Tour v526
MRNA
MODERNA INC
$148.87 -1.29%
$147.61 (-0.85%)🌙
as of 09/03 06:03 PM
9/3 18:03

Option Volume

Detail
Current (09/03) 101,036
Calls: 65,740 (65%)
Puts: 35,296 (35%)
Prior (09/02) 95,407
Calls: 55,531 (58%)
Puts: 39,876 (42%)
Current vs Prior +5.90%
Calls: +18.38% (Calls)
Puts: -11.49% (Puts)
Prior 7-Day Total 1,125,024
Calls: 645,742 (57%)
Puts: 479,282 (43%)
Prior 7-Day Average 160,717
Calls: 92,248 (57%)
Puts: 68,468 (43%)
Current vs Prior 7-Day Avg -37.13%
Calls: -28.74%
Puts: -48.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $75.27M
Calls: $59.86M (80%)
Puts: $15.40M (20%)
Prior (09/02) $72.90M
Calls: $52.27M (72%)
Puts: $20.63M (28%)
Current vs Prior +3.25%
Calls: +14.54%
Puts: -25.34%
Prior 7-Day Total $827.15M
Calls: $619.14M (75%)
Puts: $208.01M (25%)
Prior 7-Day Average $118.16M
Calls: $88.45M (75%)
Puts: $29.72M (25%)
Current vs Prior 7-Day Avg -36.30%
Calls: -32.32%
Puts: -48.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 0.54
Prior (09/02) 0.72
Current vs Prior -25.23%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -29.55%
Sentiment BULLISH

Open Interest

Detail
Current (09/03) 960,665
Calls: 405,580 (42%)
Puts: 555,085 (58%)
Prior (09/02) 942,161
Calls: 395,646 (42%)
Puts: 546,515 (58%)
Current vs Prior +1.96%
Prior 7-Day Total 6,610,011
Calls: 2,700,681 (41%)
Puts: 3,909,330 (59%)
Prior 7-Day Average 944,287
Calls: 385,811 (41%)
Puts: 558,475 (59%)
Current vs Prior 7-Day Avg +1.73%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.08% | 8.94%12.73% | 22.12%
Prior 6.21% | 10.46%13.63% | 22.90%
Current vs Prior -34.37% | -14.55%-6.58% | -3.39%
Prior 7-Day Avg 7.53% | 11.66%15.42% | 24.11%
Current vs 7-Day Avg -45.85% | -23.30%-17.43% | -8.27%
Prior 7-Day Eod 6.21% | 10.46%13.63% | 22.90%
Current vs 7-Day Eod -34.37% | -14.55%-6.58% | -3.39%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 10.82% | 29.04%
Calls: 6.86% | 21.23%
Puts: 14.76% | 36.86%
Current vs 7-Day Avg +53.02% | -44.36%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($59.86M) vs puts ($15.40M). Bullish P/C ratio of 0.54. P/C ratio dropping 25% - sentiment shifting bullish.

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 NEUTRAL
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 34 of results (avg 8.5%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$148.00Sep 43.153.30$3.224.7%8000.56694
$165.00Oct 169.459.95$9.705.2%2940.402.7K
$150.00Oct 1614.6015.45$15.025.7%1760.54461
$170.00Sep 182.692.85$2.775.8%6.3K0.223.3K
$130.00Sep 418.5519.95$19.257.3%910.98406
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 114.304.60$4.456.7%1930.38289
$145.00Sep 41.201.30$1.258.0%9590.28605
$177.50Sep 1829.3531.85$30.608.2%--0.8515
$170.00Oct 1627.9030.35$29.138.4%--0.6414
$177.50Sep 2530.3033.00$31.658.5%--0.8016

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.61, cheapest $0.32)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 40.300.34$0.3212.5%2.7K0.092.2K
$155.00Sep 40.850.95$0.9011.1%1.7K0.221.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 192 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 423.2026.55$24.8813.5%--1.0011
$123.00Sep 424.2027.55$25.8812.9%--1.0017
$120.00Sep 427.7030.55$29.139.8%100.9994
$126.00Sep 421.2024.50$22.8514.4%150.9936
$125.00Sep 422.6025.55$24.0812.3%10.99106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 419.5522.85$21.2015.6%--1.00124
$175.00Sep 424.6527.85$26.2512.2%71.0014
$177.50Sep 427.0030.15$28.5811.0%11.002
$162.50Sep 412.6015.10$13.8518.1%--0.9452
$165.00Sep 414.6017.95$16.2720.6%10.94142

