Tour v528
MRNA
MODERNA INC
$155.56 +6.83%
9/17 09:50

Option Volume

Detail
Current (09/17 9:50am) 22,118
Calls: 18,023 (81%)
Puts: 4,095 (19%)
Prior (09/02) 16,542
Calls: 10,669 (64%)
Puts: 5,873 (36%)
Current vs Prior +33.71%
Calls: +68.93% (Calls)
Puts: -30.27% (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 -83.37%
Calls: -71.03%
Puts: -94.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 9:50am) $12.57M
Calls: $10.72M (85%)
Puts: $1.85M (15%)
Prior (09/02) $9.25M
Calls: $4.81M (52%)
Puts: $4.44M (48%)
Current vs Prior +35.88%
Calls: +123.12%
Puts: -58.46%
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 -92.84%
Calls: -93.20%
Puts: -89.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 9:50am) 0.23
Prior (09/02) 0.55
Current vs Prior -58.72%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -73.27%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 9:50am) 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 5.64% | 10.14%5.64% | 18.44%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -9.98% | -5.64%-59.75% | -21.11%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -38.85% | -28.15%-66.59% | -30.95%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -9.98% | -5.64%+4.85% | +1.31%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 25.89% | 22.66%
Calls: 10.53% | 13.33%
Puts: 41.25% | 32.00%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +56.44% | +40.22%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -27.49% | +6.50%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($10.72M) vs puts ($1.85M). Extreme bullish P/C ratio of 0.23 - heavy call buying (18,023 calls vs 4,095 puts). P/C ratio dropping 59% - 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
09:50BULLISHBULLISHBULLISH
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 18 of results (avg 7.9%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1615.5016.00$15.753.2%2540.601.7K
$157.50Sep 182.702.80$2.753.6%1.7K0.417.1K
$165.00Sep 180.880.93$0.915.5%1.8K0.1712.0K
$140.00Sep 2517.1518.20$17.675.9%160.83334
$160.00Oct 1610.6511.50$11.087.7%1250.481.6K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 164.004.35$4.188.4%700.211.4K
$140.00Oct 165.305.80$5.559.0%1240.271.7K
$180.00Oct 1628.7031.45$30.089.1%250.72124
$185.00Sep 1828.5531.50$30.039.8%10.98--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.91, cheapest $0.91)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 180.880.93$0.915.5%1.8K0.1712.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 157 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1828.5531.75$30.1510.6%11.00174
$129.00Sep 1824.5527.60$26.0811.7%--1.0033
$130.00Sep 1824.5026.55$25.538.0%61.00239
$131.00Sep 1822.6525.60$24.1312.2%--1.0010
$132.00Sep 1821.6524.80$23.2313.6%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1828.5531.50$30.039.8%10.98--
$180.00Sep 1823.6026.60$25.1012.0%--0.9714
$177.50Sep 1821.1524.15$22.6513.2%--0.9612
$172.50Sep 1816.1019.30$17.7018.1%--0.9411
$170.00Sep 1813.9016.00$14.9514.0%310.91110

Most actively traded options today. High liquidity = easy entry/exit. 220 active (total vol 19.0K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 181.852.04$1.959.7%3.4K0.329.7K
$155.00Sep 183.604.00$3.8010.5%2.5K0.522.9K
$165.00Sep 180.880.93$0.915.5%1.8K0.1712.0K
$157.50Sep 182.702.80$2.753.6%1.7K0.417.1K
$150.00Sep 186.257.35$6.8016.2%1.2K0.739.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 168.4511.20$9.8228.0%3080.39847
$140.00Sep 251.542.27$1.9138.2%2750.18232
$150.00Sep 181.282.00$1.6443.9%2150.281.6K
$140.00Oct 22.853.65$3.2524.6%1940.22186
$165.00Sep 189.6512.05$10.8522.1%1550.8286

