Tour v526
MRNA
MODERNA INC
$140.33 -3.59%
$140.70 (+0.26%)🌙
as of 09/08 06:03 PM
9/8 18:03

Option Volume

Detail
Current (09/08) 63,274
Calls: 45,329 (72%)
Puts: 17,945 (28%)
Prior (09/04) 116,488
Calls: 83,003 (71%)
Puts: 33,485 (29%)
Current vs Prior -45.68%
Calls: -45.39% (Calls)
Puts: -46.41% (Puts)
Prior 7-Day Total 914,670
Calls: 546,588 (60%)
Puts: 368,082 (40%)
Prior 7-Day Average 130,667
Calls: 78,084 (60%)
Puts: 52,583 (40%)
Current vs Prior 7-Day Avg -51.58%
Calls: -41.95%
Puts: -65.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/08) $37.19M
Calls: $28.06M (75%)
Puts: $9.13M (25%)
Prior (09/04) $45.54M
Calls: $33.38M (73%)
Puts: $12.16M (27%)
Current vs Prior -18.34%
Calls: -15.94%
Puts: -24.91%
Prior 7-Day Total $602.38M
Calls: $458.93M (76%)
Puts: $143.45M (24%)
Prior 7-Day Average $86.05M
Calls: $65.56M (76%)
Puts: $20.49M (24%)
Current vs Prior 7-Day Avg -56.79%
Calls: -57.21%
Puts: -55.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/08) 0.40
Prior (09/04) 0.40
Current vs Prior -1.87%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -41.04%
Sentiment BULLISH

Open Interest

Detail
Current (09/08) 896,172
Calls: 391,006 (44%)
Puts: 505,166 (56%)
Prior (09/04) 979,299
Calls: 419,626 (43%)
Puts: 559,673 (57%)
Current vs Prior -8.49%
Prior 7-Day Total 6,696,981
Calls: 2,782,160 (42%)
Puts: 3,914,821 (58%)
Prior 7-Day Average 956,711
Calls: 397,451 (42%)
Puts: 559,260 (58%)
Current vs Prior 7-Day Avg -6.33%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 5.91% | 10.00%10.00% | 20.69%
Prior 7.47% | 11.05%11.05% | 21.73%
Current vs Prior -20.80% | -9.50%-9.50% | -4.81%
Prior 7-Day Avg 6.70% | 10.73%13.60% | 22.79%
Current vs 7-Day Avg -11.68% | -6.85%-26.48% | -9.25%
Prior 7-Day Eod 7.47% | 11.05%11.05% | 21.73%
Current vs 7-Day Eod -20.80% | -9.50%-9.50% | -4.81%
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 12.73% | 24.75%
Calls: 9.75% | 20.40%
Puts: 15.70% | 29.10%
Current vs 7-Day Avg +30.04% | -34.70%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($28.06M) vs puts ($9.13M). Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (45,329 calls vs 17,945 puts).

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 18 of results (avg 8.6%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Sep 113.053.20$3.134.8%3560.4466
$145.00Oct 1610.8511.60$11.236.7%870.49219
$113.00Sep 1126.5028.80$27.658.3%--0.9022
$150.00Sep 111.001.09$1.058.6%1.3K0.19642
$114.00Sep 1125.5027.80$26.658.6%--0.9022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 164.204.40$4.304.7%940.214.2K
$145.00Oct 1614.7516.05$15.408.4%200.51397
$165.00Oct 1627.8530.55$29.209.2%--0.7129
$135.00Sep 111.591.75$1.679.6%4840.281.4K
$167.50Sep 2527.2530.00$28.639.6%--0.8219

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.73, cheapest $0.28)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 110.250.30$0.2817.9%1.1K0.061.0K
$165.00Sep 180.870.95$0.918.8%7.2K0.116.6K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 110.600.72$0.6618.2%7000.13807
$131.00Sep 110.740.85$0.8013.7%4200.15158
$132.00Sep 110.901.01$0.9611.5%1820.18116
$120.00Sep 180.680.83$0.7619.7%7470.0911.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 168 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1124.3526.80$25.589.6%11.0098
$118.00Sep 1121.4023.95$22.6711.2%--1.0020
$119.00Sep 1119.9023.50$21.7016.6%201.00--
$120.00Sep 1119.5021.90$20.7011.6%201.0035
$121.00Sep 1118.5520.85$19.7011.7%201.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 1123.1526.10$24.6312.0%--0.9611
$160.00Sep 1118.3520.90$19.6313.0%820.94113
$167.50Sep 1825.9528.95$27.4510.9%--0.94147
$165.00Sep 1823.7526.75$25.2511.9%--0.9186
$157.50Sep 1115.8518.50$17.1815.4%10.90114

