Tour v531
MRNA
MODERNA INC
$197.00 +0.26%
$196.05 (-0.48%)🌙
as of 10/08 06:02 PM
◀ 10/8 18:02 ▶

Option Volume

Detail
ℹ
Current (10/08) 79,484
Calls: 37,342 (47%)
Puts: 42,142 (53%)
Prior (10/07) 68,877
Calls: 44,003 (64%)
Puts: 24,874 (36%)
Current vs Prior +15.40%
Calls: -15.14% (Calls)
Puts: +69.42% (Puts)
Prior 7-Day Total 688,937
Calls: 393,865 (57%)
Puts: 295,072 (43%)
Prior 7-Day Average 98,419
Calls: 56,266 (57%)
Puts: 42,153 (43%)
Current vs Prior 7-Day Avg -19.24%
Calls: -33.63%
Puts: -0.03%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/08) $53.77M
Calls: $35.71M (66%)
Puts: $18.07M (34%)
Prior (10/07) $64.64M
Calls: $45.57M (71%)
Puts: $19.06M (29%)
Current vs Prior -16.81%
Calls: -21.65%
Puts: -5.24%
Prior 7-Day Total $583.02M
Calls: $381.01M (65%)
Puts: $202.01M (35%)
Prior 7-Day Average $83.29M
Calls: $54.43M (65%)
Puts: $28.86M (35%)
Current vs Prior 7-Day Avg -35.44%
Calls: -34.40%
Puts: -37.40%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 1.13
Prior (10/07) 0.57
Current vs Prior +99.64%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +47.30%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/08) 837,577
Calls: 360,218 (43%)
Puts: 477,359 (57%)
Prior (10/07) 830,027
Calls: 358,376 (43%)
Puts: 471,651 (57%)
Current vs Prior +0.91%
Prior 7-Day Total 5,421,233
Calls: 2,346,832 (43%)
Puts: 3,074,401 (57%)
Prior 7-Day Average 774,461
Calls: 335,261 (43%)
Puts: 439,200 (57%)
Current vs Prior 7-Day Avg +8.15%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 4.61% | 10.32%10.32% | 27.69%
Prior 6.01% | 10.68%10.68% | 28.02%
Current vs Prior -23.25% | -3.35%-3.35% | -1.17%
Prior 7-Day Avg 6.95% | 11.19%12.51% | 29.20%
Current vs 7-Day Avg -33.66% | -7.77%-17.51% | -5.19%
Prior 7-Day Eod 6.01% | 10.68%10.68% | 28.02%
Current vs 7-Day Eod -23.25% | -3.35%-3.35% | -1.17%
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 5.64% | 10.28%
Calls: 6.28% | 10.19%
Puts: 5.00% | 10.36%
Current vs 7-Day Avg -58.71% | -79.76%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($35.71M). Slightly bearish P/C ratio of 1.13. P/C ratio rising 100% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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 27 of results (avg 8.4%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Nov 2045.0547.55$46.305.4%110.783.2K
$205.00Oct 166.156.60$6.387.1%3360.40980
$200.00Nov 2023.6525.50$24.587.5%3890.548.2K
$162.50Oct 3039.1542.60$40.888.4%--0.8014
$175.00Nov 2035.1038.20$36.658.5%90.692.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Nov 2046.3549.30$47.836.2%--0.6221
$220.00Oct 1624.7526.50$25.636.8%5400.7943
$225.00Oct 3038.0540.95$39.507.3%--0.6415
$220.00Nov 2039.0042.15$40.587.8%10.5751
$235.00Nov 646.8550.75$48.808.0%10.672

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.58, cheapest $0.58)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 160.550.61$0.5810.3%1780.052.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 131 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 929.8033.95$31.8813.0%--0.99418
$162.50Oct 932.3035.90$34.1010.6%130.9935
$167.50Oct 927.1530.60$28.8811.9%--0.9810
$160.00Oct 934.8038.15$36.479.2%10.98473
$170.00Oct 924.8528.35$26.6013.2%70.98187
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 924.2527.85$26.0513.8%--1.0017
$225.00Oct 926.9530.30$28.6311.7%--1.0012
$230.00Oct 931.9535.30$33.6310.0%11.008
$220.00Oct 921.5525.50$23.5316.8%30.9832
$217.50Oct 918.9023.10$21.0020.0%60.975

