Tour v528
MRNA
MODERNA INC
$159.34 +9.42%
9/17 10:00

Option Volume

Detail
Current (09/17 10:00am) 40,662
Calls: 34,110 (84%)
Puts: 6,552 (16%)
Prior (09/02) 19,371
Calls: 12,570 (65%)
Puts: 6,801 (35%)
Current vs Prior +109.91%
Calls: +171.36% (Calls)
Puts: -3.66% (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 -69.43%
Calls: -45.18%
Puts: -90.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:00am) $26.95M
Calls: $24.01M (89%)
Puts: $2.94M (11%)
Prior (09/02) $11.24M
Calls: $6.45M (57%)
Puts: $4.79M (43%)
Current vs Prior +139.70%
Calls: +272.07%
Puts: -38.56%
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 -84.64%
Calls: -84.78%
Puts: -83.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:00am) 0.19
Prior (09/02) 0.54
Current vs Prior -64.50%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -77.40%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:00am) 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 5.69% | 10.97%5.69% | 18.58%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -9.21% | +2.05%-59.41% | -20.48%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -38.32% | -22.30%-66.30% | -30.40%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -9.21% | +2.05%+5.75% | +2.12%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.52% | 12.79%
Calls: 5.34% | 15.56%
Puts: 21.69% | 10.02%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior -18.31% | -20.85%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -62.14% | -39.89%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($24.01M) vs puts ($2.94M). Massive premium surge with dollar volume up 140% vs prior. Unusually high activity with volume up 110% vs prior - elevated interest. Extreme bullish P/C ratio of 0.19 - heavy call buying (34,110 calls vs 6,552 puts).

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
10:00BULLISHBULLISHBULLISH
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 30 of results (avg 7.4%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 181.851.90$1.882.7%3.4K0.3012.0K
$140.00Sep 2520.1021.00$20.554.4%190.85334
$140.00Sep 1818.6519.50$19.084.5%2010.95996
$155.00Oct 1615.2516.00$15.634.8%1120.592.8K
$160.00Oct 1613.1013.75$13.434.8%3110.531.6K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 162.702.78$2.742.9%1220.142.3K
$175.00Oct 2324.5026.65$25.588.4%480.60--
$155.00Oct 1610.4011.40$10.909.2%210.41137
$170.00Sep 2513.6015.00$14.309.8%140.6831

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.82, cheapest $0.77)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Sep 180.650.74$0.7012.9%1460.13711
$170.00Sep 180.951.00$0.985.1%1.2K0.1710.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.700.85$0.7719.5%4140.151.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 156 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Sep 1828.9032.30$30.6011.1%--1.0033
$130.00Sep 1827.9531.30$29.6311.3%91.00239
$132.00Sep 1825.9029.25$27.5812.1%--1.0021
$134.00Sep 1823.9027.30$25.6013.3%11.00122
$135.00Sep 1823.5526.30$24.9311.0%901.00466
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1824.0527.70$25.8814.1%10.97--
$180.00Sep 1819.5022.80$21.1515.6%100.9414
$177.50Sep 1816.6520.45$18.5520.5%--0.9312
$172.50Sep 1812.8015.75$14.2820.7%--0.8711
$170.00Sep 1810.2513.05$11.6524.0%410.83110

Most actively traded options today. High liquidity = easy entry/exit. 239 active (total vol 34.4K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 183.453.65$3.555.6%5.8K0.489.7K
$165.00Sep 181.851.90$1.882.7%3.4K0.3012.0K
$155.00Sep 185.756.35$6.059.9%3.4K0.692.9K
$157.50Sep 184.554.80$4.685.3%2.8K0.587.1K
$150.00Sep 189.3010.75$10.0314.5%1.4K0.859.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.700.85$0.7719.5%4140.151.6K
$155.00Sep 181.652.20$1.9328.5%3100.31664
$150.00Oct 168.0010.20$9.1024.2%3080.35847
$140.00Sep 251.351.94$1.6535.8%2910.14232
$140.00Sep 180.110.16$0.1435.7%2320.031.7K

