Tour v528
MRNA
MODERNA INC
$160.95 +10.53%
9/17 10:25

Option Volume

Detail
Current (09/17 10:25am) 72,377
Calls: 55,631 (77%)
Puts: 16,746 (23%)
Prior (09/02) 33,363
Calls: 17,286 (52%)
Puts: 16,077 (48%)
Current vs Prior +116.94%
Calls: +221.83% (Calls)
Puts: +4.16% (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 -45.59%
Calls: -10.59%
Puts: -76.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:25am) $47.12M
Calls: $40.00M (85%)
Puts: $7.12M (15%)
Prior (09/02) $15.21M
Calls: $7.96M (52%)
Puts: $7.25M (48%)
Current vs Prior +209.76%
Calls: +402.22%
Puts: -1.72%
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 -73.15%
Calls: -74.64%
Puts: -59.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:25am) 0.30
Prior (09/02) 0.93
Current vs Prior -67.63%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -64.58%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:25am) 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 5.47% | 10.75%5.47% | 19.31%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -12.70% | -0.01%-60.97% | -17.37%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -40.69% | -23.87%-67.60% | -27.68%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -12.70% | -0.01%+1.68% | +6.11%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.16% | 9.21%
Calls: 10.66% | 7.06%
Puts: 31.66% | 11.36%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +27.85% | -43.01%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -40.74% | -56.71%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($40.00M) vs puts ($7.12M). Massive premium surge with dollar volume up 210% vs prior. Unusually high activity with volume up 117% vs prior - elevated interest. Extreme bullish P/C ratio of 0.30 - heavy call buying (55,631 calls vs 16,746 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
10:25BULLISHBULLISHBULLISH
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 74 of results (avg 7.4%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1614.5015.00$14.753.4%6490.551.6K
$150.00Oct 1619.6020.45$20.024.2%4750.661.7K
$157.50Sep 185.505.75$5.634.4%3.2K0.667.1K
$170.00Oct 3015.6016.35$15.984.7%130.4951
$135.00Oct 1630.0031.55$30.785.0%250.81265
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 2513.3513.75$13.553.0%200.6431
$180.00Oct 1626.0026.90$26.453.4%500.65124
$175.00Oct 1622.4023.35$22.884.2%150.6070
$175.00Oct 2324.3025.35$24.834.2%730.58--
$140.00Oct 165.105.35$5.234.8%2540.231.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.42, cheapest $0.27)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 180.250.29$0.2714.8%1.4K0.068.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 180.520.62$0.5717.5%7540.121.6K
$130.00Sep 250.400.45$0.4311.6%630.05669

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 162 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Sep 1830.6533.65$32.159.3%--1.0033
$130.00Sep 1830.3031.95$31.135.3%101.00239
$131.00Sep 1828.6531.45$30.059.3%11.0010
$132.00Sep 1827.6530.95$29.3011.3%--1.0021
$133.00Sep 1826.7029.60$28.1510.3%11.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1822.8025.95$24.3812.9%10.97--
$180.00Sep 1817.9021.35$19.6317.6%100.9414
$177.50Sep 1815.5018.15$16.8315.7%280.9212
$172.50Sep 1810.8014.30$12.5527.9%--0.8511
$170.00Sep 189.1011.15$10.1320.2%750.80110

