Tour v528
MRNA
MODERNA INC
$160.89 +10.49%
9/17 10:30

Option Volume

Detail
Current (09/17 10:30am) 75,450
Calls: 57,423 (76%)
Puts: 18,027 (24%)
Prior (09/02) 35,008
Calls: 18,460 (53%)
Puts: 16,548 (47%)
Current vs Prior +115.52%
Calls: +211.07% (Calls)
Puts: +8.94% (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 -43.28%
Calls: -7.71%
Puts: -74.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:30am) $48.19M
Calls: $40.32M (84%)
Puts: $7.87M (16%)
Prior (09/02) $15.96M
Calls: $8.76M (55%)
Puts: $7.20M (45%)
Current vs Prior +201.90%
Calls: +360.16%
Puts: +9.32%
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 -72.54%
Calls: -74.44%
Puts: -55.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:30am) 0.31
Prior (09/02) 0.90
Current vs Prior -64.98%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -63.07%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:30am) 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 5.61% | 10.73%5.61% | 19.39%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -10.48% | -0.15%-59.98% | -17.02%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -39.19% | -23.97%-66.78% | -27.37%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -10.48% | -0.15%+4.26% | +6.56%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.02% | 12.29%
Calls: 13.03% | 7.81%
Puts: 25.00% | 16.76%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +14.92% | -23.95%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -46.73% | -42.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($40.32M) vs puts ($7.87M). Massive premium surge with dollar volume up 202% vs prior. Unusually high activity with volume up 116% vs prior - elevated interest. Extreme bullish P/C ratio of 0.31 - heavy call buying (57,423 calls vs 18,027 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
10:30BULLISHBULLISHBULLISH
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 71 of results (avg 7.8%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 1617.0017.70$17.354.0%1560.612.8K
$170.00Oct 1610.5011.00$10.754.7%3860.451.1K
$155.00Oct 3021.4022.70$22.055.9%60.61305
$170.00Oct 3015.6016.55$16.085.9%130.4951
$160.00Oct 1614.3015.20$14.756.1%6700.551.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 2324.2024.90$24.552.9%940.58--
$180.00Oct 1626.0026.95$26.483.6%500.65124
$175.00Oct 1622.5023.35$22.933.7%150.6070
$160.00Sep 257.207.50$7.354.1%7080.4679
$170.00Oct 1619.0520.00$19.524.9%--0.5526

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.43, cheapest $0.43)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 250.400.45$0.4311.6%650.05669

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 1830.6533.40$32.038.6%--1.0033
$130.00Sep 1829.5032.40$30.959.4%101.00239
$131.00Sep 1828.6531.75$30.2010.3%11.0010
$132.00Sep 1827.6530.75$29.2010.6%--1.0021
$133.00Sep 1826.6029.35$27.989.8%11.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1822.9026.30$24.6013.8%10.97--
$180.00Sep 1817.9021.45$19.6718.0%100.9514
$177.50Sep 1815.9519.05$17.5017.7%280.9412
$172.50Sep 1810.8014.35$12.5828.2%--0.8611
$170.00Sep 189.4011.95$10.6823.9%750.81110

Most actively traded options today. High liquidity = easy entry/exit. 286 active (total vol 63.2K, top 8.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 183.954.50$4.2213.0%8.5K0.559.7K
$165.00Sep 181.872.15$2.0113.9%6.4K0.3412.0K
$170.00Sep 180.891.10$1.0021.0%4.6K0.1910.1K
$155.00Sep 186.707.40$7.059.9%4.0K0.752.9K
$157.50Sep 185.206.15$5.6816.7%3.2K0.667.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 181.331.67$1.5022.7%2.9K0.26664
$140.00Sep 180.050.16$0.11100.0%1.0K0.021.7K
$160.00Sep 183.103.45$3.2810.7%8150.45339
$150.00Sep 180.500.70$0.6033.3%7650.121.6K
$130.00Sep 180.010.02$0.0250.0%7230.005.1K