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 28.3%, max 46.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$167.50Sep 18Oct 23112.1%79.7%40.6%566896
$162.50Sep 18Oct 23106.2%77.9%36.3%9974.5K
$170.00Sep 18Oct 30114.5%88.7%29.1%1.2K10.1K
$152.50Sep 18Oct 2397.9%76.0%28.7%4061.3K
$157.50Sep 18Oct 2395.6%76.6%24.8%2.8K7.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 18Oct 16114.6%78.2%46.5%41136
$167.50Sep 18Oct 2112.1%78.6%42.7%2158
$165.00Sep 18Oct 16109.3%78.8%38.7%155117
$162.50Sep 18Oct 23106.2%77.9%36.3%2311
$157.50Sep 18Oct 995.6%73.7%29.7%61126

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 196 found (best R:R 5.99, avg 2.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$190.00Oct 23$1.43$8.57$1.4336%5.99$181.43
$155.00$160.00Oct 30$1.68$3.32$1.6860%1.98$156.68
$157.50$160.00Oct 2$0.40$2.10$0.4056%5.25$157.90
$152.50$155.00Oct 23$0.62$1.88$0.6262%3.03$153.12
$165.00$170.00Oct 30$1.65$3.35$1.6551%2.03$166.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$167.50Sep 25$1.17$1.33$1.1768%1.14$168.83
$147.00$145.00Oct 9$0.15$1.85$0.1530%12.33$146.85
$155.00$152.50Sep 25$0.55$1.95$0.5539%3.55$154.45
$155.00$152.50Oct 9$0.70$1.80$0.7041%2.57$154.30
$150.00$149.00Oct 9$0.10$0.90$0.1034%9.00$149.90

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

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$187.50$190.00Oct 2$1.02$1.02$1.4877%0.69$188.52
$165.00$167.50Oct 9$1.55$1.55$0.9554%1.63$166.55
$160.00$162.50Oct 9$1.63$1.63$0.8747%1.87$161.63
$167.50$170.00Sep 25$1.20$1.20$1.3062%0.92$168.70
$175.00$177.50Oct 9$1.02$1.02$1.4866%0.69$176.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 30$2.04$2.04$2.9672%0.69$137.96
$150.00$145.00Oct 16$2.32$2.32$2.6865%0.87$147.68
$136.00$135.00Oct 2$0.77$0.77$0.2384%3.35$135.23
$136.00$135.00Sep 25$0.72$0.72$0.2888%2.57$135.28
$155.00$152.50Oct 23$1.56$1.56$0.9459%1.66$153.44

