.8012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1614.5015.25$14.885.0%440.4736
$190.00Oct 3020.9522.25$21.606.0%10.4132
$215.00Oct 3035.6538.00$36.836.4%--0.5621
$180.00Oct 3015.8016.95$16.387.0%20.34103
$230.00Sep 2534.3536.85$35.607.0%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.52, cheapest $0.17)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.650.74$0.7012.9%3.2K0.198.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.160.18$0.1711.8%1.8K0.061.6K
$190.00Sep 250.780.86$0.829.8%1.3K0.241.5K
$160.00Oct 20.350.40$0.3813.2%1220.043.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 118 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 2535.6537.70$36.675.6%251.009.2K
$160.00Sep 2533.0035.80$34.408.1%91.002.8K
$165.00Sep 2528.3029.95$29.135.7%391.009.2K
$167.50Sep 2525.6527.65$26.657.5%111.002.3K
$170.00Sep 2523.3525.05$24.207.0%541.001.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 2514.6516.80$15.7313.7%201.0037
$215.00Sep 2519.4021.90$20.6512.1%41.005
$220.00Sep 2525.0027.45$26.239.3%--1.0010
$230.00Sep 2534.3536.85$35.607.0%11.00--
$205.00Sep 259.7512.40$11.0823.9%--0.9223

Most actively traded options today. High liquidity = easy entry/exit. 199 active (total vol 23.1K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.650.74$0.7012.9%3.2K0.198.8K
$195.00Sep 251.812.22$2.0220.3%1.8K0.452.8K
$190.00Sep 254.605.45$5.0316.9%1.2K0.7611.0K
$210.00Sep 250.050.09$0.0757.1%1.1K0.021.7K
$197.50Oct 26.907.80$7.3512.2%1.1K0.46160
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.160.18$0.1711.8%1.8K0.061.6K
$190.00Sep 250.780.86$0.829.8%1.3K0.241.5K
$195.00Sep 252.703.25$2.9818.5%5700.56243
$180.00Sep 250.020.03$0.0333.3%3640.012.2K
$192.50Sep 251.511.87$1.6921.3%3480.39179

