MRNA - Options Database

MRNA

MODERNA INC

$189.30 -6.96%

(9/30 09:45) ◀

Wednesday, September 30, 2026 (9:50am)

▶ (9/30 09:55)

◀ 9/30 09:50 ▶

Option Volume

Detail

ℹ

Current (09/30 9:50am) 27,542

Calls: 12,502 (45%)

Puts: 15,040 (55%)

Prior (09/25) 19,496

Calls: 12,382 (64%)

Puts: 7,114 (36%)

Current vs Prior +41.27%

Calls: +0.97% (Calls)

Puts: +111.41% (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 -78.89%

Calls: -78.68%

Puts: -79.05%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/30 9:50am) $19.94M

Calls: $10.52M (53%)

Puts: $9.42M (47%)

Prior (09/25) $8.83M

Calls: $6.03M (68%)

Puts: $2.80M (32%)

Current vs Prior +125.84%

Calls: +74.58%

Puts: +236.10%

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 -89.14%

Calls: -93.61%

Puts: -50.45%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/30 9:50am) 1.20

Prior (09/25) 0.57

Current vs Prior +109.38%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg +50.46%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/30 9:50am) 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 7.40% | 11.30%14.34% | 29.64%

Prior 2.93% | 9.40%15.61% | 31.41%

Current vs Prior +152.52% | +20.21%-8.13% | -5.64%

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

Current vs 7-Day Avg -15.99% | -19.63%-2.70% | +12.87%

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

Current vs 7-Day Eod +152.52% | +20.21%-2.18% | -5.37%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 5.72% | 24.77%

Calls: 5.52% | 25.35%

Puts: 5.93% | 24.19%

Prior 14.52% | 9.05%

Calls: 16.88% | 8.05%

Puts: 12.16% | 10.06%

Current vs Prior -60.61% | +173.70%

Prior 7-Day Avg 29.77% | 20.18%

Calls: 27.41% | 18.08%

Puts: 32.13% | 22.27%

Current vs 7-Day Avg -80.79% | +22.77%

Liquidity Pricy

Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 126% vs prior. Bearish P/C ratio of 1.20 indicates protective positioning. P/C ratio rising 109% - 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 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)

Time	Smart Money	Retail	Overall
09:50	BULLISH	BEARISH	BEARISH
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 89 of results (avg 6.2%, best 1.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 16	24.00	24.55	$24.28	2.3%	298	0.76	1.2K
$185.00	Oct 16	15.05	15.40	$15.23	2.3%	6	0.58	1.1K
$185.00	Oct 2	8.50	8.70	$8.60	2.3%	79	0.62	342
$175.00	Oct 16	20.65	21.15	$20.90	2.4%	40	0.71	1.4K
$197.50	Oct 16	9.60	9.90	$9.75	3.1%	2	0.44	77

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Oct 16	26.35	26.75	$26.55	1.5%	3	0.69	109
$202.50	Oct 16	20.95	21.40	$21.17	2.1%	12	0.62	28
$185.00	Oct 16	10.60	10.85	$10.73	2.3%	170	0.41	455
$207.50	Oct 16	24.25	24.85	$24.55	2.4%	22	0.67	12
$197.50	Oct 16	17.50	17.95	$17.73	2.5%	3	0.56	70

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.64, cheapest $0.39)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$217.50	Oct 2	0.51	0.59	$0.55	14.5%	101	0.07	399
$212.50	Oct 2	0.80	0.88	$0.84	9.5%	121	0.11	4.2K
$215.00	Oct 2	0.64	0.77	$0.71	18.3%	233	0.09	758

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$165.00	Oct 2	0.36	0.42	$0.39	15.4%	169	0.06	426
$167.50	Oct 2	0.53	0.61	$0.57	14.0%	67	0.08	839
$170.00	Oct 2	0.75	0.84	$0.80	11.2%	411	0.10	1.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 125 found (avg delta 0.71, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$152.50	Oct 2	34.90	38.70	$36.80	10.3%	--	0.99	373
$155.00	Oct 2	32.45	36.15	$34.30	10.8%	--	0.98	299
$157.50	Oct 2	29.95	33.70	$31.83	11.8%	2	0.98	98
$160.00	Oct 2	27.85	30.80	$29.33	10.1%	6	0.97	230
$162.50	Oct 2	25.10	29.10	$27.10	14.8%	--	0.96	100

