Tour v528
MRNA
MODERNA INC
$156.33 +7.35%
9/17 09:55

Option Volume

Detail
Current (09/17 9:55am) 25,162
Calls: 20,362 (81%)
Puts: 4,800 (19%)
Prior (09/02) 17,894
Calls: 11,528 (64%)
Puts: 6,366 (36%)
Current vs Prior +40.62%
Calls: +76.63% (Calls)
Puts: -24.60% (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 -81.08%
Calls: -67.27%
Puts: -93.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 9:55am) $14.41M
Calls: $12.35M (86%)
Puts: $2.06M (14%)
Prior (09/02) $10.20M
Calls: $5.71M (56%)
Puts: $4.49M (44%)
Current vs Prior +41.22%
Calls: +116.23%
Puts: -54.21%
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 -91.79%
Calls: -92.17%
Puts: -88.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 9:55am) 0.24
Prior (09/02) 0.55
Current vs Prior -57.31%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -72.27%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 9:55am) 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% | 10.18%5.64% | 18.52%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -10.02% | -5.27%-59.77% | -20.73%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -38.87% | -27.87%-66.60% | -30.62%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -10.02% | -5.27%+4.81% | +1.80%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.09% | 19.44%
Calls: 13.32% | 10.46%
Puts: 28.85% | 28.42%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +27.43% | +20.30%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -40.94% | -8.63%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($12.35M) vs puts ($2.06M). Extreme bullish P/C ratio of 0.24 - heavy call buying (20,362 calls vs 4,800 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 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
09:55BULLISHBULLISHBULLISH
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 24 of results (avg 7.5%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1615.7016.45$16.084.7%2730.611.7K
$175.00Sep 252.002.10$2.054.9%1790.19323
$160.00Oct 1610.9511.60$11.275.8%1340.491.6K
$147.00Sep 2512.2513.00$12.635.9%80.71115
$145.00Sep 2513.6514.50$14.086.0%370.76451
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 2326.5028.30$27.406.6%100.64--
$135.00Oct 163.804.10$3.957.6%850.211.4K
$175.00Oct 1624.3526.35$25.357.9%--0.6770
$180.00Oct 1628.2030.70$29.458.5%300.71124
$185.00Sep 1828.0530.95$29.509.8%10.98--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.47, cheapest $0.47)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 180.430.50$0.4714.9%2480.0910.1K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 154 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Sep 1825.1528.75$26.9513.4%--1.0033
$130.00Sep 1824.4527.45$25.9511.6%71.00239
$131.00Sep 1823.1526.95$25.0515.2%--1.0010
$132.00Sep 1822.1526.10$24.1316.4%--1.0021
$133.00Sep 1821.1524.55$22.8514.9%11.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1828.0530.95$29.509.8%10.98--
$180.00Sep 1822.6026.00$24.3014.0%100.9714
$177.50Sep 1820.5023.55$22.0313.8%--0.9512
$172.50Sep 1815.8018.75$17.2717.1%--0.9411
$170.00Sep 1813.4516.00$14.7317.3%310.91110

Most actively traded options today. High liquidity = easy entry/exit. 218 active (total vol 21.5K, top 3.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 182.002.20$2.109.5%3.7K0.349.7K
$155.00Sep 183.854.40$4.1313.3%2.6K0.552.9K
$165.00Sep 180.911.08$1.0017.0%2.1K0.1912.0K
$157.50Sep 182.973.20$3.097.4%2.0K0.447.1K
$150.00Sep 186.657.55$7.1012.7%1.3K0.769.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 181.081.50$1.2932.6%3520.241.6K
$150.00Oct 168.4511.20$9.8228.0%3080.39847
$140.00Sep 251.562.26$1.9136.6%2770.18232
$140.00Oct 165.205.90$5.5512.6%2270.261.7K
$140.00Oct 22.953.40$3.1814.2%2040.22186

