Tour v528
MRNA
MODERNA INC
$197.28 -0.80%
$197.56 (+0.14%)🌙
as of 09/29 02:43 AM
◀ 9/28 02:43 ▶

Option Volume

Detail
ℹ
Current (09/29) 57,607
Calls: 27,808 (48%)
Puts: 29,799 (52%)
Prior (09/25) 217,988
Calls: 153,888 (71%)
Puts: 64,100 (29%)
Current vs Prior -73.57%
Calls: -81.93% (Calls)
Puts: -53.51% (Puts)
Prior 7-Day Total 902,221
Calls: 605,876 (67%)
Puts: 296,345 (33%)
Prior 7-Day Average 128,888
Calls: 86,553 (67%)
Puts: 42,335 (33%)
Current vs Prior 7-Day Avg -55.30%
Calls: -67.87%
Puts: -29.61%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29) $66.54M
Calls: $48.22M (72%)
Puts: $18.32M (28%)
Prior (09/25) $238.16M
Calls: $217.98M (92%)
Puts: $20.18M (8%)
Current vs Prior -72.06%
Calls: -77.88%
Puts: -9.22%
Prior 7-Day Total $738.83M
Calls: $615.63M (83%)
Puts: $123.21M (17%)
Prior 7-Day Average $105.55M
Calls: $87.95M (83%)
Puts: $17.60M (17%)
Current vs Prior 7-Day Avg -36.96%
Calls: -45.17%
Puts: +4.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.07
Prior (09/25) 0.42
Current vs Prior +157.26%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +104.78%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29) 444,653
Calls: 200,566 (45%)
Puts: 244,087 (55%)
Prior (09/25) 888,058
Calls: 406,818 (46%)
Puts: 481,240 (54%)
Current vs Prior -49.93%
Prior 7-Day Total 6,224,419
Calls: 2,812,194 (45%)
Puts: 3,412,225 (55%)
Prior 7-Day Average 889,202
Calls: 401,742 (45%)
Puts: 487,460 (55%)
Current vs Prior 7-Day Avg -49.99%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 8.07% | 11.51%14.23% | 30.18%
Prior 9.38% | 13.22%15.57% | 30.98%
Current vs Prior -13.89% | -12.99%-8.57% | -2.59%
Prior 7-Day Avg 6.58% | 10.77%9.54% | 23.44%
Current vs 7-Day Avg +22.81% | +6.80%+49.26% | +28.71%
Prior 7-Day Eod 9.38% | 13.22%15.57% | 30.98%
Current vs 7-Day Eod -13.89% | -12.99%-8.57% | -2.59%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.40% | 12.34%
Calls: 17.89% | 12.48%
Puts: 18.92% | 12.19%
Current vs 7-Day Avg -21.10% | -26.65%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($48.22M). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 74% vs prior. Slightly bearish P/C ratio of 1.07.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 98 of results (avg 4.9%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 1617.1017.50$17.302.3%1220.621.8K
$175.00Oct 1626.4527.10$26.782.4%300.791.4K
$230.00Oct 20.750.77$0.762.6%3420.08336
$185.00Oct 1619.8020.35$20.082.7%6240.68707
$180.00Oct 1623.0023.65$23.332.8%1590.743.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1621.0021.35$21.181.7%770.6044
$185.00Oct 167.407.55$7.482.0%2040.32346
$177.50Oct 164.854.95$4.902.0%1080.24121
$192.50Oct 1610.7010.95$10.832.3%1410.4146
$202.50Oct 1616.1516.55$16.352.4%750.536

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.66, cheapest $0.40)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 20.530.56$0.555.5%3550.06152
$232.50Oct 20.630.65$0.643.1%1360.0745
$230.00Oct 20.750.77$0.762.6%3420.08336
$227.50Oct 20.890.93$0.914.4%2020.10126
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 20.390.41$0.405.0%1.3K0.051.1K
$172.50Oct 20.550.57$0.563.6%2810.07224
$175.00Oct 20.770.80$0.793.8%6280.09414

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 97 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 235.9538.90$37.427.9%41.00232
$162.50Oct 233.3536.35$34.858.6%11.00--
$165.00Oct 231.1034.05$32.589.1%61.00--
$170.00Oct 225.9028.90$27.4010.9%220.942.9K
$160.00Oct 936.8039.75$38.287.7%40.94468
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 224.9528.50$26.7313.3%100.87--
$220.00Oct 223.0026.10$24.5512.6%120.846
$215.00Oct 219.2520.50$19.886.3%70.792
$225.00Oct 929.1532.35$30.7510.4%60.798
$212.50Oct 217.2518.30$17.775.9%20.76--

