Tour v528
MRNA
MODERNA INC
$160.18 +10.00%
9/17 10:10

Option Volume

Detail
Current (09/17 10:10am) 58,407
Calls: 45,815 (78%)
Puts: 12,592 (22%)
Prior (09/02) 24,970
Calls: 13,692 (55%)
Puts: 11,278 (45%)
Current vs Prior +133.91%
Calls: +234.61% (Calls)
Puts: +11.65% (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 -56.09%
Calls: -26.37%
Puts: -82.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:10am) $37.00M
Calls: $32.37M (87%)
Puts: $4.63M (13%)
Prior (09/02) $12.11M
Calls: $6.83M (56%)
Puts: $5.29M (44%)
Current vs Prior +205.39%
Calls: +374.03%
Puts: -12.45%
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 -78.92%
Calls: -79.48%
Puts: -73.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:10am) 0.27
Prior (09/02) 0.82
Current vs Prior -66.63%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -67.67%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:10am) 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 6.06% | 10.61%6.06% | 19.20%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -3.31% | -1.27%-56.77% | -17.83%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -34.31% | -24.83%-64.11% | -28.08%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -3.31% | -1.27%+12.62% | +5.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 25.66% | 16.89%
Calls: 4.88% | 14.50%
Puts: 46.43% | 19.29%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +55.05% | +4.52%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -28.14% | -20.62%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($32.37M) vs puts ($4.63M). Massive premium surge with dollar volume up 205% vs prior. Unusually high activity with volume up 134% vs prior - elevated interest. Extreme bullish P/C ratio of 0.27 - heavy call buying (45,815 calls vs 12,592 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
10:10BULLISHBULLISHBULLISH
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 44 of results (avg 8.1%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 1619.3019.65$19.481.8%3960.661.7K
$160.00Sep 184.004.20$4.104.9%7.1K0.539.7K
$135.00Oct 1629.0030.50$29.755.0%170.82265
$180.00Sep 252.252.40$2.336.4%2120.21585
$160.00Oct 1613.8514.80$14.336.6%5590.551.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1613.2513.90$13.584.8%510.451.0K
$165.00Oct 1616.0016.85$16.435.2%110.5131
$155.00Oct 1610.5511.25$10.906.4%430.40137
$140.00Oct 164.955.30$5.136.8%2400.231.7K
$175.00Oct 2324.2025.95$25.087.0%530.59--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.56, cheapest $0.56)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 180.540.59$0.568.9%1.1K0.112.3K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 160 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1829.3531.90$30.638.3%90.99239
$132.00Sep 1826.7530.35$28.5512.6%--0.9921
$133.00Sep 1825.8528.95$27.4011.3%10.9924
$134.00Sep 1825.1527.95$26.5510.5%10.99122
$135.00Sep 1823.8526.95$25.4012.2%900.99466
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1823.2026.45$24.8313.1%11.00--
$180.00Sep 1818.4021.75$20.0816.7%100.9414
$177.50Sep 1816.2019.20$17.7016.9%140.9312
$172.50Sep 1811.9514.65$13.3020.3%--0.8611
$170.00Sep 189.7011.95$10.8320.8%430.81110

Most actively traded options today. High liquidity = easy entry/exit. 265 active (total vol 49.8K, top 7.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 184.004.20$4.104.9%7.1K0.539.7K
$165.00Sep 182.102.30$2.209.1%5.3K0.3412.0K
$155.00Sep 186.707.65$7.1813.2%3.8K0.712.9K
$157.50Sep 185.005.95$5.4817.3%3.1K0.627.1K
$170.00Sep 181.011.16$1.0913.8%2.4K0.1910.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 181.801.98$1.899.5%2.3K0.29664
$140.00Sep 180.110.16$0.1435.7%7220.031.7K
$130.00Sep 180.020.04$0.0366.7%7110.015.1K
$150.00Sep 180.650.99$0.8241.5%5180.151.6K
$160.00Sep 183.554.00$3.7811.9%5020.48339

