Tour v528
MRNA
MODERNA INC
$160.72 +10.37%
9/17 10:35

Option Volume

Detail
Current (09/17 10:35am) 77,281
Calls: 58,646 (76%)
Puts: 18,635 (24%)
Prior (09/02) 36,000
Calls: 19,056 (53%)
Puts: 16,944 (47%)
Current vs Prior +114.67%
Calls: +207.76% (Calls)
Puts: +9.98% (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 -41.90%
Calls: -5.74%
Puts: -73.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 10:35am) $48.39M
Calls: $40.00M (83%)
Puts: $8.39M (17%)
Prior (09/02) $16.33M
Calls: $9.10M (56%)
Puts: $7.23M (44%)
Current vs Prior +196.23%
Calls: +339.47%
Puts: +15.99%
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 -72.43%
Calls: -74.65%
Puts: -52.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 10:35am) 0.32
Prior (09/02) 0.89
Current vs Prior -64.26%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -62.61%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 10:35am) 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 5.34% | 10.49%5.34% | 19.36%
Prior 6.26% | 10.75%14.01% | 23.37%
Current vs Prior -14.76% | -2.41%-61.89% | -17.17%
Prior 7-Day Avg 9.22% | 14.12%16.87% | 26.70%
Current vs 7-Day Avg -42.09% | -25.70%-68.36% | -27.50%
Prior 7-Day Eod 6.26% | 10.75%5.38% | 18.20%
Current vs 7-Day Eod -14.76% | -2.41%-0.72% | +6.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Prior 16.55% | 16.16%
Calls: 15.53% | 18.75%
Puts: 17.58% | 13.58%
Current vs Prior +22.66% | -30.38%
Prior 7-Day Avg 35.71% | 21.28%
Calls: 35.34% | 20.68%
Puts: 36.08% | 21.88%
Current vs 7-Day Avg -43.15% | -47.13%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($40.00M) vs puts ($8.39M). Massive premium surge with dollar volume up 196% vs prior. Unusually high activity with volume up 115% vs prior - elevated interest. Extreme bullish P/C ratio of 0.32 - heavy call buying (58,646 calls vs 18,635 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
10:35BULLISHBULLISHBULLISH
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 43 of results (avg 8.0%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 1616.7017.30$17.003.5%1620.612.8K
$160.00Oct 1614.3015.05$14.685.1%6770.551.6K
$165.00Oct 910.5011.10$10.805.6%130.48411
$150.00Oct 1618.9020.15$19.526.4%4880.661.7K
$148.00Sep 1812.8513.80$13.337.1%1030.90899
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 2324.2025.20$24.704.0%940.58--
$175.00Oct 1622.4023.65$23.035.4%150.6070
$160.00Oct 1613.2514.00$13.635.5%1000.451.0K
$165.00Oct 212.4013.25$12.836.6%150.5327
$155.00Oct 1610.8011.55$11.186.7%620.39137

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 164 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1828.5532.15$30.3511.9%100.99239
$132.00Sep 1826.6530.25$28.4512.7%--0.9921
$131.00Sep 1827.6531.25$29.4512.2%10.9910
$133.00Sep 1826.1529.25$27.7011.2%10.9924
$135.00Sep 1824.2527.15$25.7011.3%900.99466
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1823.0026.45$24.7314.0%11.00--
$180.00Sep 1818.1021.75$19.9318.3%100.9314
$177.50Sep 1816.7019.30$18.0014.4%280.9312
$172.50Sep 1810.9014.50$12.7028.3%--0.8711
$170.00Sep 189.6011.50$10.5518.0%800.82110

Most actively traded options today. High liquidity = easy entry/exit. 293 active (total vol 64.7K, top 8.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 183.504.25$3.8819.3%8.6K0.549.7K
$165.00Sep 181.782.04$1.9113.6%6.7K0.3312.0K
$170.00Sep 180.801.08$0.9429.8%4.8K0.1810.1K
$155.00Sep 186.557.25$6.9010.1%4.0K0.742.9K
$157.50Sep 184.805.85$5.3219.7%3.3K0.647.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 181.301.66$1.4824.3%2.9K0.26664
$140.00Sep 180.050.16$0.11100.0%1.0K0.021.7K
$160.00Sep 183.003.60$3.3018.2%8300.46339
$150.00Sep 180.500.64$0.5724.6%7810.121.6K
$160.00Sep 257.107.95$7.5311.3%7520.4679

