Tour v528
MRNA
MODERNA INC
$154.29 +5.96%
9/17 09:45

Option Volume

Detail
Current (09/17 9:45am) 17,703
Calls: 14,387 (81%)
Puts: 3,316 (19%)
Prior (09/02) 14,725
Calls: 9,559 (65%)
Puts: 5,166 (35%)
Current vs Prior +20.22%
Calls: +50.51% (Calls)
Puts: -35.81% (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 -86.69%
Calls: -76.88%
Puts: -95.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 9:45am) $9.74M
Calls: $8.23M (84%)
Puts: $1.51M (16%)
Prior (09/02) $8.43M
Calls: $4.11M (49%)
Puts: $4.32M (51%)
Current vs Prior +15.56%
Calls: +100.42%
Puts: -65.04%
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 -94.45%
Calls: -94.78%
Puts: -91.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 9:45am) 0.23
Prior (09/02) 0.54
Current vs Prior -57.35%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -72.88%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 9:45am) 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 5.77% | 10.11%5.77% | 17.89%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -7.90% | -5.94%-58.82% | -23.45%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -37.43% | -28.39%-65.81% | -33.00%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -7.90% | -5.94%+7.28% | -1.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.20% | 23.08%
Calls: 17.39% | 22.78%
Puts: 55.00% | 23.38%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +118.73% | +42.82%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg +1.38% | +8.47%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($8.23M) vs puts ($1.51M). Extreme bullish P/C ratio of 0.23 - heavy call buying (14,387 calls vs 3,316 puts). P/C ratio dropping 57% - 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 BEARISH
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
09:45BULLISHBULLISHBULLISH
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 14 of results (avg 8.4%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 1630.7532.75$31.756.3%40.8737
$130.00Oct 1626.7528.75$27.757.2%250.832.2K
$126.00Oct 3032.9535.45$34.207.3%10.796
$155.00Oct 1612.0513.00$12.537.6%630.532.8K
$150.00Oct 1614.2515.45$14.858.1%2090.591.7K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1629.4031.90$30.658.2%200.73124
$185.00Sep 1829.6532.55$31.109.3%10.98--
$175.00Oct 1625.5528.05$26.809.3%--0.6870

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 158 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 1828.5031.70$30.1010.6%--1.0025
$125.00Sep 1827.5031.05$29.2812.1%11.00174
$129.00Sep 1823.5026.75$25.1312.9%--1.0033
$130.00Sep 1823.1525.65$24.4010.2%31.00239
$131.00Sep 1821.5525.10$23.3315.2%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 1824.7527.55$26.1510.7%--0.9814
$185.00Sep 1829.6532.55$31.109.3%10.98--
$177.50Sep 1822.3025.15$23.7312.0%--0.9612
$172.50Sep 1817.4520.25$18.8514.9%--0.9411
$170.00Sep 1815.0517.90$16.4817.3%210.92110

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 15.1K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 181.441.73$1.5918.2%3.0K0.299.7K
$155.00Sep 182.943.50$3.2217.4%2.2K0.472.9K
$165.00Sep 180.670.90$0.7929.1%1.4K0.1612.0K
$150.00Sep 185.756.85$6.3017.5%1.2K0.699.2K
$157.50Sep 182.112.51$2.3117.3%5940.387.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 169.3011.20$10.2518.5%3080.41847
$140.00Oct 22.884.45$3.6742.8%1940.24186
$150.00Sep 181.472.10$1.7935.2%1930.321.6K
$140.00Sep 251.802.54$2.1734.1%1870.20232
$165.00Sep 1810.3013.20$11.7524.7%1410.8386

