Tour v528
MRNA
MODERNA INC
$172.94 +12.27%
$168.70 (-2.45%)🌅
as of 09/22 09:00 AM
9/21 18:03

Option Volume

Detail
Current (09/21) 131,060
Calls: 90,147 (69%)
Puts: 40,913 (31%)
Prior (09/18) 116,567
Calls: 83,658 (72%)
Puts: 32,909 (28%)
Current vs Prior +12.43%
Calls: +7.76% (Calls)
Puts: +24.32% (Puts)
Prior 7-Day Total 659,424
Calls: 436,108 (66%)
Puts: 223,316 (34%)
Prior 7-Day Average 109,904
Calls: 62,301 (66%)
Puts: 31,902 (34%)
Current vs Prior 7-Day Avg +19.25%
Calls: +44.70%
Puts: +28.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $132.61M
Calls: $109.61M (83%)
Puts: $23.00M (17%)
Prior (09/18) $72.00M
Calls: $58.83M (82%)
Puts: $13.17M (18%)
Current vs Prior +84.18%
Calls: +86.30%
Puts: +74.68%
Prior 7-Day Total $360.46M
Calls: $271.12M (75%)
Puts: $89.35M (25%)
Prior 7-Day Average $60.08M
Calls: $38.73M (75%)
Puts: $12.76M (25%)
Current vs Prior 7-Day Avg +120.73%
Calls: +183.01%
Puts: +80.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.45
Prior (09/18) 0.39
Current vs Prior +15.37%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -17.55%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 732,604
Calls: 325,313 (44%)
Puts: 407,291 (56%)
Prior (09/18) 968,803
Calls: 441,812 (46%)
Puts: 526,991 (54%)
Current vs Prior -24.38%
Prior 7-Day Total 5,599,600
Calls: 2,518,481 (45%)
Puts: 3,081,119 (55%)
Prior 7-Day Average 933,266
Calls: 419,746 (45%)
Puts: 513,519 (55%)
Current vs Prior 7-Day Avg -21.50%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 7.91% | 11.88%16.42% | 30.85%
Prior 7.61% | 10.91%1.55% | 15.84%
Current vs Prior +3.88% | +8.95%+958.45% | +94.79%
Prior 7-Day Avg 6.55% | 10.38%5.54% | 18.07%
Current vs 7-Day Avg +20.83% | +14.46%+196.63% | +70.73%
Prior 7-Day Eod 7.61% | 10.91%1.55% | 15.84%
Current vs 7-Day Eod +3.88% | +8.95%+958.45% | +94.79%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.80% | 14.52%
Calls: 16.80% | 15.99%
Puts: 18.81% | 13.06%
Current vs 7-Day Avg +14.04% | -22.54%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($109.61M) vs puts ($23.00M). Elevated premium activity with dollar volume up 84% vs prior. Dollar volume significantly above 7-day average (121% higher). Extreme bullish P/C ratio of 0.45 - heavy call buying (90,147 calls vs 40,913 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 68 of results (avg 8.1%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 255.205.35$5.282.8%4.9K0.461.1K
$155.00Sep 2518.4519.15$18.803.7%4800.89790
$175.00Oct 3020.0020.95$20.484.6%350.5533
$160.00Sep 2514.2515.10$14.685.8%1.1K0.813.1K
$143.00Oct 931.3033.20$32.255.9%--0.8711
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 169.209.65$9.434.8%5010.3755
$170.00Oct 1611.8012.40$12.105.0%5320.4333
$167.50Sep 253.503.70$3.605.6%8920.3420
$175.00Sep 257.057.50$7.286.2%1.3K0.546
$162.50Oct 168.058.65$8.357.2%300.34--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.42, cheapest $0.12)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Sep 250.400.45$0.4311.6%1.2K0.06154
$200.00Sep 250.650.76$0.7115.5%7.9K0.091.3K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Sep 250.110.13$0.1216.7%590.02116
$150.00Sep 250.400.46$0.4314.0%1.6K0.06939

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 146 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Sep 2532.6035.15$33.887.5%241.0030
$140.00Sep 2531.6534.40$33.038.3%481.00345
$141.00Sep 2530.6533.60$32.139.2%221.0055
$143.00Sep 2528.7031.65$30.179.8%261.0039
$144.00Sep 2527.6029.90$28.758.0%231.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 2526.1529.60$27.8812.4%90.911
$197.50Sep 2523.7527.20$25.4813.5%10.901
$190.00Sep 2516.9520.30$18.6318.0%10.833
$200.00Oct 227.6531.25$29.4512.2%40.821
$187.50Sep 2515.1018.25$16.6818.9%10.79--

