Tour v531
MRNA
MODERNA INC
$196.48 +4.81%
$195.76 (-0.37%)🌙
as of 10/07 06:02 PM
◀ 10/7 18:02

Option Volume

Detail
ℹ
Current (10/07) 68,877
Calls: 44,003 (64%)
Puts: 24,874 (36%)
Prior (10/06) 131,603
Calls: 64,258 (49%)
Puts: 67,345 (51%)
Current vs Prior -47.66%
Calls: -31.52% (Calls)
Puts: -63.06% (Puts)
Prior 7-Day Total 677,667
Calls: 377,670 (56%)
Puts: 299,997 (44%)
Prior 7-Day Average 96,809
Calls: 53,952 (56%)
Puts: 42,856 (44%)
Current vs Prior 7-Day Avg -28.85%
Calls: -18.44%
Puts: -41.96%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $64.64M
Calls: $45.57M (71%)
Puts: $19.06M (29%)
Prior (10/06) $115.67M
Calls: $49.36M (43%)
Puts: $66.31M (57%)
Current vs Prior -44.12%
Calls: -7.66%
Puts: -71.25%
Prior 7-Day Total $584.91M
Calls: $383.65M (66%)
Puts: $201.26M (34%)
Prior 7-Day Average $83.56M
Calls: $54.81M (66%)
Puts: $28.75M (34%)
Current vs Prior 7-Day Avg -22.64%
Calls: -16.85%
Puts: -33.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.57
Prior (10/06) 1.05
Current vs Prior -46.06%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg -32.58%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 830,027
Calls: 358,376 (43%)
Puts: 471,651 (57%)
Prior (10/06) 803,397
Calls: 346,222 (43%)
Puts: 457,175 (57%)
Current vs Prior +3.31%
Prior 7-Day Total 5,035,859
Calls: 2,189,022 (43%)
Puts: 2,846,837 (57%)
Prior 7-Day Average 719,408
Calls: 312,717 (43%)
Puts: 406,691 (57%)
Current vs Prior 7-Day Avg +15.38%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 6.01% | 10.68%10.68% | 28.02%
Prior 7.41% | 11.49%11.49% | 27.68%
Current vs Prior -19.01% | -7.03%-7.03% | +1.24%
Prior 7-Day Avg 7.24% | 11.31%13.02% | 29.51%
Current vs 7-Day Avg -17.09% | -5.57%-17.97% | -5.07%
Prior 7-Day Eod 7.41% | 11.49%11.49% | 27.68%
Current vs 7-Day Eod -19.01% | -7.03%-7.03% | +1.24%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 7.38% | 11.27%
Calls: 8.40% | 11.07%
Puts: 6.36% | 11.47%
Current vs 7-Day Avg -68.45% | -81.55%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($45.57M). Below-average activity with volume down 48% vs prior. Bullish P/C ratio of 0.57. P/C ratio dropping 46% - 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 BEARISH
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 60 of results (avg 7.8%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 93.603.75$3.684.1%6.8K0.402.4K
$195.00Nov 2026.6527.95$27.304.8%1050.57422
$192.50Oct 1611.4012.00$11.705.1%7400.59837
$180.00Nov 2033.1034.90$34.005.3%210.672.1K
$190.00Nov 2028.2529.85$29.055.5%710.61697
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Nov 2046.8049.20$48.005.0%--0.6121
$200.00Nov 2027.0028.50$27.755.4%3550.45271
$210.00Nov 2032.8034.80$33.805.9%--0.5173
$225.00Oct 3037.8540.25$39.056.1%--0.6515
$220.00Nov 2039.1542.05$40.607.1%10.5651

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.51, cheapest $0.42)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 90.430.51$0.4717.0%3.1K0.071.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Oct 90.380.45$0.4216.7%1780.07766
$180.00Oct 90.600.68$0.6412.5%1.5K0.101.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 129 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Oct 937.1040.65$38.889.1%--1.0038
$160.00Oct 934.6038.15$36.389.8%51.00475
$162.50Oct 932.1535.65$33.9010.3%141.0042
$165.00Oct 929.6533.20$31.4311.3%21.00419
$167.50Oct 927.1530.70$28.9212.3%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 928.1030.65$29.388.7%20.9511
$222.50Oct 924.7528.45$26.6013.9%--0.9417
$220.00Oct 922.3025.90$24.1014.9%60.9333
$215.00Oct 917.6021.15$19.3818.3%80.8980
$232.50Oct 1635.7538.80$37.288.2%--0.8910

