Tour v528
MRNA
MODERNA INC
$151.25 +3.87%
9/17 09:35

Option Volume

Detail
Current (09/17 9:35am) 5,785
Calls: 4,891 (85%)
Puts: 894 (15%)
Prior (09/02) 6,172
Calls: 4,688 (76%)
Puts: 1,484 (24%)
Current vs Prior -6.27%
Calls: +4.33% (Calls)
Puts: -39.76% (Puts)
Prior 7-Day Total 931,162
Calls: 435,544 (47%)
Puts: 495,618 (53%)
Prior 7-Day Average 133,023
Calls: 62,220 (47%)
Puts: 70,802 (53%)
Current vs Prior 7-Day Avg -95.65%
Calls: -92.14%
Puts: -98.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 9:35am) $2.30M
Calls: $1.89M (82%)
Puts: $416.8K (18%)
Prior (09/02) $3.08M
Calls: $2.00M (65%)
Puts: $1.08M (35%)
Current vs Prior -25.27%
Calls: -5.76%
Puts: -61.42%
Prior 7-Day Total $1.23B
Calls: $1.10B (90%)
Puts: $124.18M (10%)
Prior 7-Day Average $175.49M
Calls: $157.75M (90%)
Puts: $17.74M (10%)
Current vs Prior 7-Day Avg -98.69%
Calls: -98.80%
Puts: -97.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 9:35am) 0.18
Prior (09/02) 0.32
Current vs Prior -42.26%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -78.49%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 9:35am) 939,529
Calls: 425,564 (45%)
Puts: 513,965 (55%)
Prior (09/02) 942,161
Calls: 395,646 (42%)
Puts: 546,515 (58%)
Current vs Prior -0.28%
Prior 7-Day Total 4,628,336
Calls: 2,231,494 (48%)
Puts: 2,396,842 (52%)
Prior 7-Day Average 661,190
Calls: 318,784 (48%)
Puts: 342,406 (52%)
Current vs Prior 7-Day Avg +42.10%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 5.34% | 9.79%5.34% | 17.69%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -70.99% | -63.84%-70.99% | -47.28%
Prior 7-Day Avg 9.22% | 14.12%15.67% | 25.41%
Current vs 7-Day Avg -42.11% | -30.63%-65.95% | -30.37%
Prior 7-Day Eod 18.40% | 27.08%5.38% | 18.20%
Current vs 7-Day Eod -70.99% | -63.84%-0.75% | -2.79%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.25% | 20.09%
Calls: 13.51% | 10.30%
Puts: 25.00% | 29.88%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +95.23% | -35.59%
Prior 7-Day Avg 38.90% | 22.13%
Calls: 38.64% | 21.00%
Puts: 39.16% | 23.26%
Current vs 7-Day Avg -50.51% | -9.22%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($1.89M) vs puts ($416.8K). Extreme bullish P/C ratio of 0.18 - heavy call buying (4,891 calls vs 894 puts). P/C ratio dropping 42% - 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHNEUTRALBULLISH
10:20BEARISHNEUTRALMIXED
10:15BULLISHNEUTRALBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BEARISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 9 of results (avg 8.1%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1612.5013.00$12.753.9%1340.551.7K
$145.00Oct 1615.0016.10$15.557.1%490.62367
$155.00Oct 1610.4511.30$10.887.8%330.492.8K
$170.00Oct 165.806.30$6.058.3%160.321.1K
$126.00Oct 3031.1534.00$32.588.7%10.786
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 1827.6030.10$28.858.7%--1.0014
$180.00Oct 1630.6033.45$32.038.9%--0.75124

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.89, cheapest $0.93)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 180.851.00$0.9316.1%1.3K0.199.7K
$180.00Sep 250.770.90$0.8415.5%210.10585
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 158 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Sep 1827.9031.15$29.5311.0%--1.0010
$123.00Sep 1827.1530.25$28.7010.8%--1.0012
$125.00Sep 1825.1027.75$26.4310.0%10.99174
$121.00Sep 1829.0532.25$30.6510.4%10.9933
$124.00Sep 1826.1529.30$27.7311.4%--0.9825
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Sep 1824.4027.80$26.1013.0%--1.0012
$180.00Sep 1827.6030.10$28.858.7%--1.0014
$172.50Sep 1819.4522.80$21.1315.9%--0.9511
$170.00Sep 1817.0020.10$18.5516.7%10.95110
$167.50Sep 1814.5518.05$16.3021.5%--0.94147

