Tour v531
MRNA
MODERNA INC
$216.25 +1.17%
$215.26 (-0.46%)🌙
as of 10/13 06:02 PM
◀ 10/13 18:02 ▶

Option Volume

Detail
ℹ
Current (10/13) 70,044
Calls: 38,954 (56%)
Puts: 31,090 (44%)
Prior (10/12) 106,097
Calls: 51,139 (48%)
Puts: 54,958 (52%)
Current vs Prior -33.98%
Calls: -23.83% (Calls)
Puts: -43.43% (Puts)
Prior 7-Day Total 693,161
Calls: 389,158 (56%)
Puts: 304,003 (44%)
Prior 7-Day Average 99,023
Calls: 55,594 (56%)
Puts: 43,429 (44%)
Current vs Prior 7-Day Avg -29.26%
Calls: -29.93%
Puts: -28.41%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/13) $60.30M
Calls: $45.04M (75%)
Puts: $15.27M (25%)
Prior (10/12) $112.75M
Calls: $73.69M (65%)
Puts: $39.06M (35%)
Current vs Prior -46.52%
Calls: -38.88%
Puts: -60.92%
Prior 7-Day Total $578.61M
Calls: $369.64M (64%)
Puts: $208.98M (36%)
Prior 7-Day Average $82.66M
Calls: $52.81M (64%)
Puts: $29.85M (36%)
Current vs Prior 7-Day Avg -27.05%
Calls: -14.71%
Puts: -48.87%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 0.80
Prior (10/12) 1.07
Current vs Prior -25.73%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -1.73%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/13) 855,038
Calls: 358,119 (42%)
Puts: 496,919 (58%)
Prior (10/12) 829,020
Calls: 346,466 (42%)
Puts: 482,554 (58%)
Current vs Prior +3.14%
Prior 7-Day Total 5,772,767
Calls: 2,480,382 (43%)
Puts: 3,292,385 (57%)
Prior 7-Day Average 824,681
Calls: 354,340 (43%)
Puts: 470,340 (57%)
Current vs Prior 7-Day Avg +3.68%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 7.60% | 11.81%7.60% | 28.21%
Prior 8.01% | 11.70%8.01% | 28.52%
Current vs Prior -5.09% | +0.97%-5.09% | -1.06%
Prior 7-Day Avg 6.82% | 11.14%11.08% | 28.53%
Current vs 7-Day Avg +11.33% | +6.09%-31.43% | -1.10%
Prior 7-Day Eod 8.01% | 11.70%8.01% | 28.52%
Current vs 7-Day Eod -5.09% | +0.97%-5.09% | -1.06%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.00% | 12.75%
Calls: 3.26% | 8.82%
Puts: 2.74% | 16.67%
Prior 3.00% | 12.75%
Calls: 3.26% | 8.82%
Puts: 2.74% | 16.67%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 3.60% | 9.00%
Calls: 3.80% | 8.43%
Puts: 3.40% | 9.56%
Current vs 7-Day Avg -16.77% | +41.60%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($45.04M). P/C ratio dropping 26% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
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 74 of results (avg 7.8%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 2046.2548.55$47.404.9%30.762.1K
$175.00Nov 2049.6052.25$50.935.2%20.782.9K
$210.00Nov 2029.8531.60$30.735.7%830.59622
$185.00Nov 2042.7545.40$44.086.0%--0.73787
$175.00Oct 3045.0047.85$46.436.1%20.82105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2049.2551.40$50.334.3%10.6175
$250.00Nov 646.3048.50$47.404.6%--0.6457
$250.00Oct 3043.7046.25$44.985.7%10.676
$240.00Nov 2041.8544.35$43.105.8%30.5630
$240.00Nov 638.9041.30$40.106.0%10.594

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 128 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 1639.0041.85$40.427.1%71.001.4K
$177.50Oct 1636.5039.40$37.957.6%71.00112
$180.00Oct 1634.0037.15$35.588.9%161.002.9K
$182.50Oct 1631.5034.40$32.958.8%31.0061
$185.00Oct 1629.0032.05$30.5310.0%30.951.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Oct 1638.5541.50$40.037.4%10.956
$252.50Oct 1636.2039.20$37.708.0%20.944
$250.00Oct 1633.8036.35$35.087.3%20.93475
$242.50Oct 1626.6529.70$28.1710.8%10.892
$240.00Oct 1624.5527.35$25.9510.8%60.8722

