Tour v528
MRNA
MODERNA INC
$154.99 -1.95%
9/18 15:16

Option Volume

Detail
Current (09/18) 97,792
Calls: 72,199 (74%)
Puts: 25,593 (26%)
Prior (09/17) 162,476
Calls: 113,260 (70%)
Puts: 49,216 (30%)
Current vs Prior -39.81%
Calls: -36.25% (Calls)
Puts: -48.00% (Puts)
Prior 7-Day Total 703,378
Calls: 459,129 (65%)
Puts: 244,249 (35%)
Prior 7-Day Average 100,482
Calls: 65,589 (65%)
Puts: 34,892 (35%)
Current vs Prior 7-Day Avg -2.68%
Calls: +10.08%
Puts: -26.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $67.31M
Calls: $56.78M (84%)
Puts: $10.53M (16%)
Prior (09/17) $81.96M
Calls: $63.00M (77%)
Puts: $18.96M (23%)
Current vs Prior -17.88%
Calls: -9.88%
Puts: -44.47%
Prior 7-Day Total $360.93M
Calls: $263.16M (73%)
Puts: $97.77M (27%)
Prior 7-Day Average $51.56M
Calls: $37.59M (73%)
Puts: $13.97M (27%)
Current vs Prior 7-Day Avg +30.54%
Calls: +51.03%
Puts: -24.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.35
Prior (09/17) 0.43
Current vs Prior -18.42%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -39.39%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 968,803
Calls: 441,812 (46%)
Puts: 526,991 (54%)
Prior (09/17) 939,529
Calls: 425,564 (45%)
Puts: 513,965 (55%)
Current vs Prior +3.12%
Prior 7-Day Total 6,483,225
Calls: 2,902,161 (45%)
Puts: 3,581,064 (55%)
Prior 7-Day Average 926,175
Calls: 414,594 (45%)
Puts: 511,580 (55%)
Current vs Prior 7-Day Avg +4.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.71% | 8.31%1.71% | 16.78%
Prior 4.85% | 9.77%4.85% | 18.46%
Current vs Prior -64.72% | -14.98%-64.72% | -9.13%
Prior 7-Day Avg 5.69% | 9.77%6.95% | 18.67%
Current vs 7-Day Avg -69.94% | -14.93%-75.40% | -10.13%
Prior 7-Day Eod 4.85% | 9.77%4.85% | 18.46%
Current vs 7-Day Eod -64.72% | -14.98%-64.72% | -9.13%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.58% | 4.28%
Calls: 33.82% | 4.26%
Puts: 43.33% | 4.29%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +90.05% | -61.96%
Prior 7-Day Avg 17.09% | 15.46%
Calls: 16.07% | 17.57%
Puts: 18.11% | 13.36%
Current vs 7-Day Avg +125.80% | -72.31%
Liquidity Acceptable
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($56.78M) vs puts ($10.53M). Extreme bullish P/C ratio of 0.35 - heavy call buying (72,199 calls vs 25,593 puts).

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 NEUTRAL
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 103 of results (avg 6.0%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1614.3014.50$14.401.4%830.611.7K
$135.00Oct 1623.7524.10$23.931.5%30.80245
$160.00Oct 169.8510.00$9.931.5%3080.472.4K
$155.00Oct 1611.8512.05$11.951.7%2400.542.8K
$140.00Oct 1620.2020.55$20.381.7%400.74424
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1629.1529.40$29.280.9%290.73156
$155.00Oct 1611.5511.65$11.600.9%1450.46233
$185.00Oct 1633.3533.65$33.500.9%70.771
$170.00Oct 1621.3021.50$21.400.9%260.6427
$175.00Oct 1625.1525.45$25.301.2%780.6993

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.62, cheapest $0.38)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 250.450.50$0.4810.4%2170.07188
$180.00Sep 250.690.74$0.726.9%5660.09664
$177.50Sep 250.860.93$0.907.8%940.11306
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Sep 250.360.39$0.387.9%310.0628
$133.00Sep 250.310.37$0.3417.6%120.05170
$135.00Sep 250.430.45$0.444.5%4730.07518
$136.00Sep 250.500.53$0.525.8%410.0828
$137.00Sep 250.580.62$0.606.7%950.0945