Most actively traded options today. High liquidity = easy entry/exit. 139 active (total vol 5.0K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 180.851.00$0.9316.1%1.3K0.199.7K
$165.00Sep 180.340.54$0.4445.5%5850.1012.0K
$155.00Sep 181.732.13$1.9320.7%5810.342.9K
$150.00Sep 183.804.35$4.0713.5%5250.569.2K
$152.50Sep 182.643.35$3.0023.7%1390.461.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 1813.0014.85$13.9313.3%870.9186
$140.00Sep 180.450.69$0.5742.1%530.121.7K
$150.00Sep 255.706.70$6.2016.1%500.45649
$150.00Sep 182.853.35$3.1016.1%330.441.6K
$143.00Sep 252.304.85$3.5871.2%200.30152

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 31.2%, max 44.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Sep 18Oct 23106.5%74.3%43.3%10406
$145.00Sep 18Oct 23104.6%74.8%39.9%322.5K
$157.50Sep 18Oct 23100.9%75.5%33.6%1187.1K
$152.50Sep 18Oct 23102.9%77.9%32.1%1391.3K
$146.00Sep 18Oct 2397.5%74.5%30.9%25494
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Sep 18Oct 9100.5%69.5%44.7%2282
$142.00Sep 18Oct 23106.5%74.3%43.3%--473
$152.50Sep 18Oct 9102.9%73.0%41.0%18319
$147.00Sep 18Oct 23101.5%72.3%40.3%5381
$143.00Sep 18Oct 23104.0%74.9%38.9%2331

