Tour v528
MRNA
MODERNA INC
$145.62 +1.29%
$145.90 (+0.19%)🌙
as of 09/16 06:03 PM
9/16 18:03

Option Volume

Detail
Current (09/16) 64,455
Calls: 43,378 (67%)
Puts: 21,077 (33%)
Prior (09/15) 46,449
Calls: 26,318 (57%)
Puts: 20,131 (43%)
Current vs Prior +38.77%
Calls: +64.82% (Calls)
Puts: +4.70% (Puts)
Prior 7-Day Total 656,209
Calls: 430,823 (66%)
Puts: 225,386 (34%)
Prior 7-Day Average 93,744
Calls: 61,546 (66%)
Puts: 32,198 (34%)
Current vs Prior 7-Day Avg -31.24%
Calls: -29.52%
Puts: -34.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/16) $35.83M
Calls: $26.96M (75%)
Puts: $8.86M (25%)
Prior (09/15) $44.43M
Calls: $29.57M (67%)
Puts: $14.86M (33%)
Current vs Prior -19.36%
Calls: -8.81%
Puts: -40.35%
Prior 7-Day Total $325.86M
Calls: $234.62M (72%)
Puts: $91.24M (28%)
Prior 7-Day Average $46.55M
Calls: $33.52M (72%)
Puts: $13.03M (28%)
Current vs Prior 7-Day Avg -23.04%
Calls: -19.55%
Puts: -32.01%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/16) 0.49
Prior (09/15) 0.76
Current vs Prior -36.48%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -14.39%
Sentiment BULLISH

Open Interest

Detail
Current (09/16) 927,892
Calls: 416,080 (45%)
Puts: 511,812 (55%)
Prior (09/15) 916,715
Calls: 409,097 (45%)
Puts: 507,618 (55%)
Current vs Prior +1.22%
Prior 7-Day Total 6,491,275
Calls: 2,871,149 (44%)
Puts: 3,620,126 (56%)
Prior 7-Day Average 927,325
Calls: 410,164 (44%)
Puts: 517,160 (56%)
Current vs Prior 7-Day Avg +0.06%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 5.38% | 9.61%5.38% | 18.20%
Prior 6.43% | 9.88%6.43% | 18.26%
Current vs Prior -16.43% | -2.66%-16.43% | -0.33%
Prior 7-Day Avg 6.14% | 10.01%8.50% | 19.49%
Current vs 7-Day Avg -12.41% | -3.91%-36.72% | -6.63%
Prior 7-Day Eod 6.43% | 9.88%6.43% | 18.26%
Current vs 7-Day Eod -16.43% | -2.66%-16.43% | -0.33%
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 75% of dollar volume in calls ($26.96M) vs puts ($8.86M). Extreme bullish P/C ratio of 0.49 - heavy call buying (43,378 calls vs 21,077 puts). P/C ratio dropping 36% - 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 55 of results (avg 5.3%, best 0.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1610.2510.35$10.301.0%6560.491.7K
$135.00Oct 1617.6517.90$17.771.4%830.69212
$160.00Oct 167.007.10$7.051.4%2680.371.5K
$145.00Oct 1612.3012.50$12.401.6%2070.55327
$130.00Oct 1620.7521.10$20.931.7%90.752.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1620.7020.85$20.780.7%120.631.0K
$140.00Oct 168.658.75$8.701.1%850.381.7K
$155.00Oct 1617.2017.40$17.301.2%240.57132
$170.00Oct 1628.4028.80$28.601.4%40.7224
$165.00Oct 1624.4524.80$24.631.4%20.6832

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.61, cheapest $0.25)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Sep 180.360.41$0.3912.8%2760.084.4K
$160.00Sep 180.500.56$0.5311.3%3.4K0.119.3K
$157.50Sep 180.690.75$0.728.3%7030.147.1K
$155.00Sep 180.901.02$0.9612.5%6.1K0.192.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 180.240.25$0.254.0%8560.055.0K
$132.00Sep 180.360.43$0.4017.5%2210.08754
$133.00Sep 180.430.51$0.4717.0%2300.09821
$134.00Sep 180.520.60$0.5614.3%550.11291
$135.00Sep 180.630.71$0.6711.9%3580.131.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 174 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Sep 1826.2029.75$27.9812.7%100.9921
$117.00Sep 1827.0030.75$28.8813.0%200.9920
$120.00Sep 1824.3527.40$25.8811.8%1360.99856
$119.00Sep 1825.0028.75$26.8814.0%100.9920
$121.00Sep 1822.7526.75$24.7516.2%780.9922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 1823.1526.35$24.7512.9%--1.00111
$172.50Sep 1825.3028.95$27.1313.5%--1.0011
$167.50Sep 1820.6523.80$22.2314.2%--0.93147
$165.00Sep 1818.3521.15$19.7514.2%90.9386
$162.50Sep 1815.6019.05$17.3319.9%--0.9110

