MRNA - Options Database

MRNA

MODERNA INC

$193.08 -5.10%

(9/30 09:40) ◀

Wednesday, September 30, 2026 (9:45am)

▶ (9/30 09:50)

◀ 9/30 09:45 ▶

Option Volume

Detail

ℹ

Current (09/30 9:45am) 22,023

Calls: 10,181 (46%)

Puts: 11,842 (54%)

Prior (09/25) 15,492

Calls: 9,780 (63%)

Puts: 5,712 (37%)

Current vs Prior +42.16%

Calls: +4.10% (Calls)

Puts: +107.32% (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 -83.12%

Calls: -82.64%

Puts: -83.51%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/30 9:45am) $16.55M

Calls: $10.12M (61%)

Puts: $6.43M (39%)

Prior (09/25) $7.92M

Calls: $5.55M (70%)

Puts: $2.37M (30%)

Current vs Prior +108.89%

Calls: +82.18%

Puts: +171.51%

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 -90.99%

Calls: -93.86%

Puts: -66.16%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/30 9:45am) 1.16

Prior (09/25) 0.58

Current vs Prior +99.15%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg +45.47%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/30 9:45am) 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 7.19% | 11.14%14.44% | 29.84%

Prior 2.93% | 9.40%15.61% | 31.41%

Current vs Prior +145.45% | +18.41%-7.51% | -5.02%

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

Current vs 7-Day Avg -18.34% | -20.83%-2.04% | +13.62%

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

Current vs 7-Day Eod +145.45% | +18.41%-1.51% | -4.74%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 6.15% | 22.89%

Calls: 6.79% | 25.96%

Puts: 5.52% | 19.82%

Prior 14.52% | 9.05%

Calls: 16.88% | 8.05%

Puts: 12.16% | 10.06%

Current vs Prior -57.64% | +152.93%

Prior 7-Day Avg 29.77% | 20.18%

Calls: 27.41% | 18.08%

Puts: 32.13% | 22.27%

Current vs 7-Day Avg -79.34% | +13.45%

Liquidity Pricy

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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($10.12M). Massive premium surge with dollar volume up 109% vs prior. Slightly bearish P/C ratio of 1.16. P/C ratio rising 99% - 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 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
09:45	BULLISH	BEARISH	BEARISH
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 91 of results (avg 6.6%, best 2.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Oct 16	23.45	24.00	$23.73	2.3%	20	0.74	1.4K
$180.00	Oct 16	20.35	20.85	$20.60	2.4%	18	0.69	3.0K
$187.50	Oct 16	16.00	16.40	$16.20	2.5%	23	0.60	92
$170.00	Oct 16	27.00	27.75	$27.38	2.7%	295	0.79	1.2K
$185.00	Oct 16	17.35	17.85	$17.60	2.8%	5	0.63	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Oct 16	23.60	24.35	$23.98	3.1%	3	0.65	109
$195.00	Oct 16	13.90	14.35	$14.13	3.2%	45	0.49	85
$202.50	Oct 16	18.40	19.05	$18.73	3.5%	11	0.57	28
$180.00	Oct 16	7.00	7.25	$7.13	3.5%	43	0.31	706
$207.50	Oct 16	21.80	22.60	$22.20	3.6%	22	0.63	12

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.69, cheapest $0.38)

CALLS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 2	0.34	0.41	$0.38	18.4%	429	0.05	1.2K
$220.00	Oct 2	0.55	0.66	$0.61	18.0%	347	0.08	2.8K
$217.50	Oct 2	0.70	0.80	$0.75	13.3%	84	0.10	399
$215.00	Oct 2	0.89	1.07	$0.98	18.4%	211	0.12	758

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$172.50	Oct 2	0.54	0.64	$0.59	16.9%	187	0.08	359
$175.00	Oct 2	0.78	0.89	$0.84	13.1%	525	0.11	1.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 124 found (avg delta 0.71, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Oct 2	36.75	40.10	$38.42	8.7%	--	1.00	299
$157.50	Oct 2	34.35	37.75	$36.05	9.4%	2	1.00	98
$160.00	Oct 2	31.80	35.00	$33.40	9.6%	3	1.00	230
$162.50	Oct 2	29.40	32.80	$31.10	10.9%	--	1.00	100
$165.00	Oct 2	26.90	30.40	$28.65	12.2%	--	1.00	574

