Tour v527
MRNA
MODERNA INC
$143.97 +5.38%
$144.60 (+0.44%)🌙
as of 09/11 06:03 PM
9/11 18:03

Option Volume

Detail
Current (09/11) 190,445
Calls: 121,926 (64%)
Puts: 68,519 (36%)
Prior (09/10) 104,719
Calls: 75,715 (72%)
Puts: 29,004 (28%)
Current vs Prior +81.86%
Calls: +61.03% (Calls)
Puts: +136.24% (Puts)
Prior 7-Day Total 690,558
Calls: 464,158 (67%)
Puts: 226,400 (33%)
Prior 7-Day Average 98,651
Calls: 66,308 (67%)
Puts: 32,342 (33%)
Current vs Prior 7-Day Avg +93.05%
Calls: +83.88%
Puts: +111.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $64.74M
Calls: $45.90M (71%)
Puts: $18.84M (29%)
Prior (09/10) $41.53M
Calls: $32.39M (78%)
Puts: $9.14M (22%)
Current vs Prior +55.89%
Calls: +41.72%
Puts: +106.08%
Prior 7-Day Total $451.63M
Calls: $354.26M (78%)
Puts: $97.37M (22%)
Prior 7-Day Average $64.52M
Calls: $50.61M (78%)
Puts: $13.91M (22%)
Current vs Prior 7-Day Avg +0.35%
Calls: -9.31%
Puts: +35.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.56
Prior (09/10) 0.38
Current vs Prior +46.70%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +7.32%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 946,722
Calls: 424,285 (45%)
Puts: 522,437 (55%)
Prior (09/10) 932,193
Calls: 415,471 (45%)
Puts: 516,722 (55%)
Current vs Prior +1.56%
Prior 7-Day Total 6,537,921
Calls: 2,809,724 (43%)
Puts: 3,728,197 (57%)
Prior 7-Day Average 933,988
Calls: 401,389 (43%)
Puts: 532,599 (57%)
Current vs Prior 7-Day Avg +1.36%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 0.77% | 7.59%7.59% | 18.71%
Prior 3.43% | 8.22%8.22% | 18.34%
Current vs Prior +121.62% | +36.55%-7.64% | +1.98%
Prior 7-Day Avg 5.71% | 9.88%11.30% | 21.28%
Current vs 7-Day Avg +32.99% | +13.60%-32.80% | -12.08%
Prior 7-Day Eod 3.43% | 8.22%8.22% | 18.34%
Current vs 7-Day Eod +121.62% | +36.55%-7.64% | +1.98%
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 15.59% | 18.31%
Calls: 14.09% | 19.16%
Puts: 17.11% | 17.46%
Current vs 7-Day Avg +6.13% | -11.73%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($45.90M). Elevated premium activity with dollar volume up 56% vs prior. Above-average activity with volume up 82% vs prior. Volume explosion - 93% above 7-day average (190,445 vs avg 98,651).

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 51 of results (avg 6.2%, best 1.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 180.680.69$0.691.4%5.6K0.1011.6K
$160.00Sep 181.101.13$1.122.7%3.5K0.168.4K
$138.00Sep 188.508.75$8.632.9%1300.701.6K
$140.00Sep 187.257.50$7.383.4%5430.64863
$143.00Sep 185.655.85$5.753.5%1370.551.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Sep 186.206.35$6.282.4%4020.54122
$144.00Sep 185.105.25$5.182.9%2150.4848
$140.00Sep 183.303.40$3.353.0%1.2K0.361.2K
$145.00Sep 185.655.85$5.753.5%1.0K0.512.4K
$147.00Sep 186.807.05$6.933.6%4190.5760