Most actively traded options today. High liquidity = easy entry/exit. 363 active (total vol 78.4K, top 6.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 182.692.85$2.775.8%6.3K0.223.3K
$150.00Sep 42.202.44$2.3210.3%5.8K0.454.6K
$146.00Sep 43.854.65$4.2518.8%5.5K0.676.2K
$139.00Sep 48.7011.30$10.0026.0%3.6K0.906.2K
$155.00Sep 113.804.15$3.988.8%3.0K0.38486
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 21.672.62$2.1544.2%1.9K0.131.1K
$140.00Sep 40.350.50$0.4334.9%1.7K0.111.1K
$130.00Sep 181.772.23$2.0023.0%1.7K0.162.0K
$145.00Sep 41.201.30$1.258.0%9590.28605
$150.00Sep 43.004.05$3.5329.7%9300.55934

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 27.4%, max 36.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Sep 4Oct 999.9%73.4%36.1%105472
$144.00Sep 4Oct 997.6%74.3%31.3%539205
$143.00Sep 4Oct 997.3%75.5%28.9%8222.2K
$146.00Sep 4Oct 996.5%75.3%28.2%5.5K6.2K
$148.00Sep 4Oct 995.6%75.0%27.5%801697
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Sep 4Oct 999.9%73.4%36.1%343536
$144.00Sep 4Oct 997.6%74.3%31.3%533309
$143.00Sep 4Oct 997.3%75.5%28.9%234190
$146.00Sep 4Oct 996.5%75.3%28.2%101154
$148.00Sep 4Oct 995.6%75.0%27.5%137162