Most actively traded options today. High liquidity = easy entry/exit. 282 active (total vol 60.6K, top 8.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 184.004.45$4.2210.7%8.4K0.569.7K
$165.00Sep 182.122.23$2.175.1%6.2K0.3512.0K
$155.00Sep 186.907.50$7.208.3%3.9K0.752.9K
$170.00Sep 181.001.17$1.0915.6%3.9K0.2010.1K
$157.50Sep 185.505.75$5.634.4%3.2K0.667.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 181.301.60$1.4520.7%2.8K0.25664
$140.00Sep 180.080.14$0.1154.5%1.0K0.021.7K
$160.00Sep 183.003.40$3.2012.5%7570.45339
$150.00Sep 180.520.62$0.5717.5%7540.121.6K
$130.00Sep 180.010.02$0.0250.0%7220.005.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 21.5%, max 35.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Sep 18Oct 23101.8%75.3%35.2%3.2K7.1K
$152.50Sep 18Oct 23101.4%76.1%33.2%4831.3K
$170.00Sep 18Oct 30106.9%89.3%19.7%3.9K10.1K
$155.00Sep 18Oct 30100.8%87.2%15.6%3.9K3.2K
$165.00Sep 18Oct 30101.5%88.3%14.9%6.2K12.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 23101.4%76.1%33.2%254307
$170.00Sep 18Oct 23106.9%81.2%31.7%77110
$162.50Sep 18Oct 23101.0%79.5%27.0%4111
$167.50Sep 18Oct 2101.7%80.1%27.0%11158
$155.00Sep 18Oct 23100.8%79.4%26.9%2.9K666

