Tour v531
MRNA
MODERNA INC
$218.01 -7.82%
$216.00 (-0.92%)🌙
as of 10/16 09:54 PM
◀ 10/16 21:54

Option Volume

Detail
ℹ
Current (10/16) 245,987
Calls: 131,163 (53%)
Puts: 114,824 (47%)
Prior (10/14) 110,184
Calls: 60,800 (55%)
Puts: 49,384 (45%)
Current vs Prior +123.25%
Calls: +115.73% (Calls)
Puts: +132.51% (Puts)
Prior 7-Day Total 661,534
Calls: 349,561 (53%)
Puts: 311,973 (47%)
Prior 7-Day Average 94,504
Calls: 49,937 (53%)
Puts: 44,567 (47%)
Current vs Prior 7-Day Avg +160.29%
Calls: +162.66%
Puts: +157.64%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/16) $161.01M
Calls: $99.49M (62%)
Puts: $61.52M (38%)
Prior (10/14) $113.07M
Calls: $84.78M (75%)
Puts: $28.29M (25%)
Current vs Prior +42.40%
Calls: +17.35%
Puts: +117.46%
Prior 7-Day Total $628.28M
Calls: $411.61M (66%)
Puts: $216.67M (34%)
Prior 7-Day Average $89.75M
Calls: $58.80M (66%)
Puts: $30.95M (34%)
Current vs Prior 7-Day Avg +79.39%
Calls: +69.20%
Puts: +98.76%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 0.88
Prior (10/14) 0.81
Current vs Prior +7.78%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -1.51%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/16) 626,017
Calls: 269,054 (43%)
Puts: 356,963 (57%)
Prior (10/14) 871,520
Calls: 367,420 (42%)
Puts: 504,100 (58%)
Current vs Prior -28.17%
Prior 7-Day Total 5,813,730
Calls: 2,475,102 (43%)
Puts: 3,338,628 (57%)
Prior 7-Day Average 830,532
Calls: 353,586 (43%)
Puts: 476,946 (57%)
Current vs Prior 7-Day Avg -24.62%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 1.63% | 10.92%1.63% | 28.72%
Prior 6.58% | 11.80%6.58% | 28.94%
Current vs Prior +66.03% | +88.17%-75.23% | -0.76%
Prior 7-Day Avg 6.94% | 11.35%9.48% | 28.34%
Current vs 7-Day Avg +57.25% | +95.56%-82.81% | +1.36%
Prior 7-Day Eod 6.58% | 11.80%6.58% | 28.94%
Current vs 7-Day Eod +66.03% | +88.17%-75.23% | -0.76%
Sentiment BEARISHBULLISH

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 3.01% | 8.45%
Calls: 3.09% | 6.70%
Puts: 2.93% | 10.20%
Current vs 7-Day Avg -0.33% | +50.84%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($99.49M). Dollar volume significantly above 7-day average (79% higher). Unusually high activity with volume up 123% vs prior - elevated interest. Volume explosion - 160% above 7-day average (245,987 vs avg 94,504).

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 NEUTRAL
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 127 of results (avg 7.7%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 2028.0029.15$28.584.0%2000.562.9K
$212.50Oct 2313.8014.45$14.134.6%3360.6185
$250.00Oct 232.372.49$2.434.9%2.0K0.172.4K
$190.00Oct 2329.6531.30$30.485.4%250.87300
$175.00Nov 2051.4554.60$53.035.9%10.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2055.7558.55$57.154.9%20.6521
$230.00Oct 2318.3519.30$18.835.0%4380.65238
$250.00Oct 2333.7035.45$34.585.1%8510.87224
$245.00Oct 2329.4031.00$30.205.3%950.82581
$260.00Nov 652.6055.55$54.085.5%10.68--