Most actively traded options today. High liquidity = easy entry/exit. 262 active (total vol 51.1K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 165.206.05$5.6315.1%4.7K0.432.3K
$215.00Oct 167.408.45$7.9313.2%2.6K0.54932
$215.00Oct 2311.7013.30$12.5012.8%2.2K0.54171
$217.50Oct 2310.4512.20$11.3315.4%2.0K0.50142
$250.00Oct 160.460.65$0.5633.9%1.5K0.071.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 161.781.93$1.868.1%3.4K0.182.4K
$175.00Oct 160.100.15$0.1338.5%1.9K0.022.9K
$210.00Oct 164.505.50$5.0020.0%1.6K0.361.4K
$190.00Oct 232.913.40$3.1615.5%1.6K0.17251
$210.00Oct 238.6010.65$9.6321.3%1.1K0.40177

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 4.0%, max 13.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 16Oct 23103.0%90.7%13.6%265371
$210.00Oct 16Nov 27100.4%96.3%4.3%6381.9K
$235.00Oct 16Nov 27101.1%98.4%2.7%8193.9K
$200.00Oct 16Nov 2797.0%95.7%1.3%1944.7K
$230.00Oct 16Nov 2799.3%98.2%1.2%1.2K1.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$232.50Oct 16Oct 2399.5%88.8%12.0%176197
$210.00Oct 16Nov 27100.4%96.3%4.3%1.6K1.5K
$205.00Oct 16Nov 2797.9%95.7%2.3%8552.1K
$200.00Oct 16Nov 2797.0%95.7%1.3%3.5K2.4K
$215.00Oct 16Nov 2795.5%95.2%0.3%7621.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 223 found (best R:R 0.59, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$190.00Nov 27$9.45$5.55$9.4578%0.59$184.45
$200.00$210.00Nov 20$4.74$5.26$4.7465%1.11$204.74
$220.00$230.00Nov 20$3.65$6.35$3.6554%1.74$223.65
$200.00$210.00Nov 27$4.80$5.20$4.8064%1.08$204.80
$240.00$250.00Nov 20$2.63$7.37$2.6343%2.80$242.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$212.50Oct 16$0.67$1.83$0.6746%2.73$214.33
$227.50$225.00Oct 16$1.33$1.17$1.3370%0.88$226.17
$177.50$175.00Nov 6$0.20$2.30$0.2021%11.50$177.30
$190.00$185.00Nov 20$1.10$3.90$1.1029%3.55$188.90
$215.00$212.50Oct 23$0.92$1.58$0.9246%1.72$214.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 1.11, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$227.50Oct 23$1.43$1.43$1.0759%1.34$226.43
$247.50$250.00Oct 23$0.74$0.74$1.7679%0.42$248.24
$220.00$222.50Oct 16$1.10$1.10$1.4057%0.79$221.10
$255.00$257.50Oct 16$0.15$0.15$2.3595%0.06$255.15
$217.50$220.00Oct 23$1.26$1.26$1.2450%1.02$218.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$5.25$5.25$4.7560%1.11$204.75
$195.00$190.00Nov 20$2.90$2.90$2.1068%1.38$192.10
$182.50$180.00Nov 13$1.52$1.52$0.9875%1.55$180.98
$190.00$185.00Nov 27$2.27$2.27$2.7370%0.83$187.73
$200.00$195.00Nov 27$2.53$2.53$2.4765%1.02$197.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $4.53, cheapest $4.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 16Oct 23$4.50102.0%87.3%
$207.50Oct 16Oct 23$4.41100.7%87.4%
$210.00Oct 16Oct 23$4.42100.4%87.2%
$220.00Oct 16Oct 23$4.4495.7%85.1%
$215.00Oct 16Oct 23$4.5795.5%84.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 16Oct 23$4.65102.0%87.3%
$207.50Oct 16Oct 23$4.45100.7%87.4%
$210.00Oct 16Oct 23$4.63100.4%87.2%
$220.00Oct 16Oct 23$4.4095.7%85.1%
$215.00Oct 16Oct 23$4.9095.5%84.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 6.83% of stock, avg 17.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$215.00Oct 16$7.93$6.85$14.78$200.22$229.786.83%
$217.50Oct 16$6.60$8.50$15.10$202.40$232.606.98%
$212.50Oct 16$8.98$6.18$15.16$197.34$227.667.01%
$210.00Oct 16$10.18$5.00$15.18$194.82$225.187.02%
$220.00Oct 16$5.63$9.95$15.58$204.42$235.587.20%
$207.50Oct 16$11.77$4.10$15.87$191.63$223.377.34%
$222.50Oct 16$4.53$11.73$16.26$206.24$238.767.52%
$205.00Oct 16$13.30$3.13$16.43$188.57$221.437.60%
$225.00Oct 16$3.90$13.75$17.65$207.35$242.658.16%
$202.50Oct 16$15.30$2.44$17.74$184.76$220.248.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 3.04% of stock, avg 15.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$227.50$205.00Oct 16$3.45$3.13$6.58$198.42$234.08
$225.00$205.00Oct 16$3.90$3.13$7.03$197.97$232.03
$227.50$207.50Oct 16$3.45$4.10$7.55$199.95$235.05
$225.00$207.50Oct 16$3.90$4.10$8.00$199.50$233.00
$222.50$205.00Oct 16$4.53$3.13$7.66$197.34$230.16
$227.50$210.00Oct 16$3.45$5.00$8.45$201.55$235.95
$225.00$210.00Oct 16$3.90$5.00$8.90$201.10$233.90
$222.50$207.50Oct 16$4.53$4.10$8.63$198.87$231.13
$222.50$210.00Oct 16$4.53$5.00$9.53$200.47$232.03
$220.00$205.00Oct 16$5.63$3.13$8.76$196.24$228.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 1.10, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185240/242Oct 23$1.31$1.1960%1.10$183.69$241.31
182/185232/235Oct 23$1.38$1.1254%1.23$183.62$233.88
205/208240/242Oct 16$1.28$1.2256%1.05$206.22$241.28
205/208238/240Oct 16$1.35$1.1553%1.17$206.15$238.85
192/195240/242Oct 23$1.39$1.1151%1.25$193.61$241.39
175/178240/242Oct 23$1.03$1.4764%0.70$176.47$241.03
182/185238/240Oct 23$1.16$1.3458%0.87$183.84$238.66
190/192240/242Oct 23$1.27$1.2354%1.03$191.23$241.27
205/208228/230Oct 16$1.62$0.8839%1.84$205.88$229.12
182/185235/238Oct 23$1.19$1.3156%0.91$183.81$236.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 134 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.24$9.7611%40.67
$220.00$225.00$230.00Nov 6$0.07$4.936%70.43
$230.00$235.00$240.00Nov 6$0.08$4.926%61.50
$185.00$190.00$195.00Nov 20$0.07$4.936%70.43
$190.00$192.50$195.00Oct 23$0.05$2.456%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.38$9.6211%25.32
$220.00$230.00$240.00Nov 20$0.42$9.5810%22.81
$195.00$197.50$200.00Oct 16$0.05$2.456%49.00
$200.00$202.50$205.00Oct 16$0.11$2.398%21.73
$210.00$220.00$230.00Nov 20$0.57$9.4311%16.54

