Tour v528
MRNA
MODERNA INC
$203.46 +3.13%
$202.11 (-0.66%)🌙
as of 09/29 06:03 PM
◀ 9/29 18:03 ▶

Option Volume

Detail
ℹ
Current (09/29) 77,876
Calls: 45,414 (58%)
Puts: 32,462 (42%)
Prior (09/28) 57,607
Calls: 27,808 (48%)
Puts: 29,799 (52%)
Current vs Prior +35.18%
Calls: +63.31% (Calls)
Puts: +8.94% (Puts)
Prior 7-Day Total 913,379
Calls: 607,366 (66%)
Puts: 306,013 (34%)
Prior 7-Day Average 130,482
Calls: 86,766 (66%)
Puts: 43,716 (34%)
Current vs Prior 7-Day Avg -40.32%
Calls: -47.66%
Puts: -25.74%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $87.03M
Calls: $65.11M (75%)
Puts: $21.92M (25%)
Prior (09/28) $66.54M
Calls: $48.22M (72%)
Puts: $18.32M (28%)
Current vs Prior +30.80%
Calls: +35.02%
Puts: +19.67%
Prior 7-Day Total $760.94M
Calls: $634.28M (83%)
Puts: $126.67M (17%)
Prior 7-Day Average $108.71M
Calls: $90.61M (83%)
Puts: $18.10M (17%)
Current vs Prior 7-Day Avg -19.94%
Calls: -28.15%
Puts: +21.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.71
Prior (09/28) 1.07
Current vs Prior -33.30%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +26.04%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 806,079
Calls: 349,647 (43%)
Puts: 456,432 (57%)
Prior (09/28) 444,653
Calls: 200,566 (45%)
Puts: 244,087 (55%)
Current vs Prior +81.28%
Prior 7-Day Total 5,752,357
Calls: 2,603,663 (45%)
Puts: 3,148,694 (55%)
Prior 7-Day Average 821,765
Calls: 371,951 (45%)
Puts: 449,813 (55%)
Current vs Prior 7-Day Avg -1.91%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 7.40% | 11.59%14.66% | 31.32%
Prior 8.07% | 11.51%14.23% | 30.18%
Current vs Prior -8.39% | +0.72%+3.01% | +3.80%
Prior 7-Day Avg 6.81% | 11.01%10.65% | 25.15%
Current vs 7-Day Avg +8.63% | +5.30%+37.66% | +24.56%
Prior 7-Day Eod 8.07% | 11.51%14.23% | 30.18%
Current vs 7-Day Eod -8.39% | +0.72%+3.01% | +3.80%
Sentiment BULLISHBEARISH

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 18.11% | 11.32%
Calls: 18.09% | 10.96%
Puts: 18.15% | 11.69%
Current vs 7-Day Avg -19.84% | -20.07%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($65.11M). P/C ratio dropping 33% - sentiment shifting bullish. Rising open interest (up 81%) indicates new positions being established.

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 NEUTRAL
Prior NEUTRAL
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 64 of results (avg 7.7%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 28.358.55$8.452.4%2.9K0.601.9K
$212.50Oct 23.403.50$3.452.9%1.1K0.324.0K
$220.00Oct 21.821.90$1.864.3%3.3K0.202.6K
$192.50Oct 3028.6030.00$29.304.8%--0.6319
$202.50Oct 27.057.40$7.234.8%1.3K0.544.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1611.5512.00$11.783.8%3010.42431
$190.00Oct 21.641.76$1.707.1%2.2K0.18619
$240.00Oct 1638.7541.90$40.337.8%10.792
$215.00Oct 2322.7524.60$23.687.8%100.56--
$200.00Oct 24.805.20$5.008.0%1.5K0.40348

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.62, cheapest $0.34)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 20.530.61$0.5714.0%5720.07291
$232.50Oct 20.620.75$0.6918.8%1370.08113
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Oct 20.310.37$0.3417.6%2160.05225
$180.00Oct 20.450.50$0.4810.4%1.3K0.061.5K
$182.50Oct 20.630.74$0.6915.9%2390.09275
$185.00Oct 20.861.03$0.9517.9%7290.11642

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 115 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 237.5540.05$38.806.4%21.00576
$167.50Oct 234.2537.55$35.909.2%11.00129
$170.00Oct 232.3535.05$33.708.0%151.002.9K
$175.00Oct 227.5530.20$28.889.2%110.94326
$172.50Oct 229.3532.95$31.1511.6%10.9454
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 230.5034.00$32.2510.9%100.9310
$225.00Oct 222.0524.70$23.3811.3%60.8610
$222.50Oct 219.5522.50$21.0314.0%--0.8310
$220.00Oct 217.3520.40$18.8816.2%70.8016
$240.00Oct 1638.7541.90$40.337.8%10.792