Most actively traded options today. High liquidity = easy entry/exit. 302 active (total vol 45.1K, top 7.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 180.870.95$0.918.8%7.2K0.116.6K
$160.00Sep 181.261.40$1.3310.5%6.4K0.163.5K
$162.50Sep 180.991.27$1.1324.8%4.2K0.14174
$150.00Sep 183.003.90$3.4526.1%1.3K0.332.2K
$150.00Sep 111.001.09$1.058.6%1.3K0.19642
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 180.680.83$0.7619.7%7470.0911.9K
$130.00Sep 110.600.72$0.6618.2%7000.13807
$140.00Sep 113.504.05$3.7814.6%6030.48538
$120.00Oct 233.456.50$4.9761.4%5980.2221
$135.00Sep 111.591.75$1.679.6%4840.281.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 9.8%, max 17.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$148.00Sep 11Oct 2386.9%74.1%17.3%5323.9K
$136.00Sep 11Oct 976.2%65.9%15.8%11104
$146.00Sep 11Oct 984.3%73.5%14.7%5042.9K
$144.00Sep 11Oct 2383.7%73.6%13.7%620197
$150.00Sep 11Oct 2382.6%73.8%11.9%1.3K649
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 11Oct 287.2%75.2%15.9%24177
$148.00Sep 11Oct 986.9%76.4%13.8%71218
$146.00Sep 11Oct 2384.3%74.2%13.5%85114
$150.00Sep 11Oct 2382.6%73.8%11.9%215249
$141.00Sep 11Oct 2379.1%70.8%11.7%135109

