Tour v526
MRNA
MODERNA INC
$150.81 -2.24%
$150.58 (-0.15%)🌙
as of 09/02 06:04 PM
9/2 18:04

Option Volume

Detail
Current (09/02) 95,407
Calls: 55,531 (58%)
Puts: 39,876 (42%)
Prior (09/01) 153,832
Calls: 107,876 (70%)
Puts: 45,956 (30%)
Current vs Prior -37.98%
Calls: -48.52% (Calls)
Puts: -13.23% (Puts)
Prior 7-Day Total 1,748,207
Calls: 968,966 (55%)
Puts: 779,241 (45%)
Prior 7-Day Average 249,743
Calls: 138,423 (55%)
Puts: 111,320 (45%)
Current vs Prior 7-Day Avg -61.80%
Calls: -59.88%
Puts: -64.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $72.90M
Calls: $52.27M (72%)
Puts: $20.63M (28%)
Prior (09/01) $148.28M
Calls: $129.82M (88%)
Puts: $18.46M (12%)
Current vs Prior -50.84%
Calls: -59.74%
Puts: +11.78%
Prior 7-Day Total $1.06B
Calls: $747.06M (70%)
Puts: $313.66M (30%)
Prior 7-Day Average $151.53M
Calls: $106.72M (70%)
Puts: $44.81M (30%)
Current vs Prior 7-Day Avg -51.89%
Calls: -51.03%
Puts: -53.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.72
Prior (09/01) 0.43
Current vs Prior +68.56%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -8.84%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02) 942,161
Calls: 395,646 (42%)
Puts: 546,515 (58%)
Prior (09/01) 907,196
Calls: 372,374 (41%)
Puts: 534,822 (59%)
Current vs Prior +3.85%
Prior 7-Day Total 6,666,306
Calls: 2,699,907 (41%)
Puts: 3,966,399 (59%)
Prior 7-Day Average 952,329
Calls: 385,701 (41%)
Puts: 566,628 (59%)
Current vs Prior 7-Day Avg -1.07%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 6.21% | 10.46%13.63% | 22.90%
Prior 8.14% | 11.72%14.68% | 23.42%
Current vs Prior -23.69% | -10.72%-7.19% | -2.24%
Prior 7-Day Avg 8.69% | 12.77%13.71% | 24.13%
Current vs 7-Day Avg -28.50% | -18.07%-0.59% | -5.10%
Prior 7-Day Eod 8.14% | 11.72%14.68% | 23.42%
Current vs 7-Day Eod -23.69% | -10.72%-7.19% | -2.24%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +67.85% | -48.19%
Prior 7-Day Avg 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs 7-Day Avg +67.85% | -48.19%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($52.27M). Light premium activity with dollar volume down 51% vs prior. P/C ratio rising 69% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 19 of results (avg 8.4%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Sep 44.855.10$4.975.0%5760.59324
$155.00Sep 42.312.45$2.385.9%3.4K0.361.5K
$150.00Sep 1810.2010.85$10.526.2%7270.552.1K
$160.00Oct 1612.7013.60$13.156.8%1430.471.3K
$155.00Sep 187.808.40$8.107.4%600.471.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 2516.8517.95$17.406.3%40.5787
$180.00Oct 1634.0537.35$35.709.2%--0.69119
$177.50Sep 1827.5030.30$28.909.7%--0.7715
$175.00Oct 1630.1533.25$31.709.8%--0.6468
$170.00Oct 1626.7029.45$28.089.8%--0.6114

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.56, cheapest $0.06)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 40.610.68$0.6510.8%2.1K0.121.7K
$162.50Sep 40.810.90$0.8610.5%1.1K0.161.0K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 40.050.06$0.0616.7%2690.0110.1K
$140.00Sep 40.620.75$0.6918.8%2.2K0.131.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 188 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 424.8027.50$26.1510.3%380.99108
$123.00Sep 426.5529.65$28.1011.0%80.9815
$126.00Sep 423.9026.00$24.958.4%--0.9836
$129.00Sep 420.4523.75$22.1014.9%20.9883
$124.00Sep 425.9028.50$27.209.6%500.9812
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 422.7025.65$24.1712.2%130.9524
$170.00Sep 417.6520.80$19.2316.4%40.93127
$167.50Sep 415.5018.55$17.0217.9%40.923
$165.00Sep 413.4515.35$14.4013.2%110.88144
$180.00Sep 1128.2031.55$29.8811.2%--0.8810

