Tour v529
MRNA
MODERNA INC
$189.00 -7.11%
◀ 9/30 09:35 ▶

Option Volume

Detail
ℹ
Current (09/30 9:35am) 9,638
Calls: 4,022 (42%)
Puts: 5,616 (58%)
Prior (09/25) 7,633
Calls: 5,417 (71%)
Puts: 2,216 (29%)
Current vs Prior +26.27%
Calls: -25.75% (Calls)
Puts: +153.43% (Puts)
Prior 7-Day Total 977,549
Calls: 479,877 (49%)
Puts: 497,672 (51%)
Prior 7-Day Average 139,649
Calls: 68,553 (49%)
Puts: 71,096 (51%)
Current vs Prior 7-Day Avg -93.10%
Calls: -94.13%
Puts: -92.10%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 9:35am) $8.30M
Calls: $4.47M (54%)
Puts: $3.83M (46%)
Prior (09/25) $3.82M
Calls: $3.25M (85%)
Puts: $571.2K (15%)
Current vs Prior +117.10%
Calls: +37.51%
Puts: +570.01%
Prior 7-Day Total $1.27B
Calls: $1.14B (90%)
Puts: $130.64M (10%)
Prior 7-Day Average $181.61M
Calls: $162.95M (90%)
Puts: $18.66M (10%)
Current vs Prior 7-Day Avg -95.43%
Calls: -97.26%
Puts: -79.49%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 9:35am) 1.40
Prior (09/25) 0.41
Current vs Prior +241.33%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +91.33%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 9:35am) 814,914
Calls: 352,207 (43%)
Puts: 462,707 (57%)
Prior (09/25) 888,058
Calls: 406,818 (46%)
Puts: 481,240 (54%)
Current vs Prior -8.24%
Prior 7-Day Total 4,907,800
Calls: 2,299,605 (47%)
Puts: 2,608,195 (53%)
Prior 7-Day Average 701,114
Calls: 328,515 (47%)
Puts: 372,599 (53%)
Current vs Prior 7-Day Avg +16.23%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 7.19% | 11.41%14.33% | 29.72%
Prior 5.34% | 10.49%5.34% | 19.36%
Current vs Prior +34.59% | +8.74%+168.39% | +53.54%
Prior 7-Day Avg 8.70% | 13.93%14.86% | 27.00%
Current vs 7-Day Avg -17.37% | -18.10%-3.60% | +10.06%
Prior 7-Day Eod 5.34% | 10.49%14.66% | 31.32%
Current vs 7-Day Eod +34.59% | +8.74%-2.27% | -5.12%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 7.73% | 20.91%
Calls: 8.82% | 22.42%
Puts: 6.64% | 19.40%
Prior 20.30% | 11.25%
Calls: 19.33% | 10.46%
Puts: 21.28% | 12.03%
Current vs Prior -61.92% | +85.87%
Prior 7-Day Avg 36.20% | 21.55%
Calls: 35.00% | 20.93%
Puts: 37.41% | 22.18%
Current vs 7-Day Avg -78.65% | -2.98%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 117% vs prior. Bearish P/C ratio of 1.40 indicates protective positioning. P/C ratio rising 241% - 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 BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBEARISHBEARISH

📈 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 69 of results (avg 7.2%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1623.5024.15$23.832.7%1790.771.2K
$195.00Oct 1610.3010.70$10.503.8%530.47253
$172.50Oct 1621.8022.65$22.233.8%10.7491
$175.00Oct 1620.2521.05$20.653.9%80.711.4K
$180.00Oct 1617.2017.90$17.554.0%70.653.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1626.4027.25$26.833.2%20.69109
$205.00Oct 1622.8023.55$23.183.2%240.6518
$202.50Oct 1621.0521.80$21.433.5%90.6228
$195.00Oct 1616.1016.70$16.403.7%200.5485
$197.50Oct 1617.6018.30$17.953.9%10.5770

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.70, cheapest $0.43)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 20.510.60$0.5516.4%1290.08758
$212.50Oct 20.660.76$0.7114.1%280.104.2K
$210.00Oct 20.850.96$0.9112.1%2100.123.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.400.46$0.4314.0%270.06839
$170.00Oct 20.600.67$0.6410.9%1630.091.4K
$172.50Oct 20.881.00$0.9412.8%1480.12359

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 123 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 232.0035.05$33.539.1%--0.99299
$152.50Oct 234.5037.70$36.108.9%--0.97373
$160.00Oct 227.0030.30$28.6511.5%10.97230
$162.50Oct 224.5027.85$26.1812.8%--0.97100
$157.50Oct 229.8533.10$31.4810.3%--0.9798
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 235.1038.45$36.789.1%--1.0012
$222.50Oct 232.6036.00$34.309.9%--0.9410
$220.00Oct 230.2033.50$31.8510.4%90.9421
$217.50Oct 227.5531.00$29.2811.8%20.93--
$215.00Oct 225.5528.75$27.1511.8%30.9212

