Tour v528
MRNA
MODERNA INC
$194.28 -0.28%
◀ 9/25 10:35 ▶

Option Volume

Detail
ℹ
Current (09/25 10:35am) 43,704
Calls: 27,169 (62%)
Puts: 16,535 (38%)
Prior (09/17) 77,281
Calls: 58,646 (76%)
Puts: 18,635 (24%)
Current vs Prior -43.45%
Calls: -53.67% (Calls)
Puts: -11.27% (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 -68.70%
Calls: -60.37%
Puts: -76.74%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25 10:35am) $23.02M
Calls: $17.47M (76%)
Puts: $5.55M (24%)
Prior (09/17) $48.39M
Calls: $40.00M (83%)
Puts: $8.39M (17%)
Current vs Prior -52.42%
Calls: -56.32%
Puts: -33.83%
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 -87.32%
Calls: -89.28%
Puts: -70.25%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25 10:35am) 0.61
Prior (09/17) 0.32
Current vs Prior +91.53%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -16.61%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25 10:35am) 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 2.93% | 9.40%15.61% | 31.41%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior -45.14% | -10.36%+192.43% | +62.29%
Prior 7-Day Avg 8.70% | 13.93%14.57% | 25.23%
Current vs 7-Day Avg -66.32% | -32.48%+7.17% | +24.50%
Prior 7-Day Eod 5.34% | 10.49%16.55% | 31.52%
Current vs 7-Day Eod -45.14% | -10.36%-5.69% | -0.33%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior -28.47% | -19.56%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -59.89% | -58.01%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($17.47M) vs puts ($5.55M). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 43% vs prior. Bullish P/C ratio of 0.61.

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
10:35BULLISHBULLISHBULLISH
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 85 of results (avg 7.6%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 2524.2024.80$24.502.4%571.001.6K
$167.50Sep 2526.4527.35$26.903.3%141.002.3K
$165.00Sep 2529.0030.30$29.654.4%421.009.2K
$160.00Sep 2533.9535.50$34.734.5%101.002.8K
$180.00Oct 1621.5522.55$22.054.5%1470.693.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 3026.6028.10$27.355.5%--0.4748
$195.00Oct 3023.7525.15$24.455.7%--0.4457
$195.00Oct 1614.4015.25$14.835.7%550.4736
$215.00Oct 3036.2038.45$37.336.0%--0.5621
$210.00Oct 3032.9034.95$33.926.0%--0.5325

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 250.600.70$0.6515.4%2.1K0.201.5K

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 2534.8037.45$36.137.3%251.009.2K
$160.00Sep 2533.9535.50$34.734.5%101.002.8K
$162.50Sep 2529.8032.45$31.138.5%11.00254
$165.00Sep 2529.0030.30$29.654.4%421.009.2K
$167.50Sep 2526.4527.35$26.903.3%141.002.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Sep 2520.1022.40$21.2510.8%40.995
$220.00Sep 2524.6527.75$26.2011.8%--0.9910
$230.00Sep 2534.7537.70$36.238.1%10.99--
$210.00Sep 2514.9517.75$16.3517.1%200.9837
$205.00Sep 2510.3012.80$11.5521.6%--0.9523

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 36.5K, top 4.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.400.50$0.4522.2%4.5K0.168.8K
$195.00Sep 251.632.00$1.8220.3%2.3K0.452.8K
$197.50Oct 26.607.55$7.0713.4%2.2K0.45160
$207.50Oct 23.704.30$4.0015.0%2.0K0.30120
$210.00Sep 250.040.05$0.0520.0%1.5K0.021.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.090.18$0.1464.3%2.7K0.051.6K
$190.00Sep 250.600.70$0.6515.4%2.1K0.201.5K
$195.00Sep 252.392.70$2.5512.2%8350.55243
$175.00Sep 250.000.01$0.01100.0%7450.001.9K
$180.00Sep 250.020.03$0.0333.3%5350.012.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 16.7%, max 40.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 25Oct 23109.9%80.8%35.9%1.2K2.2K
$200.00Sep 25Nov 6112.2%103.1%8.8%4.5K8.8K
$190.00Sep 25Oct 30108.3%99.9%8.5%1.3K12.9K
$197.50Sep 25Nov 6110.1%102.6%7.3%1.3K1.3K
$195.00Sep 25Nov 6109.5%102.8%6.5%2.3K3.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Sep 25Oct 9110.1%78.7%40.0%43105
$192.50Sep 25Oct 23109.9%80.8%35.9%516179
$200.00Sep 25Nov 6112.2%103.1%8.8%131465
$190.00Sep 25Oct 30108.3%99.9%8.5%2.1K1.5K
$195.00Sep 25Nov 6109.5%102.8%6.5%836247

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 178 found (best R:R 1.17, avg 3.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$195.00Nov 6$6.92$8.08$6.9265%1.17$186.92
$205.00$220.00Nov 6$4.95$10.05$4.9551%2.03$209.95
$210.00$220.00Oct 30$2.95$7.05$2.9546%2.39$212.95
$220.00$230.00Nov 6$2.72$7.28$2.7243%2.68$222.72
$157.50$160.00Sep 25$1.40$1.10$1.40100%0.79$158.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 2$0.96$1.54$0.9659%1.60$199.04
$175.00$172.50Oct 23$0.42$2.08$0.4228%4.95$174.58
$162.50$160.00Oct 23$0.19$2.31$0.1917%12.16$162.31
$165.00$162.50Oct 16$0.18$2.32$0.1816%12.89$164.82
$170.00$167.50Oct 23$0.38$2.12$0.3824%5.58$169.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 2.73, avg 0.49)

