Tour v528
MRNA
MODERNA INC
$158.07 +8.55%
$158.05 (-0.01%)🌙
as of 09/17 06:03 PM
9/17 18:03

Option Volume

Detail
Current (09/17) 162,476
Calls: 113,260 (70%)
Puts: 49,216 (30%)
Prior (09/16) 64,455
Calls: 43,378 (67%)
Puts: 21,077 (33%)
Current vs Prior +152.08%
Calls: +161.10% (Calls)
Puts: +133.51% (Puts)
Prior 7-Day Total 604,176
Calls: 391,198 (65%)
Puts: 212,978 (35%)
Prior 7-Day Average 86,310
Calls: 55,885 (65%)
Puts: 30,425 (35%)
Current vs Prior 7-Day Avg +88.25%
Calls: +102.66%
Puts: +61.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17) $81.96M
Calls: $63.00M (77%)
Puts: $18.96M (23%)
Prior (09/16) $35.83M
Calls: $26.96M (75%)
Puts: $8.86M (25%)
Current vs Prior +128.78%
Calls: +133.66%
Puts: +113.91%
Prior 7-Day Total $316.15M
Calls: $228.21M (72%)
Puts: $87.94M (28%)
Prior 7-Day Average $45.16M
Calls: $32.60M (72%)
Puts: $12.56M (28%)
Current vs Prior 7-Day Avg +81.47%
Calls: +93.26%
Puts: +50.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17) 0.43
Prior (09/16) 0.49
Current vs Prior -10.57%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -25.00%
Sentiment BULLISH

Open Interest

Detail
Current (09/17) 939,529
Calls: 425,564 (45%)
Puts: 513,965 (55%)
Prior (09/16) 927,892
Calls: 416,080 (45%)
Puts: 511,812 (55%)
Current vs Prior +1.25%
Prior 7-Day Total 6,439,868
Calls: 2,867,603 (45%)
Puts: 3,572,265 (55%)
Prior 7-Day Average 919,981
Calls: 409,657 (45%)
Puts: 510,323 (55%)
Current vs Prior 7-Day Avg +2.12%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 4.85% | 9.77%4.85% | 18.46%
Prior 5.38% | 9.61%5.38% | 18.20%
Current vs Prior -9.88% | +1.67%-9.88% | +1.44%
Prior 7-Day Avg 5.84% | 9.80%7.69% | 18.99%
Current vs 7-Day Avg -17.02% | -0.27%-36.96% | -2.77%
Prior 7-Day Eod 5.38% | 9.61%5.38% | 18.20%
Current vs 7-Day Eod -9.88% | +1.67%-9.88% | +1.44%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +22.66% | -30.38%
Prior 7-Day Avg 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs 7-Day Avg +22.66% | -30.38%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($63.00M) vs puts ($18.96M). Massive premium surge with dollar volume up 129% vs prior. Dollar volume significantly above 7-day average (81% higher). Unusually high activity with volume up 152% vs prior - elevated interest.

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 NEUTRAL
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 25 of results (avg 7.5%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 168.809.20$9.004.4%5270.411.1K
$160.00Sep 256.306.60$6.454.7%4.6K0.48697
$137.00Sep 1820.4021.50$20.955.3%611.002.2K
$146.00Sep 1811.9012.75$12.336.9%1240.94467
$155.00Sep 184.454.80$4.637.6%5.4K0.672.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1613.9014.30$14.102.8%2570.481.0K
$160.00Sep 258.008.40$8.204.9%1.5K0.5279
$155.00Oct 1611.4012.00$11.705.1%2890.42137
$157.50Sep 182.552.70$2.635.7%1.6K0.46110
$150.00Oct 25.706.10$5.906.8%2320.34199

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.40, cheapest $0.25)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 180.230.26$0.2512.0%15.4K0.0710.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.500.58$0.5414.8%5.1K0.141.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 169 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Sep 1827.8530.40$29.138.8%--1.0033
$130.00Sep 1826.0029.25$27.6311.8%111.00239
$132.00Sep 1824.1027.85$25.9814.4%--1.0021
$133.00Sep 1823.1526.80$24.9814.6%91.0024
$134.00Sep 1822.1525.25$23.7013.1%91.00122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 1820.4024.05$22.2316.4%100.9914
$185.00Sep 1825.9529.00$27.4811.1%10.99--
$177.50Sep 1817.8021.55$19.6819.1%300.9812
$172.50Sep 1813.0016.60$14.8024.3%--0.9611
$170.00Sep 1812.0013.70$12.8513.2%2030.93110

