Tour v528
MRNA
MODERNA INC
$193.40 -0.73%
◀ 9/25 10:15

Option Volume

Detail
ℹ
Current (09/25 10:15am) 34,598
Calls: 21,901 (63%)
Puts: 12,697 (37%)
Prior (09/17) 64,758
Calls: 50,127 (77%)
Puts: 14,631 (23%)
Current vs Prior -46.57%
Calls: -56.31% (Calls)
Puts: -13.22% (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 -75.23%
Calls: -68.05%
Puts: -82.14%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 10:15am) $17.19M
Calls: $12.45M (72%)
Puts: $4.74M (28%)
Prior (09/17) $44.24M
Calls: $37.84M (86%)
Puts: $6.40M (14%)
Current vs Prior -61.15%
Calls: -67.10%
Puts: -25.94%
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 -90.54%
Calls: -92.36%
Puts: -74.62%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 10:15am) 0.58
Prior (09/17) 0.29
Current vs Prior +98.63%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -20.57%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 10:15am) 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 3.11% | 9.32%15.71% | 31.22%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -41.69% | -11.13%+194.25% | +61.29%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -64.20% | -33.07%+7.84% | +23.74%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -41.69% | -11.13%-5.11% | -0.94%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.36% | 12.84%
Calls: 16.54% | 7.49%
Puts: 18.18% | 18.18%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior -14.48% | +14.13%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -52.05% | -40.43%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($12.45M). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 47% vs prior. Bullish P/C ratio of 0.58.

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
10:15BULLISHBULLISHBULLISH
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 75 of results (avg 7.7%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 2528.1029.30$28.704.2%391.009.2K
$155.00Oct 237.7539.60$38.674.8%--0.98323
$160.00Sep 2532.8534.70$33.785.5%101.002.8K
$167.50Sep 2525.2026.65$25.925.6%141.002.3K
$160.00Oct 1635.5037.55$36.535.6%560.872.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 3036.4038.45$37.425.5%--0.5621
$210.00Oct 3032.9534.95$33.955.9%--0.5425
$195.00Oct 1614.6015.55$15.086.3%510.4836
$170.00Oct 21.061.13$1.106.4%1770.11881
$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. 123 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 2532.8534.70$33.785.5%101.002.8K
$165.00Sep 2528.1029.30$28.704.2%391.009.2K
$167.50Sep 2525.2026.65$25.925.6%141.002.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 2515.6018.00$16.8014.3%201.0037
$215.00Sep 2520.4023.30$21.8513.3%41.005
$220.00Sep 2525.4028.25$26.8310.6%--1.0010
$230.00Sep 2535.4038.40$36.908.1%11.00--
$205.00Sep 2510.9012.50$11.7013.7%--0.9523

Most actively traded options today. High liquidity = easy entry/exit. 212 active (total vol 29.3K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.400.51$0.4623.9%4.0K0.148.8K
$195.00Sep 251.451.73$1.5917.6%2.0K0.382.8K
$197.50Oct 26.357.65$7.0018.6%1.7K0.45160
$207.50Oct 23.354.55$3.9530.4%1.5K0.29120
$210.00Sep 250.020.05$0.0475.0%1.3K0.021.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.170.22$0.2025.0%2.3K0.071.6K
$190.00Sep 250.931.10$1.0216.7%1.7K0.281.5K
$195.00Sep 253.003.60$3.3018.2%6010.62243
$192.50Sep 251.752.19$1.9722.3%4420.45179
$180.00Sep 250.030.05$0.0450.0%4350.022.2K

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 30.7%, max 50.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$187.50Sep 25Oct 16112.3%76.0%47.7%6463.2K
$192.50Sep 25Oct 23114.6%77.8%47.3%6922.2K
$197.50Sep 25Nov 6117.4%102.7%14.2%1.1K1.3K
$190.00Sep 25Oct 30113.0%99.3%13.8%1.3K12.9K
$195.00Sep 25Nov 6115.3%102.7%12.3%2.0K3.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9117.4%78.1%50.3%41105
$187.50Sep 25Oct 16112.3%76.0%47.7%355640
$192.50Sep 25Oct 23114.6%77.8%47.3%443179
$190.00Sep 25Oct 30113.0%99.3%13.8%1.7K1.5K
$195.00Sep 25Nov 6115.3%102.7%12.3%602247

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 179 found (best R:R 1.22, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$6.75$8.25$6.7565%1.22$186.75
$205.00$220.00Nov 6$4.90$10.10$4.9050%2.06$209.90
$210.00$220.00Oct 30$2.95$7.05$2.9547%2.39$212.95
$220.00$230.00Oct 30$2.42$7.58$2.4241%3.13$222.42
$220.00$230.00Nov 6$2.67$7.33$2.6742%2.75$222.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$167.50Oct 9$0.21$2.29$0.2117%10.90$169.79
$162.50$160.00Oct 23$0.29$2.21$0.2918%7.62$162.21
$167.50$165.00Oct 2$0.11$2.39$0.118%21.73$167.39
$160.00$157.50Oct 16$0.24$2.26$0.2413%9.42$159.76
$175.00$172.50Oct 23$0.63$1.87$0.6329%2.97$174.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 127 found (best R:R 1.24, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 2$1.35$1.35$1.1555%1.17$198.85
$217.50$220.00Sep 25$0.24$0.24$2.2695%0.11$217.74
$217.50$220.00Oct 2$0.58$0.58$1.9281%0.30$218.08
$207.50$210.00Oct 16$1.05$1.05$1.4560%0.72$208.55
$197.50$200.00Oct 23$1.32$1.32$1.1850%1.12$198.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Oct 30$2.77$2.77$2.2358%1.24$187.23
$170.00$165.00Nov 6$2.02$2.02$2.9871%0.68$167.98
$175.00$170.00Oct 30$2.07$2.07$2.9368%0.71$172.93
$185.00$182.50Oct 23$1.43$1.43$1.0762%1.34$183.57
$192.50$190.00Oct 16$1.59$1.59$0.9155%1.75$190.91