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 27.6%, max 44.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.50Sep 18Oct 23101.6%75.5%34.6%3384.5K
$157.50Sep 18Oct 23100.2%75.4%33.0%2.0K7.1K
$152.50Sep 18Oct 2399.4%74.8%32.8%3871.3K
$149.00Sep 18Oct 2396.0%75.8%26.6%71404
$165.00Sep 18Oct 30106.5%86.0%23.9%2.1K12.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 18Oct 16106.5%73.8%44.3%155117
$157.50Sep 18Oct 9100.2%72.1%38.9%16126
$160.00Sep 18Oct 16102.8%74.4%38.1%751.4K
$162.50Sep 18Oct 23101.6%75.5%34.6%211
$147.00Sep 18Oct 23101.1%75.7%33.5%23381

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 196 found (best R:R 1.08, avg 2.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$145.00$150.00Oct 16$2.40$2.60$2.4067%1.08$147.40
$170.00$175.00Oct 30$1.25$3.75$1.2543%3.00$171.25
$148.00$150.00Oct 30$0.45$1.55$0.4562%3.44$148.45
$155.00$160.00Oct 30$1.93$3.07$1.9356%1.59$156.93
$180.00$185.00Oct 30$1.03$3.97$1.0336%3.85$181.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$152.50Oct 2$0.88$1.62$0.8845%1.84$154.12
$142.00$141.00Oct 2$0.12$0.88$0.1226%7.33$141.88
$160.00$157.50Sep 18$1.42$1.08$1.4266%0.76$158.58
$160.00$157.50Sep 25$1.26$1.24$1.2657%0.98$158.74
$147.00$146.00Oct 2$0.23$0.77$0.2333%3.35$146.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 3.44, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$177.50$180.00Oct 2$0.86$0.86$1.6475%0.52$178.36
$160.00$162.50Oct 2$1.35$1.35$1.1554%1.17$161.35
$160.00$162.50Sep 25$1.12$1.12$1.3857%0.81$161.12
$175.00$177.50Sep 25$0.51$0.51$1.9981%0.26$175.51
$177.50$180.00Sep 18$0.15$0.15$2.3595%0.06$177.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$143.00Oct 23$1.55$1.55$0.4566%3.44$143.45
$136.00$135.00Sep 25$0.88$0.88$0.1285%7.33$135.12
$130.00$127.00Oct 30$1.30$1.30$1.7077%0.76$128.70
$135.00$130.00Oct 30$1.85$1.85$3.1573%0.59$133.15
$152.50$150.00Oct 23$1.63$1.63$0.8758%1.87$150.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.44, cheapest $3.55)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 18Sep 25$3.7399.4%76.3%
$160.00Sep 18Sep 25$3.65102.8%81.0%
$157.50Sep 18Sep 25$3.51100.2%79.4%
$155.00Sep 18Sep 25$3.5298.4%77.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Sep 18Sep 25$3.5599.4%76.3%
$160.00Sep 18Sep 25$3.43102.8%81.0%
$157.50Sep 18Sep 25$3.59100.2%79.4%
$155.00Sep 18Sep 25$3.9398.4%77.8%
$175.00Oct 16Oct 23$2.0575.8%76.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 4.61% of stock, avg 12.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Sep 18$4.13$3.07$7.20$147.80$162.204.61%
$152.50Sep 18$5.40$2.10$7.50$145.00$160.004.80%
$157.50Sep 18$3.09$4.68$7.77$149.73$165.274.97%
$160.00Sep 18$2.10$6.10$8.20$151.80$168.205.25%
$150.00Sep 18$7.10$1.29$8.39$141.61$158.395.37%
$149.00Sep 18$7.85$1.05$8.90$140.10$157.905.69%
$162.50Sep 18$1.49$7.98$9.47$153.03$171.976.06%
$148.00Sep 18$8.85$0.85$9.70$138.30$157.706.20%
$147.00Sep 18$9.73$0.76$10.49$136.51$157.496.71%
$146.00Sep 18$10.50$0.61$11.11$134.89$157.117.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.98% of stock, avg 9.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$167.50$148.00Sep 18$0.68$0.85$1.53$146.47$169.03
