Tour v528
MRNA
MODERNA INC
$161.51 +10.91%
9/17 10:20

Option Volume

Detail
Current (09/17 10:20am) 69,165
Calls: 53,321 (77%)
Puts: 15,844 (23%)
Prior (09/02) 31,892
Calls: 16,415 (51%)
Puts: 15,477 (49%)
Current vs Prior +116.87%
Calls: +224.83% (Calls)
Puts: +2.37% (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 -48.01%
Calls: -14.30%
Puts: -77.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:20am) $45.82M
Calls: $39.04M (85%)
Puts: $6.79M (15%)
Prior (09/02) $14.43M
Calls: $7.16M (50%)
Puts: $7.26M (50%)
Current vs Prior +217.61%
Calls: +444.95%
Puts: -6.59%
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 -73.89%
Calls: -75.25%
Puts: -61.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:20am) 0.30
Prior (09/02) 0.94
Current vs Prior -68.48%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -65.04%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:20am) 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 5.71% | 10.48%5.71% | 19.42%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -8.75% | -2.49%-59.20% | -16.89%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -38.01% | -25.76%-66.13% | -27.25%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -8.75% | -2.49%+6.28% | +6.73%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.84% | 7.98%
Calls: 11.24% | 5.88%
Puts: 32.43% | 10.08%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +31.96% | -50.62%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -38.84% | -62.49%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($39.04M) vs puts ($6.79M). Massive premium surge with dollar volume up 218% vs prior. Unusually high activity with volume up 117% vs prior - elevated interest. Extreme bullish P/C ratio of 0.30 - heavy call buying (53,321 calls vs 15,844 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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
10:20BULLISHBULLISHBULLISH
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 64 of results (avg 7.8%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 1612.6513.30$12.985.0%1080.502.9K
$160.00Oct 1614.7015.50$15.105.3%6120.551.6K
$170.00Oct 3015.8016.70$16.255.5%60.4951
$142.00Oct 3028.6530.35$29.505.8%30.729
$160.00Sep 258.258.75$8.505.9%1.5K0.54697
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 2324.3024.80$24.552.0%730.58--
$160.00Sep 257.107.35$7.233.5%5970.4679
$160.00Oct 2315.0015.65$15.334.2%10.44--
$175.00Oct 1622.0523.10$22.584.7%100.6070
$155.00Oct 1610.7011.25$10.985.0%530.39137

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.89, cheapest $0.89)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Sep 180.800.97$0.8919.1%4670.16711
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 161 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1829.8532.40$31.138.2%91.00239
$131.00Sep 1828.6532.15$30.4011.5%--1.0010
$132.00Sep 1827.6531.00$29.3311.4%--1.0021
$133.00Sep 1826.7029.60$28.1510.3%11.0024
$134.00Sep 1825.6528.80$27.2311.6%11.00122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1822.8025.95$24.3812.9%10.97--
$180.00Sep 1817.9021.20$19.5516.9%100.9414
$177.50Sep 1815.5018.70$17.1018.7%140.9212
$172.50Sep 1810.8014.15$12.4826.8%--0.8411
$170.00Sep 189.0010.85$9.9318.6%740.79110

Most actively traded options today. High liquidity = easy entry/exit. 273 active (total vol 58.4K, top 8.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 184.204.70$4.4511.2%8.2K0.569.7K
$165.00Sep 182.222.50$2.3611.9%6.0K0.3612.0K
$155.00Sep 187.307.90$7.607.9%3.9K0.752.9K
$170.00Sep 181.111.29$1.2015.0%3.7K0.2110.1K
$157.50Sep 185.306.20$5.7515.7%3.2K0.667.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 181.401.54$1.479.5%2.8K0.25664
$140.00Sep 180.080.16$0.1266.7%1.0K0.031.7K
$160.00Sep 183.003.60$3.3018.2%7270.44339
$130.00Sep 180.020.04$0.0366.7%7180.015.1K
$150.00Sep 180.540.70$0.6225.8%7070.121.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 26.1%, max 41.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Sep 18Oct 23114.6%81.0%41.5%4671.2K
$167.50Sep 18Oct 23109.3%79.3%37.8%867896
$157.50Sep 18Oct 23102.9%77.7%32.3%3.2K7.1K
$152.50Sep 18Oct 23102.0%77.7%31.2%4691.3K
$170.00Sep 18Oct 30111.4%89.3%24.7%3.7K10.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 18Oct 23111.4%81.1%37.4%76110
$167.50Sep 18Oct 2109.3%79.9%36.8%11158
$165.00Sep 18Oct 16107.9%81.5%32.4%188117
$162.50Sep 18Oct 23104.9%79.7%31.6%3911
$152.50Sep 18Oct 23102.0%77.7%31.2%241307