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.56, cheapest $0.29)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 180.420.44$0.434.7%2.9K0.0710.9K
$172.50Sep 180.330.38$0.3613.9%7660.06149
$167.50Sep 180.520.60$0.5614.3%5590.08323
$165.00Sep 180.680.69$0.691.4%5.6K0.1011.6K
$162.50Sep 180.840.91$0.888.0%1.0K0.134.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 180.270.31$0.2913.8%530.0567
$125.00Sep 180.290.35$0.3218.8%9230.063.2K
$126.00Sep 180.380.43$0.4112.2%1070.0723
$127.00Sep 180.440.51$0.4814.6%610.0813
$130.00Sep 180.740.83$0.7811.5%9980.124.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 204 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Sep 1126.9530.05$28.5010.9%11.0026
$117.00Sep 1125.5529.05$27.3012.8%211.0026
$118.00Sep 1125.0528.05$26.5511.3%201.0032
$119.00Sep 1123.8527.05$25.4512.6%201.0023
$120.00Sep 1122.4026.05$24.2315.1%221.0034
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 1123.9527.45$25.7013.6%411.001
$172.50Sep 1126.4530.15$28.3013.1%21.00--
$160.00Sep 1113.9517.80$15.8824.2%221.002
$165.00Sep 1118.9522.75$20.8518.2%11.006
$155.00Sep 119.0012.05$10.5329.0%3521.0067

Most actively traded options today. High liquidity = easy entry/exit. 398 active (total vol 153.1K, top 10.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 110.000.01$0.01100.0%10.3K0.011.1K
$150.00Sep 182.883.10$2.997.4%8.2K0.352.4K
$149.00Sep 110.000.01$0.01100.0%6.6K0.01386
$148.00Sep 110.000.01$0.01100.0%6.5K0.013.1K
$165.00Sep 180.680.69$0.691.4%5.6K0.1011.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 110.000.01$0.01100.0%5.8K0.01716
$146.00Sep 111.802.27$2.0423.0%3.9K0.82104
$145.00Sep 110.951.24$1.1026.4%3.8K0.94368
$143.00Sep 110.000.04$0.02200.0%3.1K0.07189
$148.00Sep 113.904.20$4.057.4%3.0K0.99188

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 174.1%, max 174.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Sep 11Oct 23201.4%73.5%174.1%3.0K1.5K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Sep 11Oct 23201.4%73.5%174.1%3.9K106

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 211 found (best R:R 0.59, avg 2.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$131.00Oct 23$6.92$4.08$6.9281%0.59$126.92
$160.00$165.00Oct 2$0.61$4.39$0.6131%7.20$160.61
$155.00$157.50Oct 2$0.13$2.37$0.1338%18.23$155.13
$155.00$157.50Oct 9$0.25$2.25$0.2540%9.00$155.25
$150.00$155.00Oct 16$1.52$3.48$1.5247%2.29$151.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$165.00Sep 18$1.52$0.98$1.5292%0.64$165.98
$152.50$150.00Sep 25$0.87$1.63$0.8763%1.87$151.63
$150.00$149.00Oct 9$0.13$0.87$0.1354%6.69$149.87
$133.00$130.00Oct 23$0.55$2.45$0.5532%4.45$132.45
$146.00$145.00Oct 23$0.15$0.85$0.1547%5.67$145.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 4.88, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$162.50$165.00Sep 25$0.95$0.95$1.5574%0.61$163.45
$149.00$150.00Oct 9$0.78$0.78$0.2252%3.55$149.78
$146.00$147.00Sep 25$0.78$0.78$0.2249%3.55$146.78
$150.00$152.50Oct 2$1.35$1.35$1.1554%1.17$151.35
$149.00$150.00Oct 2$0.70$0.70$0.3052%2.33$149.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$127.00$126.00Sep 25$0.83$0.83$0.1785%4.88$126.17
$125.00$120.00Oct 16$1.55$1.55$3.4578%0.45$123.45
$139.00$137.00Oct 9$1.35$1.35$0.6562%2.08$137.65
$117.00$116.00Sep 25$0.63$0.63$0.3790%1.70$116.37
$122.00$121.00Sep 25$0.66$0.66$0.3487%1.94$121.34

