Tour v531
MRNA
MODERNA INC
$188.94 -1.89%
$189.77 (+0.44%)🌙
as of 10/01 06:02 PM
◀ 10/1 18:02 ▶

Option Volume

Detail
ℹ
Current (10/01) 85,037
Calls: 52,967 (62%)
Puts: 32,070 (38%)
Prior (09/30) 103,481
Calls: 47,774 (46%)
Puts: 55,707 (54%)
Current vs Prior -17.82%
Calls: +10.87% (Calls)
Puts: -42.43% (Puts)
Prior 7-Day Total 867,805
Calls: 543,916 (63%)
Puts: 323,889 (37%)
Prior 7-Day Average 123,972
Calls: 77,702 (63%)
Puts: 46,269 (37%)
Current vs Prior 7-Day Avg -31.41%
Calls: -31.83%
Puts: -30.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $67.60M
Calls: $49.47M (73%)
Puts: $18.13M (27%)
Prior (09/30) $83.90M
Calls: $55.66M (66%)
Puts: $28.24M (34%)
Current vs Prior -19.42%
Calls: -11.11%
Puts: -35.81%
Prior 7-Day Total $814.08M
Calls: $665.07M (82%)
Puts: $149.01M (18%)
Prior 7-Day Average $116.30M
Calls: $95.01M (82%)
Puts: $21.29M (18%)
Current vs Prior 7-Day Avg -41.87%
Calls: -47.93%
Puts: -14.84%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.61
Prior (09/30) 1.17
Current vs Prior -48.08%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -14.03%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 835,745
Calls: 360,225 (43%)
Puts: 475,520 (57%)
Prior (09/30) 508,984
Calls: 223,487 (44%)
Puts: 285,497 (56%)
Current vs Prior +64.20%
Prior 7-Day Total 5,199,999
Calls: 2,335,153 (45%)
Puts: 2,864,846 (55%)
Prior 7-Day Average 742,857
Calls: 333,593 (45%)
Puts: 409,263 (55%)
Current vs Prior 7-Day Avg +12.50%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 4.42% | 9.69%12.98% | 29.44%
Prior 6.08% | 10.80%13.67% | 29.63%
Current vs Prior -27.32% | -10.33%-5.05% | -0.63%
Prior 7-Day Avg 7.27% | 11.44%13.24% | 28.62%
Current vs 7-Day Avg -39.25% | -15.30%-1.92% | +2.89%
Prior 7-Day Eod 6.08% | 10.80%13.67% | 29.63%
Current vs 7-Day Eod -27.32% | -10.33%-5.05% | -0.63%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 15.65% | 10.80%
Calls: 16.34% | 10.06%
Puts: 14.96% | 11.53%
Current vs 7-Day Avg -67.54% | +35.96%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($49.47M). Bullish P/C ratio of 0.61. P/C ratio dropping 48% - sentiment shifting bullish. Rising open interest (up 64%) 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 BULLISH
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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 49 of results (avg 8.1%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 1611.0011.50$11.254.4%2650.521.3K
$200.00Oct 167.357.80$7.575.9%1.1K0.394.5K
$157.50Oct 3038.4041.00$39.706.5%--0.7912
$162.50Oct 3035.4038.05$36.727.2%10.7612
$155.00Oct 2335.7038.45$37.087.4%350.88156
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 24.004.20$4.104.9%2.6K0.531.2K
$190.00Oct 98.759.20$8.985.0%7100.49191
$200.00Oct 211.3011.95$11.635.6%5000.86456
$220.00Oct 1633.0034.95$33.985.7%10.8011
$192.50Oct 25.455.80$5.636.2%1.1K0.64628

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.59, cheapest $0.39)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 20.450.54$0.5018.0%1.3K0.104.3K
$200.00Oct 20.690.80$0.7514.7%5.3K0.152.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Oct 20.360.41$0.3912.8%1.3K0.09506
$180.00Oct 20.600.70$0.6515.4%1.9K0.141.7K
$160.00Oct 90.580.70$0.6418.8%1600.06169

