Tour v531
MRNA
MODERNA INC
$190.01 +0.57%
$189.67 (-0.18%)🌙
as of 10/02 06:02 PM
◀ 10/2 18:02 ▶

Option Volume

Detail
ℹ
Current (10/02) 126,818
Calls: 86,384 (68%)
Puts: 40,434 (32%)
Prior (10/01) 85,037
Calls: 52,967 (62%)
Puts: 32,070 (38%)
Current vs Prior +49.13%
Calls: +63.09% (Calls)
Puts: +26.08% (Puts)
Prior 7-Day Total 836,275
Calls: 513,225 (61%)
Puts: 323,050 (39%)
Prior 7-Day Average 119,467
Calls: 73,317 (61%)
Puts: 46,150 (39%)
Current vs Prior 7-Day Avg +6.15%
Calls: +17.82%
Puts: -12.39%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $56.10M
Calls: $38.37M (68%)
Puts: $17.74M (32%)
Prior (10/01) $67.60M
Calls: $49.47M (73%)
Puts: $18.13M (27%)
Current vs Prior -17.01%
Calls: -22.45%
Puts: -2.16%
Prior 7-Day Total $809.68M
Calls: $655.71M (81%)
Puts: $153.97M (19%)
Prior 7-Day Average $115.67M
Calls: $93.67M (81%)
Puts: $22.00M (19%)
Current vs Prior 7-Day Avg -51.50%
Calls: -59.04%
Puts: -19.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.47
Prior (10/01) 0.61
Current vs Prior -22.69%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -36.28%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 849,850
Calls: 370,594 (44%)
Puts: 479,256 (56%)
Prior (10/01) 835,745
Calls: 360,225 (43%)
Puts: 475,520 (57%)
Current vs Prior +1.69%
Prior 7-Day Total 5,066,941
Calls: 2,253,566 (44%)
Puts: 2,813,375 (56%)
Prior 7-Day Average 723,848
Calls: 321,938 (44%)
Puts: 401,910 (56%)
Current vs Prior 7-Day Avg +17.41%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.56% | 8.93%12.42% | 29.02%
Prior 4.42% | 9.69%12.98% | 29.44%
Current vs Prior +101.97% | +28.24%-4.33% | -1.42%
Prior 7-Day Avg 6.82% | 11.26%14.87% | 30.56%
Current vs 7-Day Avg +30.92% | +10.30%-16.48% | -5.02%
Prior 7-Day Eod 4.42% | 9.69%12.98% | 29.44%
Current vs 7-Day Eod +101.97% | +28.24%-4.33% | -1.42%
Sentiment BEARISHBULLISH

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 13.47% | 11.29%
Calls: 14.40% | 10.69%
Puts: 12.55% | 11.88%
Current vs 7-Day Avg -62.30% | +30.06%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($38.37M). Extreme bullish P/C ratio of 0.47 - heavy call buying (86,384 calls vs 40,434 puts). P/C ratio dropping 23% - sentiment shifting bullish.

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 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 120 of results (avg 5.9%, best 1.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Oct 94.955.05$5.002.0%4.7K0.372.5K
$200.00Oct 167.207.35$7.282.1%8190.395.0K
$182.50Oct 912.0012.25$12.132.1%460.6747
$185.00Oct 1613.5513.90$13.732.5%1000.601.2K
$190.00Oct 1611.1011.40$11.252.7%2540.531.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 1620.3520.70$20.531.7%20.67188
$195.00Oct 1613.6513.95$13.802.2%250.5490
$175.00Oct 92.252.30$2.282.2%4510.20370
$200.00Oct 1616.8517.25$17.052.3%660.61443
$200.00Oct 913.9514.30$14.132.5%5390.67120

