MRNA - Options Database

MRNA

MODERNA INC

$192.57 -5.35%

$191.23 (-0.69%)🌙

as of 09/30 11:33 PM

(9/30 10:35) ◀

Wednesday, September 30, 2026 (11:33pm)

▶ (10/1 18:02)

◀ 9/30 23:33 ▶

Option Volume

Detail

ℹ

Current (09/30) 103,481

Calls: 47,774 (46%)

Puts: 55,707 (54%)

Prior (09/29) 77,876

Calls: 45,414 (58%)

Puts: 32,462 (42%)

Current vs Prior +32.88%

Calls: +5.20% (Calls)

Puts: +71.61% (Puts)

Prior 7-Day Total 926,800

Calls: 609,402 (66%)

Puts: 317,398 (34%)

Prior 7-Day Average 132,400

Calls: 87,057 (66%)

Puts: 45,342 (34%)

Current vs Prior 7-Day Avg -21.84%

Calls: -45.12%

Puts: +22.86%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/30) $83.90M

Calls: $55.66M (66%)

Puts: $28.24M (34%)

Prior (09/29) $87.03M

Calls: $65.11M (75%)

Puts: $21.92M (25%)

Current vs Prior -3.60%

Calls: -14.52%

Puts: +28.84%

Prior 7-Day Total $812.14M

Calls: $672.42M (83%)

Puts: $139.72M (17%)

Prior 7-Day Average $116.02M

Calls: $96.06M (83%)

Puts: $19.96M (17%)

Current vs Prior 7-Day Avg -27.69%

Calls: -42.06%

Puts: +41.49%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/30) 1.17

Prior (09/29) 0.71

Current vs Prior +63.13%

Prior 7-Day Average 0.60

Current vs Prior 7-Day Avg +94.41%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/30) 508,984

Calls: 223,487 (44%)

Puts: 285,497 (56%)

Prior (09/29) 806,079

Calls: 349,647 (43%)

Puts: 456,432 (57%)

Current vs Prior -36.86%

Prior 7-Day Total 5,630,544

Calls: 2,537,230 (45%)

Puts: 3,093,314 (55%)

Prior 7-Day Average 804,363

Calls: 362,461 (45%)

Puts: 441,902 (55%)

Current vs Prior 7-Day Avg -36.72%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)

Current 6.08% | 10.80%13.67% | 29.63%

Prior 7.40% | 11.59%14.66% | 31.32%

Current vs Prior -17.79% | -6.80%-6.74% | -5.40%

Prior 7-Day Avg 7.10% | 11.29%11.98% | 27.02%

Current vs 7-Day Avg -14.33% | -4.32%+14.17% | +9.66%

Prior 7-Day Eod 7.40% | 11.59%14.66% | 31.32%

Current vs 7-Day Eod -17.79% | -6.80%-6.74% | -5.40%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 5.08% | 14.68%

Calls: 5.76% | 14.89%

Puts: 4.40% | 14.46%

Prior 14.52% | 9.05%

Calls: 16.88% | 8.05%

Puts: 12.16% | 10.06%

Current vs Prior -65.01% | +62.21%

Prior 7-Day Avg 17.82% | 10.31%

Calls: 18.28% | 9.43%

Puts: 17.37% | 11.19%

Current vs 7-Day Avg -71.50% | +42.43%

Liquidity Pricy

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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($55.66M). Slightly bearish P/C ratio of 1.17. P/C ratio rising 63% - increased hedging/bearish positioning. Declining open interest (down 37%) indicates positions being closed.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

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 NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BEARISH

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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 101 of results (avg 6.0%, best 1.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$185.00	Oct 16	16.30	16.55	$16.43	1.5%	243	0.63	1.1K
$190.00	Oct 16	13.65	13.90	$13.78	1.8%	407	0.56	1.2K
$182.50	Oct 2	11.50	11.75	$11.63	2.1%	166	0.79	158
$195.00	Oct 16	11.40	11.65	$11.53	2.2%	190	0.50	253
$220.00	Oct 16	4.20	4.30	$4.25	2.4%	564	0.24	725