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 35.6%, max 58.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$149.00Sep 18Oct 23108.0%73.9%46.1%43404
$157.50Sep 18Oct 23107.0%78.1%36.9%5947.1K
$152.50Sep 18Oct 23100.2%74.7%34.2%2101.3K
$162.50Sep 18Oct 23104.2%77.8%33.9%2594.5K
$165.00Sep 18Oct 30114.5%87.6%30.6%1.4K12.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$144.00Sep 18Oct 9114.7%72.3%58.6%12282
$165.00Sep 18Oct 16114.5%74.7%53.2%141117
$155.00Sep 18Oct 16104.5%72.6%44.0%41801
$157.50Sep 18Oct 9107.0%74.5%43.6%15126
$147.00Sep 18Oct 23105.3%74.1%42.0%18381

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 221 found (best R:R 3.55, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$175.00Oct 30$1.10$3.90$1.1043%3.55$171.10
$160.00$165.00Oct 30$1.58$3.42$1.5851%2.16$161.58
$145.00$150.00Oct 16$2.38$2.62$2.3865%1.10$147.38
$165.00$170.00Oct 16$1.25$3.75$1.2541%3.00$166.25
$138.00$139.00Sep 18$0.35$0.65$0.35100%1.86$138.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$146.00$145.00Oct 23$0.12$0.88$0.1237%7.33$145.88
$147.00$145.00Oct 9$0.48$1.52$0.4836%3.17$146.52
$150.00$149.00Sep 25$0.17$0.83$0.1738%4.88$149.83
$147.00$146.00Oct 2$0.19$0.81$0.1935%4.26$146.81
$150.00$149.00Oct 2$0.30$0.70$0.3040%2.33$149.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 155 found (best R:R 4.00, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$170.00Sep 25$0.87$0.87$1.6372%0.53$168.37
$155.00$157.50Sep 25$1.42$1.42$1.0849%1.31$156.42
$170.00$175.00Oct 2$1.44$1.44$3.5670%0.40$171.44
$170.00$172.50Sep 25$0.67$0.67$1.8376%0.37$170.67
$177.50$180.00Oct 2$0.64$0.64$1.8678%0.34$178.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$126.00$125.00Sep 25$0.80$0.80$0.2090%4.00$125.20
$135.00$130.00Oct 30$1.85$1.85$3.1573%0.59$133.15
$127.00$125.00Oct 9$0.84$0.84$1.1686%0.72$126.16
$133.00$132.00Sep 25$0.71$0.71$0.2987%2.45$132.29
$125.00$124.00Oct 23$0.73$0.73$0.2784%2.70$124.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.38, cheapest $3.27)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$3.27107.0%75.8%
$155.00Sep 18Sep 25$3.78104.5%80.1%
$150.00Sep 18Sep 25$3.10102.7%79.0%
$152.50Sep 18Sep 25$3.30100.2%77.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$3.37107.0%75.8%
$155.00Sep 18Sep 25$3.40104.5%80.1%
$150.00Sep 18Sep 25$3.41102.7%79.0%
$152.50Sep 18Sep 25$3.43100.2%77.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 90 found (cheapest 4.86% of stock, avg 12.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Sep 18$4.60$2.90$7.50$145.00$160.004.86%
$155.00Sep 18$3.22$4.30$7.52$147.48$162.524.87%
$150.00Sep 18$6.30$1.79$8.09$141.91$158.095.24%
$157.50Sep 18$2.31$5.93$8.24$149.26$165.745.34%
$149.00Sep 18$6.65$1.85$8.50$140.50$157.505.51%
$148.00Sep 18$7.23$1.39$8.62$139.38$156.625.59%
$160.00Sep 18$1.59$7.78$9.37$150.63$169.376.07%
$147.00Sep 18$8.25$1.22$9.47$137.53$156.476.14%
$146.00Sep 18$8.85$0.92$9.77$136.23$155.776.33%
$145.00Sep 18$9.82$0.80$10.62$134.38$155.626.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.30% of stock, avg 9.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$147.00Sep 18$0.79$1.22$2.01$144.99$167.01
