Tour v527
MRNA
MODERNA INC
$135.61 -3.36%
$135.68 (+0.05%)🌙
as of 09/09 06:03 PM
9/9 18:03

Option Volume

Detail
Current (09/09) 55,802
Calls: 30,964 (55%)
Puts: 24,838 (45%)
Prior (09/08) 63,274
Calls: 45,329 (72%)
Puts: 17,945 (28%)
Current vs Prior -11.81%
Calls: -31.69% (Calls)
Puts: +38.41% (Puts)
Prior 7-Day Total 795,867
Calls: 504,725 (63%)
Puts: 291,142 (37%)
Prior 7-Day Average 113,695
Calls: 72,103 (63%)
Puts: 41,591 (37%)
Current vs Prior 7-Day Avg -50.92%
Calls: -57.06%
Puts: -40.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/09) $30.93M
Calls: $18.49M (60%)
Puts: $12.44M (40%)
Prior (09/08) $37.19M
Calls: $28.06M (75%)
Puts: $9.13M (25%)
Current vs Prior -16.82%
Calls: -34.10%
Puts: +36.25%
Prior 7-Day Total $546.63M
Calls: $426.07M (78%)
Puts: $120.55M (22%)
Prior 7-Day Average $78.09M
Calls: $60.87M (78%)
Puts: $17.22M (22%)
Current vs Prior 7-Day Avg -60.39%
Calls: -69.62%
Puts: -27.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09) 0.80
Prior (09/08) 0.40
Current vs Prior +102.62%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +40.10%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/09) 920,235
Calls: 410,021 (45%)
Puts: 510,214 (55%)
Prior (09/08) 896,172
Calls: 391,006 (44%)
Puts: 505,166 (56%)
Current vs Prior +2.69%
Prior 7-Day Total 6,604,320
Calls: 2,768,376 (42%)
Puts: 3,835,944 (58%)
Prior 7-Day Average 943,474
Calls: 395,482 (42%)
Puts: 547,992 (58%)
Current vs Prior 7-Day Avg -2.46%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 4.72% | 8.78%8.78% | 19.73%
Prior 5.91% | 10.00%10.00% | 20.69%
Current vs Prior -20.21% | -12.23%-12.23% | -4.61%
Prior 7-Day Avg 6.93% | 10.79%12.84% | 22.42%
Current vs 7-Day Avg -31.90% | -18.65%-31.68% | -11.97%
Prior 7-Day Eod 5.91% | 10.00%10.00% | 20.69%
Current vs 7-Day Eod -20.21% | -12.23%-12.23% | -4.61%
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 13.68% | 22.60%
Calls: 11.20% | 19.99%
Puts: 16.17% | 25.22%
Current vs 7-Day Avg +20.95% | -28.50%
Liquidity Expensive
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🤖 AI Insights

P/C ratio rising 103% - 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 103 of results (avg 5.0%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Sep 181.241.26$1.251.6%1660.16524
$125.00Sep 1812.5012.75$12.632.0%10.80154
$146.00Sep 110.430.44$0.442.3%1990.113.0K
$145.00Sep 182.502.56$2.532.4%4920.29921
$140.00Sep 183.954.05$4.002.5%1680.41626
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Sep 110.630.64$0.641.6%2980.15134
$140.00Sep 115.655.75$5.701.8%3430.70852
$146.00Sep 1812.4012.65$12.532.0%200.73121
$130.00Sep 110.981.00$0.992.0%5860.22953
$142.00Sep 117.207.35$7.282.1%810.78245

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 22 found (avg $0.54, cheapest $0.21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 110.200.22$0.219.5%8950.06973
$149.00Sep 110.240.26$0.258.0%3620.07126
$148.00Sep 110.290.31$0.306.7%5970.084.1K
$147.00Sep 110.350.37$0.365.6%2200.102.6K
$146.00Sep 110.430.44$0.442.3%1990.113.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Sep 110.180.20$0.1910.5%970.0540
$124.00Sep 110.240.26$0.258.0%540.0730
$125.00Sep 110.300.33$0.329.4%3090.08684
$126.00Sep 110.390.41$0.405.0%1530.10881
$127.00Sep 110.490.52$0.515.9%1200.1242

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 171 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 1125.0027.75$26.3810.4%--0.9923
$115.00Sep 1119.5522.15$20.8512.5%30.9997
$116.00Sep 1118.4521.75$20.1016.4%--0.9926
$120.00Sep 1114.8017.15$15.9814.7%90.9840
$121.00Sep 1113.5016.90$15.2022.4%120.9720
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1118.2020.55$19.3812.1%41.00122
$157.50Sep 1120.6023.30$21.9512.3%31.00115
$160.00Sep 1122.8025.85$24.3312.5%31.0065
$152.50Sep 1115.6518.25$16.9515.3%110.9593
$150.00Sep 1112.8015.00$13.9015.8%1660.94297

