Tour v528
MRNA
MODERNA INC
$193.31 -0.78%
◀ 9/25 10:10 ▶

Option Volume

Detail
ℹ
Current (09/25 10:10am) 30,968
Calls: 19,369 (63%)
Puts: 11,599 (37%)
Prior (09/17) 58,407
Calls: 45,815 (78%)
Puts: 12,592 (22%)
Current vs Prior -46.98%
Calls: -57.72% (Calls)
Puts: -7.89% (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 -77.82%
Calls: -71.75%
Puts: -83.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 10:10am) $15.65M
Calls: $11.09M (71%)
Puts: $4.55M (29%)
Prior (09/17) $37.00M
Calls: $32.37M (87%)
Puts: $4.63M (13%)
Current vs Prior -57.70%
Calls: -65.73%
Puts: -1.58%
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 -91.38%
Calls: -93.19%
Puts: -75.59%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 10:10am) 0.60
Prior (09/17) 0.27
Current vs Prior +117.88%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -17.95%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 10:10am) 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 3.06% | 9.36%15.96% | 31.18%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -42.63% | -10.74%+199.04% | +61.10%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -64.78% | -32.78%+9.59% | +23.59%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -42.63% | -10.74%-3.56% | -1.06%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.59% | 15.38%
Calls: 20.45% | 12.57%
Puts: 16.72% | 18.18%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior -8.42% | +36.71%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -48.65% | -28.64%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($11.09M). Light premium activity with dollar volume down 58% vs prior. Below-average activity with volume down 47% vs prior. Bullish P/C ratio of 0.60.

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
10:10BULLISHBULLISHBULLISH
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 73 of results (avg 7.7%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 2527.8529.30$28.585.1%391.009.2K
$160.00Sep 2532.9034.70$33.805.3%101.002.8K
$167.50Sep 2525.2526.75$26.005.8%111.002.3K
$155.00Oct 237.3539.60$38.485.8%--1.00323
$155.00Oct 3044.9047.70$46.306.0%--0.81293
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1615.1515.60$15.382.9%480.4836
$215.00Oct 3036.4038.45$37.425.5%--0.5621
$210.00Oct 3032.9534.95$33.955.9%--0.5425
$220.00Oct 227.8529.65$28.756.3%20.853
$205.00Oct 3029.6531.65$30.656.5%--0.5112

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 122 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 2537.0039.70$38.357.0%--1.00565
$157.50Sep 2534.2037.20$35.708.4%251.009.2K
$160.00Sep 2532.9034.70$33.805.3%101.002.8K
$162.50Sep 2528.8032.20$30.5011.1%11.00254
$165.00Sep 2527.8529.30$28.585.1%391.009.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 2526.1528.30$27.237.9%--0.9910
$215.00Sep 2520.4023.30$21.8513.3%40.995
$230.00Sep 2535.4038.55$36.978.5%10.99--
$210.00Sep 2515.6018.15$16.8815.1%200.9837
$205.00Sep 2511.2513.70$12.4819.6%--0.9623

