Tour v528
MRNA
MODERNA INC
$193.79 -0.53%
◀ 9/25 10:30 ▶

Option Volume

Detail
ℹ
Current (09/25 10:30am) 42,339
Calls: 26,382 (62%)
Puts: 15,957 (38%)
Prior (09/17) 75,450
Calls: 57,423 (76%)
Puts: 18,027 (24%)
Current vs Prior -43.88%
Calls: -54.06% (Calls)
Puts: -11.48% (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 -69.68%
Calls: -61.52%
Puts: -77.56%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 10:30am) $21.95M
Calls: $16.51M (75%)
Puts: $5.44M (25%)
Prior (09/17) $48.19M
Calls: $40.32M (84%)
Puts: $7.87M (16%)
Current vs Prior -54.45%
Calls: -59.04%
Puts: -30.93%
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 -87.91%
Calls: -89.87%
Puts: -70.87%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 10:30am) 0.60
Prior (09/17) 0.31
Current vs Prior +92.67%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -17.13%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 10:30am) 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 2.98% | 9.58%15.60% | 31.45%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -44.13% | -8.65%+192.21% | +62.49%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -65.70% | -31.20%+7.09% | +24.66%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -44.13% | -8.65%-5.76% | -0.21%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.43% | 15.36%
Calls: 16.67% | 12.34%
Puts: 16.19% | 18.38%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior -19.06% | +36.53%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -54.62% | -28.73%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($16.51M) vs puts ($5.44M). Light premium activity with dollar volume down 54% vs prior. Below-average activity with volume down 44% 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
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
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 79 of results (avg 7.8%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1621.6022.55$22.084.3%1450.693.5K
$167.50Sep 2525.9027.35$26.635.4%141.002.3K
$160.00Sep 2533.5535.50$34.535.6%101.002.8K
$195.00Oct 3023.5524.95$24.255.8%180.5650
$180.00Oct 3030.0031.80$30.905.8%10.66290
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 3026.6028.10$27.355.5%--0.4748
$195.00Oct 3023.8025.15$24.485.5%--0.4457
$185.00Oct 169.4510.00$9.735.7%110.36392
$195.00Oct 912.0012.70$12.355.7%250.4820
$215.00Oct 3036.2538.45$37.355.9%--0.5621

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.42, cheapest $0.42)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.390.45$0.4214.3%4.4K0.158.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 119 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 2534.7537.45$36.107.5%251.009.2K
$160.00Sep 2533.5535.50$34.535.6%101.002.8K
$165.00Sep 2528.3530.30$29.336.6%421.009.2K
$167.50Sep 2525.9027.35$26.635.4%141.002.3K
$170.00Sep 2523.2024.85$24.036.9%551.001.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 2514.9517.80$16.3817.4%201.0037
$215.00Sep 2520.1022.40$21.2510.8%41.005
$220.00Sep 2524.6026.95$25.789.1%--1.0010
$230.00Sep 2534.7537.70$36.238.1%11.00--
$205.00Sep 2510.3012.80$11.5521.6%--0.9423

Most actively traded options today. High liquidity = easy entry/exit. 212 active (total vol 35.4K, top 4.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.390.45$0.4214.3%4.4K0.158.8K
$195.00Sep 251.601.88$1.7416.1%2.3K0.432.8K
$197.50Oct 26.657.55$7.1012.7%2.2K0.46160
$207.50Oct 23.704.40$4.0517.3%2.0K0.30120
$210.00Sep 250.020.05$0.0475.0%1.4K0.011.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.100.14$0.1233.3%2.7K0.051.6K
$190.00Sep 250.660.82$0.7421.6%2.0K0.231.5K
$195.00Sep 252.553.00$2.7816.2%8290.57243
$175.00Sep 250.000.02$0.01200.0%7420.001.9K
$180.00Sep 250.020.03$0.0333.3%5290.012.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 20.1%, max 40.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23108.9%80.7%34.9%1.2K2.2K
$190.00Sep 25Oct 30110.6%99.9%10.8%1.3K12.9K
$197.50Sep 25Nov 6112.8%102.0%10.6%1.3K1.3K
$195.00Sep 25Nov 6111.6%102.5%8.9%2.3K3.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9112.8%80.0%40.9%43105
$192.50Sep 25Oct 23108.9%80.7%34.9%489179
$190.00Sep 25Oct 30110.6%99.9%10.8%2.0K1.5K
$195.00Sep 25Nov 6111.6%102.5%8.9%830247

