Tour v528
MRNA
MODERNA INC
$154.96 +6.41%
9/17 09:40

Option Volume

Detail
Current (09/17 9:40am) 10,324
Calls: 8,382 (81%)
Puts: 1,942 (19%)
Prior (09/02) 10,846
Calls: 7,175 (66%)
Puts: 3,671 (34%)
Current vs Prior -4.81%
Calls: +16.82% (Calls)
Puts: -47.10% (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 -92.24%
Calls: -86.53%
Puts: -97.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 9:40am) $5.71M
Calls: $4.79M (84%)
Puts: $914.0K (16%)
Prior (09/02) $7.14M
Calls: $3.98M (56%)
Puts: $3.16M (44%)
Current vs Prior -20.10%
Calls: +20.46%
Puts: -71.11%
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 -96.75%
Calls: -96.96%
Puts: -94.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 9:40am) 0.23
Prior (09/02) 0.51
Current vs Prior -54.72%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -72.74%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 9:40am) 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 6.02% | 9.94%6.02% | 18.02%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -3.86% | -7.55%-57.02% | -22.87%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -34.69% | -29.61%-64.32% | -32.49%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -3.86% | -7.55%+11.98% | -0.96%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 31.95% | 18.52%
Calls: 28.24% | 11.18%
Puts: 35.66% | 25.85%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +93.05% | +14.60%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -10.52% | -12.96%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($4.79M) vs puts ($914.0K). Extreme bullish P/C ratio of 0.23 - heavy call buying (8,382 calls vs 1,942 puts). P/C ratio dropping 55% - 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
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 10 of results (avg 8.2%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1610.1510.90$10.537.1%680.461.6K
$150.00Oct 1614.5015.60$15.057.3%1650.581.7K
$150.00Sep 259.1510.00$9.578.9%1440.60950
$130.00Oct 1626.4028.90$27.659.0%130.822.2K
$155.00Sep 183.403.75$3.589.8%1.3K0.442.9K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1628.7030.30$29.505.4%150.74124
$135.00Oct 164.304.60$4.456.7%160.241.4K
$130.00Oct 162.903.15$3.038.3%220.182.3K
$150.00Oct 169.0510.00$9.5310.0%3080.42847

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.76, cheapest $0.76)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 180.720.80$0.7610.5%7910.1212.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 155 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 1828.6532.05$30.3511.2%--1.0025
$125.00Sep 1827.6531.35$29.5012.5%11.00174
$129.00Sep 1823.6027.30$25.4514.5%--1.0033
$130.00Sep 1823.5526.20$24.8810.7%31.00239
$131.00Sep 1821.8024.95$23.3813.5%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1829.1532.40$30.7810.6%10.98--
$180.00Sep 1824.2027.45$25.8312.6%--0.9814
$177.50Sep 1821.7524.95$23.3513.7%--0.9612
$172.50Sep 1816.6520.10$18.3818.8%--0.9511
$170.00Sep 1814.9517.30$16.1314.6%110.93110

Most actively traded options today. High liquidity = easy entry/exit. 180 active (total vol 9.0K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 181.601.86$1.7315.0%1.9K0.259.7K
$155.00Sep 183.403.75$3.589.8%1.3K0.442.9K
$165.00Sep 180.720.80$0.7610.5%7910.1212.0K
$150.00Sep 185.806.70$6.2514.4%7080.669.2K
$160.00Sep 254.655.40$5.0314.9%3260.38697
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 169.0510.00$9.5310.0%3080.42847
$165.00Sep 1810.1513.00$11.5824.6%1300.8786
$150.00Sep 181.372.00$1.6937.3%1080.341.6K
$140.00Sep 180.200.60$0.40100.0%760.091.7K
$150.00Sep 254.355.30$4.8219.7%690.40649

