Tour v528
MRNA
MODERNA INC
$159.79 +9.73%
9/17 10:05

Option Volume

Detail
Current (09/17 10:05am) 47,140
Calls: 39,426 (84%)
Puts: 7,714 (16%)
Prior (09/02) 20,218
Calls: 12,986 (64%)
Puts: 7,232 (36%)
Current vs Prior +133.16%
Calls: +203.60% (Calls)
Puts: +6.66% (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 -64.56%
Calls: -36.64%
Puts: -89.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:05am) $30.83M
Calls: $27.43M (89%)
Puts: $3.40M (11%)
Prior (09/02) $11.58M
Calls: $6.61M (57%)
Puts: $4.97M (43%)
Current vs Prior +166.17%
Calls: +314.94%
Puts: -31.66%
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 -82.43%
Calls: -82.61%
Puts: -80.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:05am) 0.20
Prior (09/02) 0.56
Current vs Prior -64.87%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -76.97%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:05am) 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 5.70% | 10.38%5.70% | 18.74%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -9.07% | -3.48%-59.34% | -19.79%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -38.22% | -26.51%-66.25% | -29.80%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -9.07% | -3.48%+5.91% | +3.00%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.07% | 11.00%
Calls: 10.10% | 15.12%
Puts: 12.05% | 6.89%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior -33.11% | -31.93%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -69.00% | -48.30%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($27.43M) vs puts ($3.40M). Massive premium surge with dollar volume up 166% vs prior. Unusually high activity with volume up 133% vs prior - elevated interest. Extreme bullish P/C ratio of 0.20 - heavy call buying (39,426 calls vs 7,714 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
10:05BULLISHBULLISHBULLISH
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 46 of results (avg 7.5%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 183.703.80$3.752.7%6.3K0.509.7K
$165.00Sep 181.932.00$1.973.6%4.4K0.3112.0K
$150.00Oct 1618.7019.40$19.053.7%3890.651.7K
$150.00Sep 2512.9013.50$13.204.5%2730.71950
$155.00Sep 2510.0010.50$10.254.9%5380.62693
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 2324.5025.75$25.135.0%480.60--
$165.00Oct 1615.9516.85$16.405.5%10.5231
$170.00Sep 2513.8014.60$14.205.6%170.6731
$155.00Oct 1610.9011.60$11.256.2%260.40137
$157.50Sep 256.506.95$6.736.7%270.4357

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.73, cheapest $0.49)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 180.450.53$0.4916.3%7090.102.3K
$170.00Sep 180.901.05$0.9815.3%1.6K0.1810.1K
PUTS (0)
No puts meet the criteria

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 1828.9032.20$30.5510.8%--1.0033
$130.00Sep 1827.9531.10$29.5310.7%91.00239
$132.00Sep 1825.9029.60$27.7513.3%--1.0021
$133.00Sep 1824.9027.90$26.4011.4%11.0024
$134.00Sep 1823.9027.30$25.6013.3%11.00122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1824.3527.45$25.9012.0%10.96--
$180.00Sep 1819.8522.60$21.2313.0%100.9514
$177.50Sep 1817.4520.15$18.8014.4%90.9312
$172.50Sep 1812.7015.50$14.1019.9%--0.8711
$170.00Sep 1810.0513.30$11.6827.8%420.82110

Most actively traded options today. High liquidity = easy entry/exit. 249 active (total vol 40.1K, top 6.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 183.703.80$3.752.7%6.3K0.509.7K
$165.00Sep 181.932.00$1.973.6%4.4K0.3112.0K
$155.00Sep 186.106.90$6.5012.3%3.7K0.692.9K
$157.50Sep 184.705.20$4.9510.1%3.0K0.607.1K
$170.00Sep 180.901.05$0.9815.3%1.6K0.1810.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.650.90$0.7832.1%4570.151.6K
$140.00Sep 180.110.16$0.1435.7%3900.031.7K
$155.00Sep 181.832.19$2.0117.9%3760.31664
$150.00Oct 168.409.10$8.758.0%3090.34847
$140.00Sep 251.251.47$1.3616.2%2950.13232