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.78, cheapest $0.57)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 90.600.67$0.6410.9%350.075
$225.00Oct 90.730.80$0.779.1%3500.0895
$222.50Oct 90.860.96$0.9111.0%270.0926
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Oct 90.550.60$0.578.8%2350.06108
$165.00Oct 90.750.78$0.773.9%1.2K0.08354
$152.50Oct 160.770.83$0.807.5%630.0650
$155.00Oct 160.971.01$0.994.0%5410.071.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 130 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 236.8539.05$37.955.8%61.00372
$155.00Oct 233.1536.15$34.658.7%51.00283
$157.50Oct 230.6534.30$32.4711.2%11.0097
$160.00Oct 229.2031.35$30.287.1%321.00237
$162.50Oct 226.7528.85$27.807.6%31.0079
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 223.1526.85$25.0014.8%--1.0010
$220.00Oct 229.0031.85$30.439.4%121.0012
$205.00Oct 213.9516.85$15.4018.8%5561.00627
$207.50Oct 216.4519.35$17.9016.2%5011.00534
$210.00Oct 218.4521.85$20.1516.9%171.0044

Most actively traded options today. High liquidity = easy entry/exit. 269 active (total vol 111.6K, top 9.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 20.000.01$0.01100.0%9.5K0.003.3K
$190.00Oct 20.400.52$0.4626.1%7.7K0.492.1K
$195.00Oct 20.000.01$0.01100.0%6.7K0.012.9K
$207.50Oct 92.502.65$2.585.8%6.6K0.222.4K
$195.00Oct 95.806.00$5.903.4%5.3K0.42184
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 20.000.02$0.01200.0%3.8K0.01749
$190.00Oct 20.440.56$0.5024.0%2.8K0.511.2K
$185.00Oct 95.305.60$5.455.5%2.3K0.38270
$180.00Oct 20.000.01$0.01100.0%2.0K0.001.6K
$187.50Oct 20.010.02$0.0250.0%2.0K0.03275