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
$217.50$220.00Oct 2$0.48$0.48$2.0281%0.24$217.98
$225.00$230.00Oct 23$1.43$1.43$3.5770%0.40$226.43
$197.50$200.00Sep 25$0.49$0.49$2.0172%0.24$197.99
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$192.50$190.00Oct 23$1.83$1.83$0.6756%2.73$190.67
$170.00$165.00Nov 6$2.05$2.05$2.9571%0.69$167.95
$190.00$185.00Oct 30$2.68$2.68$2.3259%1.16$187.32
$177.50$175.00Oct 23$1.40$1.40$1.1070%1.27$176.10
$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 $6.30, cheapest $6.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$6.18109.9%76.4%
$195.00Sep 25Oct 2$6.25109.5%80.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 25Oct 2$6.37109.9%76.4%
$195.00Sep 25Oct 2$6.40109.5%80.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 2.25% of stock, avg 13.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Sep 25$1.82$2.55$4.37$190.63$199.372.25%
$192.50Sep 25$3.14$1.38$4.52$187.98$197.022.33%
$197.50Sep 25$0.94$4.25$5.19$192.31$202.692.67%
$190.00Sep 25$4.95$0.65$5.60$184.40$195.602.88%
$200.00Sep 25$0.45$6.45$6.90$193.10$206.903.55%
$187.50Sep 25$6.78$0.27$7.05$180.45$194.553.63%
$202.50Sep 25$0.23$8.82$9.05$193.45$211.554.66%
$185.00Sep 25$9.10$0.14$9.24$175.76$194.244.76%
$182.50Sep 25$11.33$0.05$11.38$171.12$193.885.86%
$205.00Sep 25$0.13$11.55$11.68$193.32$216.686.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.19% of stock, avg 11.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$185.00Sep 25$0.23$0.14$0.37$184.63$202.87
$202.50$187.50Sep 25$0.23$0.27$0.50$187.00$203.00
$200.00$185.00Sep 25$0.45$0.14$0.59$184.41$200.59
$200.00$187.50Sep 25$0.45$0.27$0.72$186.78$200.72
$202.50$190.00Sep 25$0.23$0.65$0.88$189.12$203.38
$200.00$190.00Sep 25$0.45$0.65$1.10$188.90$201.10
$197.50$185.00Sep 25$0.94$0.14$1.08$183.92$198.58
$197.50$187.50Sep 25$0.94$0.27$1.21$186.29$198.71
$197.50$190.00Sep 25$0.94$0.65$1.59$188.41$199.09
$202.50$192.50Sep 25$0.23$1.38$1.61$190.89$204.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 1.21, avg credit $1.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185218/220Oct 2$1.37$1.1350%1.21$183.63$218.87
178/180218/220Oct 2$1.08$1.4258%0.76$178.92$218.58
170/172218/220Oct 2$0.83$1.6768%0.50$171.67$218.33
175/178218/220Oct 2$0.95$1.5562%0.61$176.55$218.45
180/182218/220Oct 2$1.15$1.3554%0.85$181.35$218.65
160/162218/220Oct 2$0.61$1.8976%0.32$161.89$218.11
185/188218/220Sep 25$0.37$2.1385%0.17$187.13$217.87
188/190218/220Sep 25$0.62$1.8875%0.33$189.38$218.12
165/168218/220Oct 2$0.66$1.8473%0.36$166.84$218.16
162/165218/220Oct 2$0.60$1.9074%0.32$164.40$218.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 116 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.38$9.6215%25.32
$200.00$205.00$210.00Oct 9$0.08$4.9212%61.50
$210.00$215.00$220.00Oct 9$0.12$4.889%40.67
$192.50$195.00$197.50Sep 25$0.44$2.0635%4.68
$175.00$180.00$185.00Oct 30$0.09$4.916%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 2$0.34$9.6625%28.41
$197.50$200.00$202.50Sep 25$0.17$2.3320%13.71
$185.00$190.00$195.00Oct 30$0.07$4.936%70.43
$190.00$192.50$195.00Sep 25$0.44$2.0634%4.68
$177.50$180.00$182.50Oct 2$0.07$2.438%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. 72 found (best net $-1.43, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$192.50$195.001:2Sep 25-$0.50$2.00
$195.00$197.501:2Sep 25-$0.06$2.44
$190.00$192.501:2Sep 25-$1.33$1.17
$200.00$202.501:2Sep 25-$0.01$2.49
$202.50$205.001:2Sep 25-$0.03$2.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$170.001:2Nov 6-$1.43$23.57
$220.00$205.001:2Oct 9-$7.31$7.69
$210.00$200.001:2Oct 2-$3.79$6.21
$195.00$192.501:2Sep 25-$0.21$2.29
$197.50$195.001:2Sep 25-$0.85$1.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 8.08%, avg 4.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$15.700.4313.2%8.08%21.32%111
$230.00Nov 6$13.000.3818.4%6.69%25.08%2--
$205.00Nov 6$20.650.515.5%10.63%16.15%151
$200.00Nov 6$22.650.532.9%11.66%14.60%510
$197.50Nov 6$23.700.551.7%12.20%13.86%11
$195.00Nov 6$24.700.560.4%12.71%13.08%5423
$220.00Oct 30$14.400.4113.2%7.41%20.65%6618
$225.00Oct 30$13.050.3815.8%6.72%22.53%18
$230.00Oct 30$11.800.3618.4%6.07%24.46%--87
$210.00Oct 30$17.250.468.1%8.88%16.97%323

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 27,169
Total Puts 16,535
Put/Call Ratio 0.61
Net Difference 10,634

Prior's Put/Call Breakdown

Total Calls 58,646
Total Puts 18,635
Put/Call Ratio 0.32
Net Difference 40,011

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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