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$202.50	Oct 16	18.20	18.60	$18.40	2.2%	489	0.59	28
$200.00	Oct 16	16.60	17.00	$16.80	2.4%	489	0.56	456
$210.00	Oct 16	23.45	24.05	$23.75	2.5%	213	0.67	109
$195.00	Oct 16	13.50	13.85	$13.68	2.6%	116	0.50	85
$165.00	Oct 16	2.47	2.54	$2.51	2.8%	326	0.15	638

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.54, cheapest $0.27)

CALLS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$217.50	Oct 2	0.35	0.39	$0.37	10.8%	647	0.06	399
$215.00	Oct 2	0.47	0.51	$0.49	8.2%	791	0.08	758
$212.50	Oct 2	0.63	0.67	$0.65	6.2%	431	0.10	4.2K
$210.00	Oct 2	0.82	0.87	$0.85	5.9%	3.5K	0.12	3.4K

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 2	0.25	0.28	$0.27	11.1%	4.6K	0.04	1.4K
$172.50	Oct 2	0.35	0.38	$0.37	8.1%	860	0.06	359
$175.00	Oct 2	0.52	0.55	$0.54	5.6%	2.5K	0.08	1.5K
$177.50	Oct 2	0.76	0.81	$0.79	6.3%	868	0.12	311

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 113 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Oct 2	35.95	38.80	$37.38	7.6%	3	1.00	--
$157.50	Oct 2	33.25	36.35	$34.80	8.9%	3	1.00	98
$160.00	Oct 2	31.90	33.60	$32.75	5.2%	14	1.00	230
$162.50	Oct 2	28.35	31.75	$30.05	11.3%	21	1.00	--
$165.00	Oct 2	26.10	28.55	$27.33	9.0%	15	1.00	574

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$222.50	Oct 2	28.70	32.15	$30.42	11.3%	10	0.96	--
$220.00	Oct 2	26.90	29.45	$28.17	9.1%	63	0.95	21
$217.50	Oct 2	24.25	27.30	$25.78	11.8%	6	0.94	--
$215.00	Oct 2	22.05	24.00	$23.03	8.5%	4	0.92	12
$212.50	Oct 2	19.10	22.60	$20.85	16.8%	7	0.90	2

Most actively traded options today. High liquidity = easy entry/exit. 272 active (total vol 78.6K, top 5.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Oct 2	0.82	0.87	$0.85	5.9%	3.5K	0.12	3.4K
$190.00	Oct 2	6.35	6.65	$6.50	4.6%	3.3K	0.59	1.7K
$200.00	Oct 2	2.41	2.56	$2.49	6.0%	3.2K	0.30	1.9K
$200.00	Oct 16	9.30	9.60	$9.45	3.2%	1.9K	0.44	3.5K
$195.00	Oct 2	3.90	4.15	$4.03	6.2%	1.8K	0.44	2.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Oct 2	1.10	1.22	$1.16	10.3%	5.1K	0.16	1.4K
$170.00	Oct 2	0.25	0.28	$0.27	11.1%	4.6K	0.04	1.4K
$190.00	Oct 2	3.95	4.10	$4.03	3.7%	3.5K	0.41	904
$185.00	Oct 2	2.14	2.34	$2.24	8.9%	3.1K	0.27	791
$175.00	Oct 2	0.52	0.55	$0.54	5.6%	2.5K	0.08	1.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 24.0%, max 25.6%)

CALLS (0)

No calls found

PUTS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$207.50	Oct 2	Oct 16	99.9%	79.6%	25.6%	40	549
$202.50	Oct 2	Oct 16	96.6%	79.0%	22.3%	557	132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 180 found (best R:R 0.69, avg 2.65)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$155.00	$180.00	Nov 6	$14.80	$10.20	$14.80	79%	0.69	$169.80
$175.00	$180.00	Oct 30	$2.18	$2.82	$2.18	68%	1.29	$177.18
$195.00	$200.00	Nov 6	$1.62	$3.38	$1.62	54%	2.09	$196.62
$220.00	$225.00	Oct 30	$0.95	$4.05	$0.95	38%	4.26	$220.95
$215.00	$220.00	Oct 23	$0.68	$4.32	$0.68	33%	6.35	$215.68