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 140 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 235.3538.45$36.908.4%41.00373
$155.00Oct 233.0536.00$34.538.5%411.00296
$160.00Oct 228.0031.00$29.5010.2%81.00231
$162.50Oct 225.5527.95$26.759.0%--1.0079
$157.50Oct 230.2533.45$31.8510.0%60.9997
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 224.1027.75$25.9314.1%21.0011
$220.00Oct 229.0032.80$30.9012.3%21.0034
$222.50Oct 231.6035.05$33.3310.4%11.005
$225.00Oct 234.1036.95$35.538.0%201.0012
$210.00Oct 219.1522.80$20.9817.4%10.9645

Most actively traded options today. High liquidity = easy entry/exit. 281 active (total vol 65.5K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 20.150.21$0.1833.3%5.8K0.043.4K
$200.00Oct 20.690.80$0.7514.7%5.3K0.152.2K
$195.00Oct 21.501.74$1.6214.8%3.4K0.282.3K
$220.00Oct 20.020.07$0.05100.0%3.0K0.013.0K
$197.50Oct 94.657.25$5.9543.7%2.5K0.39133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 24.004.20$4.104.9%2.6K0.531.2K
$170.00Oct 20.050.08$0.0742.9%2.0K0.022.6K
$180.00Oct 20.600.70$0.6515.4%1.9K0.141.7K
$185.00Oct 21.731.85$1.796.7%1.9K0.31845
$195.00Oct 27.057.75$7.409.5%1.4K0.72452

