Tour v528
MRNA
MODERNA INC
$161.95 +11.21%
9/17 10:15

Option Volume

Detail
Current (09/17 10:15am) 64,758
Calls: 50,127 (77%)
Puts: 14,631 (23%)
Prior (09/02) 29,393
Calls: 15,342 (52%)
Puts: 14,051 (48%)
Current vs Prior +120.32%
Calls: +226.73% (Calls)
Puts: +4.13% (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 -51.32%
Calls: -19.44%
Puts: -79.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:15am) $44.24M
Calls: $37.84M (86%)
Puts: $6.40M (14%)
Prior (09/02) $13.43M
Calls: $6.80M (51%)
Puts: $6.63M (49%)
Current vs Prior +229.30%
Calls: +456.11%
Puts: -3.51%
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 -74.79%
Calls: -76.01%
Puts: -63.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:15am) 0.29
Prior (09/02) 0.92
Current vs Prior -68.13%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -65.65%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:15am) 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 5.98% | 11.30%5.98% | 19.33%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -4.56% | +5.12%-57.33% | -17.27%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -35.16% | -19.97%-64.58% | -27.59%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -4.56% | +5.12%+11.16% | +6.24%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.14% | 20.70%
Calls: 8.33% | 14.36%
Puts: 39.96% | 27.03%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +45.86% | +28.09%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -32.39% | -2.71%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($37.84M) vs puts ($6.40M). Massive premium surge with dollar volume up 229% vs prior. Unusually high activity with volume up 120% vs prior - elevated interest. Extreme bullish P/C ratio of 0.29 - heavy call buying (50,127 calls vs 14,631 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
10:15BULLISHBULLISHBULLISH
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 29 of results (avg 7.9%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 182.602.68$2.643.0%5.8K0.3712.0K
$170.00Oct 1611.2011.65$11.433.9%3330.451.1K
$170.00Sep 181.311.38$1.355.2%3.3K0.2210.1K
$140.00Sep 1821.1022.25$21.685.3%2291.00996
$162.50Sep 183.453.65$3.555.6%1.6K0.464.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1613.0013.85$13.436.3%540.451.0K
$175.00Oct 2324.2026.25$25.238.1%730.58--
$160.00Sep 257.107.80$7.459.4%5600.4679

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.66, cheapest $0.32)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 180.290.35$0.3218.8%9850.078.5K
$175.00Sep 180.650.72$0.6910.1%1.2K0.122.3K
$172.50Sep 180.911.00$0.969.4%3970.16711
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 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1829.6532.95$31.3010.5%91.00239
$131.00Sep 1828.6532.35$30.5012.1%--1.0010
$132.00Sep 1827.6531.35$29.5012.5%--1.0021
$133.00Sep 1827.2029.80$28.509.1%11.0024
$134.00Sep 1825.6528.75$27.2011.4%11.00122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1822.5525.60$24.0812.7%10.96--
$180.00Sep 1817.7520.85$19.3016.1%100.9314
$177.50Sep 1815.3518.45$16.9018.3%140.9112
$172.50Sep 1810.7513.85$12.3025.2%--0.8411
$170.00Sep 188.7011.70$10.2029.4%460.78110

Most actively traded options today. High liquidity = easy entry/exit. 270 active (total vol 54.5K, top 7.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 184.605.00$4.808.3%7.7K0.569.7K
$165.00Sep 182.602.68$2.643.0%5.8K0.3712.0K
$155.00Sep 187.008.60$7.8020.5%3.9K0.762.9K
$170.00Sep 181.311.38$1.355.2%3.3K0.2210.1K
$157.50Sep 185.856.50$6.1810.5%3.2K0.677.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 181.211.60$1.4127.7%2.6K0.25664
$140.00Sep 180.080.16$0.1266.7%8370.031.7K
$130.00Sep 180.020.04$0.0366.7%7160.015.1K
$160.00Sep 182.723.15$2.9414.6%6220.44339
$150.00Sep 180.480.71$0.6038.3%5800.121.6K

