Tour v531
MRNA
MODERNA INC
$226.30 +4.65%
$225.06 (-0.55%)🌙
as of 10/14 06:02 PM
◀ 10/14 18:02 ▶

Option Volume

Detail
ℹ
Current (10/14) 110,184
Calls: 60,800 (55%)
Puts: 49,384 (45%)
Prior (10/13) 70,044
Calls: 38,954 (56%)
Puts: 31,090 (44%)
Current vs Prior +57.31%
Calls: +56.08% (Calls)
Puts: +58.84% (Puts)
Prior 7-Day Total 678,168
Calls: 375,145 (55%)
Puts: 303,023 (45%)
Prior 7-Day Average 96,881
Calls: 53,592 (55%)
Puts: 43,289 (45%)
Current vs Prior 7-Day Avg +13.73%
Calls: +13.45%
Puts: +14.08%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/14) $113.07M
Calls: $84.78M (75%)
Puts: $28.29M (25%)
Prior (10/13) $60.30M
Calls: $45.04M (75%)
Puts: $15.27M (25%)
Current vs Prior +87.50%
Calls: +88.24%
Puts: +85.33%
Prior 7-Day Total $571.31M
Calls: $365.20M (64%)
Puts: $206.11M (36%)
Prior 7-Day Average $81.62M
Calls: $52.17M (64%)
Puts: $29.44M (36%)
Current vs Prior 7-Day Avg +38.54%
Calls: +62.50%
Puts: -3.92%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 0.81
Prior (10/13) 0.80
Current vs Prior +1.77%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg -3.27%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/14) 871,520
Calls: 367,420 (42%)
Puts: 504,100 (58%)
Prior (10/13) 855,038
Calls: 358,119 (42%)
Puts: 496,919 (58%)
Current vs Prior +1.93%
Prior 7-Day Total 5,792,060
Calls: 2,478,276 (43%)
Puts: 3,313,784 (57%)
Prior 7-Day Average 827,437
Calls: 354,039 (43%)
Puts: 473,397 (57%)
Current vs Prior 7-Day Avg +5.33%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 6.58% | 11.80%6.58% | 28.94%
Prior 7.60% | 11.81%7.60% | 28.21%
Current vs Prior -13.46% | -0.14%-13.46% | +2.59%
Prior 7-Day Avg 7.28% | 11.44%10.31% | 28.35%
Current vs 7-Day Avg -9.66% | +3.12%-36.23% | +2.09%
Prior 7-Day Eod 7.60% | 11.82%7.60% | 28.21%
Current vs 7-Day Eod -13.46% | -0.14%-13.46% | +2.59%
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 3.31% | 8.73%
Calls: 3.45% | 7.57%
Puts: 3.17% | 9.88%
Current vs 7-Day Avg -9.29% | +46.07%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($84.78M). Elevated premium activity with dollar volume up 88% vs prior. Above-average activity with volume up 57% vs prior.

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 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 98 of results (avg 8.0%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1617.6018.30$17.953.9%6390.841.8K
$225.00Oct 167.257.55$7.404.1%4.5K0.554.1K
$220.00Oct 1610.0010.45$10.234.4%4.8K0.662.4K
$205.00Oct 1621.7522.80$22.284.7%1350.90670
$215.00Oct 1613.6014.35$13.985.4%1.4K0.76943
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2043.7045.95$44.835.0%--0.5576
$260.00Nov 2050.5053.25$51.885.3%--0.6021
$245.00Oct 1619.5020.65$20.085.7%40.839
$225.00Oct 165.856.20$6.035.8%9970.461.0K
$240.00Nov 2037.0039.40$38.206.3%1790.5031

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.61, cheapest $0.36)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Oct 160.500.56$0.5311.3%1820.07201
$255.00Oct 160.610.69$0.6512.3%3550.08267
$252.50Oct 160.770.85$0.819.9%3790.10215
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Oct 160.330.39$0.3616.7%2510.04620
$200.00Oct 160.440.50$0.4712.8%3.6K0.063.2K
$202.50Oct 160.590.66$0.6311.1%6480.07690
$205.00Oct 160.790.87$0.839.6%1.8K0.102.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 127 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$182.50Oct 1641.4044.95$43.188.2%21.0061
$185.00Oct 1638.8042.05$40.428.0%61.001.4K
$187.50Oct 1636.5539.85$38.208.6%21.00123
$190.00Oct 1633.8536.65$35.257.9%271.001.0K
$192.50Oct 1631.4534.70$33.089.8%170.94403
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 1643.0046.30$44.657.4%--0.9811
$260.00Oct 1633.3036.65$34.979.6%--0.9527
$250.00Oct 1623.4025.80$24.609.8%1930.88473
$245.00Oct 1619.5020.65$20.085.7%40.839
$260.00Oct 2335.4538.85$37.159.2%390.8334