Most actively traded options today. High liquidity = easy entry/exit. 210 active (total vol 25.8K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.380.50$0.4427.3%4.0K0.158.8K
$195.00Sep 251.441.63$1.5412.3%2.0K0.392.8K
$190.00Sep 253.904.60$4.2516.5%1.3K0.7311.0K
$197.50Oct 26.257.65$6.9520.1%1.2K0.44160
$210.00Sep 250.040.06$0.0540.0%1.2K0.021.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.160.22$0.1931.6%2.0K0.071.6K
$190.00Sep 250.971.09$1.0311.7%1.6K0.281.5K
$195.00Sep 252.963.50$3.2316.7%5940.61243
$192.50Sep 251.712.10$1.9120.4%4410.44179
$180.00Sep 250.030.04$0.0425.0%4110.012.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 25.4%, max 51.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23111.4%77.8%43.2%1832.2K
$197.50Sep 25Nov 6118.5%102.8%15.3%1.1K1.3K
$195.00Sep 25Nov 6117.3%102.9%14.1%2.0K3.2K
$190.00Sep 25Oct 30113.3%99.3%14.0%1.3K12.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9118.5%78.1%51.8%41105
$192.50Sep 25Oct 23111.4%77.8%43.2%442179
$200.00Sep 25Nov 6122.8%102.9%19.3%72465
$195.00Sep 25Nov 6117.3%102.9%14.1%595247
$190.00Sep 25Oct 30113.3%99.3%14.0%1.6K1.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 177 found (best R:R 1.19, avg 3.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$6.85$8.15$6.8564%1.19$186.85
$205.00$220.00Nov 6$4.90$10.10$4.9050%2.06$209.90
$210.00$220.00Oct 30$2.95$7.05$2.9546%2.39$212.95
$220.00$230.00Oct 30$2.42$7.58$2.4241%3.13$222.42
$220.00$230.00Nov 6$2.75$7.25$2.7542%2.64$222.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Oct 23$0.29$2.21$0.2918%7.62$162.21
$190.00$187.50Oct 2$0.87$1.63$0.8742%1.87$189.13
$160.00$157.50Oct 16$0.23$2.27$0.2313%9.87$159.77
$172.50$170.00Oct 2$0.22$2.28$0.2213%10.36$172.28
$175.00$172.50Oct 23$0.63$1.87$0.6328%2.97$174.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 1.24, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$207.50$210.00Oct 16$1.60$1.60$0.9060%1.78$209.10
$217.50$220.00Oct 2$0.70$0.70$1.8081%0.39$218.20
$197.50$200.00Oct 16$1.48$1.48$1.0250%1.45$198.98
$217.50$220.00Sep 25$0.24$0.24$2.2695%0.11$217.74
$225.00$230.00Oct 23$1.45$1.45$3.5570%0.41$226.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Oct 30$2.77$2.77$2.2359%1.24$187.23
$170.00$165.00Nov 6$1.97$1.97$3.0371%0.65$168.03
$175.00$170.00Oct 30$2.07$2.07$2.9369%0.71$172.93
$165.00$160.00Nov 6$1.80$1.80$3.2074%0.56$163.20
$185.00$182.50Oct 23$1.43$1.43$1.0762%1.34$183.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.09, cheapest $6.06)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Sep 25Oct 2$6.06117.3%79.7%
$192.50Sep 25Oct 2$6.06111.4%76.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Sep 25Oct 2$6.12117.3%79.7%
$192.50Sep 25Oct 2$6.14111.4%76.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.38% of stock, avg 13.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$192.50Sep 25$2.69$1.91$4.60$187.90$197.102.38%
$195.00Sep 25$1.54$3.23$4.77$190.23$199.772.47%
$190.00Sep 25$4.25$1.03$5.28$184.72$195.282.73%
$197.50Sep 25$0.86$5.23$6.09$191.41$203.593.15%
$187.50Sep 25$6.30$0.46$6.76$180.74$194.263.50%
$200.00Sep 25$0.44$7.05$7.49$192.51$207.493.87%
$185.00Sep 25$8.55$0.19$8.74$176.26$193.744.52%
$202.50Sep 25$0.24$9.85$10.09$192.41$212.595.22%
$182.50Sep 25$10.60$0.08$10.68$171.82$193.185.52%
$205.00Sep 25$0.14$12.48$12.62$192.38$217.626.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 0.22% of stock, avg 11.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$185.00Sep 25$0.24$0.19$0.43$184.57$202.93
$200.00$185.00Sep 25$0.44$0.19$0.63$184.37$200.63
$202.50$187.50Sep 25$0.24$0.46$0.70$186.80$203.20
$200.00$187.50Sep 25$0.44$0.46$0.90$186.60$200.90
$197.50$185.00Sep 25$0.86$0.19$1.05$183.95$198.55
$197.50$187.50Sep 25$0.86$0.46$1.32$186.18$198.82
$202.50$190.00Sep 25$0.24$1.03$1.27$188.73$203.77
$200.00$190.00Sep 25$0.44$1.03$1.47$188.53$201.47
$197.50$190.00Sep 25$0.86$1.03$1.89$188.11$199.39
$195.00$185.00Sep 25$1.54$0.19$1.73$183.27$196.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 2.05, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185218/220Oct 2$1.68$0.8249%2.05$183.32$219.18
175/178218/220Oct 2$1.32$1.1861%1.12$176.18$218.82
162/165218/220Oct 2$0.96$1.5474%0.62$164.04$218.46
168/170218/220Oct 2$1.04$1.4670%0.71$168.96$218.54
158/160218/220Oct 2$0.82$1.6877%0.49$159.18$218.32
160/162218/220Oct 2$0.84$1.6676%0.51$161.66$218.34
172/175218/220Oct 2$1.10$1.4065%0.79$173.90$218.60
180/182218/220Oct 2$1.36$1.1453%1.19$181.14$218.86
178/180218/220Oct 2$1.24$1.2658%0.98$178.76$218.74
170/172218/220Oct 2$0.92$1.5868%0.58$171.58$218.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 108 found (best R:R 8.80, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.60$9.4014%15.67
$185.00$187.50$190.00Sep 25$0.20$2.3021%11.50
$200.00$205.00$210.00Oct 30$0.07$4.936%70.43
$195.00$197.50$200.00Sep 25$0.26$2.2424%8.62
$190.00$192.50$195.00Sep 25$0.41$2.0933%5.10
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 2$1.02$8.9825%8.80
$187.50$190.00$192.50Sep 25$0.31$2.1929%7.06
$200.00$205.00$210.00Oct 30$0.10$4.906%49.00
$190.00$192.50$195.00Sep 25$0.44$2.0633%4.68
$180.00$182.50$185.00Sep 25$0.07$2.436%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-1.60, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.39$2.11
$195.00$197.501:2Sep 25-$0.18$2.32
$190.00$192.501:2Sep 25-$1.13$1.37
$197.50$200.001:2Sep 25-$0.02$2.48
$200.00$202.501:2Sep 25-$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.60$23.40
$220.00$205.001:2Oct 9-$7.07$7.93
$210.00$200.001:2Oct 2-$4.78$5.22
$195.00$192.501:2Sep 25-$0.59$1.91
$192.50$190.001:2Sep 25-$0.15$2.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 7.94%, avg 4.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.350.4213.8%7.94%21.75%111
$205.00Nov 6$20.300.506.0%10.50%16.55%151
$230.00Nov 6$12.500.3719.0%6.47%25.45%2--
$197.50Nov 6$23.450.542.2%12.13%14.30%11
$195.00Nov 6$24.600.560.9%12.73%13.60%5423
$200.00Nov 6$22.000.533.5%11.38%14.84%510
$220.00Oct 30$14.400.4113.8%7.45%21.26%5618
$210.00Oct 30$17.250.478.6%8.92%17.56%223
$230.00Oct 30$11.800.3619.0%6.10%25.08%--87
$205.00Oct 30$19.100.496.0%9.88%15.93%128

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 19,369
Total Puts 11,599
Put/Call Ratio 0.60
Net Difference 7,770

Prior's Put/Call Breakdown

Total Calls 45,815
Total Puts 12,592
Put/Call Ratio 0.27
Net Difference 33,223

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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