Most actively traded options today. High liquidity = easy entry/exit. 306 active (total vol 33.9K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 111.371.42$1.403.6%1.3K0.30451
$145.00Sep 110.520.54$0.533.8%1.2K0.14635
$150.00Oct 166.507.00$6.757.4%1.2K0.37596
$144.00Sep 110.630.65$0.643.1%9830.16355
$160.00Sep 180.630.65$0.643.1%9550.098.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 183.103.25$3.184.7%2.7K0.323.1K
$115.00Sep 180.450.46$0.462.2%1.6K0.071.0K
$135.00Sep 112.542.71$2.636.5%5940.451.3K
$130.00Sep 110.981.00$0.992.0%5860.22953
$110.00Sep 180.140.25$0.2055.0%5720.038.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 8.1%, max 19.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Sep 11Oct 1678.9%66.0%19.6%372.3K
$133.00Sep 11Oct 2377.0%69.1%11.4%12512
$136.00Sep 11Oct 2375.3%69.0%9.3%8327
$143.00Sep 11Oct 2378.7%73.1%7.7%289328
$144.00Sep 11Oct 2379.4%74.1%7.2%985469
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Sep 11Oct 979.4%70.4%12.8%49136
$134.00Sep 11Oct 2377.2%69.2%11.5%123303
$133.00Sep 11Oct 2377.0%69.1%11.4%275169
$138.00Sep 11Oct 976.7%68.8%11.4%254131
$141.00Sep 11Oct 977.3%70.1%10.2%61168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 195 found (best R:R 0.65, avg 3.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$133.00Oct 9$7.87$5.13$7.8778%0.65$127.87
$150.00$155.00Oct 16$0.75$4.25$0.7537%5.67$150.75
$130.00$133.00Sep 25$1.13$1.87$1.1365%1.65$131.13
$120.00$125.00Oct 2$3.20$1.80$3.2080%0.56$123.20
$155.00$160.00Oct 23$0.98$4.02$0.9836%4.10$155.98
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$147.00$146.00Sep 11$0.17$0.83$0.1791%4.88$146.83
$152.50$150.00Sep 18$1.47$1.03$1.4784%0.70$151.03
$150.00$149.00Sep 11$0.38$0.62$0.3894%1.63$149.62
$142.00$140.00Oct 23$0.45$1.55$0.4552%3.44$141.55
$144.00$143.00Sep 11$0.33$0.67$0.3384%2.03$143.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 1.38, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$139.00$140.00Oct 2$0.90$0.90$0.1050%9.00$139.90
$141.00$142.00Sep 25$0.83$0.83$0.1757%4.88$141.83
$140.00$141.00Oct 23$0.83$0.83$0.1749%4.88$140.83
$140.00$141.00Oct 9$0.75$0.75$0.2551%3.00$140.75
$150.00$152.50Sep 25$0.90$0.90$1.6070%0.56$150.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$125.00Oct 23$2.90$2.90$2.1062%1.38$127.10
$130.00$125.00Oct 9$2.62$2.62$2.3863%1.10$127.38
$130.00$125.00Oct 2$2.43$2.43$2.5764%0.95$127.57
$125.00$120.00Oct 23$2.15$2.15$2.8568%0.75$122.85
$135.00$130.00Oct 16$2.73$2.73$2.2756%1.20$132.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $2.70, cheapest $2.63)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$134.00Sep 11Sep 18$2.7577.2%67.3%
$133.00Sep 11Sep 18$2.7577.0%67.4%
$135.00Sep 11Sep 18$2.7476.0%67.2%
$139.00Sep 11Sep 18$2.6676.6%68.4%
$140.00Sep 11Sep 18$2.6076.8%68.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$134.00Sep 11Sep 18$2.6377.2%67.3%
$133.00Sep 11Sep 18$2.5777.0%67.4%
$135.00Sep 11Sep 18$2.7076.0%67.2%
$139.00Sep 11Sep 18$2.5576.6%68.4%
$138.00Sep 11Sep 18$2.7776.7%68.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 112 found (cheapest 4.36% of stock, avg 12.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$136.00Sep 11$2.84$3.07$5.91$130.09$141.914.36%
$135.00Sep 11$3.33$2.63$5.96$129.04$140.964.39%
$134.00Sep 11$3.90$2.22$6.12$127.88$140.124.51%
$137.00Sep 11$2.42$3.70$6.12$130.88$143.124.51%
$133.00Sep 11$4.50$1.83$6.33$126.67$139.334.67%
