Tour v528
MRNA
MODERNA INC
$143.77 -1.99%
$143.98 (+0.15%)🌙
as of 09/15 06:04 PM
9/15 18:04

Option Volume

Detail
Current (09/15) 46,449
Calls: 26,318 (57%)
Puts: 20,131 (43%)
Prior (09/14) 79,032
Calls: 47,568 (60%)
Puts: 31,464 (40%)
Current vs Prior -41.23%
Calls: -44.67% (Calls)
Puts: -36.02% (Puts)
Prior 7-Day Total 710,796
Calls: 470,245 (66%)
Puts: 240,551 (34%)
Prior 7-Day Average 101,542
Calls: 67,177 (66%)
Puts: 34,364 (34%)
Current vs Prior 7-Day Avg -54.26%
Calls: -60.82%
Puts: -41.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $44.43M
Calls: $29.57M (67%)
Puts: $14.86M (33%)
Prior (09/14) $61.51M
Calls: $46.84M (76%)
Puts: $14.66M (24%)
Current vs Prior -27.77%
Calls: -36.88%
Puts: +1.32%
Prior 7-Day Total $356.70M
Calls: $264.91M (74%)
Puts: $91.79M (26%)
Prior 7-Day Average $50.96M
Calls: $37.84M (74%)
Puts: $13.11M (26%)
Current vs Prior 7-Day Avg -12.82%
Calls: -21.86%
Puts: +13.30%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.76
Prior (09/14) 0.66
Current vs Prior +15.64%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +42.97%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/15) 916,715
Calls: 409,097 (45%)
Puts: 507,618 (55%)
Prior (09/14) 899,939
Calls: 401,643 (45%)
Puts: 498,296 (55%)
Current vs Prior +1.86%
Prior 7-Day Total 6,535,225
Calls: 2,867,632 (44%)
Puts: 3,667,593 (56%)
Prior 7-Day Average 933,603
Calls: 409,661 (44%)
Puts: 523,941 (56%)
Current vs Prior 7-Day Avg -1.81%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 6.43% | 9.88%6.43% | 18.26%
Prior 7.42% | 10.89%7.42% | 18.97%
Current vs Prior -13.25% | -9.33%-13.25% | -3.76%
Prior 7-Day Avg 5.80% | 9.87%9.40% | 20.04%
Current vs 7-Day Avg +10.89% | +0.06%-31.53% | -8.90%
Prior 7-Day Eod 7.42% | 10.89%7.42% | 18.97%
Current vs 7-Day Eod -13.25% | -9.33%-13.25% | -3.76%
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

Moderately bullish flow with 67% call dollar volume ($29.57M). Below-average activity with volume down 41% vs prior.

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 4 of results (avg 7.0%, best 3.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 181.811.95$1.887.4%3.0K0.297.3K
$160.00Oct 23.704.00$3.857.8%2360.28168
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Oct 1612.2512.70$12.483.6%2370.48446
$170.00Sep 2526.5029.10$27.809.4%--0.8931

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.64, cheapest $0.49)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 180.460.52$0.4912.2%1.2K0.099.3K
$155.00Sep 180.840.99$0.9216.3%1.4K0.162.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 180.450.54$0.5018.0%8790.094.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 166 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Sep 1825.7528.75$27.2511.0%--1.0020
$118.00Sep 1823.7026.90$25.3012.6%11.0020
$119.00Sep 1823.0526.20$24.6312.8%--1.0020
$120.00Sep 1821.9024.65$23.2811.8%461.00887
$121.00Sep 1820.9024.00$22.4513.8%--1.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Sep 1827.4030.85$29.1311.8%--0.9711
$170.00Sep 1825.6028.35$26.9810.2%--0.97111
$167.50Sep 1822.9525.90$24.4212.1%--0.96147
$165.00Sep 1820.6523.30$21.9812.1%140.9588
$162.50Sep 1818.2021.05$19.6314.5%40.939