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 196 found (best R:R 2.52, avg 2.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 30$1.42$3.58$1.4253%2.52$166.42
$150.00$155.00Oct 30$2.17$2.83$2.1765%1.30$152.17
$170.00$175.00Oct 9$1.00$4.00$1.0042%4.00$171.00
$180.00$185.00Oct 30$1.20$3.80$1.2042%3.17$181.20
$155.00$160.00Oct 16$2.13$2.87$2.1361%1.35$157.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$145.00$140.00Oct 30$1.01$3.99$1.0130%3.95$143.99
$152.50$150.00Oct 23$0.58$1.92$0.5837%3.31$151.92
$170.00$167.50Sep 18$1.63$0.87$1.6379%0.53$168.37
$160.00$157.50Oct 30$0.77$1.73$0.7743%2.25$159.23
$155.00$152.50Oct 2$0.62$1.88$0.6238%3.03$154.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 137 found (best R:R 1.90, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$182.50Oct 9$1.12$1.12$1.3867%0.81$181.12
$165.00$167.50Oct 23$1.57$1.57$0.9349%1.69$166.57
$175.00$177.50Oct 9$1.20$1.20$1.3062%0.92$176.20
$175.00$177.50Oct 2$1.00$1.00$1.5066%0.67$176.00
$162.50$165.00Oct 30$1.56$1.56$0.9445%1.66$164.06
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$149.00$145.00Oct 30$2.62$2.62$1.3866%1.90$146.38
$157.50$150.00Oct 30$3.68$3.68$3.8259%0.96$153.82
$155.00$152.50Oct 23$1.67$1.67$0.8361%2.01$153.33
$135.00$134.00Oct 23$0.87$0.87$0.1379%6.69$134.13
$147.00$146.00Oct 2$0.88$0.88$0.1273%7.33$146.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.68, cheapest $3.52)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Sep 18Sep 25$3.99107.9%85.2%
$157.50Sep 18Sep 25$4.13102.9%80.4%
$160.00Sep 18Sep 25$4.05102.4%80.4%
$162.50Sep 18Sep 25$4.12104.9%84.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Sep 18Sep 25$3.52107.9%85.2%
$157.50Sep 18Sep 25$3.73102.9%80.4%
$160.00Sep 18Sep 25$3.93102.4%80.4%
$162.50Sep 18Sep 25$3.65104.9%84.2%
$175.00Oct 16Oct 23$1.9781.6%81.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 4.80% of stock, avg 13.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$4.45$3.30$7.75$152.25$167.754.80%
$157.50Sep 18$5.75$2.30$8.05$149.45$165.554.98%
$162.50Sep 18$3.28$4.78$8.06$154.44$170.564.99%
$165.00Sep 18$2.36$6.18$8.54$156.46$173.545.29%
$155.00Sep 18$7.60$1.47$9.07$145.93$164.075.62%
$167.50Sep 18$1.73$8.30$10.03$157.47$177.536.21%
$152.50Sep 18$9.38$0.92$10.30$142.20$162.806.38%
$170.00Sep 18$1.20$9.93$11.13$158.87$181.136.89%
$150.00Sep 18$11.63$0.62$12.25$137.75$162.257.58%
$149.00Sep 18$12.48$0.66$13.14$135.86$162.148.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.96% of stock, avg 10.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$149.00Sep 18$0.89$0.66$1.55$147.45$174.05
$172.50$152.50Sep 18$0.89$0.92$1.81$150.69$174.31
$170.00$149.00Sep 18$1.20$0.66$1.86$147.14$171.86
$170.00$152.50Sep 18$1.20$0.92$2.12$150.38$172.12
$172.50$155.00Sep 18$0.89$1.47$2.36$152.64$174.86