Most actively traded options today. High liquidity = easy entry/exit. 325 active (total vol 49.2K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 180.901.02$0.9612.5%6.1K0.192.6K
$150.00Sep 182.002.13$2.076.3%4.1K0.348.9K
$160.00Sep 180.500.56$0.5311.3%3.4K0.119.3K
$165.00Sep 180.230.30$0.2725.9%1.2K0.0612.0K
$152.50Sep 181.371.58$1.4814.2%1.2K0.26868
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 183.253.50$3.387.4%3.1K0.462.5K
$130.00Sep 180.240.25$0.254.0%8560.055.0K
$140.00Sep 181.471.55$1.515.3%6120.261.8K
$125.00Sep 180.050.11$0.0875.0%6040.023.9K
$120.00Oct 162.312.40$2.363.8%5310.145.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 15.2%, max 29.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Sep 18Oct 991.9%72.2%27.2%71.6K
$137.00Sep 18Oct 2393.3%73.5%27.0%192.2K
$152.50Sep 18Oct 2392.4%74.0%24.8%1.3K875
$139.00Sep 18Oct 2391.0%73.1%24.4%34193
$146.00Sep 18Oct 2388.2%71.9%22.7%501424
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$136.00Sep 18Oct 2394.6%73.2%29.2%821.0K
$137.00Sep 18Oct 2393.3%73.5%27.0%200336
$152.50Sep 18Oct 2392.4%74.0%24.8%152306
$138.00Sep 18Oct 2391.9%74.8%22.9%288378
$142.00Sep 18Oct 2388.6%72.3%22.6%469346