Most actively traded options today. High liquidity = easy entry/exit. 343 active (total vol 132.3K, top 15.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 180.230.26$0.2512.0%15.4K0.0710.1K
$160.00Sep 181.782.31$2.0525.9%13.7K0.409.7K
$165.00Sep 180.600.95$0.7745.5%12.8K0.1912.0K
$155.00Sep 184.454.80$4.637.6%5.4K0.672.9K
$160.00Sep 256.306.60$6.454.7%4.6K0.48697
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.500.58$0.5414.8%5.1K0.141.6K
$155.00Sep 181.551.70$1.639.2%4.9K0.33664
$145.00Sep 180.120.17$0.1533.3%1.8K0.041.9K
$160.00Sep 183.705.20$4.4533.7%1.7K0.60339
$140.00Sep 180.050.10$0.0862.5%1.7K0.021.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 10.5%, max 24.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 2394.1%75.9%24.0%5561.3K
$155.00Sep 18Oct 3092.5%86.6%6.9%5.4K3.2K
$157.50Sep 18Oct 3091.6%86.2%6.3%4.4K7.1K
$162.50Sep 18Oct 3093.2%87.9%6.1%3.9K4.5K
$165.00Sep 18Oct 3094.9%89.9%5.5%12.8K12.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 2394.1%75.9%24.0%1.1K307
$165.00Sep 18Oct 2394.9%80.2%18.3%44986
$162.50Sep 18Oct 2393.2%80.2%16.3%20211
$155.00Sep 18Oct 3092.5%86.6%6.9%4.9K664
$157.50Sep 18Oct 3091.6%86.2%6.3%1.6K110

