Tour v527
MRNA
MODERNA INC
$136.62 +0.74%
$135.66 (-0.70%)🌙
as of 09/10 06:03 PM
9/10 18:03

Option Volume

Detail
Current (09/10) 104,719
Calls: 75,715 (72%)
Puts: 29,004 (28%)
Prior (09/09) 55,802
Calls: 30,964 (55%)
Puts: 24,838 (45%)
Current vs Prior +87.66%
Calls: +144.53% (Calls)
Puts: +16.77% (Puts)
Prior 7-Day Total 667,389
Calls: 438,303 (66%)
Puts: 229,086 (34%)
Prior 7-Day Average 95,341
Calls: 62,614 (66%)
Puts: 32,726 (34%)
Current vs Prior 7-Day Avg +9.84%
Calls: +20.92%
Puts: -11.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/10) $41.53M
Calls: $32.39M (78%)
Puts: $9.14M (22%)
Prior (09/09) $30.93M
Calls: $18.49M (60%)
Puts: $12.44M (40%)
Current vs Prior +34.27%
Calls: +75.17%
Puts: -26.51%
Prior 7-Day Total $468.10M
Calls: $365.65M (78%)
Puts: $102.44M (22%)
Prior 7-Day Average $66.87M
Calls: $52.24M (78%)
Puts: $14.63M (22%)
Current vs Prior 7-Day Avg -37.89%
Calls: -38.00%
Puts: -37.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 0.38
Prior (09/09) 0.80
Current vs Prior -52.25%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -31.56%
Sentiment BULLISH

Open Interest

Detail
Current (09/10) 932,193
Calls: 415,471 (45%)
Puts: 516,722 (55%)
Prior (09/09) 920,235
Calls: 410,021 (45%)
Puts: 510,214 (55%)
Current vs Prior +1.30%
Prior 7-Day Total 6,494,176
Calls: 2,756,990 (42%)
Puts: 3,737,186 (58%)
Prior 7-Day Average 927,739
Calls: 393,855 (42%)
Puts: 533,883 (58%)
Current vs Prior 7-Day Avg +0.48%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 3.43% | 8.22%8.22% | 18.34%
Prior 4.72% | 8.78%8.78% | 19.73%
Current vs Prior -27.42% | -6.33%-6.33% | -7.05%
Prior 7-Day Avg 6.36% | 10.36%12.08% | 21.98%
Current vs 7-Day Avg -46.18% | -20.66%-31.98% | -16.55%
Prior 7-Day Eod 4.72% | 8.78%8.78% | 19.73%
Current vs 7-Day Eod -27.42% | -6.33%-6.33% | -7.05%
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 14.64% | 20.45%
Calls: 12.64% | 19.58%
Puts: 16.64% | 21.34%
Current vs 7-Day Avg +13.06% | -20.99%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($32.39M) vs puts ($9.14M). Above-average activity with volume up 88% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (75,715 calls vs 29,004 puts). P/C ratio dropping 52% - 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 92 of results (avg 6.0%, best 1.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 181.061.08$1.071.9%5250.141.3K
$152.50Sep 181.311.34$1.332.3%7490.17563
$150.00Sep 181.631.67$1.652.4%7210.212.4K
$134.00Sep 113.653.75$3.702.7%2060.7012
$160.00Sep 180.720.74$0.732.7%5370.108.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Sep 116.706.80$6.751.5%1110.86204
$145.00Sep 1810.6010.85$10.732.3%580.702.4K
$142.00Sep 115.805.95$5.882.6%590.82229
$141.00Sep 115.005.15$5.083.0%420.78153
$140.00Sep 187.107.35$7.233.5%2740.581.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 24 found (avg $0.51, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Sep 110.160.18$0.1711.8%2.6K0.062.6K
$148.00Sep 110.130.15$0.1414.3%3.9K0.054.2K
$146.00Sep 110.200.22$0.219.5%3.4K0.083.0K
$145.00Sep 110.250.27$0.267.7%9260.09693
$144.00Sep 110.320.34$0.336.1%6300.12909
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Sep 110.140.16$0.1513.3%2590.06323
$129.00Sep 110.200.23$0.2213.6%1.4K0.08167
$130.00Sep 110.280.30$0.296.9%2.0K0.11979
$131.00Sep 110.390.43$0.419.8%3630.14435
$132.00Sep 110.530.62$0.5715.8%4720.19409