Most actively traded options today. High liquidity = easy entry/exit. 330 active (total vol 32.0K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 181.811.95$1.887.4%3.0K0.297.3K
$157.50Sep 180.610.80$0.7126.8%2.0K0.135.3K
$155.00Sep 180.840.99$0.9216.3%1.4K0.162.7K
$160.00Sep 180.460.52$0.4912.2%1.2K0.099.3K
$170.00Sep 180.110.15$0.1330.8%1.1K0.039.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 180.050.07$0.0633.3%2.1K0.0112.2K
$130.00Sep 180.450.54$0.5018.0%8790.094.8K
$122.00Sep 180.010.18$0.10170.0%5620.02147
$134.00Oct 237.8010.80$9.3032.3%5210.3442
$135.00Sep 181.131.27$1.2011.7%4190.201.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 8.8%, max 23.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$137.00Sep 18Oct 981.7%66.2%23.3%262.3K
$136.00Sep 18Oct 2386.2%73.0%18.0%91.9K
$141.00Sep 18Oct 2381.9%72.2%13.5%232272
$134.00Sep 18Oct 2385.0%75.4%12.8%29195
$152.50Sep 18Oct 2383.8%75.0%11.6%313682
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 983.8%71.7%16.7%151229
$144.00Sep 18Oct 2384.8%74.0%14.6%85267
$141.00Sep 18Oct 2381.9%72.2%13.5%243434
$155.00Sep 18Oct 1685.2%75.6%12.6%286751
$148.00Sep 18Oct 2383.2%74.4%11.7%503417