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 177 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 1829.6032.35$30.988.9%11.005
$125.00Sep 1828.5031.00$29.758.4%111.00154
$127.00Sep 1826.6029.55$28.0810.5%11.005
$128.00Sep 1825.2528.35$26.8011.6%21.006
$129.00Sep 1824.4527.05$25.7510.1%11.0033
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Sep 1821.1524.55$22.8514.9%--1.0013
$180.00Sep 1823.9026.60$25.2510.7%--1.0017
$170.00Sep 1814.0016.30$15.1515.2%181.00131
$172.50Sep 1816.1519.55$17.8519.0%--1.0011
$165.00Sep 188.9011.95$10.4329.2%2501.00220

Most actively traded options today. High liquidity = easy entry/exit. 325 active (total vol 83.0K, top 8.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Sep 180.010.07$0.04150.0%8.6K0.066.6K
$150.00Sep 184.705.15$4.939.1%7.3K1.009.0K
$165.00Sep 252.442.60$2.526.3%6.9K0.283.2K
$157.50Sep 254.654.85$4.754.2%6.8K0.453.0K
$160.00Sep 180.000.01$0.01100.0%4.0K0.0110.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.000.02$0.01200.0%4.1K0.014.0K
$152.50Sep 180.010.05$0.03133.3%1.7K0.05816
$155.00Sep 180.410.80$0.6163.9%1.2K0.532.7K
$140.00Oct 164.955.15$5.054.0%1.0K0.261.8K
$157.50Sep 181.782.94$2.3649.2%9390.94611

