Tour v526
MRNA
MODERNA INC
$145.55 -2.23%
$144.85 (-0.48%)🌙
as of 09/04 06:03 PM
9/4 18:03

Option Volume

Detail
Current (09/04) 116,488
Calls: 83,003 (71%)
Puts: 33,485 (29%)
Prior (09/03) 101,036
Calls: 65,740 (65%)
Puts: 35,296 (35%)
Current vs Prior +15.29%
Calls: +26.26% (Calls)
Puts: -5.13% (Puts)
Prior 7-Day Total 943,814
Calls: 538,552 (57%)
Puts: 405,262 (43%)
Prior 7-Day Average 134,830
Calls: 76,936 (57%)
Puts: 57,894 (43%)
Current vs Prior 7-Day Avg -13.60%
Calls: +7.89%
Puts: -42.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/04) $45.54M
Calls: $33.38M (73%)
Puts: $12.16M (27%)
Prior (09/03) $75.27M
Calls: $59.86M (80%)
Puts: $15.40M (20%)
Current vs Prior -39.50%
Calls: -44.25%
Puts: -21.05%
Prior 7-Day Total $651.29M
Calls: $474.84M (73%)
Puts: $176.45M (27%)
Prior 7-Day Average $93.04M
Calls: $67.83M (73%)
Puts: $25.21M (27%)
Current vs Prior 7-Day Avg -51.06%
Calls: -50.80%
Puts: -51.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 0.40
Prior (09/03) 0.54
Current vs Prior -24.86%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -46.11%
Sentiment BULLISH

Open Interest

Detail
Current (09/04) 979,299
Calls: 419,626 (43%)
Puts: 559,673 (57%)
Prior (09/03) 960,665
Calls: 405,580 (42%)
Puts: 555,085 (58%)
Current vs Prior +1.94%
Prior 7-Day Total 6,680,477
Calls: 2,756,380 (41%)
Puts: 3,924,097 (59%)
Prior 7-Day Average 954,353
Calls: 393,768 (41%)
Puts: 560,585 (59%)
Current vs Prior 7-Day Avg +2.61%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 1.02% | 7.47%11.05% | 21.73%
Prior 4.08% | 8.94%12.73% | 22.12%
Current vs Prior +83.16% | +23.57%-13.21% | -1.76%
Prior 7-Day Avg 6.59% | 10.76%14.39% | 23.22%
Current vs 7-Day Avg +13.34% | +2.64%-23.23% | -6.43%
Prior 7-Day Eod 4.08% | 8.94%12.73% | 22.12%
Current vs 7-Day Eod +83.16% | +23.57%-13.21% | -1.76%
Sentiment BEARISHBULLISH

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 11.77% | 26.90%
Calls: 8.31% | 20.81%
Puts: 15.23% | 32.98%
Current vs 7-Day Avg +40.59% | -39.92%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($33.38M). Extreme bullish P/C ratio of 0.40 - heavy call buying (83,003 calls vs 33,485 puts). 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 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 7 of results (avg 8.0%, best 7.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 182.152.31$2.237.2%3.2K0.213.6K
$145.00Sep 115.355.75$5.557.2%5380.54338
$145.00Sep 187.808.50$8.158.6%3160.54766
$150.00Sep 185.556.05$5.808.6%1.2K0.441.8K
$120.00Oct 1628.5031.25$29.889.2%50.821.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 180.680.73$0.717.0%1.5K0.0711.6K
$145.00Oct 1613.0514.15$13.608.1%370.44395

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.49, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 110.250.30$0.2817.9%6450.05626
$120.00Sep 180.680.73$0.717.0%1.5K0.0711.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 186 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Sep 424.9028.30$26.6012.8%--1.0081
$120.00Sep 424.4527.30$25.8811.0%81.0087
$122.00Sep 421.7025.30$23.5015.3%11.006
$123.00Sep 420.7024.30$22.5016.0%11.0017
$125.00Sep 419.0022.30$20.6516.0%41.00107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 412.7516.25$14.5024.1%261.00188
$162.50Sep 415.2018.80$17.0021.2%11.0052
$165.00Sep 417.7021.25$19.4818.2%11.00142
$157.50Sep 410.7513.40$12.0821.9%101.0077
$155.00Sep 47.7011.05$9.3835.7%2780.99432