Most actively traded options today. High liquidity = easy entry/exit. 234 active (total vol 38.6K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 26.006.25$6.134.1%2.3K0.461.7K
$200.00Oct 1612.1012.50$12.303.3%2.1K0.505.4K
$205.00Oct 24.304.55$4.435.6%1.5K0.363.3K
$210.00Oct 168.759.10$8.933.9%9280.40603
$210.00Oct 23.053.20$3.134.8%8860.273.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 20.390.41$0.405.0%1.3K0.051.1K
$180.00Oct 21.381.46$1.425.6%1.2K0.151.4K
$167.50Oct 20.240.48$0.3666.7%1.1K0.04767
$162.50Oct 20.000.33$0.17194.1%9760.02135
$190.00Oct 24.004.20$4.104.9%8920.33457

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 14.2%, max 19.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$182.50Oct 2Oct 2387.4%76.1%14.9%10212
$205.00Oct 2Oct 2393.8%82.6%13.7%1.5K3.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Oct 2Oct 2399.5%83.0%19.8%1410
$187.50Oct 2Oct 2387.3%75.5%15.6%267155
$182.50Oct 2Oct 2387.4%76.1%14.9%278212
$202.50Oct 2Oct 2393.0%81.8%13.7%2419
$205.00Oct 2Oct 2393.8%82.6%13.7%653111

