Tour v531
MRNA
MODERNA INC
$187.46 -7.75%
$188.05 (+0.31%)🌙
as of 10/06 06:02 PM
◀ 10/6 18:02 ▶

Option Volume

Detail
ℹ
Current (10/06) 131,603
Calls: 64,258 (49%)
Puts: 67,345 (51%)
Prior (10/05) 95,245
Calls: 53,065 (56%)
Puts: 42,180 (44%)
Current vs Prior +38.17%
Calls: +21.09% (Calls)
Puts: +59.66% (Puts)
Prior 7-Day Total 764,052
Calls: 467,300 (61%)
Puts: 296,752 (39%)
Prior 7-Day Average 109,150
Calls: 66,757 (61%)
Puts: 42,393 (39%)
Current vs Prior 7-Day Avg +20.57%
Calls: -3.74%
Puts: +58.86%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06) $115.67M
Calls: $49.36M (43%)
Puts: $66.31M (57%)
Prior (10/05) $108.08M
Calls: $77.47M (72%)
Puts: $30.61M (28%)
Current vs Prior +7.02%
Calls: -36.29%
Puts: +116.63%
Prior 7-Day Total $707.40M
Calls: $552.27M (78%)
Puts: $155.13M (22%)
Prior 7-Day Average $101.06M
Calls: $78.90M (78%)
Puts: $22.16M (22%)
Current vs Prior 7-Day Avg +14.46%
Calls: -37.44%
Puts: +199.21%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 1.05
Prior (10/05) 0.79
Current vs Prior +31.85%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +40.07%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06) 803,397
Calls: 346,222 (43%)
Puts: 457,175 (57%)
Prior (10/05) 787,151
Calls: 338,281 (43%)
Puts: 448,870 (57%)
Current vs Prior +2.06%
Prior 7-Day Total 5,120,520
Calls: 2,249,618 (44%)
Puts: 2,870,902 (56%)
Prior 7-Day Average 731,502
Calls: 321,374 (44%)
Puts: 410,128 (56%)
Current vs Prior 7-Day Avg +9.83%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 7.41% | 11.49%11.49% | 27.68%
Prior 8.39% | 11.67%11.67% | 29.32%
Current vs Prior -11.63% | -1.57%-1.57% | -5.61%
Prior 7-Day Avg 7.52% | 11.56%13.60% | 29.98%
Current vs 7-Day Avg -1.45% | -0.62%-15.56% | -7.70%
Prior 7-Day Eod 8.39% | 11.67%11.67% | 29.32%
Current vs 7-Day Eod -11.63% | -1.57%-1.57% | -5.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -54.13% | -85.83%
Prior 7-Day Avg 9.13% | 12.27%
Calls: 10.53% | 11.96%
Puts: 7.73% | 12.57%
Current vs 7-Day Avg -74.47% | -83.04%
Liquidity Good
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.05. P/C ratio rising 32% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 154 of results (avg 5.2%, best 0.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Oct 1610.2510.35$10.301.0%2110.53119
$190.00Oct 169.159.25$9.201.1%1.1K0.491.2K
$182.50Oct 99.009.10$9.051.1%1300.6448
$182.50Oct 1612.6512.80$12.731.2%1060.612
$177.50Oct 912.3512.50$12.431.2%230.7622
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 916.7516.85$16.800.6%8270.79631
$207.50Oct 1623.8524.05$23.950.8%1750.7339
$190.00Oct 1611.4511.55$11.500.9%1.0K0.51878
$205.00Oct 1621.8522.05$21.950.9%2.0K0.71195
$210.00Oct 1625.8026.10$25.951.2%2200.76308

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.68, cheapest $0.46)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 90.400.43$0.427.1%3.5K0.061.3K
$217.50Oct 90.500.52$0.513.9%5300.07131
$215.00Oct 90.620.64$0.633.2%2.0K0.08664
$212.50Oct 90.760.80$0.785.1%9700.10146
$210.00Oct 90.951.00$0.985.1%4.9K0.121.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 90.440.48$0.468.7%1.4K0.061.1K
$167.50Oct 90.640.66$0.653.1%8790.09205
$170.00Oct 90.910.93$0.922.2%2.7K0.121.1K
$152.50Oct 160.610.64$0.634.8%1690.0680
$155.00Oct 160.800.82$0.812.5%2580.071.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 149 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Oct 936.9038.15$37.533.3%110.9981
$152.50Oct 933.2536.55$34.909.5%10.9914
$155.00Oct 931.6534.10$32.887.5%--0.99237
$157.50Oct 928.4531.65$30.0510.6%--0.9838
$160.00Oct 926.3529.20$27.7810.3%80.97471
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 931.6534.85$33.259.6%430.9211
$222.50Oct 934.1037.00$35.558.2%220.921
$217.50Oct 929.0532.45$30.7511.1%120.921
$215.00Oct 926.6530.05$28.3512.0%1200.9153
$212.50Oct 924.5527.65$26.1011.9%900.897