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 33.6%, max 60.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Sep 18Oct 23111.0%75.8%46.3%51494
$145.00Sep 18Oct 23107.4%76.7%40.0%1912.5K
$162.50Sep 18Oct 23103.1%75.2%37.0%1174.5K
$144.00Sep 18Oct 30113.4%83.9%35.1%72.3K
$152.50Sep 18Oct 23100.9%74.8%34.8%1751.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Sep 18Oct 9113.4%70.7%60.4%12282
$146.00Sep 18Oct 23111.0%75.8%46.3%8554
$148.00Sep 18Oct 23110.2%76.2%44.7%3638
$155.00Sep 18Oct 16101.3%73.6%37.6%2801
$162.50Sep 18Oct 23103.1%75.2%37.0%211

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 201 found (best R:R 1.94, avg 2.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Oct 30$1.70$3.30$1.7054%1.94$156.70
$165.00$170.00Oct 30$1.32$3.68$1.3245%2.79$166.32
$155.00$160.00Oct 16$1.65$3.35$1.6552%2.03$156.65
$145.00$150.00Oct 16$2.35$2.65$2.3564%1.13$147.35
$170.00$175.00Oct 16$0.93$4.07$0.9334%4.38$170.93
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$145.00Oct 16$1.30$3.70$1.3042%2.85$148.70
$180.00$175.00Oct 16$3.20$1.80$3.2074%0.56$176.80
$155.00$152.50Sep 25$0.87$1.63$0.8751%1.87$154.13
$160.00$157.50Sep 18$1.53$0.97$1.5375%0.63$158.47
$157.50$155.00Sep 18$1.30$1.20$1.3066%0.92$156.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 4.26, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$177.50$180.00Oct 2$1.01$1.01$1.4978%0.68$178.51
$160.00$162.50Sep 25$1.30$1.30$1.2062%1.08$161.30
$167.50$170.00Sep 25$0.93$0.93$1.5775%0.59$168.43
$165.00$170.00Oct 2$1.77$1.77$3.2367%0.55$166.77
$155.00$157.50Oct 9$1.50$1.50$1.0050%1.50$156.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$131.00$130.00Sep 25$0.81$0.81$0.1988%4.26$130.19
$135.00$130.00Oct 30$1.97$1.97$3.0372%0.65$133.03
$145.00$140.00Oct 16$2.28$2.28$2.7264%0.84$142.72
$133.00$132.00Sep 25$0.73$0.73$0.2786%2.70$132.27
$152.50$150.00Sep 25$1.66$1.66$0.8455%1.98$150.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.30, cheapest $2.80)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 18Sep 25$3.37101.3%75.9%
$150.00Sep 18Sep 25$3.3299.5%74.7%
$157.50Sep 18Sep 25$3.6499.3%75.8%
$152.50Sep 18Sep 25$3.27100.9%78.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Sep 18Sep 25$2.80101.3%75.9%
$150.00Sep 18Sep 25$3.1399.5%74.7%
$157.50Sep 18Sep 25$3.2899.3%75.8%
$152.50Sep 18Sep 25$3.65100.9%78.2%
$149.00Sep 18Sep 25$3.23101.2%80.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 87 found (cheapest 4.91% of stock, avg 12.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Sep 18$4.78$2.83$7.61$144.89$160.114.91%
$150.00Sep 18$6.25$1.69$7.94$142.06$157.945.12%
$155.00Sep 18$3.58$4.55$8.13$146.87$163.135.25%
$157.50Sep 18$2.36$5.85$8.21$149.29$165.715.30%
$149.00Sep 18$6.95$1.82$8.77$140.23$157.775.66%
$160.00Sep 18$1.73$7.38$9.11$150.89$169.115.88%
$148.00Sep 18$7.78$1.58$9.36$138.64$157.366.04%
$147.00Sep 18$8.55$1.15$9.70$137.30$156.706.26%
$146.00Sep 18$9.40$1.07$10.47$135.53$156.476.76%
$162.50Sep 18$1.08$9.40$10.48$152.02$172.986.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.23% of stock, avg 9.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$147.00Sep 18$0.76$1.15$1.91$145.09$166.91