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 173 found (best R:R 1.62, avg 2.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 6$3.82$6.18$3.8255%1.62$203.82
$195.00$197.50Oct 9$0.48$2.02$0.4856%4.21$195.48
$205.00$210.00Oct 23$1.35$3.65$1.3547%2.70$206.35
$180.00$185.00Nov 6$2.47$2.53$2.4767%1.02$182.47
$185.00$190.00Nov 6$2.33$2.67$2.3364%1.15$187.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$177.50Oct 23$0.17$2.33$0.1729%13.71$179.83
$187.50$185.00Oct 23$0.60$1.90$0.6036%3.17$186.90
$202.50$200.00Oct 23$1.02$1.48$1.0251%1.45$201.48
$170.00$167.50Oct 30$0.40$2.10$0.4026%5.25$169.60
$182.50$180.00Oct 9$0.38$2.12$0.3826%5.58$182.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 120 found (best R:R 2.03, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 9$1.57$1.57$0.9348%1.69$199.07
$200.00$202.50Oct 9$1.20$1.20$1.3052%0.92$201.20
$210.00$215.00Oct 23$2.01$2.01$2.9957%0.67$212.01
$230.00$232.50Oct 2$0.12$0.12$2.3892%0.05$230.12
$202.50$205.00Oct 9$1.00$1.00$1.5056%0.67$203.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$190.00Oct 30$3.35$3.35$1.6557%2.03$191.65
$195.00$185.00Nov 6$5.20$5.20$4.8058%1.08$189.80
$185.00$182.50Oct 9$1.67$1.67$0.8370%2.01$183.33
$175.00$170.00Oct 30$2.15$2.15$2.8571%0.75$172.85
$165.00$162.50Oct 23$1.10$1.10$1.4083%0.79$163.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.31, cheapest $2.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 2Oct 9$2.7593.8%77.4%
$202.50Oct 2Oct 9$2.9593.0%77.9%
$200.00Oct 2Oct 9$3.2592.0%79.2%
$207.50Oct 2Oct 9$3.2594.2%82.3%
$195.00Oct 2Oct 9$2.9587.9%76.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 2Oct 9$3.6093.8%77.4%
$202.50Oct 2Oct 9$3.4093.0%77.9%
$200.00Oct 2Oct 9$3.4592.0%79.2%
$207.50Oct 2Oct 9$3.1594.2%82.3%
$195.00Oct 2Oct 9$3.2787.9%76.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 7.32% of stock, avg 14.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 2$7.00$7.45$14.45$183.05$211.957.32%
$195.00Oct 2$8.48$6.18$14.66$180.34$209.667.43%
$192.50Oct 2$9.88$5.10$14.98$177.52$207.487.59%
$200.00Oct 2$6.13$8.88$15.01$184.99$215.017.61%
$190.00Oct 2$11.40$4.10$15.50$174.50$205.507.86%
$202.50Oct 2$5.23$10.45$15.68$186.82$218.187.95%
$187.50Oct 2$12.98$3.20$16.18$171.32$203.688.20%
$205.00Oct 2$4.43$12.08$16.51$188.49$221.518.37%
$185.00Oct 2$14.78$2.51$17.29$167.71$202.298.76%
$207.50Oct 2$3.70$13.90$17.60$189.90$225.108.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 3.21% of stock, avg 12.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$187.50Oct 2$3.13$3.20$6.33$181.17$216.33
$207.50$187.50Oct 2$3.70$3.20$6.90$180.60$214.40
$210.00$190.00Oct 2$3.13$4.10$7.23$182.77$217.23
$207.50$190.00Oct 2$3.70$4.10$7.80$182.20$215.30
$205.00$187.50Oct 2$4.43$3.20$7.63$179.87$212.63
$205.00$190.00Oct 2$4.43$4.10$8.53$181.47$213.53
$210.00$192.50Oct 2$3.13$5.10$8.23$184.27$218.23
$207.50$192.50Oct 2$3.70$5.10$8.80$183.70$216.30
$202.50$187.50Oct 2$5.23$3.20$8.43$179.07$210.93
$205.00$192.50Oct 2$4.43$5.10$9.53$182.97$214.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 0.87, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
188/190220/222Oct 2$1.16$1.3452%0.87$188.84$221.16
165/168220/222Oct 2$0.44$2.0680%0.21$167.06$220.44
188/190215/218Oct 2$1.26$1.2446%1.02$188.74$216.26
165/168215/218Oct 2$0.54$1.9675%0.28$166.96$215.54
188/190218/220Oct 2$1.18$1.3249%0.89$188.82$218.68
188/190212/215Oct 2$1.33$1.1743%1.14$188.67$213.83
165/168218/220Oct 2$0.46$2.0478%0.23$167.04$217.96
165/168212/215Oct 2$0.61$1.8972%0.32$166.89$213.11
182/185220/222Oct 2$0.86$1.6462%0.52$184.14$220.86
188/190210/212Oct 2$1.41$1.0940%1.29$188.59$211.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 109 found (best R:R 12.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.72$9.2817%12.89
$215.00$220.00$225.00Oct 9$0.07$4.938%70.43
$187.50$190.00$192.50Oct 2$0.06$2.4411%40.67
$170.00$175.00$180.00Oct 30$0.11$4.897%44.45
$202.50$205.00$207.50Oct 2$0.07$2.439%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$202.50$205.00Oct 2$0.06$2.4410%40.67
$190.00$192.50$195.00Oct 2$0.08$2.4211%30.25
$187.50$190.00$192.50Oct 2$0.10$2.4011%24.00
$182.50$185.00$187.50Oct 2$0.09$2.419%26.78
$192.50$195.00$197.50Oct 16$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. 44 found (best net $-6.91, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$230.001:2Oct 16-$2.57$7.43
$232.50$235.001:2Oct 2-$0.46$2.04
$230.00$232.501:2Oct 2-$0.52$1.98
$210.00$220.001:2Oct 16-$3.73$6.27
$227.50$230.001:2Oct 2-$0.61$1.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$210.001:2Oct 9-$6.91$8.09
$167.50$165.001:2Oct 2$0.00$2.50
$162.50$160.001:2Oct 9-$0.11$2.39
$162.50$160.001:2Oct 2-$0.15$2.35
$165.00$162.501:2Oct 2-$0.16$2.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 8.19%, avg 4.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$16.150.4411.5%8.19%19.70%112
$215.00Nov 6$17.650.479.0%8.95%17.93%46
$210.00Nov 6$19.450.496.5%9.86%16.31%118
$200.00Nov 6$23.400.551.4%11.86%13.24%917
$225.00Oct 30$13.500.3914.1%6.84%20.89%49
$210.00Oct 30$18.150.486.5%9.20%15.65%3858
$197.50Nov 6$24.000.560.1%12.17%12.28%1--
$220.00Oct 30$14.100.4211.5%7.15%18.66%10624
$215.00Oct 30$15.600.459.0%7.91%16.89%310
$200.00Oct 30$22.050.541.4%11.18%12.56%38913

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 27,808
Total Puts 29,799
Put/Call Ratio 1.07
Net Difference -1,991

Prior's Put/Call Breakdown

Total Calls 153,888
Total Puts 64,100
Put/Call Ratio 0.42
Net Difference 89,788

Prior 7-Day Put/Call Summary

Total Calls 605,876
Total Puts 296,345
Average Put/Call Ratio 0.52
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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