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. 151 found (avg delta 0.75, highest 1.01)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 1640.8044.25$42.538.1%1591.011.0K
$177.50Oct 1638.4541.55$40.007.7%221.01109
$180.00Oct 1635.8039.15$37.478.9%1921.012.6K
$182.50Oct 1633.4536.65$35.059.1%31.0154
$185.00Oct 1630.8033.85$32.339.4%761.011.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Oct 160.001.89$0.95198.9%1.5K1.00543
$220.00Oct 162.042.97$2.5137.1%2.5K1.001.6K
$222.50Oct 164.205.90$5.0533.7%1.2K1.001.1K
$225.00Oct 166.607.75$7.1816.0%2.6K1.001.2K
$227.50Oct 168.4010.70$9.5524.1%4971.00388

Most actively traded options today. High liquidity = easy entry/exit. 323 active (total vol 209.1K, top 13.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 160.070.10$0.0933.3%11.0K0.101.8K
$215.00Oct 162.403.75$3.0843.8%8.4K0.92804
$217.50Oct 160.741.33$1.0456.7%8.4K1.004.8K
$225.00Oct 160.000.01$0.01100.0%8.1K0.014.3K
$222.50Oct 160.010.02$0.0250.0%7.5K0.024.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 160.000.01$0.01100.0%13.7K0.003.4K
$210.00Oct 160.000.04$0.02200.0%10.5K0.021.5K
$205.00Oct 160.000.02$0.01200.0%7.2K0.012.2K
$215.00Oct 160.000.21$0.11190.9%6.6K0.132.6K
$197.50Oct 160.000.01$0.01100.0%4.2K0.00620

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 207 found (best R:R 0.73, avg 2.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$200.00Nov 27$8.67$6.33$8.6774%0.73$193.67
$210.00$220.00Nov 20$3.84$6.16$3.8461%1.60$213.84
$230.00$240.00Nov 20$3.15$6.85$3.1550%2.17$233.15
$200.00$210.00Nov 13$5.25$4.75$5.2567%0.90$205.25
$200.00$210.00Nov 20$5.33$4.67$5.3367%0.88$205.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$217.50Oct 16$1.56$0.94$1.56100%0.60$218.44
$190.00$187.50Oct 23$0.10$2.40$0.1014%24.00$189.90
$217.50$215.00Oct 16$0.84$1.66$0.84100%1.98$216.66
$227.50$225.00Oct 23$1.29$1.21$1.2962%0.94$226.21
$232.50$230.00Oct 23$1.52$0.98$1.5268%0.64$230.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 1.02, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$250.00$255.00Oct 30$1.90$1.90$3.1064%0.61$251.90
$227.50$230.00Oct 23$1.17$1.17$1.3360%0.88$228.67
$235.00$237.50Oct 30$1.25$1.25$1.2556%1.00$236.25
$245.00$247.50Oct 23$0.54$0.54$1.9679%0.28$245.54
$240.00$242.50Oct 23$0.65$0.65$1.8574%0.35$240.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$5.05$5.05$4.9560%1.02$204.95
$200.00$195.00Nov 27$2.52$2.52$2.4866%1.02$197.48
$207.50$200.00Nov 13$3.47$3.47$4.0362%0.86$204.03
$200.00$192.50Nov 13$3.13$3.13$4.3766%0.72$196.87
$215.00$210.00Nov 27$2.80$2.80$2.2058%1.27$212.20

