Tour v531
MRNA
MODERNA INC
$203.21 +6.95%
$203.01 (-0.10%)🌙
as of 10/05 06:03 PM
◀ 10/5 18:03 ▶

Option Volume

Detail
ℹ
Current (10/05) 95,245
Calls: 53,065 (56%)
Puts: 42,180 (44%)
Prior (10/02) 126,818
Calls: 86,384 (68%)
Puts: 40,434 (32%)
Current vs Prior -24.90%
Calls: -38.57% (Calls)
Puts: +4.32% (Puts)
Prior 7-Day Total 832,033
Calls: 509,462 (61%)
Puts: 322,571 (39%)
Prior 7-Day Average 118,861
Calls: 72,780 (61%)
Puts: 46,081 (39%)
Current vs Prior 7-Day Avg -19.87%
Calls: -27.09%
Puts: -8.47%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $108.08M
Calls: $77.47M (72%)
Puts: $30.61M (28%)
Prior (10/02) $56.10M
Calls: $38.37M (68%)
Puts: $17.74M (32%)
Current vs Prior +92.64%
Calls: +101.90%
Puts: +72.60%
Prior 7-Day Total $733.18M
Calls: $584.47M (80%)
Puts: $148.71M (20%)
Prior 7-Day Average $104.74M
Calls: $83.50M (80%)
Puts: $21.24M (20%)
Current vs Prior 7-Day Avg +3.19%
Calls: -7.22%
Puts: +44.09%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.79
Prior (10/02) 0.47
Current vs Prior +69.82%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +7.90%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/05) 787,151
Calls: 338,281 (43%)
Puts: 448,870 (57%)
Prior (10/02) 849,850
Calls: 370,594 (44%)
Puts: 479,256 (56%)
Current vs Prior -7.38%
Prior 7-Day Total 5,184,187
Calls: 2,298,847 (44%)
Puts: 2,885,340 (56%)
Prior 7-Day Average 740,598
Calls: 328,406 (44%)
Puts: 412,191 (56%)
Current vs Prior 7-Day Avg +6.29%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 8.39% | 11.67%11.67% | 29.32%
Prior 8.93% | 12.42%12.42% | 29.02%
Current vs Prior -6.00% | -6.06%-6.06% | +1.01%
Prior 7-Day Avg 6.96% | 11.34%14.30% | 30.30%
Current vs 7-Day Avg +20.50% | +2.91%-18.40% | -3.23%
Prior 7-Day Eod 8.93% | 12.42%12.42% | 29.02%
Current vs 7-Day Eod -6.00% | -6.06%-6.06% | +1.01%
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 11.30% | 11.78%
Calls: 12.46% | 11.33%
Puts: 10.14% | 12.23%
Current vs 7-Day Avg -55.04% | +24.65%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($77.47M). Elevated premium activity with dollar volume up 93% vs prior. P/C ratio rising 70% - increased hedging/bearish positioning.

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 NEUTRAL
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 80 of results (avg 7.9%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 92.602.71$2.664.1%2.3K0.23332
$210.00Oct 3018.7519.70$19.234.9%270.5188
$190.00Oct 3027.8529.55$28.705.9%1330.651.2K
$202.50Oct 97.958.45$8.206.1%1.4K0.53359
$165.00Oct 1637.5540.00$38.786.3%100.922.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 98.659.05$8.854.5%3930.5223
$190.00Oct 165.355.60$5.484.6%2680.29757
$200.00Oct 95.956.30$6.135.7%1.5K0.41159
$215.00Oct 3028.5030.25$29.386.0%130.5332
$200.00Oct 169.209.80$9.506.3%2860.43424

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.66, cheapest $0.16)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 90.580.69$0.6417.2%4580.07231
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 90.140.17$0.1618.8%1.4K0.021.0K
$177.50Oct 90.680.76$0.7211.1%3940.08773
$180.00Oct 90.881.00$0.9412.8%1.4K0.10757
$165.00Oct 160.780.90$0.8414.3%2720.06546

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 116 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 936.7539.35$38.056.8%221.00438
$167.50Oct 933.9537.50$35.739.9%481.0034
$170.00Oct 931.9034.70$33.308.4%40.94189
$172.50Oct 929.5032.35$30.939.2%320.9435
$175.00Oct 927.0029.55$28.289.0%220.93113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 936.1039.05$37.587.8%20.93--
$237.50Oct 933.4536.65$35.059.1%20.92--
$230.00Oct 926.6529.70$28.1710.8%10.87--
$240.00Oct 1637.3540.65$39.008.5%30.842
$225.00Oct 922.6525.20$23.9210.7%40.8311

