Tour v527
MRNA
MODERNA INC
$146.69 +1.89%
$146.25 (-0.30%)🌙
as of 09/14 06:03 PM
9/14 18:03

Option Volume

Detail
Current (09/14) 79,032
Calls: 47,568 (60%)
Puts: 31,464 (40%)
Prior (09/11) 190,445
Calls: 121,926 (64%)
Puts: 68,519 (36%)
Current vs Prior -58.50%
Calls: -60.99% (Calls)
Puts: -54.08% (Puts)
Prior 7-Day Total 727,171
Calls: 478,208 (66%)
Puts: 248,963 (34%)
Prior 7-Day Average 103,881
Calls: 68,315 (66%)
Puts: 35,566 (34%)
Current vs Prior 7-Day Avg -23.92%
Calls: -30.37%
Puts: -11.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/14) $61.51M
Calls: $46.84M (76%)
Puts: $14.66M (24%)
Prior (09/11) $64.74M
Calls: $45.90M (71%)
Puts: $18.84M (29%)
Current vs Prior -4.99%
Calls: +2.06%
Puts: -22.18%
Prior 7-Day Total $368.09M
Calls: $270.34M (73%)
Puts: $97.76M (27%)
Prior 7-Day Average $52.58M
Calls: $38.62M (73%)
Puts: $13.97M (27%)
Current vs Prior 7-Day Avg +16.97%
Calls: +21.30%
Puts: +5.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/14) 0.66
Prior (09/11) 0.56
Current vs Prior +17.70%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +21.80%
Sentiment BULLISH

Open Interest

Detail
Current (09/14) 899,939
Calls: 401,643 (45%)
Puts: 498,296 (55%)
Prior (09/11) 946,722
Calls: 424,285 (45%)
Puts: 522,437 (55%)
Current vs Prior -4.94%
Prior 7-Day Total 6,577,447
Calls: 2,861,635 (44%)
Puts: 3,715,812 (56%)
Prior 7-Day Average 939,635
Calls: 408,805 (44%)
Puts: 530,830 (56%)
Current vs Prior 7-Day Avg -4.22%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 7.42% | 10.89%7.42% | 18.97%
Prior 7.59% | 11.22%7.59% | 18.71%
Current vs Prior -2.30% | -2.95%-2.30% | +1.43%
Prior 7-Day Avg 5.63% | 9.81%10.28% | 20.60%
Current vs 7-Day Avg +31.74% | +11.05%-27.88% | -7.91%
Prior 7-Day Eod 7.59% | 11.22%7.59% | 18.71%
Current vs 7-Day Eod -2.30% | -2.95%-2.30% | +1.43%
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 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($46.84M) vs puts ($14.66M). Below-average activity with volume down 58% vs prior. Bullish P/C ratio of 0.66.

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 63 of results (avg 4.7%, best 1.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Sep 188.558.70$8.631.7%4080.69112
$143.00Sep 187.257.40$7.332.0%6350.631.9K
$137.00Sep 1811.4011.65$11.532.2%2020.792.1K
$144.00Sep 186.656.80$6.732.2%6540.602.2K
$145.00Sep 186.106.25$6.182.4%1.4K0.572.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1810.3010.55$10.432.4%8830.71316
$157.50Sep 1812.2512.55$12.402.4%360.77104
$134.00Sep 181.121.15$1.142.6%4920.15137
$152.50Sep 188.458.70$8.572.9%1470.65121
$130.00Sep 180.650.67$0.663.0%5250.104.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.57, cheapest $0.39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Sep 180.370.41$0.3910.3%3050.06615
$175.00Sep 180.290.34$0.3215.6%7730.052.5K
$170.00Sep 180.480.51$0.506.0%2.8K0.089.5K
$167.50Sep 180.620.65$0.644.7%7930.10469
$165.00Sep 180.800.83$0.823.7%1.7K0.1211.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Sep 180.350.39$0.3710.8%2000.0676
$127.00Sep 180.410.44$0.437.0%1210.0737
$128.00Sep 180.470.51$0.498.2%1390.07260
$129.00Sep 180.550.59$0.577.0%2340.0849
$130.00Sep 180.650.67$0.663.0%5250.104.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 150 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 1824.8528.35$26.6013.2%70.98890
$119.00Sep 1826.5029.30$27.9010.0%--0.9720
$118.00Sep 1826.8030.25$28.5312.1%--0.9720
$121.00Sep 1823.9027.30$25.6013.3%40.9720
$122.00Sep 1822.9526.40$24.6714.0%--0.9620
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1827.6530.55$29.1010.0%--0.93368
$172.50Sep 1824.8028.15$26.4812.7%--0.9311
$170.00Sep 1822.2025.10$23.6512.3%20.91111
$167.50Sep 1819.8523.25$21.5515.8%--0.90147
$165.00Sep 1817.5520.45$19.0015.3%10.8887