Most actively traded options today. High liquidity = easy entry/exit. 294 active (total vol 98.4K, top 7.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 250.650.76$0.7115.5%7.9K0.091.3K
$180.00Sep 253.203.70$3.4514.5%7.2K0.34863
$150.00Sep 2522.4024.25$23.337.9%6.7K0.931.2K
$170.00Sep 257.508.00$7.756.5%6.6K0.591.1K
$190.00Sep 251.401.52$1.468.2%6.3K0.17363
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 251.501.80$1.6518.2%3.5K0.18519
$150.00Sep 250.400.46$0.4314.0%1.6K0.06939
$155.00Sep 250.801.00$0.9022.2%1.5K0.11459
$170.00Sep 254.404.75$4.587.6%1.4K0.4137
$175.00Sep 257.057.50$7.286.2%1.3K0.546

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 13.8%, max 16.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$182.50Sep 25Oct 2390.2%77.6%16.3%1.5K105
$187.50Sep 25Oct 292.6%80.6%14.8%1.1K113
$172.50Sep 25Oct 2386.5%76.1%13.6%1.1K937
$177.50Sep 25Oct 2388.0%78.5%12.1%1.2K343
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Sep 25Oct 2388.0%78.5%12.1%51820

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 190 found (best R:R 3.07, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$185.00Oct 30$1.23$3.77$1.2351%3.07$181.23
$180.00$185.00Oct 16$1.03$3.97$1.0346%3.85$181.03
$175.00$177.50Oct 16$0.28$2.22$0.2852%7.93$175.28
$190.00$195.00Oct 23$0.85$4.15$0.8539%4.88$190.85
$175.00$177.50Oct 2$0.36$2.14$0.3649%5.94$175.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$182.50Sep 25$1.35$1.15$1.3575%0.85$183.65
$167.50$165.00Oct 23$0.50$2.00$0.5040%4.00$167.00
$167.50$165.00Oct 9$0.60$1.90$0.6039%3.17$166.90
$172.50$170.00Oct 2$0.80$1.70$0.8047%2.13$171.70
$180.00$177.50Oct 9$1.10$1.40$1.1055%1.27$178.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 15.67, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 2$1.12$1.12$1.3877%0.81$198.62
$177.50$180.00Oct 2$1.49$1.49$1.0154%1.48$178.99
$177.50$180.00Oct 16$1.52$1.52$0.9851%1.55$179.02
$200.00$205.00Oct 9$1.26$1.26$3.7476%0.34$201.26
$180.00$182.50Oct 9$1.32$1.32$1.1856%1.12$181.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$167.50Oct 9$2.35$2.35$0.1557%15.67$167.65
$170.00$167.50Oct 23$2.23$2.23$0.2758%8.26$167.77
$160.00$157.50Oct 9$1.50$1.50$1.0070%1.50$158.50
$165.00$162.50Oct 30$1.73$1.73$0.7762%2.25$163.27
$160.00$155.00Oct 30$2.38$2.38$2.6266%0.91$157.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.28, cheapest $3.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$172.50Sep 25Oct 2$3.2086.5%78.1%
$175.00Sep 25Oct 2$3.1587.8%79.5%
$180.00Sep 25Oct 2$3.1388.0%80.6%
$167.50Sep 25Oct 2$3.1883.5%78.6%
$177.50Sep 25Oct 2$3.7788.0%85.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$172.50Sep 25Oct 2$3.1786.5%78.1%
$175.00Sep 25Oct 2$3.6787.8%79.5%
$180.00Sep 25Oct 2$3.0688.0%80.6%
$167.50Sep 25Oct 2$3.2583.5%78.6%
$177.50Sep 25Oct 2$2.9788.0%85.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 7.13% of stock, avg 14.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$170.00Sep 25$7.75$4.58$12.33$157.67$182.337.13%
$172.50Sep 25$6.40$6.03$12.43$160.07$184.937.19%
$175.00Sep 25$5.28$7.28$12.56$162.44$187.567.26%
$167.50Sep 25$9.15$3.60$12.75$154.75$180.257.37%
$177.50Sep 25$4.30$9.05$13.35$164.15$190.857.72%
$165.00Sep 25$10.95$2.79$13.74$151.26$178.747.94%
$180.00Sep 25$3.45$10.52$13.97$166.03$193.978.08%
$162.50Sep 25$12.83$2.15$14.98$147.52$177.488.66%
$182.50Sep 25$2.88$12.48$15.36$167.14$197.868.88%