Most actively traded options today. High liquidity = easy entry/exit. 258 active (total vol 65.6K, top 7.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 98.709.80$9.2511.9%7.3K0.58945
$205.00Oct 96.757.20$6.986.4%2.5K0.482.4K
$195.00Oct 911.9512.80$12.386.9%2.3K0.684.6K
$220.00Oct 92.602.71$2.664.1%2.3K0.23332
$210.00Oct 94.755.50$5.1314.6%2.0K0.391.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 162.682.90$2.797.9%2.4K0.172.4K
$195.00Oct 94.004.40$4.209.5%2.2K0.32424
$200.00Oct 95.956.30$6.135.7%1.5K0.41159
$165.00Oct 90.140.17$0.1618.8%1.4K0.021.0K
$180.00Oct 90.881.00$0.9412.8%1.4K0.10757

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 15.4%, max 15.4%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Oct 9Oct 2398.0%84.9%15.4%341

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 196 found (best R:R 4.10, avg 2.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$215.00Nov 13$0.98$4.02$0.9852%4.10$210.98
$230.00$240.00Nov 13$2.55$7.45$2.5541%2.92$232.55
$225.00$230.00Oct 30$0.75$4.25$0.7541%5.67$225.75
$185.00$190.00Nov 13$2.10$2.90$2.1067%1.38$187.10
$170.00$180.00Nov 6$6.40$3.60$6.4077%0.56$176.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Nov 6$0.68$1.82$0.6845%2.68$204.32
$187.50$185.00Oct 23$0.38$2.12$0.3830%5.58$187.12
$210.00$207.50Oct 16$1.05$1.45$1.0557%1.38$208.95
$170.00$167.50Nov 6$0.23$2.27$0.2323%9.87$169.77
$205.00$202.50Oct 23$0.90$1.60$0.9049%1.78$204.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 4.21, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$207.50$210.00Nov 13$1.75$1.75$0.7546%2.33$209.25
$230.00$235.00Oct 16$1.20$1.20$3.8078%0.32$231.20
$207.50$210.00Oct 30$1.55$1.55$0.9547%1.63$209.05
$212.50$215.00Oct 16$1.17$1.17$1.3360%0.88$213.67
$212.50$215.00Oct 23$1.10$1.10$1.4056%0.79$213.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$202.50$200.00Nov 6$2.02$2.02$0.4856%4.21$200.48
$180.00$177.50Oct 30$1.57$1.57$0.9372%1.69$178.43
$180.00$175.00Nov 6$2.25$2.25$2.7571%0.82$177.75
$172.50$167.50Nov 13$1.98$1.98$3.0275%0.66$170.52
$190.00$187.50Nov 13$1.67$1.67$0.8364%2.01$188.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $3.36, cheapest $3.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$202.50Oct 9Oct 16$3.2392.8%78.5%
$210.00Oct 9Oct 16$3.3094.7%81.6%
$200.00Oct 9Oct 16$3.7391.2%78.5%
$197.50Oct 9Oct 16$3.5593.7%81.2%
$205.00Oct 9Oct 16$3.5293.2%81.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$202.50Oct 9Oct 16$3.3092.8%78.5%
$210.00Oct 9Oct 16$2.5794.7%81.6%
$200.00Oct 9Oct 16$3.3791.2%78.5%
$197.50Oct 9Oct 16$3.4593.7%81.2%
$205.00Oct 9Oct 16$3.4393.2%81.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 7.57% of stock, avg 16.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$200.00Oct 9$9.25$6.13$15.38$184.62$215.387.57%
$202.50Oct 9$8.20$7.45$15.65$186.85$218.157.70%
$205.00Oct 9$6.98$8.85$15.83$189.17$220.837.79%
$197.50Oct 9$10.83$5.25$16.08$181.42$213.587.91%
$207.50Oct 9$5.83$10.45$16.28$191.22$223.788.01%
$195.00Oct 9$12.38$4.20$16.58$178.42$211.588.16%
$210.00Oct 9$5.13$12.03$17.16$192.84$227.168.44%
$192.50Oct 9$14.38$3.38$17.76$174.74$210.268.74%
$212.50Oct 9$4.30$13.78$18.08$194.42$230.588.90%