Most actively traded options today. High liquidity = easy entry/exit. 260 active (total vol 67.3K, top 7.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 92.503.00$2.7518.2%7.2K0.412.9K
$205.00Oct 91.131.59$1.3633.8%3.3K0.243.3K
$197.50Oct 93.554.55$4.0524.7%2.1K0.517.2K
$210.00Oct 90.510.71$0.6132.8%2.0K0.122.1K
$195.00Oct 94.355.50$4.9323.3%1.5K0.604.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 91.501.88$1.6922.5%7.8K0.241.2K
$195.00Oct 92.603.80$3.2037.5%3.2K0.40769
$170.00Oct 90.050.22$0.14121.4%3.1K0.021.6K
$185.00Oct 90.521.07$0.8068.8%2.0K0.131.5K
$192.50Oct 91.842.80$2.3241.4%1.9K0.32336

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 9.2%, max 20.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$190.00Oct 9Nov 20114.1%94.6%20.6%6341.4K
$195.00Oct 9Nov 20108.7%95.3%14.0%1.5K5.2K
$187.50Oct 9Nov 6114.1%103.2%10.6%102186
$192.50Oct 9Nov 6110.6%103.9%6.5%460286
$197.50Oct 9Nov 13103.7%102.5%1.1%2.1K7.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$190.00Oct 9Nov 20114.1%94.6%20.6%7.9K3.1K
$195.00Oct 9Nov 20108.7%95.3%14.0%3.2K1.0K
$187.50Oct 9Nov 6114.1%103.2%10.6%1.2K876
$192.50Oct 9Nov 13110.6%100.6%10.0%1.9K338
$197.50Oct 9Nov 13103.7%102.5%1.1%804279

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 215 found (best R:R 0.79, avg 2.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$182.50Nov 13$6.99$5.51$6.9973%0.79$176.99
$200.00$210.00Nov 20$3.60$6.40$3.6054%1.78$203.60
$182.50$195.00Nov 13$6.33$6.17$6.3365%0.97$188.83
$212.50$220.00Nov 13$2.05$5.45$2.0546%2.66$214.55
$220.00$230.00Nov 20$2.85$7.15$2.8543%2.51$222.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 23$0.82$1.68$0.8251%2.05$199.18
$197.50$195.00Oct 16$0.85$1.65$0.8548%1.94$196.65
$180.00$177.50Oct 30$0.58$1.92$0.5832%3.31$179.42
$187.50$185.00Oct 23$0.65$1.85$0.6536%2.85$186.85
$175.00$172.50Nov 6$0.53$1.97$0.5329%3.72$174.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 149 found (best R:R 0.85, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$215.00$217.50Oct 23$1.02$1.02$1.4867%0.69$216.02
$200.00$202.50Oct 23$1.35$1.35$1.1551%1.17$201.35
$197.50$200.00Oct 9$1.30$1.30$1.2049%1.08$198.80
$222.50$225.00Oct 23$0.73$0.73$1.7774%0.41$223.23
$205.00$207.50Oct 23$1.15$1.15$1.3557%0.85$206.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$165.00Nov 13$2.30$2.30$2.7073%0.85$167.70
$195.00$190.00Nov 20$2.90$2.90$2.1058%1.38$192.10
$185.00$180.00Nov 20$2.55$2.55$2.4564%1.04$182.45
$190.00$185.00Nov 13$2.65$2.65$2.3560%1.13$187.35
$177.50$175.00Nov 6$1.49$1.49$1.0169%1.48$176.01