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 19.2%, max 36.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Sep 18Oct 23101.6%74.4%36.5%3.3K7.1K
$152.50Sep 18Oct 23102.6%76.3%34.4%4901.3K
$170.00Sep 18Oct 30104.0%85.8%21.2%4.8K10.1K
$167.50Sep 18Oct 30100.9%88.2%14.4%941822
$160.00Sep 18Oct 3097.3%86.1%13.0%8.6K9.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Sep 18Oct 23102.6%76.3%34.4%263307
$155.00Sep 18Oct 2399.1%78.0%27.1%2.9K666
$167.50Sep 18Oct 2100.9%80.5%25.3%12158
$170.00Sep 18Oct 30104.0%85.8%21.2%81110
$165.00Sep 18Oct 2397.8%83.3%17.5%18286

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 202 found (best R:R 3.90, avg 2.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$175.00Oct 30$1.02$3.98$1.0249%3.90$171.02
$155.00$160.00Oct 30$2.02$2.98$2.0261%1.48$157.02
$185.00$190.00Oct 30$0.95$4.05$0.9538%4.26$185.95
$150.00$155.00Oct 30$2.35$2.65$2.3565%1.13$152.35
$180.00$185.00Oct 30$1.18$3.82$1.1841%3.24$181.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Oct 23$0.57$1.93$0.5747%3.39$161.93
$152.50$150.00Oct 23$0.33$2.17$0.3337%6.58$152.17
$149.00$148.00Oct 2$0.10$0.90$0.1030%9.00$148.90
$155.00$152.50Oct 2$0.73$1.77$0.7338%2.42$154.27
$148.00$147.00Oct 23$0.20$0.80$0.2033%4.00$147.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 136 found (best R:R 1.42, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$165.00$167.50Oct 23$1.55$1.55$0.9550%1.63$166.55
$170.00$172.50Oct 23$1.43$1.43$1.0754%1.34$171.43
$167.50$170.00Oct 30$1.53$1.53$0.9749%1.58$169.03
$187.50$190.00Sep 25$0.44$0.44$2.0685%0.21$187.94
$167.50$170.00Oct 9$1.22$1.22$1.2855%0.95$168.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$149.00$145.00Oct 30$2.35$2.35$1.6566%1.42$146.65
$160.00$155.00Oct 23$3.13$3.13$1.8755%1.67$156.87
$155.00$152.50Oct 23$1.72$1.72$0.7860%2.21$153.28
$131.00$130.00Sep 25$0.77$0.77$0.2391%3.35$130.23
$139.00$138.00Oct 2$0.86$0.86$0.1481%6.14$138.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.84, cheapest $3.85)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$3.98101.6%80.4%
$165.00Sep 18Sep 25$4.0297.8%81.6%
$160.00Sep 18Sep 25$4.2597.3%81.3%
$162.50Sep 18Sep 25$4.1596.0%81.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Sep 18Sep 25$3.85101.6%80.4%
$165.00Sep 18Sep 25$4.3497.8%81.6%
$160.00Sep 18Sep 25$4.2397.3%81.3%
$162.50Sep 18Sep 25$4.0396.0%81.2%
$175.00Oct 16Oct 23$1.6779.4%81.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 4.47% of stock, avg 14.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$3.88$3.30$7.18$152.82$167.184.47%
$162.50Sep 18$2.75$4.70$7.45$155.05$169.954.64%
$157.50Sep 18$5.32$2.38$7.70$149.80$165.204.79%
$165.00Sep 18$1.91$6.18$8.09$156.91$173.095.03%
$155.00Sep 18$6.90$1.48$8.38$146.62$163.385.21%
$152.50Sep 18$8.78$0.99$9.77$142.73$162.276.08%
$167.50Sep 18$1.33$8.57$9.90$157.60$177.406.16%
$150.00Sep 18$10.90$0.57$11.47$138.53$161.477.14%
$170.00Sep 18$0.94$10.55$11.49$158.51$181.497.15%
$149.00Sep 18$12.05$0.52$12.57$136.43$161.577.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.73% of stock, avg 10.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$150.00Sep 18$0.61$0.57$1.18$148.82$173.68
$170.00$150.00Sep 18$0.94$0.57$1.51$148.49$171.51
$172.50$152.50Sep 18$0.61$0.99$1.60$150.90$174.10
$170.00$152.50Sep 18$0.94$0.99$1.93$150.57$171.93
$167.50$150.00Sep 18$1.33$0.57$1.90$148.10$169.40
$172.50$155.00Sep 18$0.61$1.48$2.09$152.91$174.59
$167.50$152.50Sep 18$1.33$0.99$2.32$150.18$169.82
$170.00$155.00Sep 18$0.94$1.48$2.42$152.58$172.42
$167.50$155.00Sep 18$1.33$1.48$2.81$152.19$170.31
$165.00$150.00Sep 18$1.91$0.57$2.48$147.52$167.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 0.94, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
130/131188/190Sep 25$1.21$1.2976%0.94$129.79$188.71
130/131178/180Sep 25$1.28$1.2267%1.05$129.72$178.78
130/131180/182Sep 25$1.16$1.3471%0.87$129.84$181.16
130/131172/175Sep 25$1.40$1.1060%1.27$129.60$173.90
130/131185/188Sep 25$0.94$1.5675%0.60$130.06$185.94
130/131175/178Sep 25$1.15$1.3564%0.85$129.85$176.15
144/145180/182Oct 9$1.73$0.7741%2.25$143.27$181.73
138/139175/178Oct 2$1.56$0.9448%1.66$137.44$176.56
134/135180/182Oct 9$1.47$1.0351%1.43$133.53$181.47
138/139185/188Oct 2$1.25$1.2558%1.00$137.75$186.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 154 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$157.50$160.00Sep 18$0.14$2.3620%16.86
$140.00$145.00$150.00Oct 16$0.16$4.8410%30.25
$167.50$170.00$172.50Sep 18$0.06$2.4412%40.67
$150.00$155.00$160.00Oct 16$0.20$4.8011%24.00
$152.50$155.00$157.50Sep 25$0.05$2.4510%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$162.50$165.00Sep 18$0.08$2.4221%30.25
$150.00$155.00$160.00Oct 16$0.15$4.8511%32.33
$150.00$152.50$155.00Sep 18$0.07$2.4314%34.71
$130.00$135.00$140.00Oct 16$0.17$4.839%28.41
$152.50$155.00$157.50Oct 9$0.06$2.446%40.67

