Tour v528
MRNA
MODERNA INC
$193.07 -0.90%
◀ 9/25 10:20 ▶

Option Volume

Detail
ℹ
Current (09/25 10:20am) 35,894
Calls: 22,745 (63%)
Puts: 13,149 (37%)
Prior (09/17) 69,165
Calls: 53,321 (77%)
Puts: 15,844 (23%)
Current vs Prior -48.10%
Calls: -57.34% (Calls)
Puts: -17.01% (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 -74.30%
Calls: -66.82%
Puts: -81.51%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 10:20am) $18.17M
Calls: $13.29M (73%)
Puts: $4.88M (27%)
Prior (09/17) $45.82M
Calls: $39.04M (85%)
Puts: $6.79M (15%)
Current vs Prior -60.35%
Calls: -65.97%
Puts: -28.02%
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 -90.00%
Calls: -91.85%
Puts: -73.83%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 10:20am) 0.58
Prior (09/17) 0.30
Current vs Prior +94.55%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -20.78%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 10:20am) 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 3.05% | 9.54%15.83% | 31.36%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -42.95% | -9.05%+196.59% | +62.02%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -64.98% | -31.50%+8.70% | +24.30%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -42.95% | -9.05%-4.35% | -0.49%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 20.22% | 18.73%
Calls: 23.92% | 19.29%
Puts: 16.52% | 18.18%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior -0.39% | +66.49%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -44.15% | -13.10%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($13.29M). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 48% 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
10:20BULLISHBULLISHBULLISH
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 77 of results (avg 7.7%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1620.8521.65$21.253.8%1440.693.5K
$155.00Oct 237.5039.45$38.485.1%--0.98323
$155.00Oct 3044.9047.70$46.306.0%--0.81293
$157.50Oct 3043.1546.00$44.586.4%--0.8012
$160.00Oct 3041.4544.20$42.836.4%--0.7871
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 3036.4038.45$37.425.5%--0.5621
$200.00Oct 1618.0019.05$18.525.7%1150.5388
$210.00Oct 3032.9534.95$33.955.9%--0.5425
$230.00Sep 2535.9038.20$37.056.2%10.99--
$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 2534.4037.20$35.807.8%251.009.2K
$160.00Sep 2532.4534.70$33.586.7%101.002.8K
$162.50Sep 2529.5532.20$30.888.6%11.00254
$165.00Sep 2527.1529.30$28.237.6%391.009.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 2525.4028.25$26.8310.6%--1.0010
$215.00Sep 2520.9023.25$22.0810.6%40.995
$230.00Sep 2535.9038.20$37.056.2%10.99--
$210.00Sep 2515.9518.00$16.9812.1%200.9837
$205.00Sep 2510.2513.00$11.6323.6%--0.9523

Most actively traded options today. High liquidity = easy entry/exit. 215 active (total vol 30.3K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.330.51$0.4242.9%4.1K0.158.8K
$195.00Sep 251.431.66$1.5514.8%2.0K0.382.8K
$197.50Oct 26.407.30$6.8513.1%1.7K0.45160
$207.50Oct 23.354.45$3.9028.2%1.5K0.29120
$210.00Sep 250.030.05$0.0450.0%1.3K0.011.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.170.23$0.2030.0%2.3K0.081.6K
$190.00Sep 250.881.12$1.0024.0%1.7K0.281.5K
$195.00Sep 253.053.60$3.3316.5%6160.62243
$180.00Sep 250.020.04$0.0366.7%4850.012.2K
$192.50Sep 251.802.20$2.0020.0%4450.46179