Most actively traded options today. High liquidity = easy entry/exit. 352 active (total vol 85.9K, top 6.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 40.000.01$0.01100.0%6.6K0.014.8K
$155.00Sep 111.962.45$2.2122.2%4.5K0.272.9K
$155.00Sep 40.000.01$0.01100.0%4.0K0.011.5K
$148.00Sep 113.854.65$4.2518.8%3.9K0.4550
$146.00Sep 40.100.44$0.27125.9%3.8K0.354.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 180.680.73$0.717.0%1.5K0.0711.6K
$140.00Sep 40.000.01$0.01100.0%1.3K0.011.2K
$120.00Oct 163.504.20$3.8518.2%1.2K0.184.2K
$145.00Sep 40.100.44$0.27125.9%1.1K0.33709
$135.00Sep 110.801.60$1.2066.7%1.0K0.171.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 43.6%, max 56.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Sep 4Oct 16112.0%71.8%56.0%3.7K1.8K
$146.00Sep 4Oct 9106.6%70.1%52.1%3.8K4.8K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Sep 4Oct 16112.0%71.8%56.0%1.1K1.1K
$146.00Sep 4Oct 9106.6%70.1%52.1%305161
$167.50Sep 18Oct 275.4%74.1%1.7%10148

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 196 found (best R:R 3.00, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Oct 16$1.25$3.75$1.2545%3.00$156.25
$140.00$145.00Oct 16$2.10$2.90$2.1062%1.38$142.10
$125.00$130.00Oct 16$3.09$1.91$3.0978%0.62$128.09
$150.00$152.50Sep 25$0.42$2.08$0.4247%4.95$150.42
$160.00$165.00Oct 16$1.23$3.77$1.2341%3.07$161.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$120.00Oct 9$0.20$4.80$0.2020%24.00$124.80
$148.00$147.00Sep 4$0.38$0.62$0.3899%1.63$147.62
$133.00$130.00Sep 18$0.22$2.78$0.2222%12.64$132.78
$143.00$142.00Sep 25$0.15$0.85$0.1542%5.67$142.85
$133.00$130.00Sep 25$0.41$2.59$0.4125%6.32$132.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 1.22, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$172.50Sep 18$0.93$0.93$1.5784%0.59$170.93
$165.00$167.50Sep 25$1.17$1.17$1.3372%0.88$166.17
$162.50$165.00Sep 11$0.77$0.77$1.7382%0.45$163.27
$155.00$157.50Oct 2$1.45$1.45$1.0558%1.38$156.45
$149.00$150.00Sep 11$0.84$0.84$0.1657%5.25$149.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$140.00Oct 16$2.75$2.75$2.2556%1.22$142.25
$130.00$125.00Oct 9$1.78$1.78$3.2274%0.55$128.22
$135.00$130.00Oct 16$2.10$2.10$2.9067%0.72$132.90
$133.00$130.00Oct 9$1.45$1.45$1.5570%0.94$131.55
$125.00$120.00Oct 2$1.33$1.33$3.6781%0.36$123.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.72, cheapest $4.53)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$145.00Sep 4Sep 11$4.80112.0%65.1%
$146.00Sep 4Sep 11$4.98106.6%66.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$145.00Sep 4Sep 11$4.53112.0%65.1%
$146.00Sep 4Sep 11$4.58106.6%66.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 132 found (cheapest 0.69% of stock, avg 12.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$146.00Sep 4$0.27$0.74$1.01$144.99$147.010.69%
$145.00Sep 4$0.75$0.27$1.02$143.98$146.020.70%
$147.00Sep 4$0.03$1.83$1.86$145.14$148.861.28%
$144.00Sep 4$1.86$0.05$1.91$142.09$145.911.31%
$143.00Sep 4$2.20$0.03$2.23$140.77$145.231.53%
$148.00Sep 4$0.01$2.21$2.22$145.78$150.221.53%
$149.00Sep 4$0.02$3.28$3.30$145.70$152.302.27%
$142.00Sep 4$3.50$0.01$3.51$138.49$145.512.41%
$141.00Sep 4$4.68$0.01$4.69$136.31$145.693.22%