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 27.4%, max 42.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Sep 18Oct 23114.1%80.4%41.8%3971.2K
$167.50Sep 18Oct 23113.5%80.9%40.3%818896
$152.50Sep 18Oct 23104.7%78.9%32.8%4601.3K
$170.00Sep 18Oct 30114.1%89.6%27.4%3.3K10.1K
$157.50Sep 18Oct 2398.3%77.7%26.6%3.2K7.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 18Oct 16111.8%78.7%42.1%188117
$170.00Sep 18Oct 23114.1%80.8%41.3%47110
$167.50Sep 18Oct 2113.5%82.5%37.6%11158
$162.50Sep 18Oct 23110.3%81.0%36.3%3811
$152.50Sep 18Oct 23104.7%78.9%32.8%229307

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 208 found (best R:R 3.67, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 16$1.07$3.93$1.0750%3.67$166.07
$170.00$175.00Oct 9$0.95$4.05$0.9542%4.26$170.95
$138.00$139.00Sep 18$0.14$0.86$0.14100%6.14$138.14
$185.00$190.00Oct 16$0.64$4.36$0.6431%6.81$185.64
$157.50$160.00Oct 2$0.62$1.88$0.6258%3.03$158.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$157.50Sep 18$0.70$1.80$0.7044%2.57$159.30
$170.00$167.50Sep 25$1.35$1.15$1.3564%0.85$168.65
$148.00$147.00Oct 9$0.12$0.88$0.1230%7.33$147.88
$165.00$162.50Sep 18$1.30$1.20$1.3063%0.92$163.70
$133.00$130.00Oct 23$0.40$2.60$0.4019%6.50$132.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 142 found (best R:R 0.95, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$182.50Oct 9$1.17$1.17$1.3367%0.88$181.17
$175.00$177.50Oct 9$1.25$1.25$1.2563%1.00$176.25
$165.00$167.50Oct 9$1.43$1.43$1.0752%1.34$166.43
$165.00$167.50Oct 23$1.50$1.50$1.0049%1.50$166.50
$170.00$172.50Sep 25$0.97$0.97$1.5364%0.63$170.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$145.00Oct 16$2.43$2.43$2.5767%0.95$147.57
$157.50$150.00Oct 30$3.68$3.68$3.8259%0.96$153.82
$149.00$145.00Oct 30$1.97$1.97$2.0366%0.97$147.03
$141.00$140.00Oct 23$0.85$0.85$0.1574%5.67$140.15
$143.00$142.00Oct 23$0.85$0.85$0.1572%5.67$142.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $4.01, cheapest $4.11)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Sep 18Sep 25$4.11111.8%87.8%
$162.50Sep 18Sep 25$4.23110.3%86.5%
$160.00Sep 18Sep 25$4.2598.1%80.6%
$157.50Sep 18Sep 25$4.0098.3%82.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Sep 18Sep 25$4.42111.8%87.8%
$162.50Sep 18Sep 25$4.37110.3%86.5%
$160.00Sep 18Sep 25$4.5198.1%80.6%
$157.50Sep 18Sep 25$4.1498.3%82.1%
$175.00Oct 16Oct 23$2.0881.2%81.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 4.78% of stock, avg 13.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$4.80$2.94$7.74$152.26$167.744.78%
$157.50Sep 18$6.18$2.24$8.42$149.08$165.925.20%
$162.50Sep 18$3.55$4.88$8.43$154.07$170.935.21%
$165.00Sep 18$2.64$6.18$8.82$156.18$173.825.45%
$155.00Sep 18$7.80$1.41$9.21$145.79$164.215.69%
$167.50Sep 18$1.88$8.32$10.20$157.30$177.706.30%
$152.50Sep 18$10.00$0.95$10.95$141.55$163.456.76%
$170.00Sep 18$1.35$10.20$11.55$158.45$181.557.13%
$150.00Sep 18$12.15$0.60$12.75$137.25$162.757.87%
$172.50Sep 18$0.96$12.30$13.26$159.24$185.768.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 174 found (cheapest 1.01% of stock, avg 10.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$149.00Sep 18$0.96$0.67$1.63$147.37$174.13