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 30.3%, max 52.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23113.5%78.5%44.7%6952.2K
$187.50Sep 25Oct 16112.7%78.3%44.0%6463.2K
$195.00Sep 25Nov 6119.8%102.4%16.9%2.0K3.2K
$197.50Sep 25Nov 6119.8%103.2%16.1%1.1K1.3K
$190.00Sep 25Oct 30110.8%99.3%11.6%1.3K12.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9119.8%78.6%52.6%42105
$192.50Sep 25Oct 23113.5%78.5%44.7%447179
$187.50Sep 25Oct 16112.7%78.3%44.0%372640
$195.00Sep 25Nov 6119.8%102.4%16.9%617247
$190.00Sep 25Oct 30110.8%99.3%11.6%1.7K1.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 184 found (best R:R 1.15, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$6.98$8.02$6.9864%1.15$186.98
$205.00$220.00Nov 6$4.77$10.23$4.7750%2.14$209.77
$210.00$220.00Oct 30$2.95$7.05$2.9547%2.39$212.95
$220.00$230.00Nov 6$2.80$7.20$2.8042%2.57$222.80
$200.00$205.00Oct 30$1.47$3.53$1.4752%2.40$201.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$190.00$187.50Oct 16$0.80$1.70$0.8042%2.12$189.20
$162.50$160.00Oct 23$0.29$2.21$0.2918%7.62$162.21
$170.00$167.50Oct 9$0.27$2.23$0.2717%8.26$169.73
$175.00$172.50Oct 16$0.50$2.00$0.5026%4.00$174.50
$167.50$165.00Oct 2$0.11$2.39$0.118%21.73$167.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 127 found (best R:R 1.16, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Sep 25$0.25$0.25$2.2595%0.11$217.75
$217.50$220.00Oct 2$0.60$0.60$1.9081%0.32$218.10
$207.50$210.00Oct 16$1.13$1.13$1.3760%0.82$208.63
$197.50$200.00Oct 2$1.17$1.17$1.3355%0.88$198.67
$197.50$200.00Oct 16$1.30$1.30$1.2050%1.08$198.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Oct 30$2.68$2.68$2.3258%1.16$187.32
$170.00$165.00Nov 6$2.05$2.05$2.9571%0.69$167.95
$165.00$160.00Nov 6$1.85$1.85$3.1574%0.59$163.15
$175.00$170.00Oct 30$2.07$2.07$2.9368%0.71$172.93
$190.00$187.50Oct 9$1.62$1.62$0.8858%1.84$188.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.18, cheapest $6.02)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Sep 25Oct 2$6.38119.8%78.9%
$192.50Sep 25Oct 2$6.52113.5%77.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Sep 25Oct 2$6.02119.8%78.9%
$192.50Sep 25Oct 2$5.82113.5%77.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 2.36% of stock, avg 13.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$192.50Sep 25$2.55$2.00$4.55$187.95$197.052.36%
$195.00Sep 25$1.55$3.33$4.88$190.12$199.882.53%
$190.00Sep 25$4.05$1.00$5.05$184.95$195.052.62%
$197.50Sep 25$0.82$5.25$6.07$191.43$203.573.14%
$187.50Sep 25$6.13$0.47$6.60$180.90$194.103.42%
$200.00Sep 25$0.42$7.30$7.72$192.28$207.724.00%
$185.00Sep 25$8.13$0.20$8.33$176.67$193.334.31%
$202.50Sep 25$0.22$9.38$9.60$192.90$212.104.97%
$182.50Sep 25$11.13$0.07$11.20$171.30$193.705.80%
$205.00Sep 25$0.13$11.63$11.76$193.24$216.766.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.22% of stock, avg 11.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$185.00Sep 25$0.22$0.20$0.42$184.58$202.92
$200.00$185.00Sep 25$0.42$0.20$0.62$184.38$200.62
$202.50$187.50Sep 25$0.22$0.47$0.69$186.81$203.19
$200.00$187.50Sep 25$0.42$0.47$0.89$186.61$200.89
$197.50$185.00Sep 25$0.82$0.20$1.02$183.98$198.52
$197.50$187.50Sep 25$0.82$0.47$1.29$186.21$198.79
$202.50$190.00Sep 25$0.22$1.00$1.22$188.78$203.72
$200.00$190.00Sep 25$0.42$1.00$1.42$188.58$201.42
$197.50$190.00Sep 25$0.82$1.00$1.82$188.18$199.32
$195.00$185.00Sep 25$1.55$0.20$1.75$183.25$196.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 0.62, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170218/220Oct 2$0.96$1.5470%0.62$169.04$218.46
178/180218/220Oct 2$1.27$1.2357%1.03$178.73$218.77
162/165218/220Oct 2$0.80$1.7074%0.47$164.20$218.30
182/185218/220Oct 2$1.42$1.0849%1.31$183.58$218.92
160/162218/220Oct 2$0.74$1.7675%0.42$161.76$218.24
180/182218/220Oct 2$1.28$1.2253%1.05$181.22$218.78
175/178218/220Oct 2$1.07$1.4361%0.75$176.43$218.57
172/175218/220Oct 2$0.98$1.5265%0.64$174.02$218.48
170/172218/220Oct 2$0.90$1.6067%0.56$171.60$218.40
182/185218/220Sep 25$0.38$2.1288%0.18$184.62$217.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 106 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.05$9.9515%199.00
$192.50$195.00$197.50Sep 25$0.27$2.2331%8.26
$205.00$210.00$215.00Oct 9$0.18$4.8210%26.78
$192.50$195.00$197.50Oct 2$0.06$2.449%40.67
$175.00$177.50$180.00Oct 2$0.05$2.457%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$197.50$200.00Sep 25$0.13$2.3723%18.23
$190.00$192.50$195.00Sep 25$0.33$2.1734%6.58
$185.00$190.00$195.00Oct 30$0.10$4.906%49.00
$200.00$205.00$210.00Oct 30$0.10$4.906%49.00
$200.00$210.00$220.00Oct 2$1.37$8.6325%6.30

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 $-1.55, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$197.501:2Sep 25-$0.09$2.41
$190.00$192.501:2Sep 25-$1.05$1.45
$192.50$195.001:2Sep 25-$0.55$1.95
$197.50$200.001:2Sep 25-$0.02$2.48
$200.00$202.501:2Sep 25-$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.55$23.45
$220.00$205.001:2Oct 9-$7.40$7.60
$210.00$200.001:2Oct 2-$5.19$4.81
$192.50$190.001:2Sep 25$0.00$2.50
$195.00$192.501:2Sep 25-$0.67$1.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 7.98%, avg 4.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.400.4213.9%7.98%21.92%111
$205.00Nov 6$20.300.506.2%10.51%16.69%151
$230.00Nov 6$12.500.3719.1%6.47%25.60%2--
$197.50Nov 6$23.300.542.3%12.07%14.36%11
$200.00Nov 6$22.000.533.6%11.39%14.98%510
$220.00Oct 30$14.400.4113.9%7.46%21.41%5618
$210.00Oct 30$17.250.478.8%8.93%17.70%323
$225.00Oct 30$13.050.3816.5%6.76%23.30%18
$195.00Nov 6$24.100.561.0%12.48%13.48%5423
$230.00Oct 30$11.800.3619.1%6.11%25.24%--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 22,745
Total Puts 13,149
Put/Call Ratio 0.58
Net Difference 9,596

Prior's Put/Call Breakdown

Total Calls 53,321
Total Puts 15,844
Put/Call Ratio 0.30
Net Difference 37,477

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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