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 2	30.75	34.25	$32.50	10.8%	--	0.95	12
$222.50	Oct 2	28.35	31.75	$30.05	11.3%	--	0.93	10
$220.00	Oct 2	25.80	29.20	$27.50	12.4%	9	0.92	21
$217.50	Oct 2	23.40	27.00	$25.20	14.3%	2	0.90	--
$215.00	Oct 2	20.90	24.30	$22.60	15.0%	4	0.88	12

Most actively traded options today. High liquidity = easy entry/exit. 218 active (total vol 16.9K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 2	3.60	3.80	$3.70	5.4%	1.1K	0.35	1.9K
$190.00	Oct 2	7.60	8.15	$7.88	7.0%	846	0.59	1.7K
$202.50	Oct 2	2.84	3.10	$2.97	8.8%	578	0.30	4.2K
$197.50	Oct 2	4.15	4.65	$4.40	11.4%	518	0.40	3.1K
$205.00	Oct 2	2.28	2.47	$2.38	8.0%	440	0.25	3.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Oct 2	1.49	1.74	$1.62	15.4%	1.0K	0.19	1.4K
$185.00	Oct 2	2.67	3.05	$2.86	13.3%	848	0.29	791
$190.00	Oct 2	4.55	4.95	$4.75	8.4%	755	0.41	904
$175.00	Oct 2	0.78	0.89	$0.84	13.1%	525	0.11	1.5K
$192.50	Oct 2	5.70	6.10	$5.90	6.8%	444	0.47	658

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 7.5%, max 31.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$182.50	Oct 2	Oct 23	103.1%	78.5%	31.3%	46	205
$210.00	Oct 2	Nov 6	109.1%	102.8%	6.1%	433	3.4K
$202.50	Oct 2	Nov 6	107.1%	102.0%	5.0%	578	4.2K
$190.00	Oct 2	Nov 6	104.2%	99.7%	4.5%	896	1.7K
$205.00	Oct 2	Nov 6	106.6%	102.0%	4.4%	442	3.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$192.50	Oct 2	Oct 23	102.7%	79.9%	28.6%	446	664
$207.50	Oct 2	Oct 16	107.8%	83.9%	28.5%	28	549
$202.50	Oct 2	Oct 16	107.1%	84.0%	27.5%	51	132
$190.00	Oct 2	Nov 6	104.2%	99.7%	4.5%	755	915
$205.00	Oct 2	Nov 6	106.6%	102.4%	4.1%	27	724

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 183 found (best R:R 2.33, avg 2.89)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$220.00	Nov 6	$3.00	$7.00	$3.00	46%	2.33	$213.00
$175.00	$180.00	Oct 30	$2.45	$2.55	$2.45	68%	1.04	$177.45
$180.00	$187.50	Nov 6	$3.80	$3.70	$3.80	64%	0.97	$183.80
$185.00	$190.00	Oct 30	$2.15	$2.85	$2.15	62%	1.33	$187.15
$210.00	$215.00	Oct 30	$1.35	$3.65	$1.35	45%	2.70	$211.35

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$162.50	$160.00	Oct 30	$0.20	$2.30	$0.20	23%	11.50	$162.30
$165.00	$162.50	Oct 23	$0.25	$2.25	$0.25	19%	9.00	$164.75
$195.00	$192.50	Oct 9	$1.05	$1.45	$1.05	51%	1.38	$193.95
$187.50	$185.00	Oct 23	$0.82	$1.68	$0.82	40%	2.05	$186.68
$185.00	$182.50	Oct 9	$0.70	$1.80	$0.70	35%	2.57	$184.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 0.72, avg 0.50)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$217.50	$220.00	Oct 9	$0.89	$0.89	$1.61	77%	0.55	$218.39
$207.50	$210.00	Oct 23	$1.05	$1.05	$1.45	60%	0.72	$208.55
$205.00	$207.50	Oct 9	$0.88	$0.88	$1.62	65%	0.54	$205.88
$222.50	$225.00	Oct 2	$0.12	$0.12	$2.38	93%	0.05	$222.62
$215.00	$217.50	Oct 2	$0.23	$0.23	$2.27	88%	0.10	$215.23