Most actively traded options today. High liquidity = easy entry/exit. 255 active (total vol 54.4K, top 6.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 93.603.75$3.684.1%6.8K0.402.4K
$220.00Oct 90.430.51$0.4717.0%3.1K0.071.5K
$190.00Oct 98.509.50$9.0011.1%2.5K0.70850
$210.00Oct 91.231.41$1.3213.6%2.4K0.181.9K
$195.00Oct 95.806.20$6.006.7%2.4K0.554.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 90.600.68$0.6412.5%1.5K0.101.7K
$172.50Oct 90.120.30$0.2185.7%1.4K0.041.3K
$185.00Oct 91.261.44$1.3513.3%1.1K0.181.3K
$170.00Oct 90.120.17$0.1533.3%8850.031.6K
$190.00Oct 92.462.68$2.578.6%7930.301.1K

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 3.1%, max 3.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2097.7%94.7%3.1%2.5K2.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2097.7%94.7%3.1%8180

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 210 found (best R:R 2.60, avg 2.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$220.00Nov 20$2.78$7.22$2.7849%2.60$212.78
$220.00$230.00Nov 20$2.55$7.45$2.5543%2.92$222.55
$190.00$195.00Nov 20$1.75$3.25$1.7561%1.86$191.75
$197.50$200.00Oct 30$0.15$2.35$0.1554%15.67$197.65
$220.00$230.00Nov 13$2.75$7.25$2.7542%2.64$222.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$192.50$190.00Nov 6$0.45$2.05$0.4542%4.56$192.05
$200.00$197.50Oct 16$0.95$1.55$0.9553%1.63$199.05
$172.50$170.00Oct 23$0.14$2.36$0.1420%16.86$172.36
$187.50$185.00Oct 23$0.53$1.97$0.5336%3.72$186.97
$190.00$187.50Oct 16$0.57$1.93$0.5737%3.39$189.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 2.47, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 23$1.73$1.73$0.7748%2.25$199.23
$227.50$230.00Oct 16$0.68$0.68$1.8283%0.37$228.18
$212.50$215.00Oct 23$1.12$1.12$1.3865%0.81$213.62
$215.00$220.00Oct 30$2.12$2.12$2.8858%0.74$217.12
$207.50$210.00Oct 16$0.93$0.93$1.5764%0.59$208.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$172.50$170.00Nov 6$1.78$1.78$0.7272%2.47$170.72
$190.00$185.00Nov 20$2.80$2.80$2.2061%1.27$187.20
$180.00$175.00Nov 20$2.40$2.40$2.6067%0.92$177.60
$190.00$187.50Nov 6$1.68$1.68$0.8260%2.05$188.32
$190.00$185.00Nov 13$2.58$2.58$2.4260%1.07$187.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.57, cheapest $4.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 9Oct 16$4.6492.5%81.7%
$197.50Oct 9Oct 16$4.7791.8%82.0%
$195.00Oct 9Oct 16$4.4891.6%81.7%
$202.50Oct 9Oct 16$4.6492.3%82.6%
$192.50Oct 9Oct 16$4.3589.0%79.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 9Oct 16$4.3092.5%81.7%
$197.50Oct 9Oct 16$4.7091.8%82.0%
$195.00Oct 9Oct 16$4.8091.6%81.7%
$202.50Oct 9Oct 16$4.4792.3%82.6%
$192.50Oct 9Oct 16$4.5589.0%79.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 80 found (cheapest 5.33% of stock, avg 16.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 9$4.68$5.80$10.48$187.02$207.985.33%
$195.00Oct 9$6.00$4.55$10.55$184.45$205.555.37%
$192.50Oct 9$7.35$3.33$10.68$181.82$203.185.44%
$200.00Oct 9$3.68$7.15$10.83$189.17$210.835.51%
$190.00Oct 9$9.00$2.57$11.57$178.43$201.575.89%
$202.50Oct 9$2.81$8.93$11.74$190.76$214.245.98%
$205.00Oct 9$2.17$10.68$12.85$192.15$217.856.54%
$187.50Oct 9$11.08$1.91$12.99$174.51$200.496.61%
$185.00Oct 9$12.85$1.35$14.20$170.80$199.207.23%