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 214 found (best R:R 0.64, avg 2.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$132.00$140.00Oct 30$4.87$3.13$4.8774%0.64$136.87
$155.00$160.00Oct 16$1.50$3.50$1.5049%2.33$156.50
$175.00$180.00Oct 23$0.75$4.25$0.7532%5.67$175.75
$150.00$155.00Oct 16$1.87$3.13$1.8755%1.67$151.87
$160.00$165.00Oct 30$1.62$3.38$1.6249%2.09$161.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$152.50$150.00Sep 18$0.90$1.60$0.9055%1.78$151.60
$160.00$157.50Sep 25$1.35$1.15$1.3567%0.85$158.65
$145.00$144.00Oct 9$0.12$0.88$0.1237%7.33$144.88
$132.00$130.00Oct 9$0.21$1.79$0.2119%8.52$131.79
$134.00$133.00Oct 23$0.12$0.88$0.1226%7.33$133.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 1.13, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$177.50$180.00Oct 2$1.26$1.26$1.2479%1.02$178.76
$167.50$170.00Sep 25$1.05$1.05$1.4575%0.72$168.55
$155.00$157.50Oct 23$1.50$1.50$1.0049%1.50$156.50
$160.00$165.00Oct 16$2.23$2.23$2.7756%0.81$162.23
$155.00$157.50Oct 2$1.27$1.27$1.2353%1.03$156.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 30$2.65$2.65$2.3566%1.13$137.35
$150.00$145.00Oct 16$2.80$2.80$2.2055%1.27$147.20
$133.00$132.00Sep 25$0.73$0.73$0.2786%2.70$132.27
$123.00$122.00Sep 25$0.54$0.54$0.4692%1.17$122.46
$148.00$147.00Oct 23$0.87$0.87$0.1358%6.69$147.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.21, cheapest $3.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 18Sep 25$3.10102.9%74.4%
$147.00Sep 18Sep 25$2.73101.5%73.8%
$150.00Sep 18Sep 25$3.2198.4%75.2%
$148.00Sep 18Sep 25$3.1098.4%75.4%
$155.00Sep 18Sep 25$3.3298.5%76.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 18Sep 25$3.53102.9%74.4%
$147.00Sep 18Sep 25$2.83101.5%73.8%
$150.00Sep 18Sep 25$3.1098.4%75.2%
$148.00Sep 18Sep 25$3.1698.4%75.4%
$155.00Sep 18Sep 25$3.2298.5%76.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 93 found (cheapest 4.63% of stock, avg 12.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Sep 18$3.00$4.00$7.00$145.50$159.504.63%
$149.00Sep 18$4.60$2.44$7.04$141.96$156.044.65%
$150.00Sep 18$4.07$3.10$7.17$142.83$157.174.74%
$148.00Sep 18$5.40$2.12$7.52$140.48$155.524.97%
$155.00Sep 18$1.93$5.68$7.61$147.39$162.615.03%
$147.00Sep 18$6.30$1.87$8.17$138.83$155.175.40%
$146.00Sep 18$7.00$1.51$8.51$137.49$154.515.63%
$145.00Sep 18$7.23$1.37$8.60$136.40$153.605.69%
$157.50Sep 18$1.34$7.50$8.84$148.66$166.345.84%
$144.00Sep 18$8.30$1.02$9.32$134.68$153.326.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.39% of stock, avg 9.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Sep 18$0.59$1.51$2.10$143.90$164.60
$160.00$146.00Sep 18$0.93$1.51$2.44$143.56$162.44
$157.50$146.00Sep 18$1.34$1.51$2.85$143.15$160.35
$162.50$147.00Sep 18$0.59$1.87$2.46$144.54$164.96
$160.00$147.00Sep 18$0.93$1.87$2.80$144.20$162.80
$157.50$147.00Sep 18$1.34$1.87$3.21$143.79$160.71
$162.50$148.00Sep 18$0.59$2.12$2.71$145.29$165.21
$160.00$148.00Sep 18$0.93$2.12$3.05$144.95$163.05
$155.00$146.00Sep 18$1.93$1.51$3.44$142.56$158.44
$157.50$148.00Sep 18$1.34$2.12$3.46$144.54$160.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 216 found (best R:R 18.23, avg credit $0.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
139/140178/180Oct 2$2.37$0.1350%18.23$137.63$179.87
134/135178/180Oct 2$1.87$0.6358%2.97$133.13$179.37
132/133168/170Sep 25$1.78$0.7260%2.47$131.22$169.28
126/127178/180Oct 2$1.60$0.9066%1.78$125.40$179.10
122/123168/170Sep 25$1.59$0.9166%1.75$121.41$169.09
128/130178/180Oct 2$1.66$0.8463%1.98$128.34$179.16
133/134178/180Oct 2$1.68$0.8260%2.05$132.32$179.18
125/126178/180Oct 2$1.46$1.0468%1.40$124.54$178.96
127/128168/170Sep 25$1.59$0.9163%1.75$126.41$169.09
136/137178/180Oct 2$1.69$0.8156%2.09$135.31$179.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 141 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 18$0.07$2.4313%34.71
$152.50$155.00$157.50Sep 25$0.07$2.4311%34.71
$155.00$157.50$160.00Sep 18$0.18$2.3216%12.89
$152.50$155.00$157.50Oct 9$0.06$2.447%40.67
$125.00$130.00$135.00Oct 16$0.26$4.7411%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Oct 16$0.10$4.9012%49.00
$130.00$135.00$140.00Oct 16$0.13$4.8712%37.46
$152.50$155.00$157.50Sep 18$0.14$2.3620%16.86
$152.50$155.00$157.50Sep 25$0.06$2.4411%40.67
$157.50$160.00$162.50Sep 18$0.09$2.4113%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. 68 found (best net $-5.86, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$155.001:2Sep 18-$0.86$1.64
$160.00$162.501:2Sep 18-$0.25$2.25
$172.50$175.001:2Sep 18-$0.02$2.48
$167.50$170.001:2Sep 18-$0.14$2.36
$157.50$160.001:2Sep 18-$0.52$1.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$150.001:2Oct 23-$5.86$6.64
$133.00$132.001:2Sep 25-$0.06$0.94
$126.00$125.001:2Sep 18$0.00$1.00
$133.00$132.001:2Sep 18-$0.06$0.94
$134.00$133.001:2Sep 18-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 7.44%, avg 3.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 30$11.250.459.1%7.44%16.53%--60
$170.00Oct 30$9.650.4112.4%6.38%18.78%--51
$160.00Oct 30$13.000.495.8%8.60%14.38%--35
$175.00Oct 30$8.250.3715.7%5.45%21.16%--19
$155.00Oct 30$15.000.532.5%9.92%12.40%--305
$180.00Oct 30$7.050.3319.0%4.66%23.67%--16
$167.50Oct 23$8.000.3910.7%5.29%16.03%--74
$162.50Oct 23$9.450.437.4%6.25%13.69%87
$160.00Oct 23$10.050.465.8%6.64%12.43%1274
$155.00Oct 23$12.150.512.5%8.03%10.51%--89

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 4,891
Total Puts 894
Put/Call Ratio 0.18
Net Difference 3,997

Prior's Put/Call Breakdown

Total Calls 4,688
Total Puts 1,484
Put/Call Ratio 0.32
Net Difference 3,204

Prior 7-Day Put/Call Summary

Total Calls 435,544
Total Puts 495,618
Average Put/Call Ratio 0.85
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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