$165.00$148.00Sep 18$1.00$0.85$1.85$146.15$166.85
$167.50$149.00Sep 18$0.68$1.05$1.73$147.27$169.23
$165.00$149.00Sep 18$1.00$1.05$2.05$146.95$167.05
$167.50$150.00Sep 18$0.68$1.29$1.97$148.03$169.47
$165.00$150.00Sep 18$1.00$1.29$2.29$147.71$167.29
$162.50$148.00Sep 18$1.49$0.85$2.34$145.66$164.84
$162.50$149.00Sep 18$1.49$1.05$2.54$146.46$165.04
$162.50$150.00Sep 18$1.49$1.29$2.78$147.22$165.28
$167.50$152.50Sep 18$0.68$2.10$2.78$149.72$170.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 220 found (best R:R 2.62, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
140/141178/180Oct 2$1.81$0.6951%2.62$139.19$179.31
130/132178/180Oct 2$1.54$0.9661%1.60$130.46$179.04
135/136175/178Sep 25$1.39$1.1166%1.25$134.61$176.39
135/136170/172Sep 25$1.47$1.0360%1.43$134.53$171.47
130/131175/178Sep 25$1.18$1.3271%0.89$129.82$176.18
133/134178/180Oct 2$1.44$1.0659%1.36$132.56$178.94
130/131170/172Sep 25$1.26$1.2464%1.02$129.74$171.26
135/136178/180Sep 25$1.13$1.3769%0.82$134.87$178.63
140/141182/185Oct 2$1.44$1.0656%1.36$139.56$183.94
130/132182/185Oct 2$1.17$1.3366%0.88$130.83$183.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 136 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$157.50$160.00Sep 18$0.05$2.4521%49.00
$155.00$160.00$165.00Oct 16$0.19$4.8112%25.32
$165.00$170.00$175.00Oct 2$0.24$4.7613%19.83
$160.00$162.50$165.00Sep 18$0.12$2.3815%19.83
$152.50$155.00$157.50Sep 18$0.23$2.2722%9.87
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Oct 16$0.17$4.8312%28.41
$150.00$152.50$155.00Sep 18$0.16$2.3421%14.63
$135.00$140.00$145.00Oct 30$0.12$4.888%40.67
$130.00$135.00$140.00Oct 30$0.14$4.868%34.71
$145.00$150.00$155.00Oct 16$0.26$4.7412%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. 66 found (best net $-0.48, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$172.501:2Sep 18-$0.03$2.47
$180.00$185.001:2Sep 18-$0.04$4.96
$165.00$167.501:2Sep 18-$0.36$2.14
$162.50$165.001:2Sep 18-$0.51$1.99
$167.50$170.001:2Sep 18-$0.26$2.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$150.001:2Sep 18-$0.48$2.02
$136.00$135.001:2Sep 25$0.00$1.00
$142.00$141.001:2Sep 18-$0.12$0.88
$134.00$133.001:2Sep 18-$0.07$0.93
$139.00$138.001:2Sep 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. 63 found (best yield 6.52%, avg 3.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$175.00Oct 30$10.200.4011.9%6.52%18.47%--19
$170.00Oct 30$11.300.438.7%7.23%15.97%351
$165.00Oct 30$12.950.475.5%8.28%13.83%160
$180.00Oct 30$8.400.3615.1%5.37%20.51%--16
$160.00Oct 30$14.950.522.4%9.56%11.91%--35
$185.00Oct 30$7.200.3318.3%4.61%22.95%51
$172.50Oct 23$7.300.3810.3%4.67%15.01%--445
$165.00Oct 23$9.300.455.5%5.95%11.49%--18
$170.00Oct 23$7.700.408.7%4.93%13.67%395
$167.50Oct 23$8.450.427.2%5.41%12.55%--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 20,362
Total Puts 4,800
Put/Call Ratio 0.24
Net Difference 15,562

Prior's Put/Call Breakdown

Total Calls 11,528
Total Puts 6,366
Put/Call Ratio 0.55
Net Difference 5,162

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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