Most actively traded options today. High liquidity = easy entry/exit. 271 active (total vol 82.1K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 1610.0010.45$10.234.4%4.8K0.662.4K
$225.00Oct 167.257.55$7.404.1%4.5K0.554.1K
$230.00Oct 164.705.50$5.1015.7%3.9K0.431.1K
$222.50Oct 167.809.30$8.5517.5%3.4K0.603.8K
$250.00Oct 3014.6016.00$15.309.2%2.9K0.40532
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 160.150.25$0.2050.0%4.6K0.031.7K
$200.00Oct 160.440.50$0.4712.8%3.6K0.063.2K
$210.00Oct 161.381.54$1.4611.0%2.9K0.161.3K
$220.00Oct 163.804.20$4.0010.0%1.9K0.341.2K
$205.00Oct 160.790.87$0.839.6%1.8K0.102.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 6.2%, max 21.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$242.50Oct 16Oct 23108.5%91.3%18.9%778625
$237.50Oct 16Oct 23106.3%89.5%18.8%457387
$210.00Oct 16Nov 27105.4%100.9%4.5%6551.8K
$240.00Oct 16Nov 27107.1%103.0%3.9%2.9K953
$235.00Oct 16Nov 27105.6%102.1%3.5%1.6K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Oct 16Oct 23109.2%90.0%21.3%50615
$210.00Oct 16Nov 27105.4%100.9%4.5%2.9K1.3K
$220.00Oct 16Nov 27103.2%100.3%2.8%1.9K1.2K
$215.00Oct 16Nov 27103.2%100.6%2.6%1.5K1.2K
$225.00Oct 16Nov 27101.5%99.2%2.4%1.0K1.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 214 found (best R:R 1.29, avg 2.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$220.00Nov 20$4.36$5.64$4.3665%1.29$214.36
$250.00$270.00Nov 27$6.01$13.99$6.0145%2.33$256.01
$200.00$210.00Nov 20$5.20$4.80$5.2070%0.92$205.20
$250.00$260.00Nov 20$2.80$7.20$2.8044%2.57$252.80
$230.00$240.00Nov 20$3.97$6.03$3.9754%1.52$233.97
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 23$0.18$2.32$0.1818%12.89$199.82
$222.50$220.00Oct 23$0.80$1.70$0.8044%2.12$221.70
$230.00$227.50Oct 30$1.00$1.50$1.0048%1.50$229.00
$225.00$222.50Oct 23$1.00$1.50$1.0047%1.50$224.00
$185.00$182.50Oct 23$0.11$2.39$0.119%21.73$184.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 0.92, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$252.50$255.00Oct 23$0.97$0.97$1.5376%0.63$253.47
$232.50$235.00Oct 23$1.39$1.39$1.1156%1.25$233.89
$250.00$255.00Oct 30$2.15$2.15$2.8560%0.75$252.15
$247.50$250.00Oct 23$0.83$0.83$1.6772%0.50$248.33
$257.50$260.00Oct 23$0.59$0.59$1.9181%0.31$258.09
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 27$4.78$4.78$5.2265%0.92$205.22
$210.00$200.00Nov 20$4.65$4.65$5.3565%0.87$205.35
$220.00$210.00Nov 20$5.02$5.02$4.9860%1.01$214.98
$210.00$205.00Nov 6$2.57$2.57$2.4365%1.06$207.43
$200.00$195.00Nov 13$2.20$2.20$2.8070%0.79$197.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $5.77, cheapest $4.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Oct 16Oct 23$4.90105.6%88.7%
$227.50Oct 16Oct 23$5.22104.7%89.3%
$225.00Oct 16Oct 23$5.70101.5%88.0%
$222.50Oct 16Oct 23$5.65101.3%89.9%
$232.50Oct 16Oct 23$5.62103.6%92.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Oct 16Oct 23$5.80105.6%88.7%
$227.50Oct 16Oct 23$6.12104.7%89.3%
$225.00Oct 16Oct 23$6.22101.5%88.0%
$222.50Oct 16Oct 23$6.37101.3%89.9%
$230.00Oct 16Oct 23$6.10103.1%92.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 5.93% of stock, avg 17.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$8.55$4.88$13.43$209.07$235.935.93%
$225.00Oct 16$7.40$6.03$13.43$211.57$238.435.93%
$227.50Oct 16$6.28$7.48$13.76$213.74$241.266.08%
$230.00Oct 16$5.10$8.90$14.00$216.00$244.006.19%
$220.00Oct 16$10.23$4.00$14.23$205.77$234.236.29%
$232.50Oct 16$4.20$10.35$14.55$217.95$247.056.43%