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 0.91% of stock, avg 17.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$217.50Oct 16$1.04$0.95$1.99$215.51$219.490.91%
$220.00Oct 16$0.09$2.51$2.60$217.40$222.601.19%
$215.00Oct 16$3.08$0.11$3.19$211.81$218.191.46%
$222.50Oct 16$0.02$5.05$5.07$217.43$227.572.33%
$212.50Oct 16$5.53$0.26$5.79$206.71$218.292.66%
$225.00Oct 16$0.01$7.18$7.19$217.81$232.193.30%
$210.00Oct 16$8.07$0.02$8.09$201.91$218.093.71%
$227.50Oct 16$0.01$9.55$9.56$217.94$237.064.39%
$207.50Oct 16$10.70$0.01$10.71$196.79$218.214.91%
$205.00Oct 16$12.50$0.01$12.51$192.49$217.515.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.09% of stock, avg 17.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$220.00$215.00Oct 16$0.09$0.11$0.20$214.80$220.20
$220.00$212.50Oct 16$0.09$0.26$0.35$212.15$220.35
$232.50$207.50Oct 23$5.88$6.65$12.53$194.97$245.03
$230.00$207.50Oct 23$6.48$6.65$13.13$194.37$243.13
$232.50$210.00Oct 23$5.88$7.68$13.56$196.44$246.06
$230.00$210.00Oct 23$6.48$7.68$14.16$195.84$244.16
$227.50$207.50Oct 23$7.65$6.65$14.30$193.20$241.80
$232.50$212.50Oct 23$5.88$8.70$14.58$197.92$247.08
$230.00$212.50Oct 23$6.48$8.70$15.18$197.32$245.18
$227.50$210.00Oct 23$7.65$7.68$15.33$194.67$242.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 1.12, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
195/198240/242Oct 23$1.32$1.1853%1.12$196.18$241.32
185/188240/242Oct 23$1.03$1.4761%0.70$186.47$241.03
178/180240/242Oct 23$0.91$1.5966%0.57$179.09$240.91
195/198235/238Oct 23$1.37$1.1348%1.21$196.13$236.37
190/192240/242Oct 23$1.08$1.4258%0.76$191.42$241.08
180/182240/242Oct 23$0.88$1.6265%0.54$181.62$240.88
185/188235/238Oct 23$1.08$1.4256%0.76$186.42$236.08
192/195240/242Oct 23$1.08$1.4256%0.76$193.92$241.08
178/180235/238Oct 23$0.96$1.5461%0.62$179.04$235.96
182/185240/242Oct 23$0.89$1.6163%0.55$184.11$240.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 130 found (best R:R 1.84, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$217.50$220.00$222.50Oct 16$0.88$1.6298%1.84
$215.00$217.50$220.00Oct 16$1.09$1.4182%1.29
$240.00$250.00$260.00Nov 20$0.39$9.6110%24.64
$220.00$222.50$225.00Oct 16$0.06$2.449%40.67
$207.50$210.00$212.50Oct 16$0.09$2.4111%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$215.00$217.50$220.00Oct 16$0.72$1.7887%2.47
$212.50$215.00$217.50Oct 16$0.99$1.5188%1.53
$200.00$210.00$220.00Nov 20$0.27$9.7311%36.04
$230.00$240.00$250.00Nov 20$0.29$9.7110%33.48
$230.00$235.00$240.00Nov 6$0.08$4.926%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.63, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$212.50$215.001:2Oct 16-$0.63$1.87
$222.50$225.001:2Oct 16$0.00$2.50
$225.00$227.501:2Oct 16-$0.01$2.49
$227.50$230.001:2Oct 16-$0.01$2.49
$230.00$232.501:2Oct 16-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$207.501:2Oct 16$0.00$2.50
$207.50$205.001:2Oct 16-$0.01$2.49
$202.50$200.001:2Oct 16-$0.01$2.49
$205.00$202.501:2Oct 16-$0.01$2.49
$190.00$187.501:2Oct 16-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 8.58%, avg 6.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Nov 27$18.700.4412.4%8.58%20.96%19
$240.00Nov 27$20.300.4610.1%9.31%19.40%517
$250.00Nov 27$17.250.4114.7%7.91%22.59%1626
$255.00Nov 27$15.850.3917.0%7.27%24.24%1--
$235.00Nov 27$22.050.487.8%10.11%17.91%810
$230.00Nov 27$23.850.515.5%10.94%16.44%1110
$260.00Nov 27$14.400.3719.3%6.61%25.87%56
$240.00Nov 20$19.750.4610.1%9.06%19.15%3471.1K
$225.00Nov 27$25.800.543.2%11.83%15.04%1517
$250.00Nov 20$16.250.4114.7%7.45%22.13%1921.3K

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 131,163
Total Puts 114,824
Put/Call Ratio 0.88
Net Difference 16,339

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 349,561
Total Puts 311,973
Average Put/Call Ratio 0.89
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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