Most actively traded options today. High liquidity = easy entry/exit. 248 active (total vol 52.3K, top 4.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 24.054.30$4.186.0%4.3K0.373.2K
$205.00Oct 25.756.20$5.987.5%4.0K0.483.9K
$220.00Oct 21.821.90$1.864.3%3.3K0.202.6K
$200.00Oct 28.358.55$8.452.4%2.9K0.601.9K
$202.50Oct 27.057.40$7.234.8%1.3K0.544.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 21.641.76$1.707.1%2.2K0.18619
$200.00Oct 24.805.20$5.008.0%1.5K0.40348
$180.00Oct 20.450.50$0.4810.4%1.3K0.061.5K
$175.00Oct 20.200.29$0.2536.0%1.2K0.04702
$195.00Oct 22.763.25$3.0116.3%9700.28544

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 14.6%, max 16.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$222.50Oct 2Oct 999.7%86.5%15.3%1.2K114
$212.50Oct 2Oct 995.3%83.8%13.7%1.1K4.0K
$217.50Oct 2Oct 995.2%84.8%12.3%576311
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Oct 2Oct 2397.4%83.4%16.7%1520
$207.50Oct 2Oct 2393.9%81.6%15.0%226506

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 188 found (best R:R 5.25, avg 2.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$202.50$205.00Oct 30$0.40$2.10$0.4056%5.25$202.90
$230.00$240.00Nov 6$2.87$7.13$2.8742%2.48$232.87
$180.00$187.50Nov 6$4.20$3.30$4.2070%0.79$184.20
$207.50$210.00Oct 30$0.42$2.08$0.4253%4.95$207.92
$220.00$230.00Oct 16$2.20$7.80$2.2037%3.55$222.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$177.50Oct 30$0.22$2.28$0.2228%10.36$179.78
$212.50$210.00Oct 2$1.23$1.27$1.2368%1.03$211.27
$207.50$205.00Oct 23$0.85$1.65$0.8550%1.94$206.65
$202.50$200.00Oct 9$0.75$1.75$0.7546%2.33$201.75
$185.00$182.50Oct 23$0.45$2.05$0.4528%4.56$184.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 1.33, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$207.50Oct 9$1.60$1.60$0.9049%1.78$206.60
$225.00$227.50Oct 9$0.95$0.95$1.5573%0.61$225.95
$225.00$230.00Oct 23$1.93$1.93$3.0764%0.63$226.93
$205.00$207.50Oct 30$1.65$1.65$0.8545%1.94$206.65
$210.00$212.50Oct 9$1.08$1.08$1.4256%0.76$211.08
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$180.00Oct 30$2.85$2.85$2.1568%1.33$182.15
$175.00$170.00Nov 6$2.38$2.38$2.6274%0.91$172.62
$180.00$175.00Nov 6$2.37$2.37$2.6370%0.90$177.63
$190.00$187.50Oct 30$1.52$1.52$0.9865%1.55$188.48
$190.00$187.50Oct 16$1.35$1.35$1.1569%1.17$188.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $4.30, cheapest $4.00)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 2Oct 9$4.0095.3%83.8%
$207.50Oct 2Oct 9$4.1393.9%82.4%
$202.50Oct 2Oct 9$4.3092.1%81.5%
$210.00Oct 2Oct 9$4.3594.4%85.0%
$200.00Oct 2Oct 9$4.3891.5%85.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$207.50Oct 2Oct 9$4.0393.9%82.4%
$202.50Oct 2Oct 9$4.2592.1%81.5%
$210.00Oct 2Oct 9$3.8394.4%85.0%
$200.00Oct 2Oct 9$4.7091.5%85.3%
$205.00Oct 2Oct 9$4.2392.2%86.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 6.60% of stock, avg 15.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$202.50Oct 2$7.23$6.20$13.43$189.07$215.936.60%
$200.00Oct 2$8.45$5.00$13.45$186.55$213.456.61%
$197.50Oct 2$9.95$3.85$13.80$183.70$211.306.78%
$205.00Oct 2$5.98$7.82$13.80$191.20$218.806.78%
$207.50Oct 2$5.05$9.35$14.40$193.10$221.907.08%
$195.00Oct 2$11.55$3.01$14.56$180.44$209.567.16%
$210.00Oct 2$4.18$11.10$15.28$194.72$225.287.51%
$192.50Oct 2$13.33$2.34$15.67$176.83$208.177.70%