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 31.4%, max 49.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$149.00Sep 18Oct 23105.4%74.5%41.4%59404
$162.50Sep 18Oct 23106.4%76.9%38.4%3154.5K
$157.50Sep 18Oct 23104.3%77.6%34.3%1.7K7.1K
$152.50Sep 18Oct 2396.5%72.9%32.3%3531.3K
$165.00Sep 18Oct 30109.5%87.3%25.4%1.8K12.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 18Oct 16109.5%73.2%49.5%155117
$157.50Sep 18Oct 9104.3%71.5%45.8%16126
$160.00Sep 18Oct 16104.8%74.2%41.3%731.4K
$147.00Sep 18Oct 23103.2%74.5%38.5%20381
$162.50Sep 18Oct 23106.4%76.9%38.4%211

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 216 found (best R:R 2.50, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Oct 30$1.43$3.57$1.4355%2.50$156.43
$170.00$175.00Oct 30$0.95$4.05$0.9543%4.26$170.95
$145.00$150.00Oct 16$2.30$2.70$2.3066%1.17$147.30
$157.50$160.00Oct 9$0.40$2.10$0.4050%5.25$157.90
$148.00$150.00Oct 30$0.42$1.58$0.4261%3.76$148.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$152.50Oct 2$0.52$1.98$0.5247%3.81$154.48
$157.50$155.00Sep 25$0.73$1.77$0.7353%2.42$156.77
$167.50$165.00Sep 25$1.48$1.02$1.4872%0.69$166.02
$152.50$150.00Oct 23$0.76$1.74$0.7643%2.29$151.74
$146.00$145.00Oct 23$0.15$0.85$0.1536%5.67$145.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 0.87, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$182.50$185.00Oct 2$0.90$0.90$1.6081%0.56$183.40
$160.00$162.50Oct 9$1.50$1.50$1.0053%1.50$161.50
$177.50$180.00Oct 2$0.64$0.64$1.8677%0.34$178.14
$160.00$162.50Sep 25$1.03$1.03$1.4758%0.70$161.03
$180.00$182.50Sep 25$0.33$0.33$2.1786%0.15$180.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$140.00Oct 16$2.33$2.33$2.6767%0.87$142.67
$145.00$143.00Oct 23$1.43$1.43$0.5765%2.51$143.57
$155.00$152.50Oct 23$1.82$1.82$0.6854%2.68$153.18
$141.00$140.00Oct 2$0.88$0.88$0.1275%7.33$140.12
$135.00$130.00Oct 30$1.85$1.85$3.1573%0.59$133.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.41, cheapest $3.33)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Sep 18Sep 25$3.33104.8%80.6%
$157.50Sep 18Sep 25$3.50104.3%80.5%
$155.00Sep 18Sep 25$3.70100.3%81.1%
$152.50Sep 18Sep 25$3.8296.5%80.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Sep 18Sep 25$3.37104.8%80.6%
$157.50Sep 18Sep 25$3.31104.3%80.5%
$155.00Sep 18Sep 25$3.92100.3%81.1%
$152.50Sep 18Sep 25$3.9696.5%80.2%
$175.00Oct 16Oct 23$1.7474.1%77.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 4.78% of stock, avg 12.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Sep 18$3.80$3.63$7.43$147.57$162.434.78%
$152.50Sep 18$5.25$2.36$7.61$144.89$160.114.89%
$157.50Sep 18$2.75$4.97$7.72$149.78$165.224.96%
$150.00Sep 18$6.80$1.64$8.44$141.56$158.445.43%
$160.00Sep 18$1.95$6.58$8.53$151.47$168.535.48%
$149.00Sep 18$7.80$1.49$9.29$139.71$158.295.97%
$162.50Sep 18$1.31$8.23$9.54$152.96$172.046.13%
$148.00Sep 18$8.48$1.09$9.57$138.43$157.576.15%
$147.00Sep 18$9.57$0.96$10.53$136.47$157.536.77%
$146.00Sep 18$10.60$0.70$11.30$134.70$157.307.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.10% of stock, avg 9.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$167.50$148.00Sep 18$0.62$1.09$1.71$146.29$169.21