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$175.00	$165.00	Nov 6	$4.18	$4.18	$5.82	68%	0.72	$170.82
$167.50	$165.00	Oct 9	$1.08	$1.08	$1.42	85%	0.76	$166.42
$170.00	$167.50	Oct 30	$1.45	$1.45	$1.05	72%	1.38	$168.55
$185.00	$180.00	Nov 6	$2.50	$2.50	$2.50	61%	1.00	$182.50
$190.00	$185.00	Nov 6	$2.63	$2.63	$2.37	58%	1.11	$187.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.90, cheapest $3.37)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Oct 2	Oct 9	$3.37	103.3%	80.7%
$200.00	Oct 2	Oct 9	$3.78	106.4%	86.2%
$190.00	Oct 2	Oct 9	$4.25	104.2%	84.1%
$192.50	Oct 2	Oct 9	$3.77	102.3%	82.8%
$197.50	Oct 2	Oct 9	$4.00	104.1%	85.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Oct 2	Oct 9	$3.63	102.9%	80.7%
$190.00	Oct 2	Oct 9	$4.20	104.2%	84.1%
$192.50	Oct 2	Oct 9	$4.15	102.7%	82.8%
$200.00	Oct 2	Oct 9	$3.75	106.0%	86.2%
$197.50	Oct 2	Oct 9	$4.00	104.1%	85.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 6.49% of stock, avg 14.94%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$192.50	Oct 2	$6.63	$5.90	$12.53	$179.97	$205.03	6.49%
$190.00	Oct 2	$7.88	$4.75	$12.63	$177.37	$202.63	6.54%
$195.00	Oct 2	$5.45	$7.25	$12.70	$182.30	$207.70	6.58%
$197.50	Oct 2	$4.40	$8.70	$13.10	$184.40	$210.60	6.78%
$187.50	Oct 2	$9.43	$3.75	$13.18	$174.32	$200.68	6.83%
$185.00	Oct 2	$11.10	$2.86	$13.96	$171.04	$198.96	7.23%
$200.00	Oct 2	$3.70	$10.50	$14.20	$185.80	$214.20	7.35%
$182.50	Oct 2	$12.93	$2.20	$15.13	$167.37	$197.63	7.84%
$202.50	Oct 2	$2.97	$12.30	$15.27	$187.23	$217.77	7.91%
$180.00	Oct 2	$14.83	$1.62	$16.45	$163.55	$196.45	8.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.37% of stock, avg 12.78%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$182.50	Oct 2	$2.38	$2.20	$4.58	$177.92	$209.58
$205.00	$185.00	Oct 2	$2.38	$2.86	$5.24	$179.76	$210.24
$202.50	$182.50	Oct 2	$2.97	$2.20	$5.17	$177.33	$207.67
$202.50	$185.00	Oct 2	$2.97	$2.86	$5.83	$179.17	$208.33
$200.00	$182.50	Oct 2	$3.70	$2.20	$5.90	$176.60	$205.90
$205.00	$187.50	Oct 2	$2.38	$3.75	$6.13	$181.37	$211.13
$200.00	$185.00	Oct 2	$3.70	$2.86	$6.56	$178.44	$206.56
$202.50	$187.50	Oct 2	$2.97	$3.75	$6.72	$180.78	$209.22
$200.00	$187.50	Oct 2	$3.70	$3.75	$7.45	$180.05	$207.45
$197.50	$182.50	Oct 2	$4.40	$2.20	$6.60	$175.90	$204.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 159 found (best R:R 3.72, avg credit $1.26)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
165/168	218/220	Oct 9	$1.97	$0.53	62%	3.72	$165.53	$219.47
170/172	218/220	Oct 9	$1.64	$0.86	58%	1.91	$170.86	$219.14
180/182	218/220	Oct 9	$1.94	$0.56	46%	3.46	$180.56	$219.44
175/178	218/220	Oct 9	$1.71	$0.79	53%	2.16	$175.79	$219.21
165/168	210/212	Oct 9	$1.59	$0.91	56%	1.75	$165.91	$211.59
178/180	218/220	Oct 9	$1.75	$0.75	49%	2.33	$178.25	$219.25
165/168	212/215	Oct 9	$1.45	$1.05	58%	1.38	$166.05	$213.95
165/168	215/218	Oct 9	$1.36	$1.14	61%	1.19	$166.14	$216.36
162/165	218/220	Oct 9	$1.20	$1.30	66%	0.92	$163.80	$218.70
155/158	218/220	Oct 9	$1.06	$1.44	71%	0.74	$156.44	$218.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 130 found (best R:R 34.71, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$190.00	$192.50	$195.00	Oct 2	$0.07	$2.43	13%	34.71
$180.00	$182.50	$185.00	Oct 2	$0.07	$2.43	10%	34.71
$220.00	$225.00	$230.00	Oct 23	$0.11	$4.89	6%	44.45
$185.00	$187.50	$190.00	Oct 2	$0.12	$2.38	12%	19.83
$192.50	$195.00	$197.50	Oct 2	$0.13	$2.37	12%	18.23

