Tour v528
MRNA
MODERNA INC
$154.04 -2.55%
$154.37 (+0.21%)🌙
as of 09/18 06:03 PM
9/18 18:03

Option Volume

Detail
Current (09/18) 116,567
Calls: 83,658 (72%)
Puts: 32,909 (28%)
Prior (09/17) 162,476
Calls: 113,260 (70%)
Puts: 49,216 (30%)
Current vs Prior -28.26%
Calls: -26.14% (Calls)
Puts: -33.13% (Puts)
Prior 7-Day Total 745,368
Calls: 500,364 (67%)
Puts: 245,004 (33%)
Prior 7-Day Average 106,481
Calls: 71,480 (67%)
Puts: 35,000 (33%)
Current vs Prior 7-Day Avg +9.47%
Calls: +17.04%
Puts: -5.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $72.00M
Calls: $58.83M (82%)
Puts: $13.17M (18%)
Prior (09/17) $81.96M
Calls: $63.00M (77%)
Puts: $18.96M (23%)
Current vs Prior -12.15%
Calls: -6.62%
Puts: -30.56%
Prior 7-Day Total $397.30M
Calls: $301.45M (76%)
Puts: $95.85M (24%)
Prior 7-Day Average $56.76M
Calls: $43.06M (76%)
Puts: $13.69M (24%)
Current vs Prior 7-Day Avg +26.86%
Calls: +36.62%
Puts: -3.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.39
Prior (09/17) 0.43
Current vs Prior -9.47%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -24.48%
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 6,531,793
Calls: 2,933,952 (45%)
Puts: 3,597,841 (55%)
Prior 7-Day Average 933,113
Calls: 419,136 (45%)
Puts: 513,977 (55%)
Current vs Prior 7-Day Avg +3.82%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.55% | 7.61%1.55% | 15.84%
Prior 4.85% | 9.77%4.85% | 18.46%
Current vs Prior +57.14% | +11.58%-67.98% | -14.19%
Prior 7-Day Avg 5.85% | 9.93%6.65% | 18.49%
Current vs 7-Day Avg +30.20% | +9.79%-76.66% | -14.33%
Prior 7-Day Eod 1.71% | 8.31%4.85% | 18.46%
Current vs 7-Day Eod +345.37% | +31.24%-67.98% | -14.19%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 20.23% | 13.76%
Calls: 16.16% | 17.37%
Puts: 18.20% | 13.32%
Current vs 7-Day Avg +0.33% | -18.25%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($58.83M) vs puts ($13.17M). Extreme bullish P/C ratio of 0.39 - heavy call buying (83,658 calls vs 32,909 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 40 of results (avg 6.2%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Oct 1618.7519.40$19.083.4%930.74424
$150.00Sep 257.357.65$7.504.0%7150.64810
$150.00Oct 1612.7013.30$13.004.6%1420.591.7K
$155.00Oct 1610.5511.05$10.804.6%3060.522.8K
$145.00Oct 1615.5516.35$15.955.0%820.67309
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1620.9521.40$21.172.1%280.6727
$160.00Oct 1614.0014.40$14.202.8%1630.551.1K
$165.00Oct 1617.4018.00$17.703.4%520.6143
$150.00Oct 168.358.65$8.503.5%1960.411.0K
$157.50Sep 257.057.35$7.204.2%3020.58199

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.69, cheapest $0.89)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 250.720.80$0.7610.5%7560.11794
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 180.830.95$0.8913.5%2.8K1.002.7K
$135.00Sep 250.370.45$0.4119.5%5440.07518
$137.00Sep 250.490.59$0.5418.5%2050.0845
$138.00Sep 250.580.68$0.6315.9%770.1064
$139.00Sep 250.670.78$0.7315.1%1050.1142