$150.00Sep 4$0.01$4.68$4.69$145.31$154.693.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.05% of stock, avg 10.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$147.00$144.00Sep 4$0.03$0.05$0.08$143.92$147.08
$147.00$145.00Sep 4$0.03$0.27$0.30$144.70$147.30
$146.00$144.00Sep 4$0.27$0.05$0.32$143.68$146.32
$147.00$132.00Sep 4$0.03$0.43$0.46$131.54$147.46
$146.00$145.00Sep 4$0.27$0.27$0.54$144.46$146.54
$146.00$132.00Sep 4$0.27$0.43$0.70$131.30$146.70
$147.00$124.00Sep 4$0.03$1.07$1.10$122.90$148.10
$147.00$127.00Sep 4$0.03$1.07$1.10$125.90$148.10
$146.00$127.00Sep 4$0.27$1.07$1.34$125.66$147.34
$146.00$124.00Sep 4$0.27$1.07$1.34$122.66$147.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 144 found (best R:R 2.13, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
120/121162/165Sep 11$1.70$0.8073%2.13$119.30$164.20
120/121170/172Sep 11$1.17$1.3382%0.88$119.83$171.17
126/127162/165Sep 11$1.27$1.2373%1.03$125.73$163.77
120/121155/158Sep 11$1.49$1.0163%1.48$119.51$156.49
120/121168/170Sep 11$1.03$1.4781%0.70$119.97$168.53
130/131162/165Sep 11$1.32$1.1868%1.12$129.68$163.82
120/121158/160Sep 11$1.25$1.2568%1.00$119.75$158.75
117/118162/165Sep 11$1.02$1.4875%0.69$116.98$163.52
126/127170/172Sep 11$0.74$1.7682%0.42$126.26$170.74
125/130168/172Oct 9$3.17$1.8342%1.73$126.83$170.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 143 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$146.00$147.00Sep 4$0.24$0.7659%3.17
$160.00$162.50$165.00Sep 18$0.07$2.437%34.71
$146.00$147.00$148.00Sep 4$0.22$0.7833%3.55
$120.00$125.00$130.00Sep 18$0.29$4.7110%16.24
$125.00$130.00$135.00Sep 25$0.40$4.6014%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Oct 16$0.08$4.9211%61.50
$160.00$165.00$170.00Oct 16$0.11$4.899%44.45
$120.00$125.00$130.00Sep 25$0.15$4.8510%32.33
$144.00$145.00$146.00Sep 4$0.25$0.7556%3.00
$150.00$155.00$160.00Oct 16$0.16$4.8410%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-0.34, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$142.00$143.001:2Sep 4-$0.90$0.10
$170.00$172.501:2Sep 11-$0.09$2.41
$149.00$150.001:2Sep 4$0.00$1.00
$150.00$152.501:2Sep 4-$0.01$2.49
$152.50$155.001:2Sep 4-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Sep 18-$0.34$4.66
$152.50$150.001:2Sep 4-$2.26$0.24
$125.00$120.001:2Sep 18-$0.19$4.81
$131.00$130.001:2Sep 11$0.00$1.00
$126.00$125.001:2Sep 4$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 5.08%, avg 3.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 16$7.400.3713.4%5.08%18.45%442.6K
$155.00Oct 16$10.050.456.5%6.90%13.40%942.5K
$160.00Oct 16$8.250.419.9%5.67%15.60%561.4K
$150.00Oct 16$11.850.513.1%8.14%11.20%76502
$170.00Oct 16$5.050.3116.8%3.47%20.27%55497
$160.00Oct 9$6.950.399.9%4.77%14.70%115
$147.00Oct 9$11.500.531.0%7.90%8.90%--12
$149.00Oct 9$10.400.512.4%7.15%9.52%16
$155.00Oct 9$7.550.446.5%5.19%11.68%541
$150.00Oct 9$9.500.493.1%6.53%9.58%128

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 83,003
Total Puts 33,485
Put/Call Ratio 0.40
Net Difference 49,518

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 538,552
Total Puts 405,262
Average Put/Call Ratio 0.75
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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