$170.00$155.00Sep 18$1.20$1.47$2.67$152.33$172.67
$167.50$149.00Sep 18$1.73$0.66$2.39$146.61$169.89
$167.50$152.50Sep 18$1.73$0.92$2.65$149.85$170.15
$167.50$155.00Sep 18$1.73$1.47$3.20$151.80$170.70
$172.50$157.50Sep 18$0.89$2.30$3.19$154.31$175.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 5.25, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
144/145180/182Oct 9$2.10$0.4041%5.25$142.90$182.10
137/139180/182Oct 9$1.74$0.7648%2.29$137.26$181.74
133/134180/182Oct 9$1.61$0.8952%1.81$132.39$181.61
130/132180/182Oct 9$1.56$0.9453%1.66$130.44$181.56
143/144175/178Oct 2$1.79$0.7143%2.52$142.21$176.79
146/147175/178Oct 2$1.88$0.6239%3.03$145.12$176.88
145/147180/182Oct 9$1.82$0.6838%2.68$145.18$181.82
134/135180/182Oct 9$1.46$1.0451%1.40$133.54$181.46
143/144182/185Oct 2$1.46$1.0451%1.40$142.54$183.96
146/147182/185Oct 2$1.55$0.9547%1.63$145.45$184.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 128 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$157.50$160.00$162.50Sep 18$0.13$2.3720%18.23
$160.00$165.00$170.00Oct 16$0.17$4.8310%28.41
$165.00$167.50$170.00Sep 18$0.10$2.4015%24.00
$170.00$175.00$180.00Oct 16$0.17$4.8310%28.41
$145.00$150.00$155.00Oct 16$0.24$4.7611%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Oct 16$0.11$4.8910%44.45
$170.00$175.00$180.00Oct 16$0.12$4.8810%40.67
$150.00$155.00$160.00Oct 16$0.19$4.8111%25.32
$155.00$157.50$160.00Sep 18$0.17$2.3319%13.71
$160.00$162.50$165.00Sep 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. 59 found (best net $-0.37, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$190.001:2Sep 18-$0.02$4.98
$172.50$175.001:2Sep 18-$0.25$2.25
$175.00$177.501:2Sep 18-$0.23$2.27
$177.50$180.001:2Sep 18-$0.20$2.30
$167.50$170.001:2Sep 18-$0.67$1.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$152.501:2Sep 18-$0.37$2.13
$157.50$155.001:2Sep 18-$0.64$1.86
$152.50$150.001:2Sep 18-$0.32$2.18
$141.00$140.001:2Sep 18-$0.10$0.90
$135.00$134.001:2Sep 18-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 9.78%, avg 3.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 30$15.800.495.3%9.78%15.04%651
$185.00Oct 30$10.500.3914.5%6.50%21.05%71
$180.00Oct 30$11.350.4211.4%7.03%18.48%316
$175.00Oct 30$12.900.468.3%7.99%16.34%119
$190.00Oct 30$8.800.3517.6%5.45%23.09%950
$165.00Oct 30$16.650.532.2%10.31%12.47%560
$162.50Oct 30$17.850.550.6%11.05%11.66%2--
$165.00Oct 23$13.600.512.2%8.42%10.58%318
$175.00Oct 23$9.350.428.3%5.79%14.14%--427
$172.50Oct 23$10.150.446.8%6.28%13.09%--445

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 53,321
Total Puts 15,844
Put/Call Ratio 0.30
Net Difference 37,477

Prior's Put/Call Breakdown

Total Calls 16,415
Total Puts 15,477
Put/Call Ratio 0.94
Net Difference 938

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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