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 198 found (best R:R 4.68, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$185.00Oct 30$0.88$4.12$0.8841%4.68$180.88
$130.00$135.00Oct 16$3.22$1.78$3.2285%0.55$133.22
$150.00$155.00Oct 30$2.32$2.68$2.3265%1.16$152.32
$165.00$167.50Oct 30$0.48$2.02$0.4853%4.21$165.48
$162.50$165.00Oct 23$0.48$2.02$0.4853%4.21$162.98
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$152.50$150.00Oct 23$0.43$2.07$0.4337%4.81$152.07
$145.00$140.00Oct 30$1.13$3.87$1.1331%3.42$143.87
$148.00$147.00Oct 9$0.12$0.88$0.1230%7.33$147.88
$165.00$162.50Sep 25$1.18$1.32$1.1855%1.12$163.82
$155.00$152.50Oct 2$0.75$1.75$0.7538%2.33$154.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 137 found (best R:R 1.67, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$187.50Sep 25$0.75$0.75$1.7583%0.43$185.75
$165.00$167.50Oct 23$1.65$1.65$0.8549%1.94$166.65
$180.00$182.50Oct 9$1.08$1.08$1.4267%0.76$181.08
$175.00$177.50Oct 9$1.18$1.18$1.3263%0.89$176.18
$190.00$192.50Sep 25$0.36$0.36$2.1488%0.17$190.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$149.00$145.00Oct 30$2.50$2.50$1.5066%1.67$146.50
$155.00$152.50Oct 23$1.82$1.82$0.6861%2.68$153.18
$157.50$150.00Oct 30$3.68$3.68$3.8259%0.96$153.82
$135.00$134.00Oct 23$0.88$0.88$0.1279%7.33$134.12
$144.00$143.00Oct 2$0.84$0.84$0.1676%5.25$143.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.84, cheapest $3.92)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$3.92101.8%82.7%
$162.50Sep 18Sep 25$4.15101.0%82.2%
$165.00Sep 18Sep 25$4.11101.5%83.0%
$160.00Sep 18Sep 25$4.2898.6%81.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$3.96101.8%82.7%
$162.50Sep 18Sep 25$4.22101.0%82.2%
$165.00Sep 18Sep 25$3.83101.5%83.0%
$160.00Sep 18Sep 25$4.1098.6%81.4%
$175.00Oct 16Oct 23$1.9581.0%81.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 4.61% of stock, avg 14.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$4.22$3.20$7.42$152.58$167.424.61%
$162.50Sep 18$3.10$4.58$7.68$154.82$170.184.77%
$157.50Sep 18$5.63$2.27$7.90$149.60$165.404.91%
$165.00Sep 18$2.17$6.15$8.32$156.68$173.325.17%
$155.00Sep 18$7.20$1.45$8.65$146.35$163.655.37%
$167.50Sep 18$1.47$8.30$9.77$157.73$177.276.07%
$152.50Sep 18$9.50$0.90$10.40$142.10$162.906.46%
$170.00Sep 18$1.09$10.13$11.22$158.78$181.226.97%
$150.00Sep 18$11.38$0.57$11.95$138.05$161.957.42%
$149.00Sep 18$12.30$0.60$12.90$136.10$161.908.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.82% of stock, avg 10.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$150.00Sep 18$0.75$0.57$1.32$148.68$173.82
$172.50$152.50Sep 18$0.75$0.90$1.65$150.85$174.15
$170.00$150.00Sep 18$1.09$0.57$1.66$148.34$171.66
$170.00$152.50Sep 18$1.09$0.90$1.99$150.51$171.99
$167.50$150.00Sep 18$1.47$0.57$2.04$147.96$169.54
$172.50$155.00Sep 18$0.75$1.45$2.20$152.80$174.70
$167.50$152.50Sep 18$1.47$0.90$2.37$150.13$169.87
$170.00$155.00Sep 18$1.09$1.45$2.54$152.46$172.54
$167.50$155.00Sep 18$1.47$1.45$2.92$152.08$170.42
$165.00$150.00Sep 18$2.17$0.57$2.74$147.26$167.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 5.10, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
144/145180/182Oct 9$2.09$0.4141%5.10$142.91$182.09
138/139185/188Sep 25$1.30$1.2071%1.08$137.70$186.30
137/139180/182Oct 9$1.73$0.7748%2.25$137.27$181.73
133/134180/182Oct 9$1.57$0.9352%1.69$132.43$181.57
130/132180/182Oct 9$1.52$0.9853%1.55$130.48$181.52
132/133185/188Sep 25$0.94$1.5676%0.60$132.06$185.94
130/131185/188Sep 25$0.87$1.6378%0.53$130.13$185.87
143/144180/182Oct 2$1.59$0.9148%1.75$142.41$181.59
138/139190/192Sep 25$0.91$1.5975%0.57$138.09$190.91
134/135185/188Sep 25$0.88$1.6275%0.54$134.12$185.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 146 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.11$4.8911%44.45
$155.00$157.50$160.00Sep 18$0.16$2.3420%14.62
$160.00$162.50$165.00Sep 18$0.19$2.3120%12.16
$175.00$180.00$185.00Oct 16$0.19$4.818%25.32
$162.50$165.00$167.50Sep 18$0.23$2.2719%9.87
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.08$4.9211%61.50
$170.00$175.00$180.00Oct 16$0.07$4.9310%70.43
$155.00$157.50$160.00Sep 18$0.11$2.3920%21.73
$130.00$135.00$140.00Oct 16$0.12$4.889%40.67
$160.00$162.50$165.00Sep 18$0.19$2.3120%12.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.05, 58 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-$0.18$2.32
$185.00$187.501:2Sep 25-$0.30$2.20
$170.00$172.501:2Sep 18-$0.41$2.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$152.501:2Sep 18-$0.35$2.15
$152.50$150.001:2Sep 18-$0.24$2.26
$157.50$155.001:2Sep 18-$0.63$1.87
$142.00$141.001:2Sep 18-$0.08$0.92
$141.00$140.001:2Sep 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. 65 found (best yield 6.83%, avg 4.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Oct 30$11.000.3814.9%6.83%21.78%71
$170.00Oct 30$15.600.495.6%9.69%15.32%1351
$175.00Oct 30$12.900.458.7%8.01%16.74%519
$180.00Oct 30$11.350.4111.8%7.05%18.89%316
$167.50Oct 30$15.700.514.1%9.75%13.82%2--
$190.00Oct 30$8.800.3518.1%5.47%23.52%950
$165.00Oct 30$16.650.532.5%10.34%12.86%560
$162.50Oct 30$17.850.551.0%11.09%12.05%2--
$182.50Oct 23$7.950.3613.4%4.94%18.33%13
$165.00Oct 23$13.600.512.5%8.45%10.97%318

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 55,631
Total Puts 16,746
Put/Call Ratio 0.30
Net Difference 38,885

Prior's Put/Call Breakdown

Total Calls 17,286
Total Puts 16,077
Put/Call Ratio 0.93
Net Difference 1,209

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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