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 224 found (best R:R 1.02, avg 2.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$135.00Oct 16$2.48$2.52$2.4872%1.02$132.48
$155.00$160.00Oct 30$1.25$3.75$1.2546%3.00$156.25
$155.00$157.50Oct 23$0.17$2.33$0.1742%13.71$155.17
$150.00$155.00Oct 30$1.55$3.45$1.5550%2.23$151.55
$145.00$150.00Oct 16$1.67$3.33$1.6752%1.99$146.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$146.00$145.00Sep 25$0.27$0.73$0.2753%2.70$145.73
$139.00$138.00Oct 23$0.15$0.85$0.1540%5.67$138.85
$149.00$148.00Oct 9$0.32$0.68$0.3255%2.12$148.68
$147.00$146.00Sep 25$0.33$0.67$0.3355%2.03$146.67
$137.00$136.00Oct 2$0.15$0.85$0.1535%5.67$136.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 161 found (best R:R 0.60, avg 0.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$157.50Sep 25$1.11$1.11$1.3970%0.80$156.11
$165.00$167.50Oct 9$0.98$0.98$1.5273%0.64$165.98
$150.00$152.50Oct 23$1.53$1.53$0.9752%1.58$151.53
$146.00$147.00Oct 9$0.86$0.86$0.1451%6.14$146.86
$157.50$160.00Oct 23$1.25$1.25$1.2560%1.00$158.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$124.00$120.00Oct 23$1.50$1.50$2.5076%0.60$122.50
$135.00$130.00Oct 16$2.10$2.10$2.9066%0.72$132.90
$125.00$120.00Oct 16$1.46$1.46$3.5478%0.41$123.54
$128.00$120.00Oct 30$2.52$2.52$5.4871%0.46$125.48
$134.00$129.00Oct 30$2.15$2.15$2.8565%0.75$131.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $2.64, cheapest $2.43)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 18Sep 25$2.4382.2%71.8%
$148.00Sep 18Sep 25$2.6183.2%73.6%
$139.00Sep 18Sep 25$2.4580.9%71.7%
$141.00Sep 18Sep 25$2.2581.9%74.4%
$143.00Sep 18Sep 25$2.1080.9%73.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$149.00Sep 18Sep 25$2.8282.2%71.8%
$148.00Sep 18Sep 25$2.0583.2%73.6%
$139.00Sep 18Sep 25$2.4180.9%71.7%
$141.00Sep 18Sep 25$2.7281.9%74.4%
$143.00Sep 18Sep 25$2.7780.9%73.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 117 found (cheapest 5.91% of stock, avg 13.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Sep 18$3.50$5.00$8.50$136.50$153.505.91%
$142.00Sep 18$5.13$3.38$8.51$133.49$150.515.92%
$143.00Sep 18$4.65$3.93$8.58$134.42$151.585.97%
$140.00Sep 18$6.10$2.55$8.65$131.35$148.656.02%
$144.00Sep 18$4.08$4.60$8.68$135.32$152.686.04%
$146.00Sep 18$3.08$5.68$8.76$137.24$154.766.09%
$139.00Sep 18$6.58$2.24$8.82$130.18$147.826.13%
$141.00Sep 18$5.85$3.06$8.91$132.09$149.916.20%
$147.00Sep 18$2.61$6.50$9.11$137.89$156.116.34%
$138.00Sep 18$7.63$1.86$9.49$128.51$147.496.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 3.24% of stock, avg 11.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$148.00$139.00Sep 18$2.42$2.24$4.66$134.34$152.66
$148.00$140.00Sep 18$2.42$2.55$4.97$135.03$152.97
$147.00$139.00Sep 18$2.61$2.24$4.85$134.15$151.85
$147.00$140.00Sep 18$2.61$2.55$5.16$134.84$152.16
$148.00$141.00Sep 18$2.42$3.06$5.48$135.52$153.48
$147.00$141.00Sep 18$2.61$3.06$5.67$135.33$152.67
$146.00$139.00Sep 18$3.08$2.24$5.32$133.68$151.32
$146.00$140.00Sep 18$3.08$2.55$5.63$134.37$151.63
$148.00$142.00Sep 18$2.42$3.38$5.80$136.20$153.80
$146.00$141.00Sep 18$3.08$3.06$6.14$134.86$152.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 116 found (best R:R 2.12, avg credit $0.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
117/118155/158Sep 25$1.70$0.8062%2.12$116.30$156.70
127/128155/158Sep 25$1.59$0.9153%1.75$126.41$156.59
120/121155/158Sep 25$1.22$1.2862%0.95$119.78$156.22
124/125155/158Sep 25$1.31$1.1958%1.10$123.69$156.31
117/118160/162Sep 25$0.99$1.5170%0.66$117.01$160.99
123/124155/158Sep 25$1.23$1.2760%0.97$122.77$156.23
130/135165/170Oct 16$3.45$1.5535%2.23$131.55$168.45
116/117148/149Sep 18$0.60$0.4061%1.50$116.40$148.60
130/131155/158Sep 25$1.49$1.0149%1.48$129.51$156.49
133/134155/158Sep 25$1.62$0.8843%1.84$132.38$156.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 159 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.10$4.9011%49.00
$157.50$160.00$162.50Sep 18$0.07$2.436%34.71
$150.00$152.50$155.00Oct 2$0.11$2.398%21.73
$150.00$152.50$155.00Sep 25$0.12$2.388%19.83
$160.00$162.50$165.00Sep 18$0.07$2.434%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Oct 16$0.14$4.8612%34.71
$150.00$152.50$155.00Sep 18$0.08$2.4212%30.25
$150.00$152.50$155.00Oct 2$0.08$2.428%30.25
$145.00$146.00$147.00Sep 25$0.06$0.944%15.67
$162.50$165.00$167.50Sep 18$0.09$2.413%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-5.91, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$133.001:2Oct 9-$5.91$7.09
$167.50$170.001:2Sep 18-$0.05$2.45
$160.00$162.501:2Sep 18-$0.19$2.31
$157.50$160.001:2Sep 18-$0.27$2.23
$162.50$165.001:2Sep 18-$0.18$2.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$123.00$122.001:2Sep 18-$0.05$0.95
$125.00$124.001:2Sep 18-$0.11$0.89
$122.00$121.001:2Sep 18-$0.10$0.90
$124.00$120.001:2Oct 2-$0.54$3.46
$124.00$123.001:2Sep 18-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 89 found (best yield 6.96%, avg 3.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Oct 30$10.000.4211.3%6.96%18.24%126
$150.00Oct 30$13.100.504.3%9.11%13.45%110
$170.00Oct 30$7.300.3418.2%5.08%23.32%--49
$155.00Oct 30$10.650.467.8%7.41%15.22%--305
$144.00Oct 30$15.500.550.2%10.78%10.94%521
$165.00Oct 30$7.700.3714.8%5.36%20.12%--59
$148.00Oct 30$13.250.522.9%9.22%12.16%--10
$147.00Oct 30$13.650.532.2%9.49%11.74%--11
$150.00Oct 23$10.350.484.3%7.20%11.53%2300
$157.50Oct 23$7.650.409.6%5.32%14.87%212

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 26,318
Total Puts 20,131
Put/Call Ratio 0.76
Net Difference 6,187

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 470,245
Total Puts 240,551
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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