$138.00Sep 11$2.04$4.33$6.37$131.63$144.374.70%
$132.00Sep 11$5.18$1.51$6.69$125.31$138.694.93%
$139.00Sep 11$1.69$5.00$6.69$132.31$145.694.93%
$131.00Sep 11$5.90$1.21$7.11$123.89$138.115.24%
$140.00Sep 11$1.40$5.70$7.10$132.90$147.105.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.92% of stock, avg 10.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$131.00Sep 11$1.40$1.21$2.61$128.39$142.61
$140.00$132.00Sep 11$1.40$1.51$2.91$129.09$142.91
$139.00$131.00Sep 11$1.69$1.21$2.90$128.10$141.90
$139.00$132.00Sep 11$1.69$1.51$3.20$128.80$142.20
$140.00$133.00Sep 11$1.40$1.83$3.23$129.77$143.23
$139.00$133.00Sep 11$1.69$1.83$3.52$129.48$142.52
$138.00$131.00Sep 11$2.04$1.21$3.25$127.75$141.25
$138.00$132.00Sep 11$2.04$1.51$3.55$128.45$141.55
$140.00$134.00Sep 11$1.40$2.22$3.62$130.38$143.62
$138.00$133.00Sep 11$2.04$1.83$3.87$129.13$141.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 81 found (best R:R 5.67, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
111/112143/144Sep 11$0.85$0.1571%5.67$111.15$143.85
111/112144/145Sep 11$0.82$0.1874%4.56$111.18$144.82
111/112142/143Sep 11$0.88$0.1268%7.33$111.12$142.88
110/111143/144Sep 11$0.46$0.5476%0.85$110.54$143.46
110/111140/141Sep 11$0.57$0.4365%1.33$110.43$140.57
110/111144/145Sep 11$0.43$0.5779%0.75$110.57$144.43
110/111142/143Sep 11$0.49$0.5173%0.96$110.51$142.49
110/111139/140Sep 11$0.61$0.3961%1.56$110.39$139.61
110/111141/142Sep 11$0.52$0.4869%1.08$110.48$141.52
116/117143/144Sep 11$0.26$0.7478%0.35$116.74$143.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 131 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Oct 16$0.18$4.8212%26.78
$110.00$115.00$120.00Oct 16$0.17$4.8310%28.41
$150.00$152.50$155.00Sep 18$0.08$2.426%30.25
$155.00$157.50$160.00Sep 18$0.06$2.444%40.67
$138.00$139.00$140.00Sep 11$0.06$0.949%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 25$0.06$4.9418%82.33
$115.00$120.00$125.00Oct 2$0.10$4.9013%49.00
$130.00$135.00$140.00Oct 16$0.30$4.7013%15.67
$110.00$115.00$120.00Sep 18$0.20$4.809%24.00
$120.00$125.00$130.00Sep 18$0.54$4.4620%8.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-4.56, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$133.001:2Oct 9-$4.56$8.44
$155.00$157.501:2Sep 11-$0.05$2.45
$152.50$155.001:2Sep 11-$0.08$2.42
$157.50$160.001:2Sep 11-$0.05$2.45
$150.00$152.501:2Sep 11-$0.15$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Sep 18-$0.38$4.62
$125.00$120.001:2Sep 25-$0.32$4.68
$125.00$120.001:2Sep 18-$0.06$4.94
$120.00$115.001:2Sep 18$0.00$5.00
$115.00$110.001:2Sep 25-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 112 found (best yield 8.04%, avg 3.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Oct 23$10.900.513.2%8.04%11.27%1330
$144.00Oct 23$9.200.476.2%6.78%12.97%2114
$145.00Oct 23$8.750.466.9%6.45%13.38%16133
$143.00Oct 23$9.200.485.5%6.78%12.23%--10
$142.00Oct 23$9.400.494.7%6.93%11.64%--20
$139.00Oct 23$10.600.522.5%7.82%10.32%131
$152.50Oct 23$5.950.3812.4%4.39%16.84%1--
$141.00Oct 23$9.650.504.0%7.12%11.09%--16
$160.00Oct 23$4.500.3218.0%3.32%21.30%478
$155.00Oct 23$5.400.3514.3%3.98%18.28%172

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 30,964
Total Puts 24,838
Put/Call Ratio 0.80
Net Difference 6,126

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 504,725
Total Puts 291,142
Average Put/Call Ratio 0.57
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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