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 198 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 1124.7028.00$26.3512.5%11.0023
$115.00Sep 1120.0023.10$21.5514.4%141.00100
$116.00Sep 1118.7022.05$20.3816.4%21.0026
$117.00Sep 1118.4021.05$19.7313.4%31.0025
$118.00Sep 1117.5520.10$18.8313.5%101.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 1122.1525.05$23.6012.3%110.9964
$157.50Sep 1120.1522.80$21.4812.3%--0.98114
$162.50Sep 1124.3527.65$26.0012.7%20.973
$152.50Sep 1114.8517.65$16.2517.2%--0.9791
$155.00Sep 1117.0020.00$18.5016.2%120.97121

Most actively traded options today. High liquidity = easy entry/exit. 360 active (total vol 74.3K, top 7.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 110.020.20$0.11163.6%7.5K0.037.4K
$148.00Sep 110.130.15$0.1414.3%3.9K0.054.2K
$146.00Sep 110.200.22$0.219.5%3.4K0.083.0K
$152.50Sep 110.070.12$0.1050.0%2.9K0.033.2K
$147.00Sep 110.160.18$0.1711.8%2.6K0.062.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 181.241.29$1.273.9%2.7K0.172.0K
$130.00Sep 110.280.30$0.296.9%2.0K0.11979
$129.00Sep 110.200.23$0.2213.6%1.4K0.08167
$110.00Sep 180.100.24$0.1782.4%1.1K0.037.8K
$126.00Sep 110.040.12$0.08100.0%1.1K0.03955

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 11.4%, max 17.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Sep 11Oct 2379.1%67.4%17.4%33310
$134.00Sep 11Oct 2376.8%66.2%15.9%45166
$142.00Sep 11Oct 2382.2%72.5%13.4%665389
$133.00Sep 11Oct 2377.6%68.5%13.3%65351
$136.00Sep 11Oct 2376.0%68.5%11.0%66650
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Sep 11Oct 2379.1%67.4%17.4%482409
$134.00Sep 11Oct 2376.8%66.2%15.9%466340
$142.00Sep 11Oct 2382.2%72.5%13.4%59240
$133.00Sep 11Oct 2377.6%68.5%13.3%338225
$138.00Sep 11Oct 276.5%67.9%12.8%87160