$172.50$152.50Sep 18$0.96$0.95$1.91$150.59$174.41
$170.00$149.00Sep 18$1.35$0.67$2.02$146.98$172.02
$170.00$152.50Sep 18$1.35$0.95$2.30$150.20$172.30
$172.50$155.00Sep 18$0.96$1.41$2.37$152.63$174.87
$170.00$155.00Sep 18$1.35$1.41$2.76$152.24$172.76
$167.50$149.00Sep 18$1.88$0.67$2.55$146.45$170.05
$167.50$152.50Sep 18$1.88$0.95$2.83$149.67$170.33
$167.50$155.00Sep 18$1.88$1.41$3.29$151.71$170.79
$172.50$157.50Sep 18$0.96$2.24$3.20$154.30$175.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 184 found (best R:R 2.79, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
137/139180/182Oct 9$1.84$0.6647%2.79$137.16$181.84
133/134180/182Oct 9$1.66$0.8452%1.98$132.34$181.66
130/132180/182Oct 9$1.61$0.8953%1.81$130.39$181.61
141/142175/178Sep 18$0.91$1.5978%0.57$141.09$175.91
134/135180/182Oct 9$1.51$0.9951%1.53$133.49$181.51
141/142172/175Sep 18$0.91$1.5974%0.57$141.09$173.41
143/144182/185Oct 2$1.48$1.0251%1.45$142.52$183.98
143/144180/182Oct 2$1.54$0.9648%1.60$142.46$181.54
140/141180/182Oct 9$1.61$0.8946%1.81$139.39$181.61
143/144175/178Oct 2$1.67$0.8343%2.01$142.33$176.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 137 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 18$0.13$2.3721%18.23
$175.00$180.00$185.00Oct 16$0.09$4.919%54.56
$162.50$165.00$167.50Sep 18$0.15$2.3517%15.67
$140.00$145.00$150.00Oct 16$0.22$4.7811%21.73
$162.50$165.00$167.50Sep 25$0.06$2.449%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Oct 16$0.07$4.9310%70.43
$165.00$170.00$175.00Oct 16$0.09$4.9110%54.56
$152.50$155.00$157.50Sep 25$0.07$2.4310%34.71
$150.00$152.50$155.00Sep 18$0.11$2.3913%21.73
$160.00$165.00$170.00Oct 16$0.24$4.7610%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-1.00, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$185.001:2Sep 18-$0.04$4.96
$175.00$177.501:2Sep 18-$0.15$2.35
$177.50$180.001:2Sep 18-$0.22$2.28
$172.50$175.001:2Sep 18-$0.42$2.08
$170.00$172.501:2Sep 18-$0.57$1.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$160.001:2Sep 18-$1.00$1.50
$157.50$155.001:2Sep 18-$0.58$1.92
$152.50$150.001:2Sep 18-$0.25$2.25
$155.00$152.501:2Sep 18-$0.49$2.01
$135.00$134.001:2Sep 18-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 6.17%, avg 3.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Oct 30$10.000.3814.2%6.17%20.41%71
$175.00Oct 30$12.850.458.1%7.93%15.99%119
$180.00Oct 30$11.250.4111.2%6.95%18.09%316
$170.00Oct 30$14.600.495.0%9.02%13.99%651
$190.00Oct 30$8.650.3517.3%5.34%22.66%450
$165.00Oct 30$16.650.531.9%10.28%12.16%460
$162.50Oct 30$17.700.550.3%10.93%11.27%2--
$165.00Oct 23$13.600.511.9%8.40%10.28%218
$170.00Oct 16$11.200.455.0%6.92%11.89%3331.1K
$175.00Oct 23$9.300.428.1%5.74%13.80%--427

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 50,127
Total Puts 14,631
Put/Call Ratio 0.29
Net Difference 35,496

Prior's Put/Call Breakdown

Total Calls 15,342
Total Puts 14,051
Put/Call Ratio 0.92
Net Difference 1,291

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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