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 21.1%, max 32.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 23101.5%76.9%32.0%4871.3K
$157.50Sep 18Oct 2396.7%76.1%27.1%3.3K7.1K
$170.00Sep 18Oct 30104.7%88.4%18.5%4.6K10.1K
$162.50Sep 18Oct 30102.5%86.7%18.2%1.9K4.5K
$160.00Sep 18Oct 30100.6%85.2%18.1%8.5K9.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 23101.5%76.9%32.0%262307
$155.00Sep 18Oct 23101.1%77.4%30.6%2.9K666
$170.00Sep 18Oct 23104.7%81.4%28.6%77110
$162.50Sep 18Oct 23102.5%80.0%28.2%4111
$165.00Sep 18Oct 16101.6%79.6%27.7%193117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 199 found (best R:R 19.00, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$185.00Oct 30$0.25$4.75$0.2542%19.00$180.25
$155.00$160.00Oct 30$1.88$3.12$1.8861%1.66$156.88
$162.50$165.00Oct 23$0.50$2.00$0.5053%4.00$163.00
$152.50$155.00Oct 23$0.77$1.73$0.7763%2.25$153.27
$165.00$167.50Oct 30$0.55$1.95$0.5553%3.55$165.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Oct 2$0.78$1.72$0.7850%2.21$161.72
$152.50$150.00Oct 23$0.48$2.02$0.4837%4.21$152.02
$155.00$152.50Oct 2$0.57$1.93$0.5738%3.39$154.43
$145.00$140.00Oct 30$1.06$3.94$1.0630%3.72$143.94
$165.00$162.50Sep 18$1.33$1.17$1.3366%0.88$163.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 1.80, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$165.00$167.50Oct 23$1.60$1.60$0.9049%1.78$166.60
$185.00$190.00Oct 30$2.05$2.05$2.9561%0.69$187.05
$180.00$182.50Oct 9$0.90$0.90$1.6068%0.56$180.90
$185.00$187.50Sep 25$0.48$0.48$2.0284%0.24$185.48
$182.50$190.00Oct 23$2.50$2.50$5.0064%0.50$185.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$149.00$145.00Oct 30$2.57$2.57$1.4366%1.80$146.43
$157.50$150.00Oct 30$3.68$3.68$3.8259%0.96$153.82
$160.00$155.00Oct 23$2.91$2.91$2.0956%1.39$157.09
$160.00$157.50Oct 2$1.84$1.84$0.6654%2.79$158.16
$139.00$138.00Oct 2$0.81$0.81$0.1981%4.26$138.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.78, cheapest $4.11)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Sep 18Sep 25$4.11102.5%81.5%
$165.00Sep 18Sep 25$4.07101.6%82.0%
$160.00Sep 18Sep 25$4.10100.6%81.1%
$157.50Sep 18Sep 25$3.7796.7%80.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Sep 18Sep 25$4.15102.5%81.5%
$165.00Sep 18Sep 25$4.22101.6%82.0%
$160.00Sep 18Sep 25$4.07100.6%81.1%
$157.50Sep 18Sep 25$3.8996.7%80.9%
$175.00Oct 16Oct 23$1.6280.7%80.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 4.66% of stock, avg 14.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$4.22$3.28$7.50$152.50$167.504.66%
$162.50Sep 18$2.99$4.80$7.79$154.71$170.294.84%
$157.50Sep 18$5.68$2.24$7.92$149.58$165.424.92%
$165.00Sep 18$2.01$6.13$8.14$156.86$173.145.06%
$155.00Sep 18$7.05$1.50$8.55$146.45$163.555.31%
$167.50Sep 18$1.43$8.25$9.68$157.82$177.186.02%
$152.50Sep 18$9.30$0.89$10.19$142.31$162.696.33%
$170.00Sep 18$1.00$10.68$11.68$158.32$181.687.26%
$150.00Sep 18$11.30$0.60$11.90$138.10$161.907.40%
$149.00Sep 18$12.25$0.57$12.82$136.18$161.827.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.79% of stock, avg 10.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$150.00Sep 18$0.67$0.60$1.27$148.73$173.77