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 182 found (best R:R 5.41, avg 2.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$225.00Nov 13$0.78$4.22$0.7838%5.41$220.78
$210.00$212.50Nov 6$0.20$2.30$0.2043%11.50$210.20
$202.50$207.50Nov 13$1.53$3.47$1.5349%2.27$204.03
$187.50$190.00Oct 30$0.62$1.88$0.6257%3.03$188.12
$220.00$225.00Oct 30$0.90$4.10$0.9035%4.56$220.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$187.50$185.00Oct 30$0.72$1.78$0.7243%2.47$186.78
$157.50$155.00Oct 30$0.25$2.25$0.2520%9.00$157.25
$170.00$167.50Oct 23$0.38$2.12$0.3824%5.58$169.62
$160.00$157.50Oct 23$0.18$2.32$0.1816%12.89$159.82
$167.50$165.00Oct 30$0.50$2.00$0.5028%4.00$167.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 0.76, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 23$1.45$1.45$1.0555%1.38$198.95
$207.50$210.00Oct 23$0.92$0.92$1.5864%0.58$208.42
$192.50$195.00Nov 6$1.40$1.40$1.1046%1.27$193.90
$212.50$215.00Nov 6$1.05$1.05$1.4558%0.72$213.55
$200.00$202.50Nov 13$1.25$1.25$1.2550%1.00$201.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$177.50$160.00Nov 13$7.54$7.54$9.9664%0.76$169.96
$187.50$180.00Nov 13$4.12$4.12$3.3858%1.22$183.38
$162.50$160.00Oct 30$1.57$1.57$0.9376%1.69$160.93
$180.00$175.00Nov 6$2.63$2.63$2.3763%1.11$177.37
$165.00$160.00Nov 6$2.02$2.02$2.9873%0.68$162.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $7.29, cheapest $7.22)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$7.2283.7%75.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$7.3583.7%75.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 0.51% of stock, avg 13.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$0.46$0.50$0.96$189.04$190.960.51%
$192.50Oct 2$0.01$2.50$2.51$189.99$195.011.32%
$187.50Oct 2$2.50$0.02$2.52$184.98$190.021.33%
$185.00Oct 2$5.03$0.01$5.04$179.96$190.042.65%
$195.00Oct 2$0.01$5.08$5.09$189.91$200.092.68%
$182.50Oct 2$7.45$0.01$7.46$175.04$189.963.93%
$197.50Oct 2$0.01$7.65$7.66$189.84$205.164.03%
$180.00Oct 2$9.82$0.01$9.83$170.17$189.835.17%
$200.00Oct 2$0.01$10.38$10.39$189.61$210.395.47%
$177.50Oct 2$12.85$0.01$12.86$164.64$190.366.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.85% of stock, avg 14.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 9$3.63$3.68$7.31$172.69$209.81
$200.00$180.00Oct 9$4.28$3.68$7.96$172.04$207.96
$202.50$182.50Oct 9$3.63$4.53$8.16$174.34$210.66
$200.00$182.50Oct 9$4.28$4.53$8.81$173.69$208.81
$197.50$180.00Oct 9$5.00$3.68$8.68$171.32$206.18
$197.50$182.50Oct 9$5.00$4.53$9.53$172.97$207.03
$202.50$185.00Oct 9$3.63$5.45$9.08$175.92$211.58
$200.00$185.00Oct 9$4.28$5.45$9.73$175.27$209.73
$197.50$185.00Oct 9$5.00$5.45$10.45$174.55$207.95
$195.00$180.00Oct 9$5.90$3.68$9.58$170.42$204.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 3.39, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172210/212Oct 23$1.93$0.5740%3.39$170.57$211.93
165/168210/212Oct 23$1.58$0.9244%1.72$165.92$211.58
155/158210/212Oct 23$1.36$1.1452%1.19$156.14$211.36
160/162210/212Oct 23$1.43$1.0749%1.34$161.07$211.43
175/178210/212Oct 23$1.75$0.7534%2.33$175.75$211.75
172/175210/212Oct 23$1.60$0.9037%1.78$173.40$211.60
175/178208/210Oct 16$1.47$1.0340%1.43$176.03$208.97
178/180215/218Oct 9$1.05$1.4557%0.72$178.95$216.05
178/180212/215Oct 9$1.10$1.4054%0.79$178.90$213.60
178/180208/210Oct 9$1.20$1.3049%0.92$178.80$208.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 125 found (best R:R 0.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$187.50$190.00$192.50Oct 2$1.59$0.9198%0.57
$185.00$187.50$190.00Oct 2$0.49$2.0151%4.10
$190.00$192.50$195.00Oct 2$0.45$2.0548%4.56
$215.00$220.00$225.00Nov 6$0.08$4.925%61.50
$192.50$195.00$197.50Oct 9$0.08$2.429%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$187.50$190.00$192.50Oct 2$1.52$0.9895%0.64
$185.00$187.50$190.00Oct 2$0.47$2.0350%4.32
$190.00$192.50$195.00Oct 2$0.58$1.9248%3.31
$160.00$165.00$170.00Nov 6$0.06$4.947%82.33
$177.50$180.00$182.50Oct 9$0.06$2.449%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. 69 found (best net $-2.94, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$220.001:2Oct 16-$1.32$8.68
$192.50$195.001:2Oct 2-$0.01$2.49
$195.00$197.501:2Oct 2-$0.01$2.49
$197.50$200.001:2Oct 2-$0.01$2.49
$200.00$202.501:2Oct 2-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$177.50$160.001:2Nov 13-$2.94$14.56
$187.50$185.001:2Oct 2$0.00$2.50
$185.00$182.501:2Oct 2-$0.01$2.49
$182.50$180.001:2Oct 2-$0.01$2.49
$175.00$172.501:2Oct 2-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 9.16%, avg 4.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$207.50Nov 13$17.400.469.2%9.16%18.36%114
$202.50Nov 13$18.600.496.6%9.79%16.36%11
$220.00Nov 13$13.000.3915.8%6.84%22.63%27
$215.00Nov 13$14.350.4113.2%7.55%20.70%1--
$225.00Nov 13$11.850.3618.4%6.24%24.65%22
$197.50Nov 13$20.450.523.9%10.76%14.70%2--
$200.00Nov 13$19.300.505.3%10.16%15.41%1216
$212.50Nov 6$14.000.4211.8%7.37%19.20%1--
$215.00Nov 6$13.050.4113.2%6.87%20.02%315
$202.50Nov 6$17.150.486.6%9.03%15.60%1724

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 86,384
Total Puts 40,434
Put/Call Ratio 0.47
Net Difference 45,950

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 513,225
Total Puts 323,050
Average Put/Call Ratio 0.73
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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