Most actively traded options today. High liquidity = easy entry/exit. 296 active (total vol 57.5K, top 7.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 182.252.31$2.282.6%7.2K0.291.5K
$150.00Sep 183.803.90$3.852.6%4.2K0.427.2K
$160.00Sep 181.331.37$1.353.0%3.3K0.198.9K
$170.00Sep 180.480.51$0.506.0%2.8K0.089.5K
$165.00Sep 180.800.83$0.823.7%1.7K0.1211.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 182.372.48$2.424.5%1.6K0.281.3K
$120.00Sep 180.130.16$0.1520.0%1.4K0.0212.0K
$136.00Sep 181.451.52$1.494.7%1.1K0.19287
$155.00Sep 1810.3010.55$10.432.4%8830.71316
$141.00Sep 182.692.80$2.754.0%8320.3181

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 18.8%, max 24.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Sep 18Oct 2389.6%72.7%23.2%426690
$134.00Sep 18Oct 2390.0%73.4%22.7%50193
$137.00Sep 18Oct 2388.4%72.8%21.4%2042.1K
$136.00Sep 18Oct 2389.0%73.6%20.9%1141.9K
$138.00Sep 18Oct 987.7%72.6%20.9%1801.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Sep 18Oct 988.2%70.9%24.5%36120
$135.00Sep 18Oct 2389.6%72.7%23.2%8261.2K
$160.00Sep 18Oct 1689.3%72.6%22.9%151.3K
$134.00Sep 18Oct 2390.0%73.4%22.7%589146
$152.50Sep 18Oct 986.6%71.1%21.7%147134