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$202.50	$200.00	Oct 9	$1.17	$1.33	$1.17	63%	1.14	$201.33
$175.00	$172.50	Oct 23	$0.32	$2.18	$0.32	28%	6.81	$174.68
$195.00	$192.50	Nov 6	$0.80	$1.70	$0.80	45%	2.12	$194.20
$170.00	$167.50	Oct 23	$0.32	$2.18	$0.32	23%	6.81	$169.68
$165.00	$162.50	Oct 23	$0.26	$2.24	$0.26	18%	8.62	$164.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 1.50, avg 0.55)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$217.50	$220.00	Oct 9	$0.80	$0.80	$1.70	79%	0.47	$218.30
$197.50	$200.00	Oct 9	$1.40	$1.40	$1.10	56%	1.27	$198.90
$227.50	$230.00	Oct 9	$0.58	$0.58	$1.92	86%	0.30	$228.08
$220.00	$225.00	Oct 23	$1.52	$1.52	$3.48	70%	0.44	$221.52
$202.50	$205.00	Oct 23	$1.22	$1.22	$1.28	56%	0.95	$203.72

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$180.00	$175.00	Nov 6	$3.00	$3.00	$2.00	64%	1.50	$177.00
$160.00	$155.00	Nov 6	$2.25	$2.25	$2.75	76%	0.82	$157.75
$192.50	$190.00	Nov 6	$2.08	$2.08	$0.42	56%	4.95	$190.42
$175.00	$170.00	Oct 30	$2.45	$2.45	$2.55	68%	0.96	$172.55
$167.50	$165.00	Oct 23	$1.39	$1.39	$1.11	78%	1.25	$166.11

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $4.43, cheapest $4.28)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$190.00	Oct 2	Oct 9	$4.28	93.3%	78.4%
$187.50	Oct 2	Oct 9	$4.03	94.1%	79.6%
$200.00	Oct 2	Oct 9	$4.01	95.9%	81.5%
$192.50	Oct 2	Oct 9	$4.39	92.6%	81.5%
$195.00	Oct 2	Oct 9	$4.52	92.7%	82.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$190.00	Oct 2	Oct 9	$4.29	93.3%	78.4%
$187.50	Oct 2	Oct 9	$4.23	94.1%	79.6%
$200.00	Oct 2	Oct 9	$4.78	95.9%	81.5%
$192.50	Oct 2	Oct 9	$4.62	92.6%	81.5%
$195.00	Oct 2	Oct 9	$4.70	92.7%	82.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 5.38% of stock, avg 14.76%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$192.50	Oct 2	$5.18	$5.18	$10.36	$182.14	$202.86	5.38%
$190.00	Oct 2	$6.50	$4.03	$10.53	$179.47	$200.53	5.47%
$195.00	Oct 2	$4.03	$6.53	$10.56	$184.44	$205.56	5.48%
$187.50	Oct 2	$8.00	$3.07	$11.07	$176.43	$198.57	5.75%
$197.50	Oct 2	$3.20	$8.20	$11.40	$186.10	$208.90	5.92%
$185.00	Oct 2	$9.75	$2.24	$11.99	$173.01	$196.99	6.23%
$200.00	Oct 2	$2.49	$9.95	$12.44	$187.56	$212.44	6.46%
$182.50	Oct 2	$11.63	$1.62	$13.25	$169.25	$195.75	6.88%
$202.50	Oct 2	$1.89	$11.95	$13.84	$188.66	$216.34	7.19%
$180.00	Oct 2	$13.43	$1.16	$14.59	$165.41	$194.59	7.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.60% of stock, avg 12.86%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$182.50	Oct 2	$1.46	$1.62	$3.08	$179.42	$208.08
$202.50	$182.50	Oct 2	$1.89	$1.62	$3.51	$178.99	$206.01
$205.00	$185.00	Oct 2	$1.46	$2.24	$3.70	$181.30	$208.70
$202.50	$185.00	Oct 2	$1.89	$2.24	$4.13	$180.87	$206.63
$200.00	$182.50	Oct 2	$2.49	$1.62	$4.11	$178.39	$204.11
$200.00	$185.00	Oct 2	$2.49	$2.24	$4.73	$180.27	$204.73
$205.00	$187.50	Oct 2	$1.46	$3.07	$4.53	$182.97	$209.53
$202.50	$187.50	Oct 2	$1.89	$3.07	$4.96	$182.54	$207.46
$197.50	$182.50	Oct 2	$3.20	$1.62	$4.82	$177.68	$202.32
$200.00	$187.50	Oct 2	$2.49	$3.07	$5.56	$181.94	$205.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 2.38, avg credit $1.29)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
168/170	218/220	Oct 9	$1.76	$0.74	64%	2.38	$168.24	$219.26
168/170	220/222	Oct 9	$1.41	$1.09	68%	1.29	$168.59	$221.41
168/170	205/208	Oct 9	$1.68	$0.82	52%	2.05	$168.32	$206.68
168/170	210/212	Oct 9	$1.53	$0.97	58%	1.58	$168.47	$211.53
160/162	218/220	Oct 9	$1.19	$1.31	70%	0.91	$161.31	$218.69
172/175	218/220	Oct 9	$1.45	$1.05	58%	1.38	$173.55	$218.95
155/158	218/220	Oct 9	$1.04	$1.46	73%	0.71	$156.46	$218.54
168/170	212/215	Oct 9	$1.33	$1.17	60%	1.14	$168.67	$213.83
165/168	220/225	Oct 23	$2.91	$2.09	49%	1.39	$164.59	$222.91
178/180	218/220	Oct 9	$1.54	$0.96	51%	1.60	$178.46	$219.04