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 216 found (best R:R 1.04, avg 3.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$140.00Oct 16$2.45$2.55$2.4570%1.04$137.45
$162.50$165.00Oct 2$0.10$2.40$0.1037%24.00$162.60
$157.50$160.00Sep 25$0.22$2.28$0.2241%10.36$157.72
$150.00$155.00Oct 16$1.84$3.16$1.8454%1.72$151.84
$143.00$144.00Sep 4$0.10$0.90$0.1080%9.00$143.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Sep 18$1.27$1.23$1.2772%0.97$163.73
$152.50$150.00Sep 4$1.27$1.23$1.2769%0.97$151.23
$146.00$145.00Sep 18$0.15$0.85$0.1542%5.67$145.85
$150.00$149.00Oct 9$0.20$0.80$0.2047%4.00$149.80
$155.00$152.50Oct 2$1.07$1.43$1.0754%1.34$153.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 157 found (best R:R 1.27, avg 0.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$165.00$167.50Sep 18$0.88$0.88$1.6272%0.54$165.88
$149.00$150.00Sep 18$0.77$0.77$0.2348%3.35$149.77
$149.00$150.00Sep 11$0.77$0.77$0.2347%3.35$149.77
$170.00$172.50Sep 25$0.84$0.84$1.6673%0.51$170.84
$150.00$152.50Oct 2$1.47$1.47$1.0347%1.43$151.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$140.00Oct 16$2.80$2.80$2.2059%1.27$142.20
$140.00$135.00Oct 16$2.50$2.50$2.5064%1.00$137.50
$130.00$125.00Oct 9$1.81$1.81$3.1976%0.57$128.19
$125.00$120.00Oct 16$1.45$1.45$3.5579%0.41$123.55
$137.00$136.00Oct 2$0.88$0.88$0.1269%7.33$136.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.59, cheapest $3.36)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$3.3692.4%70.4%
$150.00Sep 4Sep 11$3.7694.6%73.6%
$147.00Sep 4Sep 11$3.7790.9%71.1%
$148.00Sep 4Sep 11$3.5695.6%76.0%
$149.00Sep 4Sep 11$4.0994.1%75.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 4Sep 11$3.9392.4%70.4%
$150.00Sep 4Sep 11$2.9794.6%73.6%
$147.00Sep 4Sep 11$3.2990.9%71.1%
$148.00Sep 4Sep 11$3.6395.6%76.0%
$149.00Sep 4Sep 11$3.6894.1%75.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 127 found (cheapest 3.72% of stock, avg 13.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$147.00Sep 4$3.68$1.86$5.54$141.46$152.543.72%
$149.00Sep 4$2.76$2.85$5.61$143.39$154.613.77%
$148.00Sep 4$3.22$2.42$5.64$142.36$153.643.79%
$150.00Sep 4$2.32$3.53$5.85$144.15$155.853.93%
$146.00Sep 4$4.25$1.64$5.89$140.11$151.893.96%
$152.50Sep 4$1.36$4.80$6.16$146.34$158.664.14%
$145.00Sep 4$4.97$1.25$6.22$138.78$151.224.18%
$143.00Sep 4$6.28$0.82$7.10$135.90$150.104.77%
$144.00Sep 4$6.18$1.06$7.24$136.76$151.244.86%
$142.00Sep 4$7.25$0.68$7.93$134.07$149.935.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.05% of stock, avg 10.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$145.00Sep 4$0.32$1.25$1.57$143.43$161.57
$157.50$145.00Sep 4$0.50$1.25$1.75$143.25$159.25
$155.00$145.00Sep 4$0.90$1.25$2.15$142.85$157.15
$160.00$146.00Sep 4$0.32$1.64$1.96$144.04$161.96
$157.50$146.00Sep 4$0.50$1.64$2.14$143.86$159.64
$152.50$145.00Sep 4$1.36$1.25$2.61$142.39$155.11
$155.00$146.00Sep 4$0.90$1.64$2.54$143.46$157.54
$160.00$147.00Sep 4$0.32$1.86$2.18$144.82$162.18
$152.50$146.00Sep 4$1.36$1.64$3.00$143.00$155.50
$157.50$147.00Sep 4$0.50$1.86$2.36$144.64$159.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 202 found (best R:R 2.62, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
137/138170/172Sep 25$1.81$0.6942%2.62$136.19$171.81
133/135170/172Sep 25$1.69$0.8146%2.09$133.31$171.69
135/136165/168Sep 18$1.58$0.9246%1.72$134.42$166.58
137/138165/168Sep 25$1.82$0.6836%2.68$136.18$166.82
133/135165/168Sep 25$1.70$0.8041%2.13$133.30$166.70
130/133170/172Oct 2$1.86$1.1443%1.63$131.14$171.86
133/134165/168Sep 18$1.36$1.1450%1.19$132.64$166.36
136/137170/172Oct 2$1.64$0.8638%1.91$135.36$171.64
135/136160/162Sep 18$1.57$0.9340%1.69$134.43$161.57
138/139165/168Sep 18$1.53$0.9742%1.58$137.47$166.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 157 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Sep 4$0.06$2.4418%40.67
$160.00$165.00$170.00Oct 16$0.12$4.889%40.67
$120.00$125.00$130.00Oct 2$0.16$4.8410%30.25
$165.00$167.50$170.00Sep 11$0.09$2.416%26.78
$172.50$175.00$177.50Sep 11$0.06$2.444%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Oct 16$0.12$4.889%40.67
$155.00$160.00$165.00Oct 16$0.13$4.879%37.46
$120.00$125.00$130.00Sep 25$0.18$4.829%26.78
$165.00$170.00$175.00Sep 4$0.12$4.886%40.67
$165.00$170.00$175.00Oct 16$0.19$4.818%25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 69 found (best net $-0.40, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$152.501:2Sep 4-$0.40$2.10
$155.00$157.501:2Sep 4-$0.10$2.40
$152.50$155.001:2Sep 4-$0.44$2.06
$160.00$162.501:2Sep 4$0.00$2.50
$157.50$160.001:2Sep 4-$0.14$2.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Sep 18-$0.29$4.71
$130.00$125.001:2Sep 18-$0.50$4.50
$136.00$135.001:2Sep 4$0.00$1.00
$123.00$122.001:2Sep 4$0.00$1.00
$121.00$120.001:2Sep 11-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 6.35%, avg 3.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 16$9.450.4010.8%6.35%17.18%2942.7K
$155.00Oct 16$12.450.494.1%8.36%12.48%622.5K
$160.00Oct 16$10.500.447.5%7.05%14.53%1681.4K
$170.00Oct 16$7.650.3614.2%5.14%19.33%22493
$150.00Oct 16$14.600.540.8%9.81%10.57%176461
$175.00Oct 16$6.850.3217.6%4.60%22.15%726882
$162.50Oct 9$7.250.409.2%4.87%14.03%22
$155.00Oct 9$9.700.484.1%6.52%10.63%341
$157.50Oct 9$8.750.455.8%5.88%11.67%--26
$160.00Oct 9$7.900.427.5%5.31%12.78%413

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 65,740
Total Puts 35,296
Put/Call Ratio 0.54
Net Difference 30,444

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 645,742
Total Puts 479,282
Average Put/Call Ratio 0.76
Ratio Trend Falling

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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