Most actively traded options today. High liquidity = easy entry/exit. 359 active (total vol 58.7K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 40.320.42$0.3727.0%4.8K0.074.2K
$160.00Sep 41.161.33$1.2513.6%4.3K0.212.1K
$180.00Sep 182.193.15$2.6736.0%3.6K0.198.6K
$155.00Sep 42.312.45$2.385.9%3.4K0.361.5K
$150.00Sep 44.304.85$4.5712.0%3.1K0.554.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 43.303.85$3.5815.4%3.7K0.451.4K
$140.00Sep 40.620.75$0.6918.8%2.2K0.131.0K
$130.00Sep 40.080.15$0.1258.3%9400.031.8K
$145.00Sep 41.551.73$1.6411.0%8500.26567
$135.00Sep 40.200.35$0.2853.6%6340.06815

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 19.9%, max 28.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$143.00Sep 4Oct 294.3%73.4%28.5%5261.9K
$142.00Sep 4Oct 996.6%75.6%27.8%26481
$146.00Sep 4Oct 995.9%75.1%27.6%806.2K
$144.00Sep 4Oct 994.3%75.9%24.3%29208
$145.00Sep 4Oct 1691.6%74.3%23.3%6891.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Sep 4Oct 996.6%75.6%27.8%124553
$146.00Sep 4Oct 995.9%75.1%27.6%240133
$144.00Sep 4Oct 994.3%75.9%24.3%107305
$145.00Sep 4Oct 1691.6%74.3%23.3%936843
$143.00Sep 4Oct 994.3%77.4%21.9%114193

