MRNA - Options Database

MRNA

MODERNA INC

$194.43 -4.44%

(9/30 09:35) ◀

Wednesday, September 30, 2026 (9:40am)

▶ (9/30 09:45)

◀ 9/30 09:40 ▶

Option Volume

Detail

ℹ

Current (09/30 9:40am) 16,658

Calls: 8,204 (49%)

Puts: 8,454 (51%)

Prior (09/25) 10,482

Calls: 6,887 (66%)

Puts: 3,595 (34%)

Current vs Prior +58.92%

Calls: +19.12% (Calls)

Puts: +135.16% (Puts)

Prior 7-Day Total 913,183

Calls: 410,569 (45%)

Puts: 502,614 (55%)

Prior 7-Day Average 130,454

Calls: 58,652 (45%)

Puts: 71,802 (55%)

Current vs Prior 7-Day Avg -87.23%

Calls: -86.01%

Puts: -88.23%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/30 9:40am) $13.87M

Calls: $9.05M (65%)

Puts: $4.82M (35%)

Prior (09/25) $4.91M

Calls: $3.79M (77%)

Puts: $1.12M (23%)

Current vs Prior +182.83%

Calls: +139.21%

Puts: +330.17%

Prior 7-Day Total $1.29B

Calls: $1.15B (90%)

Puts: $133.07M (10%)

Prior 7-Day Average $183.67M

Calls: $164.66M (90%)

Puts: $19.01M (10%)

Current vs Prior 7-Day Avg -92.45%

Calls: -94.50%

Puts: -74.64%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/30 9:40am) 1.03

Prior (09/25) 0.52

Current vs Prior +97.41%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg +28.88%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/30 9:40am) 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 5,105,212

Calls: 2,326,551 (46%)

Puts: 2,778,661 (54%)

Prior 7-Day Average 729,316

Calls: 332,364 (46%)

Puts: 396,951 (54%)

Current vs Prior 7-Day Avg +11.74%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)

Current 7.37% | 11.24%14.57% | 30.15%

Prior 2.93% | 9.40%15.61% | 31.41%

Current vs Prior +151.48% | +19.50%-6.67% | -4.01%

Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%

Current vs 7-Day Avg -16.34% | -20.10%-1.15% | +14.83%

Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%

Current vs 7-Day Eod +151.48% | +19.50%-0.62% | -3.73%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 5.19% | 24.24%

Calls: 5.94% | 24.56%

Puts: 4.44% | 23.92%

Prior 14.52% | 9.05%

Calls: 16.88% | 8.05%

Puts: 12.16% | 10.06%

Current vs Prior -64.26% | +167.85%

Prior 7-Day Avg 29.77% | 20.18%

Calls: 27.41% | 18.08%

Puts: 32.13% | 22.27%

Current vs 7-Day Avg -82.57% | +20.14%

Liquidity Pricy

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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($9.05M). Massive premium surge with dollar volume up 183% vs prior. Above-average activity with volume up 59% vs prior. Slightly bearish P/C ratio of 1.03.

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 BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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)

Time	Smart Money	Retail	Overall
09:40	BULLISH	NEUTRAL	MIXED
09:35	BULLISH	BEARISH	BEARISH

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 90 of results (avg 6.6%, best 2.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$172.50	Oct 16	26.35	26.95	$26.65	2.3%	1	0.78	91
$180.00	Oct 16	21.15	21.85	$21.50	3.3%	15	0.70	3.0K
$195.00	Oct 16	13.20	13.65	$13.43	3.4%	68	0.52	253
$210.00	Oct 16	7.90	8.20	$8.05	3.7%	90	0.36	1.2K
$190.00	Oct 16	15.50	16.10	$15.80	3.8%	120	0.58	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$197.50	Oct 16	14.90	15.30	$15.10	2.6%	3	0.50	70
$200.00	Oct 16	16.35	16.80	$16.58	2.7%	36	0.53	456
$205.00	Oct 16	19.50	20.05	$19.77	2.8%	24	0.58	18
$210.00	Oct 16	22.95	23.60	$23.28	2.8%	3	0.63	109
$202.50	Oct 16	17.85	18.40	$18.13	3.0%	10	0.56	28