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg --%, max --%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$190.00Oct 2Nov 1396.4%96.3%0.0%2.6K1.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 190 found (best R:R 1.17, avg 2.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$195.00Nov 13$12.70$14.80$12.7071%1.17$180.20
$207.50$220.00Nov 13$3.10$9.40$3.1046%3.03$210.60
$170.00$180.00Nov 6$5.09$4.91$5.0970%0.96$175.09
$197.50$200.00Oct 30$0.15$2.35$0.1550%15.67$197.65
$180.00$187.50Nov 6$3.45$4.05$3.4563%1.17$183.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$197.50$195.00Oct 23$0.63$1.87$0.6355%2.97$196.87
$195.00$192.50Nov 6$0.57$1.93$0.5747%3.39$194.43
$200.00$197.50Oct 9$1.32$1.18$1.3266%0.89$198.68
$180.00$177.50Oct 9$0.48$2.02$0.4830%4.21$179.52
$187.50$185.00Oct 16$0.92$1.58$0.9245%1.72$186.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 0.85, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$192.50Nov 6$1.77$1.77$0.7344%2.42$191.77
$205.00$207.50Oct 30$1.43$1.43$1.0754%1.34$206.43
$200.00$202.50Oct 30$1.48$1.48$1.0251%1.45$201.48
$197.50$200.00Oct 9$1.17$1.17$1.3361%0.88$198.67
$212.50$215.00Oct 9$0.59$0.59$1.9180%0.31$213.09
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$165.00Nov 13$4.60$4.60$5.4066%0.85$170.40
$185.00$175.00Nov 13$5.10$5.10$4.9059%1.04$179.90
$185.00$180.00Nov 6$2.78$2.78$2.2259%1.25$182.22
$165.00$160.00Nov 13$2.12$2.12$2.8872%0.74$162.88
$180.00$175.00Nov 6$2.57$2.57$2.4363%1.06$177.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $4.94, cheapest $4.88)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$5.3096.4%79.3%
$192.50Oct 2Oct 9$5.1695.4%78.8%
$185.00Oct 2Oct 9$4.4292.4%78.2%
$187.50Oct 2Oct 9$5.0792.0%78.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$4.8896.4%79.3%
$192.50Oct 2Oct 9$4.8795.4%78.8%
$185.00Oct 2Oct 9$4.7892.4%78.2%
$187.50Oct 2Oct 9$5.0092.0%78.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 3.69% of stock, avg 14.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Oct 2$4.25$2.73$6.98$180.52$194.483.69%
$190.00Oct 2$3.25$4.10$7.35$182.65$197.353.89%
$192.50Oct 2$2.22$5.63$7.85$184.65$200.354.15%
$185.00Oct 2$6.38$1.79$8.17$176.83$193.174.32%
$182.50Oct 2$7.90$1.12$9.02$173.48$191.524.77%
$195.00Oct 2$1.62$7.40$9.02$185.98$204.024.77%
$180.00Oct 2$9.85$0.65$10.50$169.50$190.505.56%
$197.50Oct 2$1.03$9.80$10.83$186.67$208.335.73%
$200.00Oct 2$0.75$11.63$12.38$187.62$212.386.55%
$177.50Oct 2$12.20$0.39$12.59$164.91$190.096.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.60% of stock, avg 13.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$177.50Oct 2$0.75$0.39$1.14$176.36$201.14
$200.00$180.00Oct 2$0.75$0.65$1.40$178.60$201.40
$197.50$177.50Oct 2$1.03$0.39$1.42$176.08$198.92
$197.50$180.00Oct 2$1.03$0.65$1.68$178.32$199.18
$200.00$182.50Oct 2$0.75$1.12$1.87$180.63$201.87
$197.50$182.50Oct 2$1.03$1.12$2.15$180.35$199.65
$195.00$177.50Oct 2$1.62$0.39$2.01$175.49$197.01
$195.00$180.00Oct 2$1.62$0.65$2.27$177.73$197.27
$195.00$182.50Oct 2$1.62$1.12$2.74$179.76$197.74
$200.00$185.00Oct 2$0.75$1.79$2.54$182.46$202.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 113 found (best R:R 2.21, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178212/215Oct 9$1.72$0.7854%2.21$175.78$214.22
175/178208/210Oct 9$1.74$0.7648%2.29$175.76$209.24
170/172212/215Oct 9$1.33$1.1762%1.14$171.17$213.83
175/178205/208Oct 9$1.73$0.7744%2.25$175.77$206.73
160/162212/215Oct 9$1.05$1.4571%0.72$161.45$213.55
160/162205/208Oct 16$1.53$0.9752%1.58$160.97$206.53
160/162208/210Oct 16$1.45$1.0554%1.38$161.05$208.95
175/178210/212Oct 9$1.50$1.0051%1.50$176.00$211.50
158/160212/215Oct 9$0.90$1.6074%0.56$159.10$213.40
170/172208/210Oct 9$1.35$1.1556%1.17$171.15$208.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 133 found (best R:R 19.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$207.50$210.00Oct 16$0.08$2.425%30.25
$160.00$162.50$165.00Oct 16$0.07$2.434%34.71
$192.50$195.00$197.50Oct 23$0.08$2.425%30.25
$200.00$202.50$205.00Oct 2$0.11$2.397%21.73
$152.50$155.00$157.50Oct 23$0.09$2.415%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$175.00$185.00Nov 13$0.50$9.5013%19.00
$187.50$190.00$192.50Oct 2$0.16$2.3422%14.62
$165.00$170.00$175.00Nov 6$0.08$4.926%61.50
$175.00$177.50$180.00Oct 2$0.07$2.439%34.71
$185.00$187.50$190.00Oct 9$0.09$2.419%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. 59 found (best net $-10.93, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$167.50$195.001:2Nov 13-$10.93$16.57
$210.00$220.001:2Oct 16-$1.61$8.39
$195.00$197.501:2Oct 2-$0.44$2.06
$212.50$215.001:2Oct 2-$0.02$2.48
$200.00$202.501:2Oct 2-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$182.50$180.001:2Oct 2-$0.18$2.32
$185.00$182.501:2Oct 2-$0.45$2.05
$177.50$175.001:2Oct 2-$0.01$2.49
$180.00$177.501:2Oct 2-$0.13$2.37
$160.00$157.501:2Oct 9-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 75 found (best yield 7.70%, avg 4.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 13$14.550.4016.4%7.70%24.14%9--
$200.00Nov 13$20.400.515.8%10.80%16.65%28--
$207.50Nov 13$17.250.479.8%9.13%18.95%31--
$225.00Nov 13$12.200.3819.1%6.46%25.54%3--
$202.50Nov 13$18.950.497.2%10.03%17.21%1--
$195.00Nov 13$22.200.543.2%11.75%14.96%2--
$202.50Nov 6$17.750.497.2%9.39%16.57%--24
$220.00Nov 6$12.200.3916.4%6.46%22.90%421
$210.00Nov 6$14.800.4411.2%7.83%18.98%328
$215.00Nov 6$13.300.4113.8%7.04%20.83%314

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 52,967
Total Puts 32,070
Put/Call Ratio 0.61
Net Difference 20,897

Prior's Put/Call Breakdown

Total Calls 47,774
Total Puts 55,707
Put/Call Ratio 1.17
Net Difference -7,933

Prior 7-Day Put/Call Summary

Total Calls 543,916
Total Puts 323,889
Average Put/Call Ratio 0.70
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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