Most actively traded options today. High liquidity = easy entry/exit. 304 active (total vol 100.6K, top 5.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 92.302.35$2.332.1%5.3K0.251.6K
$210.00Oct 90.951.00$0.985.1%4.9K0.121.6K
$220.00Oct 90.400.43$0.427.1%3.5K0.061.3K
$190.00Oct 95.205.35$5.282.8%2.6K0.46531
$215.00Oct 90.620.64$0.633.2%2.0K0.08664
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 97.607.80$7.702.6%3.8K0.55815
$180.00Oct 93.053.15$3.103.2%3.6K0.301.3K
$200.00Oct 914.6514.90$14.781.7%3.4K0.75723
$170.00Oct 90.910.93$0.922.2%2.7K0.121.1K
$195.00Oct 910.9011.05$10.981.4%2.5K0.66732

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 1.8%, max 2.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Oct 9Nov 2097.3%95.0%2.4%1.9K5.0K
$205.00Oct 9Nov 13100.9%98.7%2.2%1.9K2.8K
$200.00Oct 9Nov 2098.9%96.9%2.1%5.8K9.7K
$185.00Oct 9Nov 2093.5%91.8%1.9%3271.1K
$180.00Oct 9Nov 2093.5%91.9%1.7%4023.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Oct 9Nov 2097.3%95.0%2.4%2.6K953
$205.00Oct 9Nov 13100.9%98.7%2.2%472167
$200.00Oct 9Nov 2098.9%96.9%2.1%3.5K989
$185.00Oct 9Nov 2093.5%91.8%1.9%2.4K2.8K
$180.00Oct 9Nov 2093.5%91.9%1.7%4.3K2.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 227 found (best R:R 1.03, avg 2.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$187.50Nov 13$8.62$8.88$8.6268%1.03$178.62
$210.00$220.00Nov 20$2.42$7.58$2.4244%3.13$212.42
$195.00$200.00Nov 20$1.40$3.60$1.4052%2.57$196.40
$200.00$210.00Nov 20$3.55$6.45$3.5550%1.82$203.55
$155.00$160.00Nov 20$2.90$2.10$2.9078%0.72$157.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Oct 23$0.17$2.33$0.1716%13.71$162.33
$200.00$197.50Oct 30$1.15$1.35$1.1554%1.17$198.85
$155.00$152.50Oct 30$0.27$2.23$0.2719%8.26$154.73
$160.00$155.00Nov 13$1.00$4.00$1.0025%4.00$159.00
$167.50$165.00Oct 23$0.38$2.12$0.3821%5.58$167.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 157 found (best R:R 1.07, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Nov 13$1.55$1.55$0.9550%1.63$199.05
$200.00$202.50Nov 6$1.46$1.46$1.0452%1.40$201.46
$192.50$195.00Oct 23$1.39$1.39$1.1153%1.25$193.89
$192.50$195.00Nov 6$1.33$1.33$1.1748%1.14$193.83
$202.50$205.00Oct 23$0.90$0.90$1.6063%0.56$203.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$165.00$160.00Nov 13$2.58$2.58$2.4272%1.07$162.42
$160.00$155.00Nov 20$2.38$2.38$2.6274%0.91$157.62
$175.00$172.50Oct 30$2.00$2.00$0.5065%4.00$173.00
$170.00$165.00Nov 20$2.58$2.58$2.4268%1.07$167.42
$155.00$150.00Nov 13$1.92$1.92$3.0878%0.62$153.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.79, cheapest $3.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Oct 9Oct 16$3.8097.3%85.0%
$187.50Oct 9Oct 16$3.9594.1%82.0%
$192.50Oct 9Oct 16$3.9096.6%84.6%
$190.00Oct 9Oct 16$3.9295.8%83.9%
$185.00Oct 9Oct 16$3.8393.5%81.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Oct 9Oct 16$3.7097.3%85.0%
$187.50Oct 9Oct 16$3.8094.1%82.0%
$192.50Oct 9Oct 16$3.7796.6%84.6%
$190.00Oct 9Oct 16$3.8095.8%83.9%
$185.00Oct 9Oct 16$3.7593.5%81.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 84 found (cheapest 6.75% of stock, avg 17.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$185.00Oct 9$7.60$5.05$12.65$172.35$197.656.75%
$187.50Oct 9$6.35$6.30$12.65$174.85$200.156.75%
$190.00Oct 9$5.28$7.70$12.98$177.02$202.986.92%
$182.50Oct 9$9.05$3.97$13.02$169.48$195.526.95%
$192.50Oct 9$4.35$9.28$13.63$178.87$206.137.27%
$180.00Oct 9$10.63$3.10$13.73$166.27$193.737.32%