$185.00Sep 25$2.22$13.83$16.05$168.95$201.059.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.53% of stock, avg 11.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$185.00$162.50Sep 25$2.22$2.15$4.37$158.13$189.37
$185.00$165.00Sep 25$2.22$2.79$5.01$159.99$190.01
$182.50$162.50Sep 25$2.88$2.15$5.03$157.47$187.53
$182.50$165.00Sep 25$2.88$2.79$5.67$159.33$188.17
$180.00$162.50Sep 25$3.45$2.15$5.60$156.90$185.60
$185.00$167.50Sep 25$2.22$3.60$5.82$161.68$190.82
$180.00$165.00Sep 25$3.45$2.79$6.24$158.76$186.24
$182.50$167.50Sep 25$2.88$3.60$6.48$161.02$188.98
$180.00$167.50Sep 25$3.45$3.60$7.05$160.45$187.05
$177.50$162.50Sep 25$4.30$2.15$6.45$156.05$183.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 3.63, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
152/155198/200Oct 2$1.96$0.5458%3.63$153.04$199.46
158/160198/200Oct 2$2.07$0.4350%4.81$157.93$199.57
148/149198/200Oct 2$1.72$0.7863%2.21$147.28$199.22
155/158198/200Oct 2$1.93$0.5754%3.39$155.57$199.43
141/142198/200Oct 2$1.42$1.0869%1.31$140.58$198.92
145/146198/200Oct 2$1.49$1.0166%1.48$144.51$198.99
160/162198/200Oct 2$1.93$0.5746%3.39$160.57$199.43
144/145198/200Oct 2$1.27$1.2368%1.03$143.73$198.77
142/143198/200Oct 2$1.22$1.2868%0.95$141.78$198.72
152/155185/188Oct 2$1.69$0.8147%2.09$153.31$186.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 123 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$167.50$170.00$172.50Sep 25$0.05$2.4513%49.00
$195.00$200.00$205.00Oct 16$0.08$4.928%61.50
$195.00$200.00$205.00Oct 23$0.08$4.927%61.50
$162.50$165.00$167.50Sep 25$0.08$2.4211%30.25
$175.00$177.50$180.00Sep 25$0.13$2.3712%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$177.50$180.00$182.50Oct 2$0.11$2.398%21.73
$165.00$167.50$170.00Sep 25$0.17$2.3312%13.71
$167.50$170.00$172.50Oct 16$0.08$2.426%30.25
$160.00$162.50$165.00Sep 25$0.14$2.3610%16.86
$170.00$172.50$175.00Oct 16$0.09$2.416%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. 49 found (best net $-0.71, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$205.001:2Sep 25-$0.15$4.85
$195.00$197.501:2Sep 25-$0.58$1.92
$197.50$200.001:2Sep 25-$0.62$1.88
$190.00$192.501:2Sep 25-$0.84$1.66
$190.00$195.001:2Oct 2-$1.75$3.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$180.001:2Oct 23-$0.71$24.29
$141.00$140.001:2Sep 25-$0.10$0.90
$148.00$147.001:2Sep 25-$0.13$0.87
$155.00$152.501:2Sep 25-$0.30$2.20
$152.50$150.001:2Sep 25-$0.26$2.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 6.62%, avg 3.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Oct 30$11.450.3815.7%6.62%22.27%45696
$190.00Oct 30$13.900.449.9%8.04%17.90%13142
$175.00Oct 30$20.000.551.2%11.56%12.76%3533
$195.00Oct 30$11.750.4112.8%6.79%19.55%335
$185.00Oct 30$14.800.487.0%8.56%15.53%119
$180.00Oct 30$16.550.514.1%9.57%13.65%21524
$200.00Oct 23$6.700.3215.7%3.87%19.52%41727
$190.00Oct 23$8.650.399.9%5.00%14.87%73236
$185.00Oct 23$10.050.437.0%5.81%12.78%811
$195.00Oct 23$7.300.3512.8%4.22%16.98%3549

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 90,147
Total Puts 40,913
Put/Call Ratio 0.45
Net Difference 49,234

Prior's Put/Call Breakdown

Total Calls 83,658
Total Puts 32,909
Put/Call Ratio 0.39
Net Difference 50,749

Prior 7-Day Put/Call Summary

Total Calls 436,108
Total Puts 223,316
Average Put/Call Ratio 0.55
Ratio Trend Rising

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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