$190.00Oct 9$15.75$2.74$18.49$171.51$208.499.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 3.43% of stock, avg 14.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$215.00$192.50Oct 9$3.60$3.38$6.98$185.52$221.98
$215.00$195.00Oct 9$3.60$4.20$7.80$187.20$222.80
$212.50$192.50Oct 9$4.30$3.38$7.68$184.82$220.18
$212.50$195.00Oct 9$4.30$4.20$8.50$186.50$221.00
$215.00$197.50Oct 9$3.60$5.25$8.85$188.65$223.85
$210.00$192.50Oct 9$5.13$3.38$8.51$183.99$218.51
$212.50$197.50Oct 9$4.30$5.25$9.55$187.95$222.05
$210.00$195.00Oct 9$5.13$4.20$9.33$185.67$219.33
$210.00$197.50Oct 9$5.13$5.25$10.38$187.12$220.38
$207.50$192.50Oct 9$5.83$3.38$9.21$183.29$216.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 130 found (best R:R 0.45, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
165/168230/235Oct 16$1.54$3.4670%0.45$165.96$231.54
170/172230/235Oct 16$1.69$3.3167%0.51$170.81$231.69
182/185220/222Oct 9$0.99$1.5161%0.66$184.01$220.99
165/168220/222Oct 9$0.67$1.8374%0.37$166.83$220.67
172/175220/222Oct 9$0.74$1.7671%0.42$174.26$220.74
192/195220/222Oct 9$1.37$1.1345%1.21$193.63$221.37
188/190220/222Oct 9$1.14$1.3654%0.84$188.86$221.14
185/188220/222Oct 9$1.04$1.4658%0.71$186.46$221.04
175/178220/222Oct 9$0.74$1.7669%0.42$176.76$220.74
182/185228/230Oct 9$0.73$1.7769%0.41$184.27$228.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$202.50$205.00$207.50Oct 9$0.07$2.4310%34.71
$167.50$170.00$172.50Oct 9$0.06$2.446%40.67
$227.50$230.00$232.50Oct 9$0.05$2.454%49.00
$220.00$225.00$230.00Oct 16$0.25$4.7510%19.00
$222.50$225.00$227.50Oct 9$0.06$2.444%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$212.50$215.00Oct 9$0.05$2.459%49.00
$200.00$202.50$205.00Oct 9$0.08$2.4210%30.25
$182.50$185.00$187.50Oct 9$0.05$2.457%49.00
$177.50$180.00$182.50Oct 16$0.06$2.445%40.67
$177.50$180.00$182.50Oct 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. 40 found (best net $-5.20, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$235.001:2Oct 16-$1.08$3.92
$237.50$240.001:2Oct 9-$0.49$2.01
$240.00$242.501:2Oct 9-$0.50$2.00
$235.00$237.501:2Oct 9-$0.68$1.82
$232.50$235.001:2Oct 9-$0.74$1.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$220.001:2Oct 16-$5.20$14.80
$230.00$205.001:2Nov 13-$10.38$14.62
$167.50$165.001:2Oct 9-$0.04$2.46
$175.00$172.501:2Oct 9-$0.15$2.35
$170.00$167.501:2Oct 9-$0.25$2.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 7.60%, avg 4.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 13$15.450.4113.2%7.60%20.79%11
$220.00Nov 13$18.500.478.3%9.10%17.37%105
$240.00Nov 13$12.850.3618.1%6.32%24.43%4--
$215.00Nov 13$20.200.495.8%9.94%15.74%11
$207.50Nov 13$23.050.542.1%11.34%13.45%415
$205.00Nov 13$24.050.550.9%11.84%12.72%4--
$210.00Nov 13$21.450.523.3%10.56%13.90%5--
$220.00Nov 6$17.000.468.3%8.37%16.63%524
$235.00Nov 6$12.050.3715.6%5.93%21.57%35
$230.00Nov 6$13.050.4013.2%6.42%19.61%57

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 53,065
Total Puts 42,180
Put/Call Ratio 0.79
Net Difference 10,885

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 509,462
Total Puts 322,571
Average Put/Call Ratio 0.74
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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