Tour v531
MRNA
MODERNA INC
$213.74 -5.00%
$213.88 (+0.07%)🌙
as of 10/12 06:02 PM
◀ 10/12 18:02 ▶

Option Volume

Detail
ℹ
Current (10/12) 106,097
Calls: 51,139 (48%)
Puts: 54,958 (52%)
Prior (10/08) 79,484
Calls: 37,342 (47%)
Puts: 42,142 (53%)
Current vs Prior +33.48%
Calls: +36.95% (Calls)
Puts: +30.41% (Puts)
Prior 7-Day Total 690,545
Calls: 385,793 (56%)
Puts: 304,752 (44%)
Prior 7-Day Average 98,649
Calls: 55,113 (56%)
Puts: 43,536 (44%)
Current vs Prior 7-Day Avg +7.55%
Calls: -7.21%
Puts: +26.24%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $112.75M
Calls: $73.69M (65%)
Puts: $39.06M (35%)
Prior (10/08) $53.77M
Calls: $35.71M (66%)
Puts: $18.07M (34%)
Current vs Prior +109.69%
Calls: +106.38%
Puts: +116.23%
Prior 7-Day Total $549.76M
Calls: $351.60M (64%)
Puts: $198.15M (36%)
Prior 7-Day Average $78.54M
Calls: $50.23M (64%)
Puts: $28.31M (36%)
Current vs Prior 7-Day Avg +43.56%
Calls: +46.70%
Puts: +37.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.07
Prior (10/08) 1.13
Current vs Prior -4.77%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +30.24%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 829,020
Calls: 346,466 (42%)
Puts: 482,554 (58%)
Prior (10/08) 837,577
Calls: 360,218 (43%)
Puts: 477,359 (57%)
Current vs Prior -1.02%
Prior 7-Day Total 5,452,731
Calls: 2,357,403 (43%)
Puts: 3,095,328 (57%)
Prior 7-Day Average 778,961
Calls: 336,771 (43%)
Puts: 442,189 (57%)
Current vs Prior 7-Day Avg +6.43%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 8.01% | 11.70%8.01% | 28.52%
Prior 4.61% | 10.32%10.32% | 27.69%
Current vs Prior +73.68% | +13.39%-22.43% | +2.98%
Prior 7-Day Avg 6.55% | 11.01%11.89% | 28.69%
Current vs 7-Day Avg +22.22% | +6.29%-32.67% | -0.59%
Prior 7-Day Eod 4.61% | 10.32%10.32% | 27.69%
Current vs 7-Day Eod +73.68% | +13.39%-22.43% | +2.98%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.00% | 12.75%
Calls: 3.26% | 8.82%
Puts: 2.74% | 16.67%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +28.76% | +512.98%
Prior 7-Day Avg 3.90% | 9.28%
Calls: 4.16% | 9.30%
Puts: 3.64% | 9.25%
Current vs 7-Day Avg -23.11% | +37.39%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($73.69M). Massive premium surge with dollar volume up 110% vs prior. Slightly bearish P/C ratio of 1.07.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
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 108 of results (avg 5.9%, best 1.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Oct 160.880.89$0.891.1%3.1K0.091.7K
$195.00Oct 1620.3520.60$20.481.2%440.85632
$227.50Oct 163.553.60$3.581.4%6920.284.8K
$230.00Oct 163.053.10$3.081.6%2.0K0.251.2K
$207.50Oct 1611.3511.55$11.451.7%700.64678
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 162.652.68$2.671.1%4.1K0.222.0K
$235.00Oct 1623.3523.65$23.501.3%740.8039
$225.00Oct 1615.3015.50$15.401.3%1.3K0.681.1K
$217.50Oct 1610.1010.30$10.202.0%6190.55365
$212.50Oct 167.257.40$7.332.0%1.7K0.46213

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.78, cheapest $0.59)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Oct 160.630.68$0.667.6%2660.07177
$250.00Oct 160.880.89$0.891.1%3.1K0.091.7K
$252.50Oct 160.760.79$0.783.8%2160.0842
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 160.570.60$0.595.1%8250.061.1K
$187.50Oct 160.750.78$0.773.9%4450.08611
$190.00Oct 160.971.00$0.993.0%1.6K0.101.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 131 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Oct 1639.6543.20$41.438.6%490.98102
$175.00Oct 1637.5040.00$38.756.5%500.981.4K
$177.50Oct 1635.0538.30$36.678.9%210.96108
$180.00Oct 1632.6535.05$33.857.1%390.962.9K
$182.50Oct 1630.2533.25$31.759.4%--0.9461
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Oct 1640.0543.45$41.758.1%30.916
$252.50Oct 1637.6541.05$39.358.6%30.913
$250.00Oct 1635.3538.65$37.008.9%260.90477
$245.00Oct 1631.9533.25$32.604.0%280.8810
$242.50Oct 1628.4031.85$30.1311.5%10.861