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 29.6%, max 56.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23118.3%79.7%48.4%1482.2K
$200.00Sep 25Nov 6127.9%101.6%25.9%3.2K8.8K
$195.00Sep 25Nov 6118.1%98.5%20.0%1.8K3.2K
$197.50Sep 25Nov 6119.9%102.0%17.5%7901.3K
$190.00Sep 25Oct 30117.2%100.0%17.2%1.2K12.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9121.4%77.8%56.0%41105
$192.50Sep 25Oct 23116.5%79.7%46.1%349179
$200.00Sep 25Nov 6127.9%101.6%25.9%45465
$195.00Sep 25Nov 6120.1%98.6%21.8%571247
$190.00Sep 25Oct 30117.2%100.1%17.0%1.3K1.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 180 found (best R:R 1.14, avg 3.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$7.00$8.00$7.0066%1.14$187.00
$205.00$220.00Nov 6$5.06$9.94$5.0651%1.96$210.06
$220.00$230.00Nov 6$2.64$7.36$2.6443%2.79$222.64
$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
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Oct 30$0.38$2.12$0.3823%5.58$162.12
$160.00$157.50Oct 16$0.14$2.36$0.1412%16.86$159.86
$162.50$160.00Oct 23$0.27$2.23$0.2717%8.26$162.23
$187.50$185.00Oct 9$0.77$1.73$0.7738%2.25$186.73
$175.00$172.50Oct 16$0.50$2.00$0.5025%4.00$174.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 123 found (best R:R 1.60, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$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
$197.50$200.00Oct 16$1.30$1.30$1.2050%1.08$198.80
$197.50$200.00Oct 2$1.15$1.15$1.3554%0.85$198.65
$207.50$210.00Sep 25$0.10$0.10$2.4095%0.04$207.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Oct 30$3.08$3.08$1.9259%1.60$186.92
$170.00$165.00Nov 6$2.00$2.00$3.0072%0.67$168.00
$165.00$160.00Nov 6$1.83$1.83$3.1774%0.58$163.17
$190.00$185.00Oct 23$2.60$2.60$2.4058%1.08$187.40
$180.00$177.50Oct 30$1.43$1.43$1.0766%1.34$178.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $5.93, cheapest $5.97)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$5.69118.3%77.3%
$195.00Sep 25Oct 2$6.16118.1%78.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Sep 25Oct 2$5.97120.1%78.5%
$192.50Sep 25Oct 2$5.91116.5%77.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.58% of stock, avg 13.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Sep 25$2.02$2.98$5.00$190.00$200.002.58%
$192.50Sep 25$3.38$1.69$5.07$187.43$197.572.61%
$197.50Sep 25$1.15$4.55$5.70$191.80$203.202.94%
$190.00Sep 25$5.03$0.82$5.85$184.15$195.853.01%
$200.00Sep 25$0.70$6.48$7.18$192.82$207.183.70%
$187.50Sep 25$6.85$0.41$7.26$180.24$194.763.74%
$202.50Sep 25$0.39$8.52$8.91$193.59$211.414.59%
$185.00Sep 25$9.27$0.17$9.44$175.56$194.444.86%
$205.00Sep 25$0.21$11.08$11.29$193.71$216.295.81%
$182.50Sep 25$11.88$0.13$12.01$170.49$194.516.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.20% of stock, avg 10.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$185.00Sep 25$0.21$0.17$0.38$184.62$205.38
$202.50$185.00Sep 25$0.39$0.17$0.56$184.44$203.06
$205.00$187.50Sep 25$0.21$0.41$0.62$186.88$205.62
$202.50$187.50Sep 25$0.39$0.41$0.80$186.70$203.30
$200.00$185.00Sep 25$0.70$0.17$0.87$184.13$200.87
$200.00$187.50Sep 25$0.70$0.41$1.11$186.39$201.11
$205.00$190.00Sep 25$0.21$0.82$1.03$188.97$206.03
$202.50$190.00Sep 25$0.39$0.82$1.21$188.79$203.71
$200.00$190.00Sep 25$0.70$0.82$1.52$188.48$201.52
$197.50$185.00Sep 25$1.15$0.17$1.32$183.68$198.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 138 found (best R:R 1.08, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/182218/220Oct 2$1.30$1.2054%1.08$181.20$218.80
182/185218/220Oct 2$1.41$1.0950%1.29$183.59$218.91
180/182212/215Oct 2$1.41$1.0949%1.29$181.09$213.91
182/185212/215Oct 2$1.52$0.9844%1.55$183.48$214.02
180/182218/220Sep 25$0.33$2.1791%0.15$182.17$217.83
170/172218/220Oct 2$0.85$1.6568%0.52$171.65$218.35
185/188218/220Sep 25$0.47$2.0382%0.23$187.03$217.97
160/162218/220Oct 2$0.65$1.8575%0.35$161.85$218.15
170/172212/215Oct 2$0.96$1.5462%0.62$171.54$213.46
180/182215/218Oct 2$1.22$1.2852%0.95$181.28$216.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 117 found (best R:R 9.99, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$187.50$190.00$192.50Sep 25$0.17$2.3326%13.71
$190.00$192.50$195.00Sep 25$0.29$2.2131%7.62
$210.00$215.00$220.00Oct 23$0.05$4.957%99.00
$197.50$200.00$202.50Sep 25$0.14$2.3618%16.86
$192.50$195.00$197.50Oct 2$0.06$2.449%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 2$0.91$9.0925%9.99
$192.50$195.00$197.50Sep 25$0.28$2.2231%7.93
$197.50$200.00$202.50Sep 25$0.11$2.3918%21.73
$200.00$205.00$210.00Oct 30$0.05$4.956%99.00
$185.00$187.50$190.00Sep 25$0.17$2.3318%13.71

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 $-1.66, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.66$1.84
$195.00$197.501:2Sep 25-$0.28$2.22
$197.50$200.001:2Sep 25-$0.25$2.25
$200.00$202.501:2Sep 25-$0.08$2.42
$202.50$205.001:2Sep 25-$0.03$2.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.66$23.34
$220.00$205.001:2Oct 9-$6.93$8.07
$210.00$200.001:2Oct 2-$4.91$5.09
$195.00$192.501:2Sep 25-$0.40$2.10
$190.00$187.501:2Sep 25$0.00$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 8.01%, avg 4.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.550.4313.3%8.01%21.32%111
$230.00Nov 6$13.000.3818.5%6.70%25.15%2--
$205.00Nov 6$20.600.515.6%10.61%16.19%151
$200.00Nov 6$22.550.543.0%11.61%14.62%510
$197.50Nov 6$23.700.551.7%12.21%13.93%11
$220.00Oct 30$14.700.4113.3%7.57%20.88%5618
$195.00Nov 6$24.750.560.4%12.75%13.18%5423
$210.00Oct 30$17.500.478.2%9.01%17.17%223
$205.00Oct 30$19.500.505.6%10.04%15.63%128
$230.00Oct 30$11.800.3618.5%6.08%24.54%--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 17,366
Total Puts 10,172
Put/Call Ratio 0.59
Net Difference 7,194

Prior's Put/Call Breakdown

Total Calls 39,426
Total Puts 7,714
Put/Call Ratio 0.20
Net Difference 31,712

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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