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-8.22, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$257.501:2Oct 16-$0.15$2.35
$247.50$250.001:2Oct 16-$0.40$2.10
$250.00$252.501:2Oct 16-$0.42$2.08
$252.50$255.001:2Oct 16-$0.41$2.09
$240.00$242.501:2Oct 16-$0.65$1.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$232.501:2Oct 23-$8.22$9.28
$187.50$185.001:2Oct 16-$0.13$2.37
$180.00$177.501:2Oct 16-$0.12$2.38
$177.50$175.001:2Oct 16-$0.14$2.36
$190.00$187.501:2Oct 16-$0.31$2.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 8.62%, avg 4.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Nov 27$18.650.4411.0%8.62%19.61%112
$255.00Nov 27$14.550.3717.9%6.73%24.65%23
$250.00Nov 27$15.500.3915.6%7.17%22.77%1511
$235.00Nov 27$20.000.468.7%9.25%17.92%17
$250.00Nov 20$15.250.3915.6%7.05%22.66%69811
$230.00Nov 27$21.600.496.4%9.99%16.35%59
$225.00Nov 27$23.750.514.0%10.98%15.03%68
$230.00Nov 20$21.450.486.4%9.92%16.28%233766
$220.00Nov 27$25.750.541.7%11.91%13.64%1334
$240.00Nov 20$17.250.4311.0%7.98%18.96%208832

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 38,954
Total Puts 31,090
Put/Call Ratio 0.80
Net Difference 7,864

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 389,158
Total Puts 304,003
Average Put/Call Ratio 0.81
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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