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.79, cheapest $3.60)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Sep 18Sep 25$3.97106.2%83.5%
$160.00Sep 18Sep 25$4.35105.2%86.2%
$155.00Sep 18Sep 25$3.9597.0%79.8%
$157.50Sep 18Sep 25$4.3295.6%81.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Sep 18Sep 25$3.60106.2%83.5%
$160.00Sep 18Sep 25$4.10105.2%86.2%
$155.00Sep 18Sep 25$3.6597.0%79.8%
$157.50Sep 18Sep 25$4.0595.6%81.2%
$175.00Oct 16Oct 23$2.1378.2%80.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 4.69% of stock, avg 13.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$157.50Sep 18$4.68$2.80$7.48$150.02$164.984.69%
$160.00Sep 18$3.55$4.38$7.93$152.07$167.934.98%
$155.00Sep 18$6.05$1.93$7.98$147.02$162.985.01%
$162.50Sep 18$2.58$6.15$8.73$153.77$171.235.48%
$152.50Sep 18$8.05$1.37$9.42$143.08$161.925.91%
$165.00Sep 18$1.88$7.73$9.61$155.39$174.616.03%
$150.00Sep 18$10.03$0.77$10.80$139.20$160.806.78%
$167.50Sep 18$1.34$9.55$10.89$156.61$178.396.83%
$149.00Sep 18$10.58$0.77$11.35$137.65$160.357.12%
$148.00Sep 18$11.85$0.51$12.36$135.64$160.367.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.10% of stock, avg 10.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$150.00Sep 18$0.98$0.77$1.75$148.25$171.75
$170.00$149.00Sep 18$0.98$0.77$1.75$147.25$171.75
$167.50$150.00Sep 18$1.34$0.77$2.11$147.89$169.61
$167.50$149.00Sep 18$1.34$0.77$2.11$146.89$169.61
$170.00$152.50Sep 18$0.98$1.37$2.35$150.15$172.35
$167.50$152.50Sep 18$1.34$1.37$2.71$149.79$170.21
$165.00$150.00Sep 18$1.88$0.77$2.65$147.35$167.65
$165.00$149.00Sep 18$1.88$0.77$2.65$146.35$167.65
$170.00$155.00Sep 18$0.98$1.93$2.91$152.09$172.91
$165.00$152.50Sep 18$1.88$1.37$3.25$149.25$168.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 210 found (best R:R 3.46, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
137/138188/190Oct 2$1.94$0.5659%3.46$136.06$189.44
135/136188/190Oct 2$1.79$0.7161%2.52$134.21$189.29
130/132188/190Oct 2$1.56$0.9464%1.66$130.44$189.06
137/138178/180Oct 2$1.77$0.7353%2.42$136.23$179.27
135/136188/190Sep 25$1.20$1.3073%0.92$134.80$188.70
133/134188/190Oct 2$1.48$1.0262%1.45$132.52$188.98
143/144188/190Oct 2$1.72$0.7852%2.21$142.28$189.22
135/136178/180Oct 2$1.62$0.8855%1.84$134.38$179.12
137/138175/178Oct 2$1.73$0.7749%2.25$136.27$176.73
130/131188/190Sep 25$1.06$1.4476%0.74$129.94$188.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 141 found (best R:R 44.45, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Oct 16$0.11$4.8912%44.45
$130.00$135.00$140.00Oct 16$0.10$4.909%49.00
$157.50$160.00$162.50Sep 18$0.16$2.3420%14.62
$180.00$185.00$190.00Oct 16$0.10$4.907%49.00
$155.00$157.50$160.00Sep 18$0.24$2.2621%9.42
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 18$0.19$2.3120%12.16
$162.50$165.00$167.50Oct 2$0.08$2.428%30.25
$157.50$160.00$162.50Oct 2$0.10$2.408%24.00
$162.50$165.00$167.50Sep 18$0.24$2.2615%9.42
$152.50$155.00$157.50Sep 18$0.31$2.1920%7.06

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.17, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$190.001:2Sep 18-$0.02$4.98
$177.50$180.001:2Sep 18-$0.20$2.30
$175.00$177.501:2Sep 18-$0.25$2.25
$172.50$175.001:2Sep 18-$0.32$2.18
$170.00$172.501:2Sep 18-$0.42$2.08
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$150.001:2Sep 18-$0.17$2.33
$136.00$135.001:2Sep 25-$0.05$0.95
$131.00$130.001:2Sep 25-$0.06$0.94
$160.00$157.501:2Sep 18-$1.22$1.28
$141.00$140.001:2Sep 18-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 8.97%, avg 3.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 30$14.300.486.7%8.97%15.66%451
$160.00Oct 30$18.400.550.4%11.55%11.96%--35
$175.00Oct 30$11.700.449.8%7.34%17.17%--19
$180.00Oct 30$10.250.4013.0%6.43%19.40%116
$185.00Oct 30$8.900.3716.1%5.59%21.69%61
$165.00Oct 30$15.350.513.5%9.63%13.19%160
$190.00Oct 30$7.800.3319.2%4.90%24.14%250
$167.50Oct 23$10.950.475.1%6.87%11.99%--74
$175.00Oct 23$8.500.409.8%5.33%15.16%--427
$165.00Oct 23$11.600.493.5%7.28%10.83%--18

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 34,110
Total Puts 6,552
Put/Call Ratio 0.19
Net Difference 27,558

Prior's Put/Call Breakdown

Total Calls 12,570
Total Puts 6,801
Put/Call Ratio 0.54
Net Difference 5,769

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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