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 196 found (best R:R 0.65, avg 2.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$135.00Oct 9$6.05$3.95$6.0575%0.65$131.05
$150.00$155.00Oct 23$1.28$3.72$1.2846%2.91$151.28
$160.00$165.00Oct 2$0.43$4.57$0.4328%10.63$160.43
$135.00$140.00Oct 16$2.10$2.90$2.1062%1.38$137.10
$150.00$155.00Oct 9$1.20$3.80$1.2042%3.17$151.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$120.00Oct 9$0.50$4.50$0.5024%9.00$124.50
$152.50$150.00Sep 18$1.30$1.20$1.3072%0.92$151.20
$145.00$144.00Sep 25$0.13$0.87$0.1355%6.69$144.87
$145.00$144.00Oct 2$0.20$0.80$0.2053%4.00$144.80
$145.00$144.00Sep 18$0.25$0.75$0.2558%3.00$144.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 1.63, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$148.00$149.00Sep 18$0.75$0.75$0.2563%3.00$148.75
$149.00$150.00Oct 9$0.75$0.75$0.2557%3.00$149.75
$142.00$143.00Sep 18$0.75$0.75$0.2550%3.00$142.75
$157.50$160.00Sep 25$0.87$0.87$1.6372%0.53$158.37
$162.50$165.00Sep 25$0.72$0.72$1.7877%0.40$163.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 16$3.10$3.10$1.9055%1.63$136.90
$120.00$115.00Oct 9$1.62$1.62$3.3880%0.48$118.38
$130.00$125.00Oct 9$2.15$2.15$2.8568%0.75$127.85
$125.00$120.00Oct 2$1.47$1.47$3.5377%0.42$123.53
$125.00$120.00Oct 23$1.71$1.71$3.2973%0.52$123.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $2.59, cheapest $2.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$146.00Sep 11Sep 18$2.5484.3%71.5%
$144.00Sep 11Sep 18$2.7283.7%71.6%
$145.00Sep 11Sep 18$2.6882.0%71.0%
$143.00Sep 11Sep 18$2.7580.2%69.5%
$137.00Sep 11Sep 18$2.6077.3%67.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$146.00Sep 11Sep 18$2.4584.3%71.5%
$144.00Sep 11Sep 18$2.5583.7%71.6%
$145.00Sep 11Sep 18$2.0582.0%71.0%
$143.00Sep 11Sep 18$2.5880.2%69.5%
$137.00Sep 11Sep 18$1.9477.3%67.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 110 found (cheapest 5.54% of stock, avg 13.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Sep 11$4.00$3.78$7.78$132.22$147.785.54%
$141.00Sep 11$3.58$4.30$7.88$133.12$148.885.62%
$139.00Sep 11$4.88$3.16$8.04$130.96$147.045.73%
$143.00Sep 11$2.80$5.30$8.10$134.90$151.105.77%
$142.00Sep 11$3.13$5.03$8.16$133.84$150.165.81%
$138.00Sep 11$5.40$2.83$8.23$129.77$146.235.86%
$137.00Sep 11$6.15$2.44$8.59$128.41$145.596.12%
$136.00Sep 11$6.65$2.03$8.68$127.32$144.686.19%
$144.00Sep 11$2.61$6.10$8.71$135.29$152.716.21%
$145.00Sep 11$2.20$6.85$9.05$135.95$154.056.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 3.01% of stock, avg 11.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$136.00Sep 11$2.20$2.03$4.23$131.77$149.23
$145.00$137.00Sep 11$2.20$2.44$4.64$132.36$149.64
$144.00$136.00Sep 11$2.61$2.03$4.64$131.36$148.64
$144.00$137.00Sep 11$2.61$2.44$5.05$131.95$149.05
$143.00$136.00Sep 11$2.80$2.03$4.83$131.17$147.83
$145.00$138.00Sep 11$2.20$2.83$5.03$132.97$150.03
$143.00$137.00Sep 11$2.80$2.44$5.24$131.76$148.24
$144.00$138.00Sep 11$2.61$2.83$5.44$132.56$149.44
$143.00$138.00Sep 11$2.80$2.83$5.63$132.37$148.63
$142.00$136.00Sep 11$3.13$2.03$5.16$130.84$147.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 77 found (best R:R 1.05, avg credit $0.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/116152/155Sep 11$1.28$1.2275%1.05$114.72$153.78
115/116150/152Sep 11$1.26$1.2471%1.02$114.74$151.26
133/134148/149Sep 11$0.67$0.3350%2.03$133.33$148.67
135/136148/149Sep 11$0.74$0.2643%2.85$135.26$148.74
126/127148/149Sep 11$0.50$0.5067%1.00$126.50$148.50
128/129148/149Sep 11$0.53$0.4763%1.13$128.47$148.53
132/133148/149Sep 11$0.59$0.4154%1.44$132.41$148.59
129/130148/149Sep 11$0.50$0.5061%1.00$129.50$148.50
130/131148/149Sep 11$0.52$0.4859%1.08$130.48$148.52
131/132148/149Sep 11$0.54$0.4657%1.17$131.46$148.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 148 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.08$4.9210%61.50
$155.00$157.50$160.00Sep 18$0.05$2.458%49.00
$152.50$155.00$157.50Oct 2$0.06$2.446%40.67
$120.00$125.00$130.00Sep 18$0.39$4.6115%11.82
$117.00$118.00$119.00Sep 11$0.06$0.946%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 25$0.17$4.8314%28.41
$115.00$120.00$125.00Sep 18$0.16$4.849%30.25
$120.00$125.00$130.00Oct 23$0.24$4.7611%19.83
$152.50$155.00$157.50Sep 18$0.09$2.4110%26.78
$157.50$160.00$162.50Sep 18$0.07$2.436%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. 60 found (best net $-0.08, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$157.50$160.001:2Sep 11-$0.01$2.49
$165.00$167.501:2Sep 11-$0.03$2.47
$152.50$155.001:2Sep 11-$0.32$2.18
$165.00$167.501:2Sep 18-$0.37$2.13
$150.00$152.501:2Sep 11-$0.59$1.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Sep 18-$0.08$4.92
$120.00$115.001:2Sep 18-$0.02$4.98
$125.00$120.001:2Sep 18-$0.23$4.77
$125.00$120.001:2Sep 25-$0.46$4.54
$120.00$115.001:2Oct 9-$0.54$4.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 95 found (best yield 7.13%, avg 3.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Oct 23$10.000.466.9%7.13%14.02%37
$145.00Oct 23$11.750.513.3%8.37%11.70%2516
$155.00Oct 23$7.750.4110.4%5.52%15.98%2--
$165.00Oct 23$5.600.3317.6%3.99%21.57%13--
$148.00Oct 23$10.000.485.5%7.13%12.59%1--
$142.00Oct 23$12.750.541.2%9.09%10.28%4011
$160.00Oct 23$6.450.3614.0%4.60%18.61%1077
$143.00Oct 23$12.050.531.9%8.59%10.49%4611
$144.00Oct 23$11.500.522.6%8.19%10.81%2656
$155.00Oct 16$7.550.3910.4%5.38%15.83%4672.5K

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 45,329
Total Puts 17,945
Put/Call Ratio 0.40
Net Difference 27,384

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 546,588
Total Puts 368,082
Average Put/Call Ratio 0.67
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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