$195.00Oct 9$3.55$10.98$14.53$180.47$209.537.75%
$177.50Oct 9$12.43$2.34$14.77$162.73$192.277.88%
$175.00Oct 9$13.90$1.76$15.66$159.34$190.668.35%
$197.50Oct 9$2.86$12.85$15.71$181.79$213.218.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 2.49% of stock, avg 14.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$177.50Oct 9$2.33$2.34$4.67$172.83$204.67
$197.50$177.50Oct 9$2.86$2.34$5.20$172.30$202.70
$200.00$180.00Oct 9$2.33$3.10$5.43$174.57$205.43
$197.50$180.00Oct 9$2.86$3.10$5.96$174.04$203.46
$195.00$177.50Oct 9$3.55$2.34$5.89$171.61$200.89
$195.00$180.00Oct 9$3.55$3.10$6.65$173.35$201.65
$200.00$182.50Oct 9$2.33$3.97$6.30$176.20$206.30
$197.50$182.50Oct 9$2.86$3.97$6.83$175.67$204.33
$195.00$182.50Oct 9$3.55$3.97$7.52$174.98$202.52
$192.50$177.50Oct 9$4.35$2.34$6.69$170.81$199.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 3.17, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170210/212Oct 23$1.90$0.6045%3.17$168.10$211.90
168/170205/208Oct 23$1.95$0.5541%3.55$168.05$206.95
172/175210/212Oct 23$1.95$0.5539%3.55$173.05$211.95
162/165210/212Oct 23$1.58$0.9251%1.72$163.42$211.58
172/175205/208Oct 23$2.00$0.5034%4.00$173.00$207.00
162/165205/208Oct 23$1.63$0.8747%1.87$163.37$206.63
150/152210/212Oct 23$1.25$1.2561%1.00$151.25$211.25
168/170208/210Oct 23$1.70$0.8043%2.13$168.30$209.20
150/152205/208Oct 23$1.30$1.2057%1.08$151.20$206.30
172/175208/210Oct 23$1.75$0.7537%2.33$173.25$209.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 164 found (best R:R 40.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$177.50$180.00$182.50Oct 16$0.06$2.448%40.67
$185.00$190.00$195.00Nov 20$0.12$4.886%40.67
$180.00$182.50$185.00Oct 9$0.13$2.3712%18.23
$192.50$195.00$197.50Oct 9$0.11$2.3911%21.73
$197.50$200.00$202.50Oct 9$0.08$2.428%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$197.50$200.00Oct 9$0.06$2.449%40.67
$200.00$210.00$220.00Nov 20$0.50$9.5011%19.00
$177.50$180.00$182.50Oct 9$0.11$2.3912%21.73
$190.00$192.50$195.00Oct 9$0.12$2.3811%19.83
$172.50$175.00$177.50Oct 16$0.07$2.437%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-0.07, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$217.50$220.001:2Oct 9-$0.33$2.17
$215.00$217.501:2Oct 9-$0.39$2.11
$212.50$215.001:2Oct 9-$0.48$2.02
$210.00$212.501:2Oct 9-$0.58$1.92
$220.00$222.501:2Oct 9-$0.54$1.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$160.001:2Oct 9-$0.07$2.43
$152.50$150.001:2Oct 9-$0.02$2.48
$155.00$152.501:2Oct 9-$0.05$2.45
$165.00$162.501:2Oct 9-$0.16$2.34
$160.00$157.501:2Oct 9-$0.11$2.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 87 found (best yield 7.39%, avg 5.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$13.850.3917.4%7.39%24.75%2223.6K
$200.00Nov 20$20.000.506.7%10.67%17.36%5178.2K
$210.00Nov 20$16.150.4412.0%8.62%20.64%145424
$195.00Nov 20$21.250.524.0%11.34%15.36%25408
$190.00Nov 20$23.250.551.4%12.40%13.76%84652
$212.50Nov 13$14.200.4113.4%7.57%20.93%3--
$210.00Nov 13$14.550.4312.0%7.76%19.79%35
$215.00Nov 13$12.850.4014.7%6.85%21.55%72
$205.00Nov 13$15.650.469.4%8.35%17.71%32
$207.50Nov 13$14.900.4410.7%7.95%18.64%418

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 64,258
Total Puts 67,345
Put/Call Ratio 1.05
Net Difference -3,087

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 467,300
Total Puts 296,752
Average Put/Call Ratio 0.75
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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