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.00, cheapest $4.99)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$144.00Sep 11Sep 18$4.9966.9%65.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$144.00Sep 11Sep 18$5.0066.9%65.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 132 found (cheapest 0.31% of stock, avg 12.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$144.00Sep 11$0.26$0.18$0.44$143.56$144.440.31%
$143.00Sep 11$0.93$0.02$0.95$142.05$143.950.66%
$145.00Sep 11$0.02$1.10$1.12$143.88$146.120.78%
$142.00Sep 11$1.99$0.01$2.00$140.00$144.001.39%
$146.00Sep 11$0.21$2.04$2.25$143.75$148.251.56%
$141.00Sep 11$2.93$0.03$2.96$138.04$143.962.06%
$147.00Sep 11$0.03$3.03$3.06$143.94$150.062.13%
$148.00Sep 11$0.01$4.05$4.06$143.94$152.062.82%
$140.00Sep 11$4.13$0.01$4.14$135.86$144.142.88%
$149.00Sep 11$0.01$4.88$4.89$144.11$153.893.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.03% of stock, avg 10.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$143.00Sep 11$0.02$0.02$0.04$142.96$145.04
$146.00$143.00Sep 11$0.21$0.02$0.23$142.77$146.23
$144.00$143.00Sep 11$0.26$0.02$0.28$142.72$144.28
$145.00$121.00Sep 11$0.02$0.93$0.95$120.05$145.95
$146.00$121.00Sep 11$0.21$0.93$1.14$119.86$147.14
$144.00$121.00Sep 11$0.26$0.93$1.19$119.81$145.19
$149.00$140.00Sep 18$3.30$3.35$6.65$133.35$155.65
$149.00$141.00Sep 18$3.30$3.78$7.08$133.92$156.08
$148.00$140.00Sep 18$3.65$3.35$7.00$133.00$155.00
$148.00$141.00Sep 18$3.65$3.78$7.43$133.57$155.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 93 found (best R:R 2.47, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
126/127162/165Sep 25$1.78$0.7259%2.47$125.22$164.28
116/117162/165Sep 25$1.58$0.9264%1.72$115.42$164.08
131/133162/165Sep 25$1.93$0.5749%3.39$131.07$164.43
121/122162/165Sep 25$1.61$0.8962%1.81$120.39$164.11
126/127165/168Sep 25$1.30$1.2064%1.08$125.70$166.30
123/124162/165Sep 25$1.29$1.2162%1.07$122.71$163.79
116/117165/168Sep 25$1.10$1.4070%0.79$115.90$166.10
131/133165/168Sep 25$1.45$1.0554%1.38$131.55$166.45
121/122165/168Sep 25$1.13$1.3767%0.82$120.87$166.13
134/135162/165Sep 25$1.63$0.8746%1.87$133.37$164.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 141 found (best R:R 1.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$143.00$144.00$145.00Sep 11$0.43$0.5792%1.33
$120.00$125.00$130.00Oct 2$0.14$4.8613%34.71
$140.00$145.00$150.00Oct 16$0.23$4.7713%20.74
$125.00$130.00$135.00Oct 16$0.23$4.7712%20.74
$160.00$165.00$170.00Oct 16$0.17$4.839%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$142.00$143.00$144.00Sep 11$0.15$0.8552%5.67
$125.00$130.00$135.00Oct 16$0.25$4.7512%19.00
$157.50$160.00$162.50Sep 18$0.07$2.437%34.71
$143.00$144.00$145.00Sep 11$0.76$0.2486%0.32
$132.00$133.00$134.00Sep 18$0.06$0.944%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-0.16, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$165.001:2Sep 11$0.00$2.50
$150.00$152.501:2Sep 11-$0.01$2.49
$152.50$155.001:2Sep 11-$0.01$2.49
$155.00$157.501:2Sep 11-$0.01$2.49
$157.50$160.001:2Sep 11-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$146.00$145.001:2Sep 11-$0.16$0.84
$117.00$116.001:2Sep 25$0.00$1.00
$143.00$142.001:2Sep 11$0.00$1.00
$124.00$120.001:2Oct 2-$0.45$3.55
$118.00$117.001:2Sep 18-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 83 found (best yield 6.39%, avg 3.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Oct 23$9.200.457.7%6.39%14.05%1817
$150.00Oct 23$11.100.504.2%7.71%11.90%77207
$157.50Oct 23$8.400.429.4%5.83%15.23%69
$160.00Oct 23$7.550.4011.1%5.24%16.38%779
$167.50Oct 23$5.850.3416.3%4.06%20.41%21
$165.00Oct 23$6.250.3614.6%4.34%18.95%37
$152.50Oct 23$9.800.475.9%6.81%12.73%112
$148.00Oct 23$11.650.522.8%8.09%10.89%1351
$149.00Oct 23$11.150.513.5%7.74%11.24%52--
$145.00Oct 23$13.000.550.7%9.03%9.75%241137

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 121,926
Total Puts 68,519
Put/Call Ratio 0.56
Net Difference 53,407

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 464,158
Total Puts 226,400
Average Put/Call Ratio 0.52
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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