Most actively traded options today. High liquidity = easy entry/exit. 179 active (total vol 7.6K, top 506)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 25.155.85$5.5012.7%3610.491.7K
$225.00Oct 20.180.25$0.2231.8%3260.031.2K
$200.00Oct 22.282.52$2.4010.0%2830.261.9K
$210.00Oct 20.850.96$0.9112.1%2100.123.4K
$220.00Oct 20.290.38$0.3426.5%1860.052.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 22.422.68$2.5510.2%5060.261.4K
$190.00Oct 26.557.00$6.786.6%4240.52904
$185.00Oct 24.154.60$4.3810.3%2950.38791
$192.50Oct 27.808.50$8.158.6%2510.58658
$160.00Oct 307.909.50$8.7018.4%2340.24286

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 8.9%, max 30.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 23103.1%78.7%30.9%17174
$182.50Oct 2Oct 23102.0%78.7%29.6%14205
$205.00Oct 2Nov 6107.3%102.5%4.7%1263.2K
$202.50Oct 2Nov 6106.6%102.3%4.3%294.2K
$200.00Oct 2Nov 6106.7%102.7%3.9%2931.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 23103.1%78.7%30.9%43361
$192.50Oct 2Oct 23104.4%81.2%28.6%253664
$202.50Oct 2Oct 16106.6%83.9%27.2%38132
$205.00Oct 2Nov 6107.2%102.5%4.5%11724
$200.00Oct 2Nov 6106.7%102.7%3.9%153474