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 211 found (best R:R 0.50, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$129.00Oct 2$6.00$3.00$6.0082%0.50$126.00
$150.00$155.00Oct 9$0.75$4.25$0.7535%5.67$150.75
$140.00$145.00Oct 16$1.45$3.55$1.4549%2.45$141.45
$125.00$130.00Oct 16$2.60$2.40$2.6070%0.92$127.60
$145.00$150.00Oct 23$1.40$3.60$1.4045%2.57$146.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$157.50Sep 18$1.50$1.00$1.5089%0.67$158.50
$144.00$143.00Sep 11$0.33$0.67$0.3388%2.03$143.67
$120.00$115.00Oct 2$0.37$4.63$0.3718%12.51$119.63
$145.00$144.00Sep 25$0.35$0.65$0.3565%1.86$144.65
$141.00$140.00Oct 9$0.27$0.73$0.2753%2.70$140.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 1.63, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$157.50Oct 9$1.34$1.34$1.1669%1.16$156.34
$144.00$145.00Oct 9$0.89$0.89$0.1158%8.09$144.89
$142.00$144.00Oct 9$1.36$1.36$0.6454%2.12$143.36
$142.00$143.00Sep 25$0.86$0.86$0.1458%6.14$142.86
$149.00$150.00Oct 2$0.75$0.75$0.2566%3.00$149.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$130.00Oct 16$3.10$3.10$1.9056%1.63$131.90
$120.00$115.00Oct 9$1.45$1.45$3.5578%0.41$118.55
$126.00$125.00Sep 25$0.83$0.83$0.1774%4.88$125.17
$114.00$113.00Sep 11$0.65$0.65$0.3590%1.86$113.35
$130.00$127.00Oct 23$1.61$1.61$1.3963%1.16$128.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.19, cheapest $2.91)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$134.00Sep 11Sep 18$2.9876.8%65.3%
$139.00Sep 11Sep 18$3.2178.1%67.2%
$135.00Sep 11Sep 18$3.2175.8%65.9%
$138.00Sep 11Sep 18$3.2976.5%66.9%
$136.00Sep 11Sep 18$3.3676.0%66.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$134.00Sep 11Sep 18$2.9176.8%65.3%
$139.00Sep 11Sep 18$3.1778.1%67.2%
$135.00Sep 11Sep 18$3.0975.8%65.9%
$138.00Sep 11Sep 18$3.2676.5%66.9%
$136.00Sep 11Sep 18$3.2176.0%66.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 137 found (cheapest 3.03% of stock, avg 11.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$137.00Sep 11$1.88$2.26$4.14$132.86$141.143.03%
$136.00Sep 11$2.42$1.79$4.21$131.79$140.213.08%
$135.00Sep 11$2.97$1.36$4.33$130.67$139.333.17%
$138.00Sep 11$1.49$2.84$4.33$133.67$142.333.17%
$139.00Sep 11$1.17$3.53$4.70$134.30$143.703.44%
$134.00Sep 11$3.70$1.04$4.74$129.26$138.743.47%
$140.00Sep 11$0.90$4.28$5.18$134.82$145.183.79%
$133.00Sep 11$4.43$0.77$5.20$127.80$138.203.81%
$132.00Sep 11$5.20$0.57$5.77$126.23$137.774.22%
$141.00Sep 11$0.70$5.08$5.78$135.22$146.784.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.93% of stock, avg 9.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$141.00$132.00Sep 11$0.70$0.57$1.27$130.73$142.27
$141.00$133.00Sep 11$0.70$0.77$1.47$131.53$142.47
$140.00$132.00Sep 11$0.90$0.57$1.47$130.53$141.47
$140.00$133.00Sep 11$0.90$0.77$1.67$131.33$141.67
$141.00$134.00Sep 11$0.70$1.04$1.74$132.26$142.74
$140.00$134.00Sep 11$0.90$1.04$1.94$132.06$141.94
$139.00$132.00Sep 11$1.17$0.57$1.74$130.26$140.74
$139.00$133.00Sep 11$1.17$0.77$1.94$131.06$140.94
$139.00$134.00Sep 11$1.17$1.04$2.21$131.79$141.21
$141.00$135.00Sep 11$0.70$1.36$2.06$132.94$143.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 3.55, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
113/114142/143Sep 11$0.78$0.2272%3.55$113.22$142.78
113/114141/142Sep 11$0.81$0.1967%4.26$113.19$141.81
113/114140/141Sep 11$0.85$0.1562%5.67$113.15$140.85
115/116148/149Sep 25$0.85$0.1556%5.67$115.15$148.85
110/111155/158Sep 25$0.98$1.5270%0.64$110.02$155.98
110/111152/155Sep 25$1.07$1.4366%0.75$109.93$153.57
116/118149/150Sep 25$1.08$0.9256%1.17$116.92$150.08
125/126155/158Sep 25$1.38$1.1252%1.23$124.62$156.38
125/126152/155Sep 25$1.47$1.0348%1.43$124.53$153.97
110/111142/143Sep 11$0.39$0.6178%0.64$110.61$142.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 141 found (best R:R 16.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.15$4.8510%32.33
$150.00$152.50$155.00Sep 18$0.06$2.447%40.67
$138.00$139.00$140.00Sep 11$0.05$0.9513%19.00
$152.50$155.00$157.50Sep 25$0.09$2.418%26.78
$137.00$138.00$139.00Sep 11$0.07$0.9314%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Oct 2$0.29$4.7116%16.24
$155.00$157.50$160.00Sep 25$0.05$2.456%49.00
$110.00$115.00$120.00Oct 16$0.22$4.7810%21.73
$138.00$139.00$140.00Sep 11$0.06$0.9413%15.67
$132.00$133.00$134.00Sep 11$0.07$0.9311%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-0.49, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$157.50$160.001:2Sep 11-$0.01$2.49
$155.00$157.501:2Sep 11-$0.07$2.43
$150.00$152.501:2Sep 11-$0.10$2.40
$148.00$149.001:2Sep 11-$0.08$0.92
$152.50$155.001:2Sep 11-$0.12$2.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Oct 9-$0.49$4.51
$124.00$120.001:2Sep 25-$0.48$3.52
$117.00$116.001:2Sep 18$0.00$1.00
$118.00$117.001:2Sep 11$0.00$1.00
$115.00$110.001:2Oct 2-$0.53$4.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 102 found (best yield 7.17%, avg 3.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$144.00Oct 23$9.800.475.4%7.17%12.58%4113
$150.00Oct 23$7.850.409.8%5.75%15.54%2028
$145.00Oct 23$8.600.456.1%6.29%12.43%1137
$141.00Oct 23$10.050.503.2%7.36%10.56%--16
$143.00Oct 23$9.200.474.7%6.73%11.40%--10
$140.00Oct 23$10.400.512.5%7.61%10.09%--30
$155.00Oct 23$5.650.3513.4%4.14%17.59%215
$152.50Oct 23$6.200.3711.6%4.54%16.16%21
$145.00Oct 16$8.050.446.1%5.89%12.03%29245
$142.00Oct 23$9.100.483.9%6.66%10.60%--20

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 75,715
Total Puts 29,004
Put/Call Ratio 0.38
Net Difference 46,711

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 438,303
Total Puts 229,086
Average Put/Call Ratio 0.56
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All