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 214 found (best R:R 1.38, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$145.00$150.00Oct 16$2.10$2.90$2.1070%1.38$147.10
$152.50$155.00Oct 23$0.65$1.85$0.6560%2.85$153.15
$162.50$165.00Oct 30$0.55$1.95$0.5553%3.55$163.05
$180.00$185.00Oct 16$0.75$4.25$0.7532%5.67$180.75
$160.00$165.00Oct 16$1.80$3.20$1.8052%1.78$161.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$152.50$150.00Oct 23$0.33$2.17$0.3340%6.58$152.17
$160.00$157.50Oct 2$0.75$1.75$0.7551%2.33$159.25
$145.00$141.00Oct 30$0.80$3.20$0.8033%4.00$144.20
$170.00$167.50Sep 25$1.42$1.08$1.4271%0.76$168.58
$150.00$149.00Oct 30$0.17$0.83$0.1737%4.88$149.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 142 found (best R:R 0.81, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$182.50Oct 2$0.85$0.85$1.6576%0.52$180.85
$172.50$175.00Oct 9$1.05$1.05$1.4563%0.72$173.55
$160.00$162.50Oct 9$1.38$1.38$1.1249%1.23$161.38
$177.50$180.00Oct 9$0.87$0.87$1.6368%0.53$178.37
$180.00$182.50Oct 9$0.79$0.79$1.7172%0.46$180.79
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$140.00Oct 16$2.23$2.23$2.7770%0.81$142.77
$155.00$150.00Oct 30$2.70$2.70$2.3059%1.17$152.30
$129.00$128.00Oct 23$0.84$0.84$0.1682%5.25$128.16
$148.00$145.00Oct 30$1.63$1.63$1.3765%1.19$146.37
$144.00$143.00Oct 2$0.79$0.79$0.2175%3.76$143.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $3.74, cheapest $3.94)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 18Sep 25$3.9492.5%76.2%
$157.50Sep 18Sep 25$4.0491.6%75.4%
$160.00Sep 18Sep 25$4.4091.2%80.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 18Sep 25$4.0792.5%76.2%
$157.50Sep 18Sep 25$4.2291.6%75.4%
$160.00Sep 18Sep 25$3.7591.2%80.5%
$175.00Oct 16Oct 23$1.7878.2%81.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 90 found (cheapest 3.69% of stock, avg 14.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$157.50Sep 18$3.21$2.63$5.84$151.66$163.343.69%
$155.00Sep 18$4.63$1.63$6.26$148.74$161.263.96%
$160.00Sep 18$2.05$4.45$6.50$153.50$166.504.11%
$162.50Sep 18$1.29$6.13$7.42$155.08$169.924.69%
$152.50Sep 18$6.53$0.95$7.48$145.02$159.984.73%
$165.00Sep 18$0.77$8.07$8.84$156.16$173.845.59%
$150.00Sep 18$8.90$0.54$9.44$140.56$159.445.97%
$149.00Sep 18$9.40$0.49$9.89$139.11$158.896.26%
$148.00Sep 18$10.10$0.33$10.43$137.57$158.436.60%
$167.50Sep 18$0.45$10.33$10.78$156.72$178.286.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.47% of stock, avg 10.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$149.00Sep 18$0.25$0.49$0.74$148.26$170.74
$170.00$150.00Sep 18$0.25$0.54$0.79$149.21$170.79
$167.50$149.00Sep 18$0.45$0.49$0.94$148.06$168.44
$167.50$150.00Sep 18$0.45$0.54$0.99$149.01$168.49
$165.00$149.00Sep 18$0.77$0.49$1.26$147.74$166.26
$165.00$150.00Sep 18$0.77$0.54$1.31$148.69$166.31
$170.00$152.50Sep 18$0.25$0.95$1.20$151.30$171.20
$167.50$152.50Sep 18$0.45$0.95$1.40$151.10$168.90
$165.00$152.50Sep 18$0.77$0.95$1.72$150.78$166.72
$162.50$149.00Sep 18$1.29$0.49$1.78$147.22$164.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 197 found (best R:R 1.87, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
137/138175/178Sep 25$1.63$0.8764%1.87$136.37$176.63
137/138170/172Sep 25$1.77$0.7357%2.42$136.23$171.77
137/138185/188Sep 25$1.34$1.1673%1.16$136.66$186.34
137/138180/182Sep 25$1.36$1.1469%1.19$136.64$181.36
128/129180/182Oct 2$1.40$1.1066%1.27$127.60$181.40
135/136180/182Oct 2$1.49$1.0159%1.48$134.51$181.49
137/138182/185Sep 25$1.17$1.3372%0.88$136.83$183.67
137/138168/170Sep 25$1.56$0.9453%1.66$136.44$169.06
137/138172/175Sep 25$1.35$1.1561%1.17$136.65$173.85
133/134180/182Oct 2$1.36$1.1461%1.19$132.64$181.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 151 found (best R:R 49.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$180.00$185.00Oct 30$0.06$4.947%82.33
$155.00$157.50$160.00Sep 18$0.26$2.2427%8.62
$160.00$162.50$165.00Sep 18$0.24$2.2621%9.42
$150.00$155.00$160.00Oct 16$0.26$4.7412%18.23
$160.00$162.50$165.00Sep 25$0.09$2.4110%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Oct 16$0.10$4.909%49.00
$150.00$155.00$160.00Oct 16$0.27$4.7312%17.52
$160.00$162.50$165.00Sep 18$0.26$2.2421%8.62
$152.50$155.00$157.50Sep 18$0.32$2.1824%6.81
$150.00$152.50$155.00Sep 18$0.27$2.2319%8.26

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 $-0.81, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$165.001:2Sep 18-$0.25$2.25
$160.00$162.501:2Sep 18-$0.53$1.97
$157.50$160.001:2Sep 18-$0.89$1.61
$165.00$167.501:2Sep 18-$0.13$2.37
$167.50$170.001:2Sep 18-$0.05$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$157.501:2Sep 18-$0.81$1.69
$155.00$152.501:2Sep 18-$0.27$2.23
$157.50$155.001:2Sep 18-$0.63$1.87
$152.50$150.001:2Sep 18-$0.13$2.37
$147.00$146.001:2Sep 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. 64 found (best yield 7.31%, avg 3.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Oct 30$11.550.4310.7%7.31%18.02%1019
$180.00Oct 30$10.050.4013.9%6.36%20.23%916
$170.00Oct 30$13.150.477.5%8.32%15.87%5451
$165.00Oct 30$15.050.514.4%9.52%13.91%2060
$167.50Oct 30$13.900.496.0%8.79%14.76%13--
$162.50Oct 30$15.950.532.8%10.09%12.89%4--
$185.00Oct 30$8.300.3617.0%5.25%22.29%91
$160.00Oct 30$16.800.551.2%10.63%11.85%4535
$175.00Oct 23$8.250.3910.7%5.22%15.93%17427
$167.50Oct 23$10.450.466.0%6.61%12.58%574

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 113,260
Total Puts 49,216
Put/Call Ratio 0.43
Net Difference 64,044

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 391,198
Total Puts 212,978
Average Put/Call Ratio 0.58
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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