$207.50Oct 9$1.67$12.93$14.60$192.90$222.107.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 164 found (cheapest 1.54% of stock, avg 14.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$207.50$185.00Oct 9$1.67$1.35$3.02$181.98$210.52
$207.50$187.50Oct 9$1.67$1.91$3.58$183.92$211.08
$205.00$185.00Oct 9$2.17$1.35$3.52$181.48$208.52
$205.00$187.50Oct 9$2.17$1.91$4.08$183.42$209.08
$207.50$190.00Oct 9$1.67$2.57$4.24$185.76$211.74
$205.00$190.00Oct 9$2.17$2.57$4.74$185.26$209.74
$202.50$185.00Oct 9$2.81$1.35$4.16$180.84$206.66
$202.50$187.50Oct 9$2.81$1.91$4.72$182.78$207.22
$202.50$190.00Oct 9$2.81$2.57$5.38$184.62$207.88
$207.50$192.50Oct 9$1.67$3.33$5.00$187.50$212.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 138 found (best R:R 1.53, avg credit $0.96)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170215/218Oct 23$1.51$0.9950%1.53$168.49$216.51
168/170218/220Oct 23$1.45$1.0552%1.38$168.55$218.95
180/182220/222Oct 16$1.36$1.1453%1.19$181.14$221.36
165/168220/222Oct 16$0.87$1.6369%0.53$166.63$220.87
172/175220/222Oct 16$1.02$1.4862%0.69$173.98$221.02
180/182210/212Oct 16$1.52$0.9842%1.55$180.98$211.52
170/172220/222Oct 16$0.93$1.5765%0.59$171.57$220.93
182/185220/222Oct 16$1.32$1.1849%1.12$183.68$221.32
162/165220/222Oct 16$0.76$1.7471%0.44$164.24$220.76
158/160220/222Oct 16$0.69$1.8174%0.38$159.31$220.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 128 found (best R:R 42.48, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.23$9.7710%42.48
$197.50$200.00$202.50Oct 9$0.13$2.3714%18.23
$202.50$205.00$207.50Oct 9$0.14$2.3611%16.86
$215.00$217.50$220.00Oct 23$0.06$2.444%40.67
$230.00$232.50$235.00Oct 16$0.06$2.443%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 23$0.07$4.939%70.43
$195.00$197.50$200.00Oct 9$0.10$2.4015%24.00
$187.50$190.00$192.50Oct 9$0.10$2.4013%24.00
$185.00$187.50$190.00Oct 9$0.10$2.4012%24.00
$180.00$182.50$185.00Oct 9$0.07$2.438%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. 51 found (best net $-0.02, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$235.001:2Oct 9-$0.05$2.45
$230.00$232.501:2Oct 9-$0.12$2.38
$225.00$227.501:2Oct 9-$0.16$2.34
$222.50$225.001:2Oct 9-$0.20$2.30
$220.00$222.501:2Oct 9-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$160.001:2Oct 9-$0.02$2.48
$180.00$177.501:2Oct 9-$0.20$2.30
$172.50$170.001:2Oct 9-$0.09$2.41
$175.00$172.501:2Oct 9-$0.12$2.38
$160.00$157.501:2Oct 9-$0.06$2.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 7.25%, avg 4.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 20$14.250.3917.1%7.25%24.31%40472
$220.00Nov 20$16.700.4312.0%8.50%20.47%393.6K
$200.00Nov 20$24.050.551.8%12.24%14.03%1408.2K
$210.00Nov 20$19.000.496.9%9.67%16.55%80445
$210.00Nov 13$18.250.486.9%9.29%16.17%16
$215.00Nov 13$16.050.459.4%8.17%17.59%65
$220.00Nov 13$14.450.4212.0%7.35%19.33%3926
$207.50Nov 13$18.750.495.6%9.54%15.15%--19
$205.00Nov 13$19.650.514.3%10.00%14.34%434
$202.50Nov 13$20.650.523.1%10.51%13.57%4318

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 44,003
Total Puts 24,874
Put/Call Ratio 0.57
Net Difference 19,129

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 377,670
Total Puts 299,997
Average Put/Call Ratio 0.84
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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