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 211 found (best R:R 9.00, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$138.00$139.00Sep 25$0.10$0.90$0.1090%9.00$138.10
$132.00$140.00Oct 30$5.15$2.85$5.1576%0.55$137.15
$170.00$175.00Oct 30$1.30$3.70$1.3043%2.85$171.30
$150.00$155.00Oct 30$2.17$2.83$2.1760%1.30$152.17
$146.00$147.00Sep 18$0.30$0.70$0.30100%2.33$146.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$144.00$143.00Oct 30$0.13$0.87$0.1334%6.69$143.87
$139.00$138.00Oct 23$0.12$0.88$0.1228%7.33$138.88
$146.00$145.00Oct 23$0.23$0.77$0.2335%3.35$145.77
$160.00$157.50Oct 9$1.22$1.28$1.2254%1.05$158.78
$148.00$147.00Oct 2$0.28$0.72$0.2834%2.57$147.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 151 found (best R:R 1.44, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$182.50$185.00Oct 9$0.75$0.75$1.7578%0.43$183.25
$172.50$175.00Oct 9$0.83$0.83$1.6770%0.50$173.33
$155.00$157.50Sep 18$0.45$0.45$2.0553%0.22$155.45
$182.50$185.00Oct 2$0.44$0.44$2.0683%0.21$182.94
$177.50$180.00Oct 9$0.64$0.64$1.8674%0.34$178.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$128.00Oct 30$1.18$1.18$0.8277%1.44$128.82
$135.00$130.00Oct 30$1.90$1.90$3.1073%0.61$133.10
$129.00$128.00Sep 25$0.72$0.72$0.2892%2.57$128.28
$125.00$124.00Oct 30$0.70$0.70$0.3081%2.33$124.30
$134.00$133.00Oct 9$0.67$0.67$0.3383%2.03$133.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.28, cheapest $5.22)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 18Sep 25$5.3481.1%67.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 18Sep 25$5.2281.1%67.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 98 found (cheapest 0.71% of stock, avg 12.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Sep 18$0.49$0.61$1.10$153.90$156.100.71%
$152.50Sep 18$2.04$0.03$2.07$150.43$154.571.34%
$157.50Sep 18$0.04$2.36$2.40$155.10$159.901.55%
$160.00Sep 18$0.01$4.78$4.79$155.21$164.793.09%
$150.00Sep 18$4.93$0.01$4.94$145.06$154.943.19%
$149.00Sep 18$5.23$0.01$5.24$143.76$154.243.38%
$148.00Sep 18$6.60$0.01$6.61$141.39$154.614.26%
$162.50Sep 18$0.02$7.08$7.10$155.40$169.604.58%
$147.00Sep 18$8.25$0.01$8.26$138.74$155.265.33%
$146.00Sep 18$8.55$0.03$8.58$137.42$154.585.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.10% of stock, avg 10.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$167.50$148.00Sep 25$2.04$2.76$4.80$143.20$172.30
$165.00$148.00Sep 25$2.52$2.76$5.28$142.72$170.28
$167.50$149.00Sep 25$2.04$3.07$5.11$143.89$172.61
$165.00$149.00Sep 25$2.52$3.07$5.59$143.41$170.59
$162.50$148.00Sep 25$3.10$2.76$5.86$142.14$168.36
$167.50$150.00Sep 25$2.04$3.45$5.49$144.51$172.99
$162.50$149.00Sep 25$3.10$3.07$6.17$142.83$168.67
$165.00$150.00Sep 25$2.52$3.45$5.97$144.03$170.97
$162.50$150.00Sep 25$3.10$3.45$6.55$143.45$169.05
$160.00$148.00Sep 25$3.85$2.76$6.61$141.39$166.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 198 found (best R:R 1.31, avg credit $0.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
133/134182/185Oct 9$1.42$1.0861%1.31$132.58$183.92
128/129178/180Sep 25$0.90$1.6081%0.56$128.10$178.40
131/132182/185Oct 9$1.37$1.1361%1.21$130.63$183.87
128/129175/178Sep 25$0.91$1.5978%0.57$128.09$175.91
128/129172/175Sep 25$0.96$1.5476%0.62$128.04$173.46
128/129170/172Sep 25$1.03$1.4772%0.70$127.97$171.03
128/129168/170Sep 25$1.12$1.3868%0.81$127.88$168.62
125/127182/185Oct 9$1.13$1.3767%0.82$125.87$183.63
133/134172/175Oct 9$1.50$1.0052%1.50$132.50$174.00
128/129165/168Sep 25$1.20$1.3064%0.92$127.80$166.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 154 found (best R:R 1.27, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Sep 18$1.10$1.4089%1.27
$155.00$157.50$160.00Sep 18$0.42$2.0847%4.95
$130.00$135.00$140.00Oct 16$0.22$4.7811%21.73
$145.00$150.00$155.00Oct 16$0.30$4.7014%15.67
$175.00$180.00$185.00Oct 16$0.15$4.858%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Sep 18$1.17$1.3389%1.14
$150.00$152.50$155.00Sep 18$0.56$1.9452%3.46
$170.00$175.00$180.00Oct 16$0.08$4.929%61.50
$155.00$157.50$160.00Sep 18$0.67$1.8346%2.73
$155.00$157.50$160.00Sep 25$0.12$2.3813%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-3.72, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$162.501:2Sep 18-$0.03$2.47
$162.50$165.001:2Sep 18$0.00$2.50
$165.00$167.501:2Sep 18-$0.01$2.49
$180.00$185.001:2Sep 18-$0.01$4.99
$167.50$170.001:2Sep 18-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$160.001:2Oct 9-$3.72$8.78
$162.50$160.001:2Sep 18-$2.48$0.02
$145.00$144.001:2Sep 18-$0.07$0.93
$130.00$129.001:2Sep 18-$0.09$0.91
$126.00$125.001:2Sep 25-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 6.74%, avg 3.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Oct 30$10.450.4012.9%6.74%19.65%529
$170.00Oct 30$11.850.439.7%7.65%17.33%386
$180.00Oct 30$9.300.3616.1%6.00%22.14%620
$167.50Oct 30$12.650.458.1%8.16%16.23%212
$162.50Oct 30$14.350.494.8%9.26%14.10%13
$165.00Oct 30$13.300.476.5%8.58%15.04%875
$155.00Oct 30$17.750.560.0%11.45%11.46%116313
$157.50Oct 30$16.350.541.6%10.55%12.17%511
$160.00Oct 30$15.050.523.2%9.71%12.94%352
$165.00Oct 23$9.650.446.5%6.23%12.68%8317

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 72,199
Total Puts 25,593
Put/Call Ratio 0.35
Net Difference 46,606

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 459,129
Total Puts 244,249
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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