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 29.4%, max 43.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 23108.5%75.7%43.3%4511.3K
$157.50Sep 18Oct 23107.6%76.4%40.9%3.1K7.1K
$167.50Sep 18Oct 23111.6%80.6%38.5%771896
$155.00Sep 18Oct 30108.8%85.7%26.9%3.8K3.2K
$170.00Sep 18Oct 30111.6%90.8%22.9%2.4K10.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 23108.5%75.7%43.3%213307
$167.50Sep 18Oct 2111.6%78.4%42.5%5158
$170.00Sep 18Oct 16111.6%79.1%41.0%43136
$165.00Sep 18Oct 16108.7%78.6%38.3%182117
$155.00Sep 18Oct 23108.8%78.7%38.2%2.3K666

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 185 found (best R:R 2.40, avg 2.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 30$1.47$3.53$1.4752%2.40$166.47
$180.00$185.00Oct 30$1.07$3.93$1.0741%3.67$181.07
$170.00$175.00Oct 2$0.95$4.05$0.9538%4.26$170.95
$170.00$175.00Oct 9$1.15$3.85$1.1541%3.35$171.15
$140.00$141.00Sep 25$0.17$0.83$0.1787%4.88$140.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$152.50$150.00Oct 23$0.62$1.88$0.6238%3.03$151.88
$165.00$162.50Oct 2$1.05$1.45$1.0554%1.38$163.95
$149.00$145.00Oct 30$1.05$2.95$1.0535%2.81$147.95
$148.00$147.00Oct 2$0.10$0.90$0.1029%9.00$147.90
$162.50$160.00Oct 23$0.97$1.53$0.9747%1.58$161.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 1.03, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$182.50Oct 9$1.25$1.25$1.2568%1.00$181.25
$162.50$165.00Oct 2$1.58$1.58$0.9250%1.72$164.08
$170.00$172.50Oct 23$1.43$1.43$1.0754%1.34$171.43
$180.00$182.50Oct 2$0.81$0.81$1.6972%0.48$180.81
$162.50$165.00Oct 9$1.38$1.38$1.1249%1.23$163.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$157.50$150.00Oct 30$3.80$3.80$3.7058%1.03$153.70
$155.00$152.50Oct 23$1.80$1.80$0.7060%2.57$153.20
$140.00$135.00Oct 30$2.00$2.00$3.0072%0.67$138.00
$139.00$137.00Oct 9$1.06$1.06$0.9479%1.13$137.94
$138.00$137.00Sep 25$0.79$0.79$0.2186%3.76$137.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.45, cheapest $3.43)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Sep 18Sep 25$3.43108.7%79.7%
$160.00Sep 18Sep 25$3.83104.9%78.0%
$162.50Sep 18Sep 25$3.85107.5%80.9%
$157.50Sep 18Sep 25$3.57107.6%81.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Sep 18Sep 25$3.60108.7%79.7%
$160.00Sep 18Sep 25$3.72104.9%78.0%
$162.50Sep 18Sep 25$3.47107.5%80.9%
$157.50Sep 18Sep 25$3.62107.6%81.9%
$175.00Oct 16Oct 23$1.9580.8%80.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 4.92% of stock, avg 13.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$4.10$3.78$7.88$152.12$167.884.92%
$157.50Sep 18$5.48$2.76$8.24$149.26$165.745.14%
$162.50Sep 18$3.05$5.60$8.65$153.85$171.155.40%
$155.00Sep 18$7.18$1.89$9.07$145.93$164.075.66%
$165.00Sep 18$2.20$7.03$9.23$155.77$174.235.76%
$152.50Sep 18$8.88$1.23$10.11$142.39$162.616.31%
$167.50Sep 18$1.61$8.90$10.51$156.99$178.016.56%
$150.00Sep 18$10.93$0.82$11.75$138.25$161.757.34%
$170.00Sep 18$1.09$10.83$11.92$158.08$181.927.44%
$149.00Sep 18$12.05$0.73$12.78$136.22$161.787.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.99% of stock, avg 10.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$150.00Sep 18$0.76$0.82$1.58$148.42$174.08
$170.00$150.00Sep 18$1.09$0.82$1.91$148.09$171.91
$172.50$152.50Sep 18$0.76$1.23$1.99$150.51$174.49
$170.00$152.50Sep 18$1.09$1.23$2.32$150.18$172.32
$167.50$150.00Sep 18$1.61$0.82$2.43$147.57$169.93
$167.50$152.50Sep 18$1.61$1.23$2.84$149.66$170.34
$172.50$155.00Sep 18$0.76$1.89$2.65$152.35$175.15
$170.00$155.00Sep 18$1.09$1.89$2.98$152.02$172.98
$167.50$155.00Sep 18$1.61$1.89$3.50$151.50$171.00
$165.00$150.00Sep 18$2.20$0.82$3.02$146.98$168.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 210 found (best R:R 12.16, avg credit $1.15)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
137/139180/182Oct 9$2.31$0.1947%12.16$136.69$182.31
130/132180/182Oct 9$2.11$0.3954%5.41$129.89$182.11
140/141180/182Oct 9$2.15$0.3545%6.14$138.85$182.15
143/144180/182Oct 9$2.18$0.3242%6.81$141.82$182.18
135/136180/182Oct 9$1.83$0.6750%2.73$134.17$181.83
148/149180/182Oct 9$2.17$0.3336%6.58$146.83$182.17
133/134180/182Oct 2$1.58$0.9258%1.72$132.42$181.58
145/146180/182Oct 2$1.86$0.6446%2.91$144.14$181.86
140/141180/182Oct 2$1.62$0.8852%1.84$139.38$181.62
137/138185/188Sep 25$1.13$1.3770%0.82$136.87$186.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 133 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Oct 16$0.07$4.9311%70.43
$155.00$160.00$165.00Oct 16$0.07$4.9311%70.43
$165.00$167.50$170.00Sep 18$0.07$2.4314%34.71
$160.00$162.50$165.00Sep 18$0.20$2.3019%11.50
$157.50$160.00$162.50Sep 25$0.09$2.4110%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$167.50$170.00Sep 18$0.06$2.4414%40.67
$155.00$160.00$165.00Oct 16$0.17$4.8311%28.41
$155.00$157.50$160.00Sep 18$0.15$2.3519%15.67
$140.00$145.00$150.00Oct 16$0.22$4.7811%21.73
$155.00$157.50$160.00Sep 25$0.09$2.4110%26.78