$162.50$147.00Sep 18$1.03$1.22$2.25$144.75$164.75
$165.00$148.00Sep 18$0.79$1.39$2.18$145.82$167.18
$162.50$148.00Sep 18$1.03$1.39$2.42$145.58$164.92
$160.00$147.00Sep 18$1.59$1.22$2.81$144.19$162.81
$165.00$149.00Sep 18$0.79$1.85$2.64$146.36$167.64
$165.00$150.00Sep 18$0.79$1.79$2.58$147.42$167.58
$160.00$148.00Sep 18$1.59$1.39$2.98$145.02$162.98
$162.50$149.00Sep 18$1.03$1.85$2.88$146.12$165.38
$162.50$150.00Sep 18$1.03$1.79$2.82$147.18$165.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 218 found (best R:R 2.01, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
125/126168/170Sep 25$1.67$0.8362%2.01$124.33$169.17
125/126170/172Sep 25$1.47$1.0367%1.43$124.53$171.47
125/126175/178Sep 25$1.27$1.2374%1.03$124.73$176.27
132/133168/170Sep 25$1.58$0.9258%1.72$131.42$169.08
125/127175/178Oct 9$1.59$0.9158%1.75$125.41$176.59
132/133170/172Sep 25$1.38$1.1263%1.23$131.62$171.38
125/126182/185Sep 25$0.94$1.5680%0.60$125.06$183.44
132/133175/178Sep 25$1.18$1.3270%0.89$131.82$176.18
125/126180/182Sep 25$0.97$1.5378%0.63$125.03$180.97
125/127178/180Oct 9$1.32$1.1860%1.12$125.68$178.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 148 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Oct 16$0.06$4.9413%82.33
$155.00$160.00$165.00Oct 16$0.13$4.8712%37.46
$175.00$180.00$185.00Oct 16$0.09$4.918%54.56
$157.50$160.00$162.50Sep 18$0.16$2.3418%14.63
$125.00$130.00$135.00Sep 25$0.11$4.897%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 30$0.12$4.889%40.67
$130.00$135.00$140.00Oct 30$0.14$4.868%34.71
$145.00$150.00$155.00Oct 16$0.27$4.7313%17.52
$140.00$145.00$150.00Oct 16$0.28$4.7213%16.86
$152.50$155.00$157.50Sep 18$0.23$2.2720%9.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-0.68, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$167.501:2Sep 18-$0.21$2.29
$160.00$162.501:2Sep 18-$0.47$2.03
$180.00$185.001:2Sep 18-$0.10$4.90
$167.50$170.001:2Sep 18-$0.24$2.26
$172.50$175.001:2Sep 18-$0.14$2.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$150.001:2Sep 18-$0.68$1.82
$128.00$127.001:2Sep 18$0.00$1.00
$134.00$133.001:2Sep 18-$0.08$0.92
$133.00$132.001:2Sep 18-$0.09$0.91
$138.00$137.001:2Sep 18-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 6.38%, avg 3.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Oct 30$9.850.4013.4%6.38%19.81%--19
$165.00Oct 30$12.850.476.9%8.33%15.27%160
$170.00Oct 30$11.100.4310.2%7.19%17.38%251
$160.00Oct 30$14.550.513.7%9.43%13.13%--35
$180.00Oct 30$8.150.3616.7%5.28%21.95%--16
$185.00Oct 30$7.100.3219.9%4.60%24.51%11
$155.00Oct 30$16.300.550.5%10.56%11.02%--305
$165.00Oct 23$9.300.436.9%6.03%12.97%--18
$170.00Oct 23$7.650.3910.2%4.96%15.14%295
$162.50Oct 23$9.950.465.3%6.45%11.77%87

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 14,387
Total Puts 3,316
Put/Call Ratio 0.23
Net Difference 11,071

Prior's Put/Call Breakdown

Total Calls 9,559
Total Puts 5,166
Put/Call Ratio 0.54
Net Difference 4,393

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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