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 223 found (best R:R 3.00, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Oct 16$1.25$3.75$1.2551%3.00$156.25
$160.00$165.00Oct 2$1.02$3.98$1.0244%3.90$161.02
$150.00$152.50Oct 2$0.53$1.97$0.5356%3.72$150.53
$170.00$175.00Oct 9$0.92$4.08$0.9237%4.43$170.92
$170.00$175.00Oct 16$1.00$4.00$1.0038%4.00$171.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$150.00Oct 16$1.78$3.22$1.7849%1.81$153.22
$152.50$150.00Sep 18$0.88$1.62$0.8849%1.84$151.62
$152.50$150.00Oct 9$0.90$1.60$0.9046%1.78$151.60
$149.00$148.00Sep 25$0.22$0.78$0.2243%3.55$148.78
$143.00$142.00Sep 25$0.15$0.85$0.1535%5.67$142.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 1.94, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Sep 25$1.60$1.60$0.9059%1.78$164.10
$177.50$180.00Sep 18$0.83$0.83$1.6777%0.50$178.33
$165.00$167.50Oct 2$1.23$1.23$1.2760%0.97$166.23
$175.00$180.00Oct 16$1.87$1.87$3.1365%0.60$176.87
$152.50$155.00Oct 9$1.55$1.55$0.9546%1.63$154.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$145.00Oct 16$3.30$3.30$1.7056%1.94$146.70
$133.00$130.00Oct 9$1.68$1.68$1.3274%1.27$131.32
$145.00$140.00Oct 16$2.60$2.60$2.4060%1.08$142.40
$140.00$139.00Sep 18$0.88$0.88$0.1271%7.33$139.12
$138.00$137.00Sep 18$0.83$0.83$0.1773%4.88$137.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.26, cheapest $2.39)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$146.00Sep 4Sep 11$3.4895.9%72.2%
$150.00Sep 4Sep 11$3.1892.7%76.1%
$149.00Sep 4Sep 11$3.8192.5%77.3%
$148.00Sep 4Sep 11$3.8490.3%76.5%
$147.00Sep 4Sep 11$3.5085.6%72.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$146.00Sep 4Sep 11$2.3995.9%72.2%
$150.00Sep 4Sep 11$3.1092.7%76.1%
$149.00Sep 4Sep 11$3.1992.5%77.3%
$148.00Sep 4Sep 11$3.1590.3%76.5%
$147.00Sep 4Sep 11$2.9185.6%72.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 124 found (cheapest 5.36% of stock, avg 14.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$149.00Sep 4$4.97$3.11$8.08$140.92$157.085.36%
$152.50Sep 4$3.30$4.80$8.10$144.40$160.605.37%
$150.00Sep 4$4.57$3.58$8.15$141.85$158.155.40%
$148.00Sep 4$5.68$2.60$8.28$139.72$156.285.49%
$147.00Sep 4$6.38$2.04$8.42$138.58$155.425.58%
$155.00Sep 4$2.38$6.28$8.66$146.34$163.665.74%
$146.00Sep 4$6.65$2.11$8.76$137.24$154.765.81%
$145.00Sep 4$7.38$1.64$9.02$135.98$154.025.98%
$157.50Sep 4$1.79$8.00$9.79$147.71$167.296.49%
$144.00Sep 4$8.60$1.47$10.07$133.93$154.076.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.92% of stock, avg 11.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$147.00Sep 4$0.86$2.04$2.90$144.10$165.40
$162.50$146.00Sep 4$0.86$2.11$2.97$143.03$165.47
$160.00$147.00Sep 4$1.25$2.04$3.29$143.71$163.29
$160.00$146.00Sep 4$1.25$2.11$3.36$142.64$163.36
$157.50$146.00Sep 4$1.79$2.11$3.90$142.10$161.40
$157.50$147.00Sep 4$1.79$2.04$3.83$143.17$161.33
$162.50$148.00Sep 4$0.86$2.60$3.46$144.54$165.96
$160.00$148.00Sep 4$1.25$2.60$3.85$144.15$163.85
$155.00$147.00Sep 4$2.38$2.04$4.42$142.58$159.42
$155.00$146.00Sep 4$2.38$2.11$4.49$141.51$159.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 245 found (best R:R 1.98, avg credit $0.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
137/138178/180Sep 18$1.66$0.8450%1.98$136.34$179.16
139/140178/180Sep 18$1.71$0.7948%2.16$138.29$179.21
141/142178/180Sep 18$1.71$0.7945%2.16$140.29$179.21
127/128162/165Sep 11$1.31$1.1960%1.10$126.69$163.81
127/128178/180Sep 11$0.89$1.6176%0.55$127.11$178.39
130/133170/172Sep 25$1.96$1.0444%1.88$131.04$171.96
133/134178/180Sep 18$1.36$1.1456%1.19$132.64$178.86
127/128168/170Sep 11$1.07$1.4367%0.75$126.93$168.57
137/138165/168Sep 18$1.75$0.7539%2.33$136.25$166.75
139/140165/168Sep 18$1.80$0.7037%2.57$138.20$166.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 153 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Oct 16$0.06$4.948%82.33
$140.00$145.00$150.00Oct 16$0.25$4.7510%19.00
$157.50$160.00$162.50Sep 4$0.15$2.3513%15.67
$137.00$138.00$139.00Sep 4$0.05$0.953%19.00
$139.00$140.00$141.00Sep 11$0.05$0.951%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Oct 16$0.09$4.917%54.56
$165.00$170.00$175.00Sep 25$0.16$4.849%30.25
$125.00$130.00$135.00Oct 16$0.22$4.789%21.73
$150.00$152.50$155.00Sep 4$0.26$2.2419%8.62
$152.50$155.00$157.50Sep 4$0.24$2.2617%9.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.19, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$167.501:2Sep 4-$0.19$2.31
$170.00$172.501:2Sep 4-$0.11$2.39
$177.50$180.001:2Sep 4-$0.10$2.40
$175.00$177.501:2Sep 4-$0.12$2.38
$160.00$162.501:2Sep 4-$0.47$2.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$134.001:2Sep 4-$0.08$0.92
$132.00$131.001:2Sep 4-$0.07$0.93
$122.00$121.001:2Sep 4-$0.06$0.94
$122.00$121.001:2Sep 11-$0.11$0.89
$131.00$130.001:2Sep 4-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 8.42%, avg 3.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Oct 16$12.700.476.1%8.42%14.51%1431.3K
$175.00Oct 16$8.000.3516.0%5.30%21.34%130855
$170.00Oct 16$8.550.3912.7%5.67%18.39%46481
$165.00Oct 16$9.850.429.4%6.53%15.94%592.7K
$155.00Oct 16$13.550.512.8%8.98%11.76%1072.5K
$180.00Oct 16$5.800.3019.4%3.85%23.20%1672.0K
$175.00Oct 9$6.150.3416.0%4.08%20.12%547
$152.50Oct 9$13.450.541.1%8.92%10.04%72
$155.00Oct 9$12.200.512.8%8.09%10.87%542
$160.00Oct 9$10.050.466.1%6.66%12.76%113

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 55,531
Total Puts 39,876
Put/Call Ratio 0.72
Net Difference 15,655

Prior's Put/Call Breakdown

Total Calls 107,876
Total Puts 45,956
Put/Call Ratio 0.43
Net Difference 61,920

Prior 7-Day Put/Call Summary

Total Calls 968,966
Total Puts 779,241
Average Put/Call Ratio 0.79
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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