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 178 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 1827.9531.50$29.7311.9%11.005
$127.00Sep 1824.9528.40$26.6712.9%11.005
$128.00Sep 1823.9527.40$25.6713.4%21.006
$130.00Sep 1822.1025.05$23.5812.5%141.00231
$131.00Sep 1820.9524.65$22.8016.2%41.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 180.830.95$0.8913.5%2.8K1.002.7K
$157.50Sep 183.053.65$3.3517.9%1.0K1.00611
$160.00Sep 185.506.15$5.8311.1%4721.00809
$162.50Sep 187.3510.50$8.9335.3%231.0077
$165.00Sep 1810.1513.00$11.5824.6%2501.00220

Most actively traded options today. High liquidity = easy entry/exit. 342 active (total vol 99.4K, top 10.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 251.841.98$1.917.3%10.0K0.243.2K
$157.50Sep 180.000.01$0.01100.0%8.7K0.016.6K
$150.00Sep 183.254.30$3.7827.8%7.6K0.999.0K
$157.50Sep 253.704.10$3.9010.3%6.8K0.423.0K
$160.00Sep 180.000.01$0.01100.0%4.1K0.0110.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.000.01$0.01100.0%4.9K0.014.0K
$155.00Sep 180.830.95$0.8913.5%2.8K1.002.7K
$152.50Sep 180.000.01$0.01100.0%1.9K0.02816
$140.00Oct 164.454.70$4.585.5%1.1K0.261.8K
$157.50Sep 183.053.65$3.3517.9%1.0K1.00611

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 642.2%, max 642.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$148.00Sep 18Oct 30603.6%81.3%642.2%79826
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$148.00Sep 18Oct 30603.6%81.3%642.2%84413

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 204 found (best R:R 10.36, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$170.00Oct 30$0.22$2.28$0.2243%10.36$167.72
$175.00$180.00Oct 30$1.11$3.89$1.1138%3.50$176.11
$157.50$160.00Oct 23$0.55$1.95$0.5550%3.55$158.05
$167.50$170.00Oct 23$0.35$2.15$0.3539%6.14$167.85
$132.00$140.00Oct 30$5.23$2.77$5.2375%0.53$137.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$133.00$130.00Oct 23$0.12$2.88$0.1222%24.00$132.88
$152.50$150.00Oct 9$0.67$1.83$0.6744%2.73$151.83
$155.00$152.50Oct 9$0.83$1.67$0.8349%2.01$154.17
$148.00$147.00Oct 30$0.15$0.85$0.1539%5.67$147.85
$152.50$150.00Oct 2$0.82$1.68$0.8245%2.05$151.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 3.76, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$177.50Oct 2$0.82$0.82$1.6880%0.49$175.82
$167.50$170.00Oct 9$1.18$1.18$1.3266%0.89$168.68
$162.50$165.00Oct 9$1.30$1.30$1.2060%1.08$163.80
$160.00$162.50Oct 2$1.18$1.18$1.3259%0.89$161.18
$175.00$177.50Sep 25$0.36$0.36$2.1489%0.17$175.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$138.00$136.00Oct 30$1.58$1.58$0.4270%3.76$136.42
$147.00$145.00Oct 30$1.35$1.35$0.6562%2.08$145.65
$134.00$133.00Oct 23$0.81$0.81$0.1977%4.26$133.19
$131.00$130.00Oct 2$0.68$0.68$0.3288%2.12$130.32
$132.00$131.00Sep 25$0.59$0.59$0.4189%1.44$131.41