$162.50$147.00Sep 18$1.08$1.15$2.23$144.77$164.73
$165.00$148.00Sep 18$0.76$1.58$2.34$145.66$167.34
$162.50$148.00Sep 18$1.08$1.58$2.66$145.34$165.16
$160.00$147.00Sep 18$1.73$1.15$2.88$144.12$162.88
$165.00$150.00Sep 18$0.76$1.69$2.45$147.55$167.45
$165.00$149.00Sep 18$0.76$1.82$2.58$146.42$167.58
$162.50$149.00Sep 18$1.08$1.82$2.90$146.10$165.40
$162.50$150.00Sep 18$1.08$1.69$2.77$147.23$165.27
$160.00$148.00Sep 18$1.73$1.58$3.31$144.69$163.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 210 found (best R:R 9.42, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
135/136175/178Oct 9$2.26$0.2449%9.42$133.74$177.26
130/132178/180Oct 2$1.83$0.6762%2.73$130.17$179.33
130/131168/170Sep 25$1.74$0.7663%2.29$129.26$169.24
135/136178/180Oct 9$1.96$0.5453%3.63$134.04$179.46
132/133168/170Sep 25$1.66$0.8461%1.98$131.34$169.16
130/131175/178Sep 25$1.34$1.1672%1.16$129.66$176.34
135/136168/170Sep 25$1.64$0.8659%1.91$134.36$169.14
125/126168/170Sep 25$1.43$1.0765%1.34$124.57$168.93
133/134178/180Oct 2$1.57$0.9360%1.69$132.43$179.07
125/127175/178Oct 9$1.61$0.8958%1.81$125.39$176.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 135 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$152.50$155.00Oct 2$0.05$2.458%49.00
$162.50$165.00$167.50Sep 18$0.06$2.449%40.67
$150.00$152.50$155.00Sep 18$0.27$2.2322%8.26
$157.50$160.00$162.50Oct 9$0.07$2.437%34.71
$152.50$155.00$157.50Sep 25$0.15$2.3511%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Oct 16$0.08$4.9212%61.50
$130.00$135.00$140.00Oct 16$0.08$4.9211%61.50
$165.00$170.00$175.00Oct 16$0.09$4.9110%54.56
$150.00$152.50$155.00Oct 2$0.07$2.438%34.71
$157.50$160.00$162.50Oct 2$0.07$2.438%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-0.55, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$162.501:2Sep 18-$0.43$2.07
$172.50$175.001:2Sep 18-$0.04$2.46
$170.00$172.501:2Sep 18-$0.12$2.38
$165.00$167.501:2Sep 18-$0.24$2.26
$180.00$185.001:2Sep 18-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$150.001:2Sep 18-$0.55$1.95
$155.00$152.501:2Sep 18-$1.11$1.39
$135.00$134.001:2Sep 18-$0.05$0.95
$138.00$137.001:2Sep 18-$0.08$0.92
$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. 66 found (best yield 6.81%, avg 3.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 30$10.550.429.7%6.81%16.51%--51
$165.00Oct 30$12.250.456.5%7.91%14.38%--60
$175.00Oct 30$9.100.3812.9%5.87%18.80%--19
$160.00Oct 30$14.000.503.2%9.03%12.29%--35
$180.00Oct 30$7.650.3416.2%4.94%21.10%--16
$155.00Oct 30$16.000.540.0%10.33%10.35%--305
$185.00Oct 30$6.650.3019.4%4.29%23.68%11
$165.00Oct 23$9.300.436.5%6.00%12.48%--18
$160.00Oct 23$10.650.473.2%6.87%10.13%1874
$170.00Oct 23$7.250.389.7%4.68%14.38%295

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 8,382
Total Puts 1,942
Put/Call Ratio 0.23
Net Difference 6,440

Prior's Put/Call Breakdown

Total Calls 7,175
Total Puts 3,671
Put/Call Ratio 0.51
Net Difference 3,504

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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