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.61, cheapest $0.36)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$227.50	Oct 2	0.36	0.43	$0.40	17.5%	8	0.05	507
$222.50	Oct 2	0.57	0.66	$0.62	14.5%	30	0.08	414
$225.00	Oct 2	0.45	0.54	$0.50	18.0%	383	0.06	1.2K
$220.00	Oct 2	0.71	0.84	$0.77	16.9%	270	0.10	2.8K
$217.50	Oct 2	0.90	1.01	$0.96	11.5%	60	0.11	399

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 2	0.33	0.38	$0.36	13.9%	203	0.06	1.4K
$172.50	Oct 2	0.49	0.54	$0.52	9.6%	178	0.07	359
$175.00	Oct 2	0.71	0.80	$0.76	11.8%	194	0.10	1.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 119 found (avg delta 0.71, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$157.50	Oct 2	35.95	39.05	$37.50	8.3%	--	1.00	98
$160.00	Oct 2	33.45	36.60	$35.03	9.0%	1	1.00	230
$162.50	Oct 2	31.10	34.15	$32.63	9.3%	--	1.00	100
$165.00	Oct 2	28.35	31.70	$30.03	11.2%	--	1.00	574
$167.50	Oct 2	26.10	29.20	$27.65	11.2%	1	0.95	129

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 2	29.00	32.55	$30.78	11.5%	--	0.94	12
$222.50	Oct 2	26.75	30.50	$28.63	13.1%	--	0.92	10
$220.00	Oct 2	24.35	27.55	$25.95	12.3%	9	0.90	21
$217.50	Oct 2	22.05	25.50	$23.78	14.5%	2	0.89	--
$215.00	Oct 2	20.40	23.25	$21.83	13.1%	3	0.86	12

Most actively traded options today. High liquidity = easy entry/exit. 202 active (total vol 13.3K, top 852)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 2	4.15	4.40	$4.28	5.8%	852	0.38	1.9K
$190.00	Oct 2	8.60	9.15	$8.88	6.2%	764	0.62	1.7K
$202.50	Oct 2	3.35	3.65	$3.50	8.6%	542	0.33	4.2K
$197.50	Oct 2	5.15	5.40	$5.28	4.7%	424	0.44	3.1K
$225.00	Oct 2	0.45	0.54	$0.50	18.0%	383	0.06	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Oct 2	1.41	1.57	$1.49	10.7%	787	0.17	1.4K
$185.00	Oct 2	2.45	2.75	$2.60	11.5%	655	0.27	791
$190.00	Oct 2	4.20	4.50	$4.35	6.9%	574	0.38	904
$192.50	Oct 2	5.30	5.75	$5.53	8.1%	349	0.44	658
$160.00	Oct 30	7.55	9.40	$8.48	21.8%	236	0.21	286

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 10.3%, max 42.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$212.50	Oct 2	Oct 9	113.9%	79.7%	42.9%	97	4.3K
$182.50	Oct 2	Oct 23	104.1%	80.6%	29.2%	36	205
$195.00	Oct 2	Nov 6	109.6%	99.7%	9.9%	258	2.6K
$210.00	Oct 2	Nov 6	112.3%	103.1%	8.9%	351	3.4K
$202.50	Oct 2	Nov 6	110.9%	103.4%	7.3%	542	4.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$192.50	Oct 2	Oct 23	105.2%	79.6%	32.2%	351	664
$207.50	Oct 2	Oct 16	111.6%	86.3%	29.4%	27	549
$202.50	Oct 2	Oct 16	110.4%	85.8%	28.7%	40	132
$195.00	Oct 2	Nov 6	109.6%	99.7%	9.9%	125	471
$210.00	Oct 2	Oct 30	112.3%	104.7%	7.3%	16	83

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 178 found (best R:R 2.25, avg 2.57)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$220.00	Nov 6	$3.08	$6.92	$3.08	47%	2.25	$213.08
$220.00	$225.00	Oct 23	$0.61	$4.39	$0.61	31%	7.20	$220.61
$180.00	$187.50	Nov 6	$3.97	$3.53	$3.97	66%	0.89	$183.97
$215.00	$220.00	Oct 30	$1.35	$3.65	$1.35	43%	2.70	$216.35
$195.00	$200.00	Nov 6	$2.05	$2.95	$2.05	56%	1.44	$197.05