$165.00$148.00Sep 18$0.91$1.09$2.00$146.00$167.00
$167.50$149.00Sep 18$0.62$1.49$2.11$146.89$169.61
$162.50$148.00Sep 18$1.31$1.09$2.40$145.60$164.90
$165.00$149.00Sep 18$0.91$1.49$2.40$146.60$167.40
$167.50$150.00Sep 18$0.62$1.64$2.26$147.74$169.76
$162.50$149.00Sep 18$1.31$1.49$2.80$146.20$165.30
$165.00$150.00Sep 18$0.91$1.64$2.55$147.45$167.55
$162.50$150.00Sep 18$1.31$1.64$2.95$147.05$165.45
$160.00$148.00Sep 18$1.95$1.09$3.04$144.96$163.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 218 found (best R:R 1.66, avg credit $0.96)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
130/132182/185Oct 2$1.56$0.9466%1.66$130.44$184.06
140/141182/185Oct 2$1.78$0.7256%2.47$139.22$184.28
125/126182/185Oct 2$1.35$1.1571%1.17$124.65$183.85
133/134182/185Oct 2$1.48$1.0264%1.45$132.52$183.98
132/133180/182Sep 25$1.24$1.2672%0.98$131.76$181.24
137/138182/185Oct 2$1.53$0.9760%1.58$136.47$184.03
132/133175/178Sep 25$1.28$1.2268%1.05$131.72$176.28
132/133168/170Sep 25$1.48$1.0258%1.45$131.52$168.98
132/133172/175Sep 25$1.23$1.2767%0.97$131.77$173.73
130/131180/182Sep 25$1.00$1.5076%0.67$130.00$181.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 138 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Oct 16$0.05$4.9510%99.00
$125.00$130.00$135.00Sep 25$0.10$4.9011%49.00
$150.00$152.50$155.00Sep 18$0.10$2.4021%24.00
$175.00$180.00$185.00Oct 16$0.06$4.948%82.33
$157.50$160.00$162.50Sep 18$0.16$2.3418%14.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$152.50$155.00$157.50Sep 18$0.07$2.4321%34.71
$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
$125.00$130.00$135.00Oct 16$0.22$4.789%21.73
$130.00$135.00$140.00Oct 16$0.26$4.7410%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-0.14, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$167.50$170.001:2Sep 18-$0.14$2.36
$170.00$172.501:2Sep 18-$0.08$2.42
$177.50$180.001:2Sep 18$0.00$2.50
$180.00$185.001:2Sep 18-$0.08$4.92
$165.00$167.501:2Sep 18-$0.33$2.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$141.00$140.001:2Sep 18-$0.09$0.91
$155.00$152.501:2Sep 18-$1.09$1.41
$134.00$133.001:2Sep 18-$0.09$0.91
$133.00$132.001:2Sep 18-$0.09$0.91
$132.00$131.001:2Sep 18-$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 6.56%, avg 3.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Oct 30$10.200.4012.5%6.56%19.05%--19
$170.00Oct 30$11.100.439.3%7.14%16.42%351
$165.00Oct 30$12.850.476.1%8.26%14.33%160
$160.00Oct 30$14.950.512.9%9.61%12.46%--35
$180.00Oct 30$8.250.3615.7%5.30%21.01%--16
$185.00Oct 30$7.100.3318.9%4.56%23.49%41
$172.50Oct 23$7.300.3810.9%4.69%15.58%--445
$165.00Oct 23$9.300.446.1%5.98%12.05%--18
$170.00Oct 23$7.650.399.3%4.92%14.20%295
$167.50Oct 23$8.350.417.7%5.37%13.04%--74

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 18,023
Total Puts 4,095
Put/Call Ratio 0.23
Net Difference 13,928

Prior's Put/Call Breakdown

Total Calls 10,669
Total Puts 5,873
Put/Call Ratio 0.55
Net Difference 4,796

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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