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 $-0.15, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$185.001:2Sep 18-$0.02$4.98
$185.00$190.001:2Sep 18$0.00$5.00
$175.00$177.501:2Sep 18-$0.09$2.41
$170.00$172.501:2Sep 18-$0.28$2.22
$177.50$180.001:2Sep 18-$0.16$2.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$150.001:2Sep 18-$0.15$2.35
$157.50$155.001:2Sep 18-$0.58$1.92
$131.00$130.001:2Sep 18$0.00$1.00
$155.00$152.501:2Sep 18-$0.50$2.00
$144.00$143.001:2Sep 18-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 6.47%, avg 4.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Oct 30$10.400.3815.1%6.47%21.58%81
$175.00Oct 30$12.900.468.9%8.03%16.91%519
$190.00Oct 30$8.800.3618.2%5.48%23.69%950
$180.00Oct 30$11.350.4112.0%7.06%19.06%316
$165.00Oct 30$16.450.532.7%10.24%12.90%560
$170.00Oct 30$14.100.495.8%8.77%14.55%1351
$167.50Oct 30$14.900.514.2%9.27%13.49%2--
$162.50Oct 30$16.950.551.1%10.55%11.65%2--
$182.50Oct 23$7.900.3613.6%4.92%18.47%23
$165.00Oct 23$13.400.502.7%8.34%11.00%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 58,646
Total Puts 18,635
Put/Call Ratio 0.32
Net Difference 40,011

Prior's Put/Call Breakdown

Total Calls 19,056
Total Puts 16,944
Put/Call Ratio 0.89
Net Difference 2,112

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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