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 0.60% of stock, avg 11.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Sep 18$0.04$0.89$0.93$154.07$155.930.60%
$152.50Sep 18$1.50$0.01$1.51$150.99$154.010.98%
$157.50Sep 18$0.01$3.35$3.36$154.14$160.862.18%
$150.00Sep 18$3.78$0.01$3.79$146.21$153.792.46%
$149.00Sep 18$5.15$0.03$5.18$143.82$154.183.36%
$160.00Sep 18$0.01$5.83$5.84$154.16$165.843.79%
$148.00Sep 18$5.93$0.70$6.63$141.37$154.634.30%
$147.00Sep 18$7.00$0.08$7.08$139.92$154.084.60%
$146.00Sep 18$8.13$0.05$8.18$137.82$154.185.31%
$145.00Sep 18$8.85$0.03$8.88$136.12$153.885.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.48% of stock, avg 10.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$148.00Sep 18$0.04$0.70$0.74$147.26$155.74
$155.00$139.00Sep 18$0.04$1.07$1.11$137.89$156.11
$165.00$147.00Sep 25$1.91$2.28$4.19$142.81$169.19
$162.50$147.00Sep 25$2.42$2.28$4.70$142.30$167.20
$165.00$148.00Sep 25$1.91$2.70$4.61$143.39$169.61
$162.50$148.00Sep 25$2.42$2.70$5.12$142.88$167.62
$165.00$149.00Sep 25$1.91$2.89$4.80$144.20$169.80
$162.50$149.00Sep 25$2.42$2.89$5.31$143.69$167.81
$160.00$147.00Sep 25$3.06$2.28$5.34$141.66$165.34
$165.00$150.00Sep 25$1.91$3.30$5.21$144.79$170.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 178 found (best R:R 1.25, avg credit $0.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
126/127175/178Sep 25$1.39$1.1180%1.25$125.61$176.39
130/131175/178Oct 2$1.50$1.0068%1.50$129.50$176.50
126/127172/175Sep 25$1.21$1.2978%0.94$125.79$173.71
126/127168/170Sep 25$1.36$1.1471%1.19$125.64$168.86
126/127170/172Sep 25$1.26$1.2475%1.02$125.74$171.26
126/127175/178Oct 2$1.37$1.1369%1.21$125.63$176.37
126/127165/168Sep 25$1.44$1.0666%1.36$125.56$166.44
126/127162/165Sep 25$1.54$0.9661%1.60$125.46$164.04
130/131168/170Oct 9$1.74$0.7652%2.29$129.26$169.24
125/126175/178Oct 2$1.22$1.2872%0.95$124.78$176.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 149 found (best R:R 1.84, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$152.50$155.00Sep 18$0.82$1.6888%2.05
$152.50$155.00$157.50Sep 18$1.43$1.0797%0.75
$140.00$145.00$150.00Oct 16$0.18$4.8214%26.78
$165.00$170.00$175.00Oct 16$0.11$4.8911%44.45
$152.50$155.00$157.50Sep 25$0.15$2.3515%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$152.50$155.00Sep 18$0.88$1.6299%1.84
$152.50$155.00$157.50Sep 18$1.58$0.9298%0.58
$155.00$157.50$160.00Sep 25$0.10$2.4014%24.00
$150.00$152.50$155.00Sep 25$0.12$2.3815%19.83
$170.00$175.00$180.00Oct 16$0.17$4.839%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 68 found (best net $-6.80, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$177.501:2Sep 25-$0.04$2.46
$157.50$160.001:2Sep 18-$0.01$2.49
$160.00$162.501:2Sep 18-$0.01$2.49
$162.50$165.001:2Sep 18-$0.01$2.49
$165.00$167.501:2Sep 18-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$157.501:2Oct 30-$6.80$10.70
$160.00$157.501:2Sep 18-$0.87$1.63
$152.50$150.001:2Sep 18-$0.01$2.49
$136.00$135.001:2Sep 18$0.00$1.00
$131.00$130.001:2Oct 2-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 7.14%, avg 3.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 30$11.000.4210.4%7.14%17.50%386
$167.50Oct 30$10.900.438.7%7.08%15.81%212
$165.00Oct 30$11.600.457.1%7.53%14.65%975
$180.00Oct 30$7.400.3516.9%4.80%21.66%720
$160.00Oct 30$13.450.503.9%8.73%12.60%652
$175.00Oct 30$8.350.3813.6%5.42%19.03%529
$162.50Oct 30$12.200.475.5%7.92%13.41%13
$157.50Oct 30$14.200.522.2%9.22%11.46%611
$155.00Oct 30$15.250.540.6%9.90%10.52%126313
$160.00Oct 23$9.600.473.9%6.23%10.10%3087

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 83,658
Total Puts 32,909
Put/Call Ratio 0.39
Net Difference 50,749

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 500,364
Total Puts 245,004
Average Put/Call Ratio 0.52
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All