$172.50$152.50Sep 18$0.67$0.89$1.56$150.94$174.06
$170.00$150.00Sep 18$1.00$0.60$1.60$148.40$171.60
$170.00$152.50Sep 18$1.00$0.89$1.89$150.61$171.89
$167.50$150.00Sep 18$1.43$0.60$2.03$147.97$169.53
$172.50$155.00Sep 18$0.67$1.50$2.17$152.83$174.67
$167.50$152.50Sep 18$1.43$0.89$2.32$150.18$169.82
$170.00$155.00Sep 18$1.00$1.50$2.50$152.50$172.50
$167.50$155.00Sep 18$1.43$1.50$2.93$152.07$170.43
$165.00$150.00Sep 18$2.01$0.60$2.61$147.39$167.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 3.24, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
144/145180/182Oct 9$1.91$0.5941%3.24$143.09$181.91
130/131185/188Sep 25$1.00$1.5076%0.67$130.00$186.00
130/131178/180Sep 25$1.08$1.4268%0.76$129.92$178.58
134/135180/182Oct 9$1.49$1.0151%1.48$133.51$181.49
137/139180/182Oct 9$1.55$0.9548%1.63$137.45$181.55
138/139180/182Oct 2$1.36$1.1454%1.19$137.64$181.36
130/131180/182Sep 25$0.91$1.5972%0.57$130.09$180.91
130/132180/182Oct 9$1.34$1.1654%1.16$130.66$181.34
138/139175/178Oct 2$1.46$1.0448%1.40$137.54$176.46
138/139185/188Oct 2$1.20$1.3059%0.92$137.80$186.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 146 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Oct 16$0.16$4.8410%30.25
$157.50$160.00$162.50Sep 18$0.23$2.2721%9.87
$165.00$167.50$170.00Sep 18$0.15$2.3515%15.67
$167.50$170.00$172.50Sep 18$0.10$2.4012%24.00
$152.50$155.00$157.50Sep 25$0.09$2.4110%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Oct 16$0.17$4.8311%28.41
$170.00$175.00$180.00Oct 16$0.14$4.869%34.71
$152.50$155.00$157.50Sep 18$0.13$2.3717%18.23
$160.00$165.00$170.00Oct 16$0.22$4.7810%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. 60 found (best net $-0.28, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$177.501:2Sep 18-$0.01$2.49
$180.00$185.001:2Sep 18-$0.02$4.98
$185.00$190.001:2Sep 18$0.00$5.00
$170.00$172.501:2Sep 18-$0.34$2.16
$172.50$175.001:2Sep 18-$0.31$2.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$152.501:2Sep 18-$0.28$2.22
$152.50$150.001:2Sep 18-$0.31$2.19
$148.00$147.001:2Sep 18-$0.09$0.91
$144.00$143.001:2Sep 18-$0.09$0.91
$157.50$155.001:2Sep 18-$0.76$1.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 6.96%, avg 4.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Oct 30$11.200.3915.0%6.96%21.95%71
$170.00Oct 30$15.600.495.7%9.70%15.36%1351
$175.00Oct 30$12.900.468.8%8.02%16.79%519
$180.00Oct 30$11.350.4111.9%7.05%18.93%316
$167.50Oct 30$15.700.514.1%9.76%13.87%2--
$190.00Oct 30$8.800.3518.1%5.47%23.56%950
$165.00Oct 30$16.650.532.5%10.35%12.90%560
$162.50Oct 30$17.850.551.0%11.09%12.10%2--
$172.50Oct 23$10.900.447.2%6.77%13.99%1445
$182.50Oct 23$8.100.3613.4%5.03%18.47%23

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 57,423
Total Puts 18,027
Put/Call Ratio 0.31
Net Difference 39,396

Prior's Put/Call Breakdown

Total Calls 18,460
Total Puts 16,548
Put/Call Ratio 0.90
Net Difference 1,912

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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