Most actively traded options today. High liquidity = easy entry/exit. 269 active (total vol 67.9K, top 4.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 165.555.70$5.632.7%4.3K0.402.4K
$225.00Oct 164.104.20$4.152.4%3.5K0.323.7K
$250.00Oct 160.880.89$0.891.1%3.1K0.091.7K
$235.00Oct 162.242.29$2.272.2%2.1K0.193.9K
$230.00Oct 163.053.10$3.081.6%2.0K0.251.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 162.652.68$2.671.1%4.1K0.222.0K
$210.00Oct 166.106.25$6.182.4%3.7K0.411.9K
$220.00Oct 1611.7011.95$11.832.1%2.5K0.601.1K
$180.00Oct 160.310.45$0.3836.8%2.5K0.043.8K
$215.00Oct 168.008.85$8.4310.1%2.3K0.511.2K

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 14.6%, max 14.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 16Oct 23100.7%87.8%14.6%338183
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 16Oct 23100.7%87.8%14.6%1113

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 213 found (best R:R 0.56, avg 2.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$190.00Nov 13$9.63$5.37$9.6378%0.56$184.63
$220.00$230.00Nov 20$3.43$6.57$3.4353%1.92$223.43
$235.00$240.00Nov 6$0.52$4.48$0.5243%8.62$235.52
$240.00$250.00Nov 20$2.43$7.57$2.4343%3.12$242.43
$210.00$220.00Nov 20$4.17$5.83$4.1759%1.40$214.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$212.50Oct 23$0.53$1.97$0.5349%3.72$214.47
$192.50$190.00Oct 30$0.33$2.17$0.3329%6.58$192.17
$195.00$192.50Nov 6$0.47$2.03$0.4732%4.32$194.53
$197.50$195.00Oct 23$0.35$2.15$0.3526%6.14$197.15
$210.00$207.50Oct 23$0.90$1.60$0.9043%1.78$209.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 1.38, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$227.50Oct 30$1.63$1.63$0.8752%1.87$226.63
$245.00$250.00Oct 30$1.98$1.98$3.0264%0.66$246.98
$232.50$235.00Oct 23$0.97$0.97$1.5368%0.63$233.47
$240.00$245.00Nov 6$2.13$2.13$2.8759%0.74$242.13
$220.00$222.50Oct 23$1.23$1.23$1.2755%0.97$221.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$5.80$5.80$4.2059%1.38$204.20
$185.00$180.00Nov 13$2.13$2.13$2.8773%0.74$182.87
$207.50$202.50Nov 13$2.80$2.80$2.2060%1.27$204.70
$195.00$192.50Oct 30$1.60$1.60$0.9069%1.78$193.40
$197.50$195.00Nov 6$1.65$1.65$0.8566%1.94$195.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $4.04, cheapest $3.82)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Oct 16Oct 23$4.3090.3%79.7%
$225.00Oct 16Oct 23$3.9895.2%86.8%
$207.50Oct 16Oct 23$3.8089.7%81.5%
$205.00Oct 16Oct 23$4.1089.6%81.5%
$215.00Oct 16Oct 23$4.1091.7%83.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Oct 16Oct 23$3.8290.3%79.7%
$225.00Oct 16Oct 23$3.6595.2%86.8%
$207.50Oct 16Oct 23$4.0289.7%81.5%
$205.00Oct 16Oct 23$3.8889.6%81.5%
$215.00Oct 16Oct 23$3.7591.7%83.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 80 found (cheapest 7.47% of stock, avg 17.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$215.00Oct 16$7.53$8.43$15.96$199.04$230.967.47%
$212.50Oct 16$8.68$7.33$16.01$196.49$228.517.49%
$210.00Oct 16$10.03$6.18$16.21$193.79$226.217.58%
$207.50Oct 16$11.45$5.08$16.53$190.97$224.037.73%
$217.50Oct 16$6.40$10.20$16.60$200.90$234.107.77%
$205.00Oct 16$13.13$4.15$17.28$187.72$222.288.08%
$220.00Oct 16$5.63$11.83$17.46$202.54$237.468.17%
$202.50Oct 16$14.63$3.35$17.98$184.52$220.488.41%
$222.50Oct 16$4.83$13.43$18.26$204.24$240.768.54%