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 33.3%, max 44.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Sep 18Oct 23106.4%73.8%44.2%3.0K7.1K
$152.50Sep 18Oct 23104.4%73.4%42.1%4271.3K
$162.50Sep 18Oct 23107.1%79.0%35.5%1.1K4.5K
$167.50Sep 18Oct 23108.0%80.5%34.1%618896
$170.00Sep 18Oct 30112.0%88.5%26.6%1.6K10.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Sep 18Oct 9106.4%73.7%44.4%119126
$167.50Sep 18Oct 2108.0%75.5%43.1%3158
$170.00Sep 18Oct 16112.0%78.3%43.1%42136
$152.50Sep 18Oct 23104.4%73.4%42.1%185307
$165.00Sep 18Oct 16108.5%77.0%40.9%163117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 186 found (best R:R 3.95, avg 2.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$190.00Oct 23$2.02$7.98$2.0235%3.95$182.02
$155.00$160.00Oct 30$1.80$3.20$1.8060%1.78$156.80
$145.00$150.00Oct 16$2.40$2.60$2.4071%1.08$147.40
$157.50$160.00Oct 9$0.47$2.03$0.4756%4.32$157.97
$165.00$170.00Oct 30$1.65$3.35$1.6551%2.03$166.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Sep 18$1.05$1.45$1.0569%1.38$163.95
$157.50$155.00Oct 2$0.58$1.92$0.5844%3.31$156.92
$152.50$150.00Oct 23$0.53$1.97$0.5338%3.72$151.97
$162.50$160.00Oct 23$0.82$1.68$0.8248%2.05$161.68
$170.00$167.50Sep 25$1.35$1.15$1.3567%0.85$168.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 3.17, avg 0.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$160.00$162.50Oct 9$1.78$1.78$0.7247%2.47$161.78
$177.50$180.00Oct 9$1.15$1.15$1.3567%0.85$178.65
$165.00$167.50Oct 9$1.50$1.50$1.0053%1.50$166.50
$177.50$180.00Oct 2$0.95$0.95$1.5571%0.61$178.45
$180.00$182.50Sep 25$0.67$0.67$1.8380%0.37$180.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$152.50Oct 23$1.90$1.90$0.6059%3.17$153.10
$140.00$135.00Oct 30$2.04$2.04$2.9672%0.69$137.96
$134.00$133.00Oct 2$0.80$0.80$0.2085%4.00$133.20
$138.00$137.00Oct 2$0.83$0.83$0.1782%4.88$137.17
$141.00$140.00Sep 25$0.81$0.81$0.1983%4.26$140.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $3.47, cheapest $3.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Sep 18Sep 25$3.67107.1%80.1%
$157.50Sep 18Sep 25$3.65106.4%81.1%
$155.00Sep 18Sep 25$3.75106.6%81.6%
$165.00Sep 18Sep 25$3.78108.5%84.1%
$160.00Sep 18Sep 25$3.98106.5%82.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Sep 18Sep 25$3.12107.1%80.1%
$157.50Sep 18Sep 25$3.75106.4%81.1%
$155.00Sep 18Sep 25$3.62106.6%81.6%
$165.00Sep 18Sep 25$3.62108.5%84.1%
$160.00Sep 18Sep 25$3.83106.5%82.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 4.94% of stock, avg 13.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$3.75$4.15$7.90$152.10$167.904.94%
$157.50Sep 18$4.95$2.98$7.93$149.57$165.434.96%
$155.00Sep 18$6.50$2.01$8.51$146.49$163.515.33%
$162.50Sep 18$2.68$6.18$8.86$153.64$171.365.54%
$165.00Sep 18$1.97$7.23$9.20$155.80$174.205.76%
$152.50Sep 18$8.50$1.26$9.76$142.74$162.266.11%
$167.50Sep 18$1.34$9.43$10.77$156.73$178.276.74%
$150.00Sep 18$10.38$0.78$11.16$138.84$161.166.98%
$149.00Sep 18$11.00$0.72$11.72$137.28$160.727.33%
$170.00Sep 18$0.98$11.68$12.66$157.34$182.667.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.06% of stock, avg 10.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$149.00Sep 18$0.98$0.72$1.70$147.30$171.70