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 218 found (best R:R 2.85, avg 2.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Oct 30$1.30$3.70$1.3047%2.85$156.30
$150.00$152.50Oct 2$0.27$2.23$0.2746%8.26$150.27
$125.00$130.00Oct 16$3.15$1.85$3.1581%0.59$128.15
$155.00$157.50Oct 2$0.19$2.31$0.1938%12.16$155.19
$155.00$157.50Oct 23$0.42$2.08$0.4245%4.95$155.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$146.00$145.00Oct 30$0.15$0.85$0.1545%5.67$145.85
$146.00$145.00Sep 25$0.22$0.78$0.2248%3.55$145.78
$139.00$138.00Oct 9$0.13$0.87$0.1336%6.69$138.87
$139.00$138.00Oct 23$0.17$0.83$0.1738%4.88$138.83
$142.00$141.00Oct 9$0.22$0.78$0.2240%3.55$141.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 155 found (best R:R 0.54, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$152.50$155.00Oct 2$1.46$1.46$1.0457%1.40$153.96
$160.00$162.50Sep 25$0.93$0.93$1.5776%0.59$160.93
$150.00$152.50Oct 23$1.58$1.58$0.9250%1.72$151.58
$167.50$170.00Oct 2$0.84$0.84$1.6676%0.51$168.34
$147.00$148.00Oct 23$0.83$0.83$0.1746%4.88$147.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$120.00Oct 30$3.50$3.50$6.5071%0.54$126.50
$124.00$120.00Oct 23$1.51$1.51$2.4979%0.61$122.49
$139.00$135.00Oct 30$2.22$2.22$1.7862%1.25$136.78
$126.00$125.00Sep 25$0.82$0.82$0.1887%4.56$125.18
$145.00$140.00Oct 30$2.77$2.77$2.2356%1.24$142.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $3.07, cheapest $2.66)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$143.00Sep 18Sep 25$2.9890.0%73.4%
$144.00Sep 18Sep 25$3.1588.6%73.2%
$148.00Sep 18Sep 25$3.1688.5%74.6%
$146.00Sep 18Sep 25$3.3588.2%74.6%
$147.00Sep 18Sep 25$3.1987.8%74.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$143.00Sep 18Sep 25$2.6690.0%73.4%
$144.00Sep 18Sep 25$2.7588.6%73.2%
$148.00Sep 18Sep 25$3.0288.5%74.6%
$146.00Sep 18Sep 25$2.9588.2%74.6%
$147.00Sep 18Sep 25$3.0587.8%74.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 114 found (cheapest 5.05% of stock, avg 13.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Sep 18$3.98$3.38$7.36$137.64$152.365.05%
$146.00Sep 18$3.58$3.85$7.43$138.57$153.435.10%
$144.00Sep 18$4.58$2.93$7.51$136.49$151.515.16%
$147.00Sep 18$3.11$4.43$7.54$139.46$154.545.18%
$143.00Sep 18$5.20$2.57$7.77$135.23$150.775.34%
$148.00Sep 18$2.72$5.08$7.80$140.20$155.805.36%
$142.00Sep 18$5.80$2.13$7.93$134.07$149.935.45%
$149.00Sep 18$2.37$5.73$8.10$140.90$157.105.56%
$141.00Sep 18$6.45$1.83$8.28$132.72$149.285.69%
$150.00Sep 18$2.07$6.28$8.35$141.65$158.355.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 2.27% of stock, avg 10.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$152.50$141.00Sep 18$1.48$1.83$3.31$137.69$155.81
$152.50$142.00Sep 18$1.48$2.13$3.61$138.39$156.11
$150.00$141.00Sep 18$2.07$1.83$3.90$137.10$153.90
$150.00$142.00Sep 18$2.07$2.13$4.20$137.80$154.20
$149.00$141.00Sep 18$2.37$1.83$4.20$136.80$153.20
$152.50$143.00Sep 18$1.48$2.57$4.05$138.95$156.55
$149.00$142.00Sep 18$2.37$2.13$4.50$137.50$153.50
$150.00$143.00Sep 18$2.07$2.57$4.64$138.36$154.64
$149.00$143.00Sep 18$2.37$2.57$4.94$138.06$153.94
$148.00$141.00Sep 18$2.72$1.83$4.55$136.45$152.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 147 found (best R:R 2.33, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
125/126160/162Sep 25$1.75$0.7562%2.33$124.25$161.75
127/128160/162Sep 25$1.53$0.9761%1.58$126.47$161.53
119/120160/162Sep 25$1.13$1.3770%0.82$118.87$161.13
125/126158/160Sep 25$1.41$1.0958%1.29$124.59$158.91
131/132160/162Sep 25$1.42$1.0857%1.31$130.58$161.42
135/136160/162Sep 25$1.61$0.8949%1.81$134.39$161.61
133/134160/162Sep 25$1.52$0.9853%1.55$132.48$161.52
125/126165/168Sep 25$1.06$1.4469%0.74$124.94$166.06
123/124160/162Sep 25$1.05$1.4568%0.72$122.95$161.05
125/126155/158Sep 25$1.32$1.1854%1.12$124.68$156.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 151 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$152.50$155.00Sep 18$0.07$2.4315%34.71
$130.00$135.00$140.00Oct 16$0.24$4.7613%19.83
$155.00$160.00$165.00Oct 16$0.18$4.8211%26.78
$155.00$157.50$160.00Sep 18$0.05$2.458%49.00
$145.00$150.00$155.00Oct 16$0.30$4.7012%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Oct 16$0.12$4.889%40.67
$150.00$152.50$155.00Sep 25$0.07$2.4311%34.71
$157.50$160.00$162.50Sep 25$0.10$2.4011%24.00
$145.00$150.00$155.00Oct 16$0.30$4.7012%15.67
$150.00$155.00$160.00Oct 16$0.28$4.7212%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-7.93, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$133.001:2Oct 9-$7.93$5.07
$167.50$170.001:2Sep 18-$0.01$2.49
$152.50$155.001:2Sep 18-$0.44$2.06
$162.50$165.001:2Sep 18-$0.15$2.35
$160.00$162.501:2Sep 18-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$120.001:2Oct 30-$1.95$8.05
$124.00$120.001:2Oct 2-$0.20$3.80
$118.00$117.001:2Sep 18-$0.05$0.95
$122.00$121.001:2Sep 18-$0.06$0.94
$123.00$122.001:2Sep 18-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 7.18%, avg 3.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Oct 30$10.450.439.9%7.18%17.05%827
$170.00Oct 30$7.750.3616.7%5.32%22.06%449
$155.00Oct 30$12.100.476.4%8.31%14.75%--305
$165.00Oct 30$8.800.3913.3%6.04%19.35%1759
$150.00Oct 30$13.950.523.0%9.58%12.59%69210
$148.00Oct 30$14.650.541.6%10.06%11.69%210
$147.00Oct 30$15.050.550.9%10.34%11.28%311
$150.00Oct 23$11.650.503.0%8.00%11.01%354300
$170.00Oct 23$5.700.3216.7%3.91%20.66%592
$162.50Oct 23$6.700.3811.6%4.60%16.19%43

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 43,378
Total Puts 21,077
Put/Call Ratio 0.49
Net Difference 22,301

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 430,823
Total Puts 225,386
Average Put/Call Ratio 0.57
Ratio Trend Falling

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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