$200.00Oct 16$16.40$2.67$19.07$180.93$219.078.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 3.51% of stock, avg 15.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$225.00$202.50Oct 16$4.15$3.35$7.50$195.00$232.50
$225.00$205.00Oct 16$4.15$4.15$8.30$196.70$233.30
$222.50$202.50Oct 16$4.83$3.35$8.18$194.32$230.68
$222.50$205.00Oct 16$4.83$4.15$8.98$196.02$231.48
$225.00$207.50Oct 16$4.15$5.08$9.23$198.27$234.23
$222.50$207.50Oct 16$4.83$5.08$9.91$197.59$232.41
$220.00$202.50Oct 16$5.63$3.35$8.98$193.52$228.98
$220.00$205.00Oct 16$5.63$4.15$9.78$195.22$229.78
$220.00$207.50Oct 16$5.63$5.08$10.71$196.79$230.71
$225.00$210.00Oct 16$4.15$6.18$10.33$199.67$235.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 8.62, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202232/235Oct 23$2.24$0.2635%8.62$200.26$234.74
182/185232/235Oct 23$1.77$0.7354%2.42$183.23$234.27
200/202230/232Oct 23$2.15$0.3532%6.14$200.35$232.15
182/185230/232Oct 23$1.68$0.8251%2.05$183.32$231.68
188/190232/235Oct 23$1.65$0.8549%1.94$188.35$234.15
192/195232/235Oct 23$1.71$0.7944%2.16$193.29$234.21
175/178232/235Oct 23$1.31$1.1959%1.10$176.19$233.81
198/200232/235Oct 23$1.78$0.7239%2.47$198.22$234.28
188/190230/232Oct 23$1.56$0.9446%1.66$188.44$231.56
200/202235/238Oct 23$1.75$0.7538%2.33$200.75$236.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 138 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$207.50$210.00$212.50Oct 16$0.07$2.4310%34.71
$215.00$220.00$225.00Nov 13$0.10$4.906%49.00
$225.00$227.50$230.00Oct 16$0.07$2.437%34.71
$235.00$237.50$240.00Oct 23$0.06$2.444%40.67
$220.00$222.50$225.00Oct 16$0.12$2.388%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.10$9.9010%99.00
$200.00$210.00$220.00Nov 20$0.15$9.8511%65.67
$230.00$240.00$250.00Nov 20$0.22$9.789%44.45
$207.50$210.00$212.50Oct 16$0.05$2.4510%49.00
$225.00$230.00$235.00Oct 23$0.23$4.7710%20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.08, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$252.50$255.001:2Oct 16-$0.54$1.96
$250.00$252.501:2Oct 16-$0.67$1.83
$247.50$250.001:2Oct 16-$0.73$1.77
$245.00$247.501:2Oct 16-$0.87$1.63
$242.50$245.001:2Oct 16-$1.03$1.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$177.50$175.001:2Oct 16-$0.08$2.42
$182.50$180.001:2Oct 16-$0.21$2.29
$175.00$172.501:2Oct 16-$0.17$2.33
$180.00$177.501:2Oct 16-$0.30$2.20
$187.50$185.001:2Oct 16-$0.41$2.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 7.21%, avg 4.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$15.400.3917.0%7.21%24.17%523888
$230.00Nov 20$21.250.487.6%9.94%17.55%169699
$240.00Nov 20$17.150.4312.3%8.02%20.31%135819
$220.00Nov 20$24.850.532.9%11.63%14.56%1353.6K
$235.00Nov 13$17.600.449.9%8.23%18.18%1912
$240.00Nov 13$15.850.4212.3%7.42%19.70%1319
$245.00Nov 13$14.400.3914.6%6.74%21.36%220
$230.00Nov 13$18.850.477.6%8.82%16.43%2120
$250.00Nov 13$12.700.3717.0%5.94%22.91%715
$240.00Nov 6$15.200.4112.3%7.11%19.40%445

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 51,139
Total Puts 54,958
Put/Call Ratio 1.07
Net Difference -3,819

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 385,793
Total Puts 304,752
Average Put/Call Ratio 0.83
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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