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$180.00	$177.50	Oct 9	$0.22	$2.28	$0.22	26%	10.36	$179.78
$185.00	$180.00	Nov 6	$1.60	$3.40	$1.60	38%	2.12	$183.40
$192.50	$190.00	Oct 9	$0.89	$1.61	$0.89	44%	1.81	$191.61
$165.00	$162.50	Oct 23	$0.31	$2.19	$0.31	19%	7.06	$164.69
$185.00	$182.50	Oct 9	$0.70	$1.80	$0.70	33%	2.57	$184.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 1.54, avg 0.52)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$212.50	Oct 9	$1.25	$1.25	$1.25	69%	1.00	$211.25
$205.00	$207.50	Oct 9	$1.27	$1.27	$1.23	62%	1.03	$206.27
$225.00	$230.00	Oct 23	$1.47	$1.47	$3.53	72%	0.42	$226.47
$200.00	$202.50	Oct 9	$1.27	$1.27	$1.23	55%	1.03	$201.27
$215.00	$217.50	Oct 9	$0.75	$0.75	$1.75	74%	0.43	$215.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$180.00	$175.00	Nov 6	$3.03	$3.03	$1.97	66%	1.54	$176.97
$175.00	$165.00	Nov 6	$3.77	$3.77	$6.23	69%	0.61	$171.23
$190.00	$185.00	Nov 6	$2.77	$2.77	$2.23	59%	1.24	$187.23
$180.00	$175.00	Oct 30	$2.22	$2.22	$2.78	66%	0.80	$177.78
$162.50	$160.00	Oct 23	$0.97	$0.97	$1.53	83%	0.63	$161.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.86, cheapest $3.75)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$202.50	Oct 2	Oct 9	$3.75	110.9%	84.9%
$195.00	Oct 2	Oct 9	$4.08	109.6%	84.7%
$197.50	Oct 2	Oct 9	$4.12	109.7%	86.3%
$200.00	Oct 2	Oct 9	$4.24	109.0%	87.6%
$192.50	Oct 2	Oct 9	$3.83	105.2%	84.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$202.50	Oct 2	Oct 9	$3.58	110.4%	84.9%
$195.00	Oct 2	Oct 9	$3.70	109.6%	84.7%
$197.50	Oct 2	Oct 9	$3.77	109.7%	86.3%
$192.50	Oct 2	Oct 9	$3.79	105.2%	84.4%
$200.00	Oct 2	Oct 9	$3.68	108.2%	87.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 6.69% of stock, avg 15.04%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$195.00	Oct 2	$6.25	$6.75	$13.00	$182.00	$208.00	6.69%
$192.50	Oct 2	$7.57	$5.53	$13.10	$179.40	$205.60	6.74%
$190.00	Oct 2	$8.88	$4.35	$13.23	$176.77	$203.23	6.80%
$197.50	Oct 2	$5.28	$8.23	$13.51	$183.99	$211.01	6.95%
$187.50	Oct 2	$10.53	$3.50	$14.03	$173.47	$201.53	7.22%
$200.00	Oct 2	$4.28	$9.82	$14.10	$185.90	$214.10	7.25%
$185.00	Oct 2	$12.18	$2.60	$14.78	$170.22	$199.78	7.60%
$202.50	Oct 2	$3.50	$11.52	$15.02	$187.48	$217.52	7.73%
$182.50	Oct 2	$14.08	$2.00	$16.08	$166.42	$198.58	8.27%
$205.00	Oct 2	$2.83	$13.33	$16.16	$188.84	$221.16	8.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 2.48% of stock, avg 12.54%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$182.50	Oct 2	$2.83	$2.00	$4.83	$177.67	$209.83
$205.00	$185.00	Oct 2	$2.83	$2.60	$5.43	$179.57	$210.43
$202.50	$182.50	Oct 2	$3.50	$2.00	$5.50	$177.00	$208.00
$202.50	$185.00	Oct 2	$3.50	$2.60	$6.10	$178.90	$208.60
$205.00	$187.50	Oct 2	$2.83	$3.50	$6.33	$181.17	$211.33
$202.50	$187.50	Oct 2	$3.50	$3.50	$7.00	$180.50	$209.50
$200.00	$182.50	Oct 2	$4.28	$2.00	$6.28	$176.22	$206.28
$200.00	$185.00	Oct 2	$4.28	$2.60	$6.88	$178.12	$206.88
$205.00	$190.00	Oct 2	$2.83	$4.35	$7.18	$182.82	$212.18
$200.00	$187.50	Oct 2	$4.28	$3.50	$7.78	$179.72	$207.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 124 found (best R:R 4.95, avg credit $1.33)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
165/168	210/212	Oct 9	$2.08	$0.42	55%	4.95	$165.42	$212.08
175/178	210/212	Oct 9	$2.29	$0.21	45%	10.90	$175.21	$212.29
170/172	210/212	Oct 9	$2.12	$0.38	50%	5.58	$170.38	$212.12
165/168	215/218	Oct 9	$1.58	$0.92	60%	1.72	$165.92	$216.58
175/178	215/218	Oct 9	$1.79	$0.71	51%	2.52	$175.71	$216.79
180/182	215/218	Oct 9	$1.93	$0.57	45%	3.39	$180.57	$216.93
162/165	210/212	Oct 9	$1.56	$0.94	59%	1.66	$163.44	$211.56
170/172	215/218	Oct 9	$1.62	$0.88	56%	1.84	$170.88	$216.62
160/162	210/212	Oct 9	$1.46	$1.04	61%	1.40	$161.04	$211.46
182/185	210/212	Oct 9	$1.95	$0.55	36%	3.55	$183.05	$211.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 124 found (best R:R 40.67, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$180.00	$185.00	$190.00	Oct 30	$0.12	$4.88	7%	40.67
$195.00	$197.50	$200.00	Oct 9	$0.05	$2.45	7%	49.00
$210.00	$220.00	$230.00	Oct 16	$0.85	$9.15	16%	10.76
$205.00	$207.50	$210.00	Oct 2	$0.08	$2.42	8%	30.25
$200.00	$202.50	$205.00	Oct 2	$0.11	$2.39	10%	21.73