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.01, cheapest $5.91)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$5.96114.6%75.5%
$195.00Sep 25Oct 2$6.11115.3%79.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$5.91114.6%75.5%
$195.00Sep 25Oct 2$6.05115.3%79.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.43% of stock, avg 13.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$192.50Sep 25$2.72$1.97$4.69$187.81$197.192.43%
$195.00Sep 25$1.59$3.30$4.89$190.11$199.892.53%
$190.00Sep 25$4.22$1.02$5.24$184.76$195.242.71%
$197.50Sep 25$0.86$5.03$5.89$191.61$203.393.05%
$187.50Sep 25$6.23$0.43$6.66$180.84$194.163.44%
$200.00Sep 25$0.46$7.15$7.61$192.39$207.613.93%
$185.00Sep 25$8.38$0.20$8.58$176.42$193.584.44%
$202.50Sep 25$0.24$9.35$9.59$192.91$212.094.96%
$182.50Sep 25$10.77$0.08$10.85$171.65$193.355.61%
$205.00Sep 25$0.13$11.70$11.83$193.17$216.836.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 0.23% of stock, avg 11.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$185.00Sep 25$0.24$0.20$0.44$184.56$202.94
$200.00$185.00Sep 25$0.46$0.20$0.66$184.34$200.66
$202.50$187.50Sep 25$0.24$0.43$0.67$186.83$203.17
$200.00$187.50Sep 25$0.46$0.43$0.89$186.61$200.89
$197.50$185.00Sep 25$0.86$0.20$1.06$183.94$198.56
$197.50$187.50Sep 25$0.86$0.43$1.29$186.21$198.79
$202.50$190.00Sep 25$0.24$1.02$1.26$188.74$203.76
$200.00$190.00Sep 25$0.46$1.02$1.48$188.52$201.48
$197.50$190.00Sep 25$0.86$1.02$1.88$188.12$199.38
$195.00$185.00Sep 25$1.59$0.20$1.79$183.21$196.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 142 found (best R:R 1.50, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185218/220Oct 2$1.50$1.0049%1.50$183.50$219.00
178/180218/220Oct 2$1.25$1.2557%1.00$178.75$218.75
162/165218/220Oct 2$0.83$1.6774%0.50$164.17$218.33
168/170218/220Oct 2$0.86$1.6470%0.52$169.14$218.36
160/162218/220Oct 2$0.71$1.7976%0.40$161.79$218.21
175/178218/220Oct 2$1.07$1.4362%0.75$176.43$218.57
172/175218/220Oct 2$0.98$1.5265%0.64$174.02$218.48
182/185218/220Sep 25$0.36$2.1488%0.17$184.64$217.86
170/172218/220Oct 2$0.86$1.6468%0.52$171.64$218.36
180/182218/220Oct 2$1.22$1.2853%0.95$181.28$218.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 17.18, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.19$9.8114%51.63
$205.00$210.00$215.00Oct 9$0.06$4.9410%82.33
$185.00$187.50$190.00Sep 25$0.14$2.3621%16.86
$190.00$192.50$195.00Sep 25$0.37$2.1333%5.76
$192.50$195.00$197.50Sep 25$0.40$2.1031%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 2$0.55$9.4523%17.18
$197.50$200.00$202.50Sep 25$0.08$2.4216%30.25
$190.00$192.50$195.00Sep 25$0.38$2.1234%5.58
$187.50$190.00$192.50Sep 25$0.36$2.1430%5.94
$192.50$195.00$197.50Sep 25$0.40$2.1031%5.25

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 $-1.67, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.46$2.04
$195.00$197.501:2Sep 25-$0.13$2.37
$190.00$192.501:2Sep 25-$1.22$1.28
$197.50$200.001:2Sep 25-$0.06$2.44
$200.00$202.501:2Sep 25-$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.67$23.33
$220.00$205.001:2Oct 9-$7.12$7.88
$210.00$200.001:2Oct 2-$4.78$5.22
$192.50$190.001:2Sep 25-$0.07$2.43
$195.00$192.501:2Sep 25-$0.64$1.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 7.83%, avg 4.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.150.4213.8%7.83%21.59%111
$230.00Nov 6$12.500.3718.9%6.46%25.39%2--
$205.00Nov 6$20.200.506.0%10.44%16.44%151
$197.50Nov 6$23.400.552.1%12.10%14.22%11
$200.00Nov 6$22.000.533.4%11.38%14.79%510
$195.00Nov 6$24.450.560.8%12.64%13.47%5423
$220.00Oct 30$14.400.4113.8%7.45%21.20%5618
$210.00Oct 30$17.250.478.6%8.92%17.50%223
$230.00Oct 30$11.800.3618.9%6.10%25.03%--87
$205.00Oct 30$19.100.496.0%9.88%15.87%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 21,901
Total Puts 12,697
Put/Call Ratio 0.58
Net Difference 9,204

Prior's Put/Call Breakdown

Total Calls 50,127
Total Puts 14,631
Put/Call Ratio 0.29
Net Difference 35,496

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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