$212.50Oct 2$3.45$12.33$15.78$196.72$228.287.76%
$190.00Oct 2$15.25$1.70$16.95$173.05$206.958.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.55% of stock, avg 12.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$215.00$192.50Oct 2$2.84$2.34$5.18$187.32$220.18
$215.00$195.00Oct 2$2.84$3.01$5.85$189.15$220.85
$212.50$192.50Oct 2$3.45$2.34$5.79$186.71$218.29
$212.50$195.00Oct 2$3.45$3.01$6.46$188.54$218.96
$215.00$197.50Oct 2$2.84$3.85$6.69$190.81$221.69
$212.50$197.50Oct 2$3.45$3.85$7.30$190.20$219.80
$210.00$192.50Oct 2$4.18$2.34$6.52$185.98$216.52
$210.00$195.00Oct 2$4.18$3.01$7.19$187.81$217.19
$210.00$197.50Oct 2$4.18$3.85$8.03$189.47$218.03
$215.00$200.00Oct 2$2.84$5.00$7.84$192.16$222.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 4.81, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185225/228Oct 9$2.07$0.4350%4.81$182.93$227.07
182/185218/220Oct 9$1.87$0.6343%2.97$183.13$219.37
180/182225/228Oct 9$1.53$0.9754%1.58$180.97$226.53
175/178225/228Oct 9$1.37$1.1360%1.21$176.13$226.37
172/175225/228Oct 9$1.31$1.1962%1.10$173.69$226.31
182/185230/232Oct 9$1.47$1.0355%1.43$183.53$231.47
178/180225/228Oct 9$1.40$1.1057%1.27$178.60$226.40
168/170225/228Oct 9$1.20$1.3065%0.92$168.80$226.20
165/168225/228Oct 9$1.10$1.4066%0.79$166.40$226.10
182/185222/225Oct 9$1.47$1.0348%1.43$183.53$223.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 120 found (best R:R 22.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Oct 16$0.43$9.5715%22.26
$210.00$215.00$220.00Oct 23$0.13$4.878%37.46
$205.00$207.50$210.00Oct 2$0.06$2.4411%40.67
$215.00$220.00$225.00Oct 23$0.12$4.888%40.67
$220.00$225.00$230.00Nov 6$0.06$4.945%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$210.00$215.00Oct 30$0.05$4.956%99.00
$197.50$200.00$202.50Oct 2$0.05$2.4512%49.00
$215.00$220.00$225.00Oct 9$0.20$4.8010%24.00
$180.00$182.50$185.00Oct 2$0.05$2.455%49.00
$172.50$175.00$177.50Oct 9$0.06$2.444%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. 43 found (best net $-0.02, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$240.001:2Oct 16-$2.31$7.69
$237.50$240.001:2Oct 2-$0.24$2.26
$235.00$237.501:2Oct 2-$0.31$2.19
$232.50$235.001:2Oct 2-$0.45$2.05
$227.50$230.001:2Oct 2-$0.58$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$170.001:2Oct 2-$0.02$2.48
$167.50$165.001:2Oct 2-$0.06$2.44
$177.50$175.001:2Oct 2-$0.16$2.34
$180.00$177.501:2Oct 2-$0.20$2.30
$182.50$180.001:2Oct 2-$0.27$2.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 6.51%, avg 4.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Nov 6$13.250.3718.0%6.51%24.47%16
$225.00Nov 6$16.950.4510.6%8.33%18.92%65
$230.00Nov 6$15.450.4213.0%7.59%20.64%24
$220.00Nov 6$18.550.478.1%9.12%17.25%313
$215.00Nov 6$20.300.505.7%9.98%15.65%18
$210.00Nov 6$22.150.533.2%10.89%14.10%--18
$207.50Nov 6$23.100.542.0%11.35%13.34%4--
$205.00Nov 6$24.200.560.8%11.89%12.65%216
$210.00Oct 30$21.300.523.2%10.47%13.68%9869
$225.00Oct 30$15.200.4310.6%7.47%18.06%1011

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 45,414
Total Puts 32,462
Put/Call Ratio 0.71
Net Difference 12,952

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 607,366
Total Puts 306,013
Average Put/Call Ratio 0.57
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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