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 183 found (best R:R 4.00, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$220.00Nov 6$2.00$8.00$2.0044%4.00$212.00
$180.00$187.50Nov 6$3.40$4.10$3.4062%1.21$183.40
$185.00$190.00Oct 30$1.95$3.05$1.9558%1.56$186.95
$220.00$225.00Oct 30$0.95$4.05$0.9536%4.26$220.95
$195.00$200.00Nov 6$1.80$3.20$1.8053%1.78$196.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$192.50$190.00Oct 9$0.92$1.58$0.9253%1.72$191.58
$200.00$197.50Oct 9$1.23$1.27$1.2364%1.03$198.77
$175.00$172.50Oct 9$0.34$2.16$0.3426%6.35$174.66
$157.50$155.00Oct 23$0.14$2.36$0.1416%16.86$157.36
$160.00$155.00Oct 30$0.90$4.10$0.9024%4.56$159.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 0.80, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$215.00$217.50Oct 9$0.78$0.78$1.7280%0.45$215.78
$200.00$202.50Oct 23$1.23$1.23$1.2757%0.97$201.23
$220.00$225.00Oct 9$0.75$0.75$4.2585%0.18$220.75
$192.50$195.00Oct 9$1.27$1.27$1.2353%1.03$193.77
$212.50$215.00Oct 9$0.65$0.65$1.8577%0.35$213.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$165.00Nov 6$4.45$4.45$5.5565%0.80$170.55
$175.00$170.00Oct 30$2.45$2.45$2.5566%0.96$172.55
$157.50$155.00Oct 9$0.98$0.98$1.5289%0.64$156.52
$162.50$160.00Oct 30$1.33$1.33$1.1775%1.14$161.17
$180.00$175.00Nov 6$2.50$2.50$2.5062%1.00$177.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.74, cheapest $3.55)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Oct 2Oct 9$3.55104.9%83.3%
$182.50Oct 2Oct 9$3.32102.0%80.8%
$187.50Oct 2Oct 9$3.68102.8%81.7%
$197.50Oct 2Oct 9$3.53104.8%84.3%
$185.00Oct 2Oct 9$3.57100.5%81.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Oct 2Oct 9$3.77104.9%83.3%
$182.50Oct 2Oct 9$3.45102.0%80.8%
$187.50Oct 2Oct 9$3.84102.8%81.7%
$197.50Oct 2Oct 9$3.67104.8%84.3%
$185.00Oct 2Oct 9$3.69100.5%81.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 6.47% of stock, avg 14.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Oct 2$6.80$5.43$12.23$175.27$199.736.47%
$190.00Oct 2$5.50$6.78$12.28$177.72$202.286.50%
$185.00Oct 2$8.23$4.38$12.61$172.39$197.616.67%
$192.50Oct 2$4.53$8.15$12.68$179.82$205.186.71%
$182.50Oct 2$9.73$3.38$13.11$169.39$195.616.94%
$195.00Oct 2$3.68$9.78$13.46$181.54$208.467.12%
$180.00Oct 2$11.43$2.55$13.98$166.02$193.987.40%
$197.50Oct 2$2.92$11.73$14.65$182.85$212.157.75%
$177.50Oct 2$13.28$1.94$15.22$162.28$192.728.05%
$200.00Oct 2$2.40$13.55$15.95$184.05$215.958.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.30% of stock, avg 12.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$177.50Oct 2$2.40$1.94$4.34$173.16$204.34
$200.00$180.00Oct 2$2.40$2.55$4.95$175.05$204.95
$197.50$177.50Oct 2$2.92$1.94$4.86$172.64$202.36
$197.50$180.00Oct 2$2.92$2.55$5.47$174.53$202.97
$200.00$182.50Oct 2$2.40$3.38$5.78$176.72$205.78
$197.50$182.50Oct 2$2.92$3.38$6.30$176.20$203.80
$195.00$177.50Oct 2$3.68$1.94$5.62$171.88$200.62
$195.00$180.00Oct 2$3.68$2.55$6.23$173.77$201.23
$195.00$182.50Oct 2$3.68$3.38$7.06$175.44$202.06
$200.00$185.00Oct 2$2.40$4.38$6.78$178.22$206.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 2.38, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
155/158215/218Oct 9$1.76$0.7470%2.38$155.74$216.76
175/178215/218Oct 9$2.06$0.4450%4.68$175.44$217.06
155/158212/215Oct 9$1.63$0.8766%1.87$155.87$214.13
155/158202/205Oct 9$1.71$0.7957%2.16$155.79$204.21
175/178212/215Oct 9$1.93$0.5747%3.39$175.57$214.43
155/158205/208Oct 9$1.57$0.9360%1.69$155.93$206.57
162/165215/218Oct 9$1.39$1.1166%1.25$163.61$216.39
170/172215/218Oct 9$1.57$0.9357%1.69$170.93$216.57
175/178202/205Oct 9$2.01$0.4938%4.10$175.49$204.51
165/168215/218Oct 9$1.35$1.1563%1.17$166.15$216.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 122 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$182.50$185.00$187.50Oct 2$0.07$2.4313%34.71
$192.50$195.00$197.50Oct 2$0.09$2.4112%26.78
$210.00$215.00$220.00Oct 30$0.09$4.916%54.56
$185.00$187.50$190.00Oct 2$0.13$2.3713%18.23
$190.00$192.50$195.00Oct 2$0.12$2.3812%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 23$0.07$4.937%70.43
$185.00$190.00$195.00Nov 6$0.08$4.926%61.50
$200.00$205.00$210.00Oct 23$0.17$4.839%28.41
$197.50$200.00$202.50Oct 2$0.08$2.429%30.25
$195.00$200.00$205.00Nov 6$0.12$4.886%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-1.95, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$220.001:2Oct 16-$1.95$8.05
$220.00$225.001:2Oct 9-$0.51$4.49
$222.50$225.001:2Oct 2-$0.16$2.34
$220.00$222.501:2Oct 2-$0.22$2.28
$217.50$220.001:2Oct 2-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$162.501:2Oct 2-$0.08$2.42
$167.50$165.001:2Oct 2-$0.17$2.33
$170.00$167.501:2Oct 2-$0.22$2.28
$172.50$170.001:2Oct 2-$0.34$2.16
$162.50$160.001:2Oct 2-$0.23$2.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 7.35%, avg 4.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$13.900.3916.4%7.35%23.76%214
$205.00Nov 6$16.600.478.5%8.78%17.25%--18
$225.00Nov 6$11.150.3619.1%5.90%24.95%--10
$200.00Nov 6$18.500.495.8%9.79%15.61%1029
$202.50Nov 6$17.350.487.1%9.18%16.32%--23
$210.00Nov 6$14.800.4311.1%7.83%18.94%--18
$195.00Nov 6$20.250.533.2%10.71%13.89%6405
$192.50Nov 6$21.000.541.9%11.11%12.96%--15
$210.00Oct 30$13.750.4211.1%7.28%18.39%180
$190.00Nov 6$22.000.560.5%11.64%12.17%--22

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 4,022
Total Puts 5,616
Put/Call Ratio 1.40
Net Difference -1,594

Prior's Put/Call Breakdown

Total Calls 5,417
Total Puts 2,216
Put/Call Ratio 0.41
Net Difference 3,201

Prior 7-Day Put/Call Summary

Total Calls 479,877
Total Puts 497,672
Average Put/Call Ratio 0.73
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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