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $5.49, cheapest $4.91)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Oct 9Oct 16$5.59110.6%82.0%
$195.00Oct 9Oct 16$5.80108.7%85.1%
$197.50Oct 9Oct 16$5.40103.7%82.9%
$202.50Oct 9Oct 16$5.23100.2%82.0%
$200.00Oct 9Oct 16$5.6398.3%83.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Oct 9Oct 16$4.91110.6%82.0%
$195.00Oct 9Oct 16$5.55108.7%85.1%
$197.50Oct 9Oct 16$5.45103.7%82.9%
$202.50Oct 9Oct 16$5.65100.2%82.0%
$200.00Oct 9Oct 16$5.6798.3%83.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 4.13% of stock, avg 15.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Oct 9$4.93$3.20$8.13$186.87$203.134.13%
$197.50Oct 9$4.05$4.15$8.20$189.30$205.704.16%
$200.00Oct 9$2.75$5.68$8.43$191.57$208.434.28%
$192.50Oct 9$6.43$2.32$8.75$183.75$201.254.44%
$202.50Oct 9$1.97$7.30$9.27$193.23$211.774.71%
$190.00Oct 9$8.00$1.69$9.69$180.31$199.694.92%
$205.00Oct 9$1.36$9.00$10.36$194.64$215.365.26%
$187.50Oct 9$10.85$1.12$11.97$175.53$199.476.08%
$207.50Oct 9$0.89$12.00$12.89$194.61$220.396.54%
$185.00Oct 9$12.80$0.80$13.60$171.40$198.606.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 164 found (cheapest 0.88% of stock, avg 13.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$187.50Oct 9$0.61$1.12$1.73$185.77$211.73
$207.50$187.50Oct 9$0.89$1.12$2.01$185.49$209.51
$210.00$190.00Oct 9$0.61$1.69$2.30$187.70$212.30
$205.00$187.50Oct 9$1.36$1.12$2.48$185.02$207.48
$207.50$190.00Oct 9$0.89$1.69$2.58$187.42$210.08
$205.00$190.00Oct 9$1.36$1.69$3.05$186.95$208.05
$202.50$187.50Oct 9$1.97$1.12$3.09$184.41$205.59
$210.00$192.50Oct 9$0.61$2.32$2.93$189.57$212.93
$207.50$192.50Oct 9$0.89$2.32$3.21$189.29$210.71
$202.50$190.00Oct 9$1.97$1.69$3.66$186.34$206.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 121 found (best R:R 9.87, avg credit $0.96)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185215/218Oct 23$2.27$0.2334%9.87$182.73$217.27
175/178215/218Oct 23$2.04$0.4642%4.43$175.46$217.04
162/165215/218Oct 23$1.74$0.7652%2.29$163.26$216.74
160/162215/218Oct 23$1.60$0.9054%1.78$160.90$216.60
178/180215/218Oct 23$1.90$0.6040%3.17$178.10$216.90
182/185218/220Oct 23$1.93$0.5737%3.39$183.07$219.43
175/178218/220Oct 23$1.70$0.8045%2.13$175.80$219.20
162/165218/220Oct 23$1.40$1.1055%1.27$163.60$218.90
160/162218/220Oct 23$1.26$1.2457%1.02$161.24$218.76
178/180210/212Oct 16$1.53$0.9745%1.58$178.47$211.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 135 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.07$9.9311%141.86
$170.00$182.50$195.00Nov 13$0.66$11.8416%17.94
$190.00$192.50$195.00Oct 9$0.07$2.4316%34.71
$200.00$202.50$205.00Oct 9$0.17$2.3317%13.71
$202.50$205.00$207.50Oct 9$0.14$2.3614%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$197.50$200.00$202.50Oct 9$0.09$2.4120%26.78
$192.50$195.00$197.50Oct 9$0.07$2.4318%34.71
$200.00$202.50$205.00Oct 9$0.08$2.4217%30.25
$187.50$190.00$192.50Oct 9$0.06$2.4414%40.67
$200.00$210.00$220.00Nov 20$0.47$9.5311%20.28

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-13.40, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$227.501:2Oct 9$0.00$2.50
$205.00$207.501:2Oct 9-$0.42$2.08
$210.00$212.501:2Oct 9-$0.19$2.31
$212.50$215.001:2Oct 9-$0.14$2.36
$207.50$210.001:2Oct 9-$0.33$2.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$210.001:2Nov 6-$13.40$11.60
$180.00$177.501:2Oct 9-$0.10$2.40
$167.50$165.001:2Oct 9-$0.06$2.44
$172.50$170.001:2Oct 9-$0.08$2.42
$182.50$180.001:2Oct 9-$0.20$2.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 10.00%, avg 4.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Nov 20$19.700.496.6%10.00%16.60%87435
$220.00Nov 20$15.900.4311.7%8.07%19.75%4153.6K
$230.00Nov 20$13.200.3816.8%6.70%23.45%41482
$200.00Nov 20$23.650.541.5%12.01%13.53%3898.2K
$220.00Nov 13$15.350.4211.7%7.79%19.47%726
$225.00Nov 13$13.400.4014.2%6.80%21.02%25
$230.00Nov 13$12.100.3716.8%6.14%22.89%321
$212.50Nov 13$17.150.467.9%8.71%16.57%13
$207.50Nov 13$18.900.495.3%9.59%14.92%--19
$205.00Nov 13$19.800.514.1%10.05%14.11%446

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 37,342
Total Puts 42,142
Put/Call Ratio 1.13
Net Difference -4,800

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 393,865
Total Puts 295,072
Average Put/Call Ratio 0.77
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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