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 $-0.05, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$185.001:2Sep 18-$0.05$4.95
$185.00$190.001:2Sep 18$0.00$5.00
$175.00$177.501:2Sep 18-$0.12$2.38
$167.50$170.001:2Sep 18-$0.57$1.93
$170.00$172.501:2Sep 18-$0.43$2.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$139.00$138.001:2Sep 18$0.00$1.00
$155.00$152.501:2Sep 18-$0.57$1.93
$152.50$150.001:2Sep 18-$0.41$2.09
$135.00$134.001:2Sep 18-$0.06$0.94
$138.00$137.001:2Sep 25-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 9.58%, avg 3.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 30$15.350.486.1%9.58%15.71%651
$165.00Oct 30$16.350.523.0%10.21%13.22%460
$175.00Oct 30$12.350.449.2%7.71%16.96%119
$185.00Oct 30$9.400.3815.5%5.87%21.36%61
$180.00Oct 30$10.700.4112.4%6.68%19.05%316
$162.50Oct 30$17.100.541.4%10.68%12.12%1--
$190.00Oct 30$8.200.3418.6%5.12%23.74%350
$170.00Oct 23$10.950.466.1%6.84%12.97%495
$167.50Oct 23$11.800.484.6%7.37%11.94%374
$182.50Oct 23$7.200.3513.9%4.49%18.43%13

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 45,815
Total Puts 12,592
Put/Call Ratio 0.27
Net Difference 33,223

Prior's Put/Call Breakdown

Total Calls 13,692
Total Puts 11,278
Put/Call Ratio 0.82
Net Difference 2,414

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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