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 200 found (best R:R 0.60, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$130.00Oct 16$3.13$1.87$3.1380%0.60$128.13
$160.00$165.00Oct 23$1.15$3.85$1.1540%3.35$161.15
$155.00$157.50Oct 23$0.40$2.10$0.4045%5.25$155.40
$160.00$165.00Oct 16$1.05$3.95$1.0538%3.76$161.05
$140.00$145.00Oct 16$2.30$2.70$2.3063%1.17$142.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$147.00$146.00Oct 9$0.13$0.87$0.1347%6.69$146.87
$145.00$144.00Oct 2$0.13$0.87$0.1344%6.69$144.87
$147.00$146.00Sep 25$0.17$0.83$0.1748%4.88$146.83
$150.00$149.00Sep 25$0.33$0.67$0.3354%2.03$149.67
$133.00$132.00Oct 23$0.12$0.88$0.1230%7.33$132.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 1.21, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$152.50Oct 23$1.73$1.73$0.7749%2.25$151.73
$160.00$162.50Sep 25$1.06$1.06$1.4472%0.74$161.06
$162.50$165.00Oct 9$1.08$1.08$1.4266%0.76$163.58
$167.50$170.00Sep 25$0.70$0.70$1.8080%0.39$168.20
$150.00$152.50Oct 9$1.43$1.43$1.0751%1.34$151.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$140.00Oct 16$2.74$2.74$2.2656%1.21$142.26
$139.00$137.00Oct 9$1.30$1.30$0.7064%1.86$137.70
$127.00$125.00Oct 23$1.05$1.05$0.9575%1.11$125.95
$130.00$125.00Oct 16$1.57$1.57$3.4375%0.46$128.43
$135.00$134.00Oct 2$0.79$0.79$0.2172%3.76$134.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $2.56, cheapest $1.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$142.00Sep 18Sep 25$1.8785.9%72.3%
$144.00Sep 18Sep 25$2.5985.4%74.3%
$143.00Sep 18Sep 25$2.1085.7%76.2%
$147.00Sep 18Sep 25$2.4085.9%77.2%
$152.50Sep 18Sep 25$2.3986.6%78.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$142.00Sep 18Sep 25$2.1285.9%72.3%
$144.00Sep 18Sep 25$2.4585.4%74.3%
$143.00Sep 18Sep 25$2.5885.7%76.2%
$147.00Sep 18Sep 25$2.7085.9%77.2%
$152.50Sep 18Sep 25$2.7186.6%78.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 7.08% of stock, avg 13.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$146.00Sep 18$5.63$4.75$10.38$135.62$156.387.08%
$147.00Sep 18$5.13$5.25$10.38$136.62$157.387.08%
$145.00Sep 18$6.18$4.25$10.43$134.57$155.437.11%
$148.00Sep 18$4.68$5.80$10.48$137.52$158.487.14%
$144.00Sep 18$6.73$3.85$10.58$133.42$154.587.21%
$149.00Sep 18$4.25$6.35$10.60$138.40$159.607.23%
$143.00Sep 18$7.33$3.45$10.78$132.22$153.787.35%
$150.00Sep 18$3.85$6.98$10.83$139.17$160.837.38%
$142.00Sep 18$7.95$3.08$11.03$130.97$153.037.52%
$141.00Sep 18$8.63$2.75$11.38$129.62$152.387.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.91% of stock, avg 10.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$143.00Sep 18$2.28$3.45$5.73$137.27$160.73
$152.50$143.00Sep 18$2.99$3.45$6.44$136.56$158.94
$155.00$144.00Sep 18$2.28$3.85$6.13$137.87$161.13
$152.50$144.00Sep 18$2.99$3.85$6.84$137.16$159.34
$155.00$145.00Sep 18$2.28$4.25$6.53$138.47$161.53
$150.00$143.00Sep 18$3.85$3.45$7.30$135.70$157.30
$152.50$145.00Sep 18$2.99$4.25$7.24$137.76$159.74
$150.00$144.00Sep 18$3.85$3.85$7.70$136.30$157.70
$150.00$145.00Sep 18$3.85$4.25$8.10$136.90$158.10
$149.00$143.00Sep 18$4.25$3.45$7.70$135.30$156.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 1.81, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
126/127160/162Sep 25$1.61$0.8959%1.81$125.39$161.61
124/125160/162Sep 25$1.56$0.9461%1.66$123.44$161.56
125/127168/170Oct 23$1.93$0.5742%3.39$125.07$169.43
128/130165/168Oct 2$1.66$0.8452%1.98$128.34$166.66
128/129160/162Sep 25$1.53$0.9756%1.58$127.47$161.53
126/127168/170Sep 25$1.25$1.2567%1.00$125.75$168.75
124/125168/170Sep 25$1.20$1.3069%0.92$123.80$168.70
122/123160/162Sep 25$1.32$1.1863%1.12$121.68$161.32
126/127162/165Oct 9$1.73$0.7746%2.25$125.27$164.23
130/131168/170Oct 23$1.92$0.5838%3.31$129.08$169.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 133 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Oct 16$0.12$4.8813%40.67
$150.00$155.00$160.00Oct 16$0.13$4.8712%37.46
$145.00$150.00$155.00Oct 16$0.18$4.8212%26.78
$120.00$125.00$130.00Oct 2$0.24$4.7612%19.83
$157.50$160.00$162.50Oct 2$0.05$2.457%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Oct 16$0.09$4.9113%54.56
$145.00$150.00$155.00Oct 16$0.22$4.7812%21.73
$152.50$155.00$157.50Sep 18$0.11$2.3912%21.73
$157.50$160.00$162.50Sep 25$0.10$2.4010%24.00
$146.00$147.00$148.00Sep 18$0.05$0.956%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-8.46, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$133.001:2Oct 9-$8.46$4.54
$170.00$172.501:2Sep 18-$0.28$2.22
$172.50$175.001:2Sep 18-$0.25$2.25
$167.50$170.001:2Sep 18-$0.36$2.14
$165.00$167.501:2Sep 18-$0.46$2.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$121.00$120.001:2Sep 18-$0.08$0.92
$125.00$124.001:2Sep 25-$0.18$0.82
$122.00$121.001:2Sep 18-$0.16$0.84
$124.00$120.001:2Oct 2-$0.56$3.44
$119.00$118.001:2Sep 18-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 8.45%, avg 3.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Oct 23$12.400.512.3%8.45%10.71%209235
$157.50Oct 23$8.800.437.4%6.00%13.37%--12
$165.00Oct 23$6.800.3612.5%4.64%17.12%--10
$160.00Oct 23$7.800.409.1%5.32%14.39%--79
$167.50Oct 23$5.900.3414.2%4.02%18.21%12
$155.00Oct 23$9.150.455.7%6.24%11.90%327
$175.00Oct 23$4.850.2819.3%3.31%22.61%2404
$150.00Oct 16$11.100.502.3%7.57%9.82%3151.7K
$152.50Oct 23$9.950.484.0%6.78%10.74%26
$155.00Oct 16$9.000.445.7%6.14%11.80%1272.7K

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 47,568
Total Puts 31,464
Put/Call Ratio 0.66
Net Difference 16,104

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 478,208
Total Puts 248,963
Average Put/Call Ratio 0.54
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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