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$190.00	$195.00	$200.00	Nov 6	$0.07	$4.93	6%	70.43
$192.50	$195.00	$197.50	Oct 2	$0.10	$2.40	12%	24.00
$180.00	$182.50	$185.00	Oct 2	$0.08	$2.42	10%	30.25
$185.00	$187.50	$190.00	Oct 2	$0.11	$2.39	12%	21.73
$200.00	$205.00	$210.00	Oct 23	$0.19	$4.81	9%	25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-2.37, 44 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$210.00	$220.00	1:2	Oct 16	-$2.37	$7.63
$220.00	$230.00	1:2	Oct 16	-$1.96	$8.04
$222.50	$225.00	1:2	Oct 2	-$0.26	$2.24
$225.00	$227.50	1:2	Oct 2	-$0.24	$2.26
$227.50	$230.00	1:2	Oct 2	-$0.25	$2.25

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$167.50	$165.00	1:2	Oct 9	-$0.19	$2.31
$165.00	$162.50	1:2	Oct 2	-$0.04	$2.46
$170.00	$167.50	1:2	Oct 2	-$0.10	$2.40
$167.50	$165.00	1:2	Oct 2	-$0.11	$2.39
$162.50	$160.00	1:2	Oct 2	-$0.11	$2.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 7.20%, avg 4.44%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 6	$13.90	0.41	13.9%	7.20%	21.14%	2	14
$210.00	Nov 6	$17.05	0.46	8.8%	8.83%	17.59%	--	18
$225.00	Nov 6	$12.50	0.38	16.5%	6.47%	23.01%	--	10
$205.00	Nov 6	$18.60	0.49	6.2%	9.63%	15.81%	2	18
$202.50	Nov 6	$19.50	0.51	4.9%	10.10%	14.98%	--	23
$200.00	Nov 6	$20.50	0.52	3.6%	10.62%	14.20%	21	29
$215.00	Oct 30	$14.50	0.42	11.3%	7.51%	18.86%	2	21
$195.00	Nov 6	$22.50	0.55	1.0%	11.65%	12.65%	6	405
$220.00	Oct 30	$12.50	0.39	13.9%	6.47%	20.42%	15	719
$210.00	Oct 30	$15.20	0.45	8.8%	7.87%	16.64%	2	80

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 10,181

Total Puts 11,842

Put/Call Ratio 1.16

Net Difference -1,661

Prior's Put/Call Breakdown

Total Calls 9,780

Total Puts 5,712

Put/Call Ratio 0.58

Net Difference 4,068

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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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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