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 180 found (best R:R 1.15, avg 2.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$6.98$8.02$6.9865%1.15$186.98
$205.00$220.00Nov 6$4.82$10.18$4.8251%2.11$209.82
$210.00$220.00Oct 30$2.95$7.05$2.9546%2.39$212.95
$220.00$230.00Nov 6$2.75$7.25$2.7543%2.64$222.75
$185.00$190.00Oct 30$2.03$2.97$2.0362%1.46$187.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 2$1.08$1.42$1.0858%1.31$198.92
$162.50$160.00Oct 23$0.22$2.28$0.2218%10.36$162.28
$180.00$177.50Oct 23$0.62$1.88$0.6232%3.03$179.38
$165.00$162.50Oct 16$0.23$2.27$0.2316%9.87$164.77
$195.00$192.50Oct 16$1.00$1.50$1.0047%1.50$194.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 1.16, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Sep 25$0.24$0.24$2.2695%0.11$217.74
$222.50$225.00Oct 2$0.43$0.43$2.0785%0.21$222.93
$197.50$200.00Sep 25$0.50$0.50$2.0073%0.25$198.00
$225.00$230.00Oct 23$1.43$1.43$3.5770%0.40$226.43
$195.00$197.50Oct 2$1.22$1.22$1.2850%0.95$196.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Oct 30$2.68$2.68$2.3259%1.16$187.32
$192.50$190.00Oct 23$1.78$1.78$0.7256%2.47$190.72
$170.00$165.00Nov 6$2.00$2.00$3.0071%0.67$168.00
$165.00$160.00Nov 6$1.82$1.82$3.1874%0.57$163.18
$175.00$170.00Oct 30$2.07$2.07$2.9369%0.71$172.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.41, cheapest $6.28)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$6.32108.9%78.1%
$195.00Sep 25Oct 2$6.58111.6%81.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$6.28108.9%78.1%
$195.00Sep 25Oct 2$6.47111.6%81.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 2.32% of stock, avg 13.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$192.50Sep 25$3.00$1.50$4.50$188.00$197.002.32%
$195.00Sep 25$1.74$2.78$4.52$190.48$199.522.33%
$190.00Sep 25$4.65$0.74$5.39$184.61$195.392.78%
$197.50Sep 25$0.92$4.47$5.39$192.11$202.892.78%
$200.00Sep 25$0.42$6.53$6.95$193.05$206.953.59%
$187.50Sep 25$6.73$0.31$7.04$180.46$194.543.63%
$202.50Sep 25$0.24$8.82$9.06$193.44$211.564.68%
$185.00Sep 25$9.00$0.12$9.12$175.88$194.124.71%
$182.50Sep 25$11.28$0.05$11.33$171.17$193.835.85%
$205.00Sep 25$0.15$11.55$11.70$193.30$216.706.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.24% of stock, avg 11.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$187.50Sep 25$0.15$0.31$0.46$187.04$205.46
$202.50$187.50Sep 25$0.24$0.31$0.55$186.95$203.05
$200.00$187.50Sep 25$0.42$0.31$0.73$186.77$200.73
$205.00$190.00Sep 25$0.15$0.74$0.89$189.11$205.89
$202.50$190.00Sep 25$0.24$0.74$0.98$189.02$203.48
$200.00$190.00Sep 25$0.42$0.74$1.16$188.84$201.16
$197.50$187.50Sep 25$0.92$0.31$1.23$186.27$198.73
$197.50$190.00Sep 25$0.92$0.74$1.66$188.34$199.16
$205.00$192.50Sep 25$0.15$1.50$1.65$190.85$206.65
$202.50$192.50Sep 25$0.24$1.50$1.74$190.76$204.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 135 found (best R:R 0.21, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
185/188218/220Sep 25$0.43$2.0784%0.21$187.07$217.93
180/182218/220Oct 2$1.14$1.3654%0.84$181.36$218.64
175/178218/220Oct 2$0.94$1.5662%0.60$176.56$218.44
188/190218/220Sep 25$0.67$1.8372%0.37$189.33$218.17
180/182205/208Oct 2$1.47$1.0340%1.43$181.03$206.47
182/185218/220Oct 2$1.22$1.2850%0.95$183.78$218.72
175/178205/208Oct 2$1.27$1.2348%1.03$176.23$206.27
160/162218/220Oct 2$0.55$1.9575%0.28$161.95$218.05
182/185205/208Oct 2$1.55$0.9535%1.63$183.45$206.55
170/172218/220Oct 2$0.71$1.7968%0.40$171.79$218.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 115 found (best R:R 11.66, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.45$9.5515%21.22
$210.00$215.00$220.00Oct 9$0.12$4.889%40.67
$190.00$192.50$195.00Sep 25$0.39$2.1134%5.41
$200.00$205.00$210.00Oct 9$0.21$4.7912%22.81
$175.00$180.00$185.00Oct 30$0.08$4.927%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 2$0.79$9.2124%11.66
$192.50$195.00$197.50Sep 25$0.41$2.0934%5.10
$195.00$200.00$205.00Oct 16$0.18$4.8210%26.78
$190.00$195.00$200.00Oct 30$0.09$4.916%54.56
$192.50$195.00$197.50Oct 2$0.05$2.459%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. 71 found (best net $-1.57, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.48$2.02
$195.00$197.501:2Sep 25-$0.10$2.40
$190.00$192.501:2Sep 25-$1.35$1.15
$200.00$202.501:2Sep 25-$0.06$2.44
$202.50$205.001:2Sep 25-$0.06$2.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.57$23.43
$220.00$205.001:2Oct 9-$7.35$7.65
$210.00$200.001:2Oct 2-$4.03$5.97
$195.00$192.501:2Sep 25-$0.22$2.28
$197.50$195.001:2Sep 25-$1.09$1.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 8.18%, avg 4.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.850.4313.5%8.18%21.70%111
$230.00Nov 6$13.000.3818.7%6.71%25.39%2--
$205.00Nov 6$20.600.515.8%10.63%16.41%151
$200.00Nov 6$22.450.543.2%11.58%14.79%510
$197.50Nov 6$23.600.551.9%12.18%14.09%11
$195.00Nov 6$24.700.560.6%12.75%13.37%5423
$220.00Oct 30$14.400.4113.5%7.43%20.96%6618
$225.00Oct 30$13.050.3816.1%6.73%22.84%18
$210.00Oct 30$17.250.478.4%8.90%17.27%323
$230.00Oct 30$11.800.3618.7%6.09%24.77%--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 26,382
Total Puts 15,957
Put/Call Ratio 0.60
Net Difference 10,425

Prior's Put/Call Breakdown

Total Calls 57,423
Total Puts 18,027
Put/Call Ratio 0.31
Net Difference 39,396

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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