$217.50Oct 16$12.05$3.10$15.15$202.35$232.656.69%
$235.00Oct 16$3.53$12.18$15.71$219.29$250.716.94%
$215.00Oct 16$13.98$2.44$16.42$198.58$231.427.26%
$237.50Oct 16$2.88$14.08$16.96$220.54$254.467.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 159 found (cheapest 2.35% of stock, avg 15.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$2.88$2.44$5.32$209.68$242.82
$237.50$217.50Oct 16$2.88$3.10$5.98$211.52$243.48
$235.00$215.00Oct 16$3.53$2.44$5.97$209.03$240.97
$235.00$217.50Oct 16$3.53$3.10$6.63$210.87$241.63
$237.50$220.00Oct 16$2.88$4.00$6.88$213.12$244.38
$235.00$220.00Oct 16$3.53$4.00$7.53$212.47$242.53
$232.50$215.00Oct 16$4.20$2.44$6.64$208.36$239.14
$232.50$217.50Oct 16$4.20$3.10$7.30$210.20$239.80
$232.50$220.00Oct 16$4.20$4.00$8.20$211.80$240.70
$237.50$222.50Oct 16$2.88$4.88$7.76$214.74$245.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 143 found (best R:R 3.31, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
205/210265/270Nov 6$3.84$1.1631%3.31$206.16$268.84
192/195248/250Oct 23$1.43$1.0757%1.34$193.57$248.93
190/192248/250Oct 23$1.30$1.2059%1.08$191.20$248.80
202/205248/250Oct 23$1.54$0.9648%1.60$203.46$249.04
185/188248/250Oct 23$1.20$1.3062%0.92$186.30$248.70
192/195242/245Oct 23$1.42$1.0852%1.31$193.58$243.92
195/198248/250Oct 23$1.36$1.1455%1.19$196.14$248.86
208/210248/250Oct 23$1.65$0.8543%1.94$208.35$249.15
200/202248/250Oct 23$1.42$1.0851%1.31$201.08$248.92
190/192242/245Oct 23$1.29$1.2155%1.07$191.21$243.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 136 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Nov 20$0.12$9.889%82.33
$230.00$240.00$250.00Nov 20$0.22$9.7810%44.45
$250.00$255.00$260.00Nov 6$0.07$4.935%70.43
$190.00$195.00$200.00Nov 20$0.08$4.925%61.50
$235.00$240.00$245.00Nov 6$0.11$4.896%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.37$9.6311%26.03
$210.00$220.00$230.00Nov 20$0.41$9.5910%23.39
$240.00$250.00$260.00Nov 20$0.42$9.5810%22.81
$232.50$235.00$237.50Oct 16$0.07$2.4310%34.71
$212.50$215.00$217.50Oct 16$0.09$2.419%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.04, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$267.50$270.001:2Oct 16-$0.07$2.43
$265.00$267.501:2Oct 16-$0.09$2.41
$260.00$262.501:2Oct 16-$0.12$2.38
$257.50$260.001:2Oct 16-$0.23$2.27
$262.50$265.001:2Oct 16-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$187.50$185.001:2Oct 16-$0.04$2.46
$185.00$182.501:2Oct 16-$0.08$2.42
$192.50$190.001:2Oct 16-$0.13$2.37
$195.00$192.501:2Oct 16-$0.17$2.33
$200.00$197.501:2Oct 16-$0.25$2.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 9.30%, avg 5.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 27$21.050.4510.5%9.30%19.77%122
$240.00Nov 27$24.100.506.0%10.65%16.70%111
$270.00Nov 27$14.950.3619.3%6.61%25.92%64
$235.00Nov 27$26.000.523.8%11.49%15.33%37
$260.00Nov 20$16.750.4014.9%7.40%22.29%941.1K
$250.00Nov 20$19.550.4410.5%8.64%19.11%985831
$240.00Nov 20$23.050.496.0%10.19%16.24%338989
$230.00Nov 27$27.700.541.6%12.24%13.88%911
$270.00Nov 20$14.000.3519.3%6.19%25.50%741.4K
$245.00Nov 13$20.450.468.3%9.04%17.30%321

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 60,800
Total Puts 49,384
Put/Call Ratio 0.81
Net Difference 11,416

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 375,145
Total Puts 303,023
Average Put/Call Ratio 0.84
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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