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 125 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$210.00	$220.00	$230.00	Oct 16	$0.76	$9.24	16%	12.16
$220.00	$225.00	$230.00	Nov 6	$0.07	$4.93	5%	70.43
$195.00	$197.50	$200.00	Oct 2	$0.12	$2.38	13%	19.83
$165.00	$170.00	$175.00	Oct 30	$0.12	$4.88	7%	40.67
$197.50	$200.00	$202.50	Oct 2	$0.11	$2.39	12%	21.73

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$210.00	$215.00	$220.00	Oct 23	$0.09	$4.91	8%	54.56
$195.00	$197.50	$200.00	Oct 2	$0.08	$2.42	13%	30.25
$185.00	$187.50	$190.00	Oct 2	$0.13	$2.37	14%	18.23
$200.00	$202.50	$205.00	Oct 2	$0.08	$2.42	10%	30.25
$182.50	$185.00	$187.50	Oct 9	$0.05	$2.45	8%	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-16.30, 54 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$155.00	$180.00	1:2	Nov 6	-$16.30	$8.70
$210.00	$220.00	1:2	Oct 16	-$2.07	$7.93
$220.00	$230.00	1:2	Oct 16	-$1.41	$8.59
$227.50	$230.00	1:2	Oct 2	-$0.05	$2.45
$222.50	$225.00	1:2	Oct 2	-$0.11	$2.39

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$170.00	$167.50	1:2	Oct 9	-$0.25	$2.25
$162.50	$160.00	1:2	Oct 2	-$0.01	$2.49
$160.00	$157.50	1:2	Oct 2	-$0.04	$2.46
$167.50	$165.00	1:2	Oct 2	-$0.09	$2.41
$170.00	$167.50	1:2	Oct 2	-$0.11	$2.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 7.01%, avg 4.32%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 6	$13.50	0.40	14.2%	7.01%	21.25%	14	14
$207.50	Nov 6	$17.35	0.47	7.8%	9.01%	16.76%	1	--
$215.00	Nov 6	$14.65	0.43	11.7%	7.61%	19.26%	10	9
$230.00	Nov 6	$11.15	0.35	19.4%	5.79%	25.23%	2	--
$210.00	Nov 6	$16.25	0.45	9.1%	8.44%	17.49%	13	18
$200.00	Nov 6	$20.25	0.51	3.9%	10.52%	14.37%	124	29
$225.00	Nov 6	$11.95	0.37	16.8%	6.21%	23.05%	6	10
$205.00	Nov 6	$17.85	0.48	6.5%	9.27%	15.72%	3	--
$202.50	Nov 6	$18.70	0.50	5.2%	9.71%	14.87%	1	--
$210.00	Oct 30	$15.20	0.44	9.1%	7.89%	16.94%	20	80

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 47,774

Total Puts 55,707

Put/Call Ratio 1.17

Net Difference -7,933

Prior's Put/Call Breakdown

Total Calls 45,414

Total Puts 32,462

Put/Call Ratio 0.71

Net Difference 12,952

Prior 7-Day Put/Call Summary

Total Calls 609,402

Total Puts 317,398

Average Put/Call Ratio 0.60

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

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