$170.00$150.00Sep 18$0.98$0.78$1.76$148.24$171.76
$167.50$149.00Sep 18$1.34$0.72$2.06$146.94$169.56
$167.50$150.00Sep 18$1.34$0.78$2.12$147.88$169.62
$170.00$152.50Sep 18$0.98$1.26$2.24$150.26$172.24
$167.50$152.50Sep 18$1.34$1.26$2.60$149.90$170.10
$165.00$149.00Sep 18$1.97$0.72$2.69$146.31$167.69
$165.00$150.00Sep 18$1.97$0.78$2.75$147.25$167.75
$170.00$155.00Sep 18$0.98$2.01$2.99$152.01$172.99
$165.00$152.50Sep 18$1.97$1.26$3.23$149.27$168.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 221 found (best R:R 3.46, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
130/132178/180Oct 9$1.94$0.5652%3.46$130.06$179.44
137/139178/180Oct 9$2.06$0.4446%4.68$136.94$179.56
133/134178/180Oct 2$1.75$0.7556%2.33$132.25$179.25
128/130178/180Oct 9$1.76$0.7455%2.38$128.24$179.26
137/138178/180Oct 2$1.78$0.7252%2.47$136.22$179.28
130/132178/180Oct 2$1.64$0.8658%1.91$130.36$179.14
130/131180/182Sep 25$1.31$1.1971%1.10$129.69$181.31
137/138180/182Sep 25$1.41$1.0966%1.29$136.59$181.41
140/141180/182Sep 25$1.48$1.0263%1.45$139.52$181.48
133/134188/190Oct 2$1.42$1.0865%1.31$132.58$188.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 135 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$180.00$185.00$190.00Oct 16$0.05$4.958%99.00
$162.50$165.00$167.50Sep 18$0.08$2.4217%30.25
$157.50$160.00$162.50Sep 18$0.13$2.3720%18.23
$165.00$170.00$175.00Oct 16$0.13$4.8710%37.46
$130.00$135.00$140.00Oct 16$0.15$4.859%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.05$4.9512%99.00
$170.00$175.00$180.00Oct 16$0.05$4.9510%99.00
$165.00$167.50$170.00Sep 18$0.05$2.4514%49.00
$155.00$157.50$160.00Sep 18$0.20$2.3019%11.50
$157.50$160.00$162.50Sep 25$0.07$2.4310%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. 62 found (best net $-0.30, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$185.001:2Sep 18-$0.16$4.84
$177.50$180.001:2Sep 18-$0.11$2.39
$170.00$172.501:2Sep 18-$0.34$2.16
$175.00$177.501:2Sep 18-$0.25$2.25
$172.50$175.001:2Sep 18-$0.32$2.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$150.001:2Sep 18-$0.30$2.20
$155.00$152.501:2Sep 18-$0.51$1.99
$135.00$134.001:2Sep 18-$0.06$0.94
$137.00$136.001:2Sep 18-$0.11$0.89
$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. 66 found (best yield 8.95%, avg 3.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 30$14.300.486.4%8.95%15.34%451
$160.00Oct 30$18.400.550.1%11.52%11.65%135
$180.00Oct 30$10.350.4012.7%6.48%19.13%116
$175.00Oct 30$11.850.439.5%7.42%16.93%--19
$185.00Oct 30$9.000.3615.8%5.63%21.41%61
$165.00Oct 30$15.400.513.3%9.64%12.90%160
$190.00Oct 30$7.800.3318.9%4.88%23.79%250
$175.00Oct 23$8.500.409.5%5.32%14.84%--427
$167.50Oct 23$10.950.464.8%6.85%11.68%274
$170.00Oct 23$9.850.446.4%6.16%12.55%395

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 39,426
Total Puts 7,714
Put/Call Ratio 0.20
Net Difference 31,712

Prior's Put/Call Breakdown

Total Calls 12,986
Total Puts 7,232
Put/Call Ratio 0.56
Net Difference 5,754

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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