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$195.00	$197.50	$200.00	Oct 2	$0.11	$2.39	12%	21.73
$180.00	$182.50	$185.00	Oct 2	$0.09	$2.41	10%	26.78
$197.50	$200.00	$202.50	Oct 2	$0.11	$2.39	11%	21.73
$200.00	$202.50	$205.00	Oct 2	$0.11	$2.39	10%	21.73
$205.00	$207.50	$210.00	Oct 2	$0.09	$2.41	8%	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. 43 found (best net $-2.10, 43 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$220.00	$230.00	1:2	Oct 16	-$2.10	$7.90
$210.00	$220.00	1:2	Oct 16	-$2.95	$7.05
$230.00	$232.50	1:2	Oct 2	-$0.13	$2.37
$225.00	$227.50	1:2	Oct 2	-$0.30	$2.20
$227.50	$230.00	1:2	Oct 2	-$0.30	$2.20

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$165.00	$162.50	1:2	Oct 2	-$0.01	$2.49
$162.50	$160.00	1:2	Oct 2	-$0.06	$2.44
$167.50	$165.00	1:2	Oct 2	-$0.11	$2.39
$172.50	$170.00	1:2	Oct 2	-$0.20	$2.30
$170.00	$167.50	1:2	Oct 2	-$0.18	$2.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 7.48%, avg 4.60%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 6	$14.55	0.42	13.2%	7.48%	20.63%	2	14
$225.00	Nov 6	$13.20	0.39	15.7%	6.79%	22.51%	--	10
$210.00	Nov 6	$17.75	0.47	8.0%	9.13%	17.14%	--	18
$205.00	Nov 6	$19.50	0.50	5.4%	10.03%	15.47%	2	18
$202.50	Nov 6	$20.50	0.52	4.2%	10.54%	14.69%	--	23
$200.00	Nov 6	$21.50	0.53	2.9%	11.06%	13.92%	11	29
$195.00	Nov 6	$23.50	0.56	0.3%	12.09%	12.38%	6	405
$215.00	Oct 30	$14.30	0.43	10.6%	7.35%	17.93%	2	21
$210.00	Oct 30	$15.90	0.46	8.0%	8.18%	16.19%	1	80
$220.00	Oct 30	$12.80	0.40	13.2%	6.58%	19.73%	13	719

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 8,204

Total Puts 8,454

Put/Call Ratio 1.03

Net Difference -250

Prior's Put/Call Breakdown

Total Calls 6,887

Total Puts 3,595

Put/Call Ratio 0.52

Net Difference 3,292

Prior 7-Day Put/Call Summary

Total Calls 410,569

Total Puts 502,614

Average Put/Call Ratio 0.80

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

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📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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