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 2	34.70	37.95	$36.33	8.9%	--	0.93	12
$222.50	Oct 2	32.25	35.50	$33.88	9.6%	--	0.92	10
$220.00	Oct 2	29.90	33.05	$31.48	10.0%	9	0.92	21
$217.50	Oct 2	27.55	30.70	$29.13	10.8%	2	0.91	--
$215.00	Oct 2	25.15	28.35	$26.75	12.0%	4	0.90	12

Most actively traded options today. High liquidity = easy entry/exit. 223 active (total vol 21.7K, top 1.6K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 2	2.47	2.65	$2.56	7.0%	1.2K	0.27	1.9K
$190.00	Oct 2	5.80	6.10	$5.95	5.0%	1.1K	0.50	1.7K
$210.00	Oct 2	0.99	1.11	$1.05	11.4%	789	0.13	3.4K
$202.50	Oct 2	1.98	2.13	$2.05	7.3%	598	0.23	4.2K
$197.50	Oct 2	3.00	3.45	$3.23	13.9%	584	0.32	3.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Oct 2	2.52	2.60	$2.56	3.1%	1.6K	0.26	1.4K
$185.00	Oct 2	4.10	4.60	$4.35	11.5%	1.2K	0.38	791
$190.00	Oct 2	6.55	6.95	$6.75	5.9%	1.2K	0.50	904
$175.00	Oct 2	1.41	1.55	$1.48	9.5%	612	0.17	1.5K
$192.50	Oct 2	7.90	8.25	$8.07	4.3%	484	0.56	658

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 10.8%, max 33.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$177.50	Oct 2	Oct 23	107.4%	80.2%	33.9%	31	174
$182.50	Oct 2	Oct 23	105.4%	80.5%	31.0%	57	205
$187.50	Oct 2	Nov 6	106.7%	99.6%	7.1%	253	84
$180.00	Oct 2	Nov 6	106.8%	99.8%	7.0%	299	1.6K
$205.00	Oct 2	Nov 6	109.5%	102.7%	6.6%	551	3.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$177.50	Oct 2	Oct 23	107.4%	80.2%	33.9%	126	361
$207.50	Oct 2	Oct 16	111.7%	84.2%	32.6%	30	549
$192.50	Oct 2	Oct 23	107.8%	82.5%	30.7%	486	664
$202.50	Oct 2	Oct 16	108.5%	83.7%	29.6%	64	132
$175.00	Oct 2	Nov 6	108.2%	99.7%	8.6%	613	1.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 195 found (best R:R 0.70, avg 2.86)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$155.00	$180.00	Nov 6	$14.70	$10.30	$14.70	78%	0.70	$169.70
$190.00	$192.50	Oct 9	$0.18	$2.32	$0.18	50%	12.89	$190.18
$215.00	$220.00	Nov 6	$1.00	$4.00	$1.00	40%	4.00	$216.00
$180.00	$187.50	Nov 6	$3.50	$4.00	$3.50	62%	1.14	$183.50
$215.00	$220.00	Oct 23	$0.57	$4.43	$0.57	30%	7.77	$215.57

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$175.00	$172.50	Oct 9	$0.13	$2.37	$0.13	26%	18.23	$174.87
$207.50	$205.00	Oct 9	$1.40	$1.10	$1.40	72%	0.79	$206.10
$170.00	$167.50	Oct 9	$0.23	$2.27	$0.23	20%	9.87	$169.77
$187.50	$185.00	Oct 9	$0.88	$1.62	$0.88	46%	1.84	$186.62
$195.00	$192.50	Oct 9	$1.20	$1.30	$1.20	57%	1.08	$193.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 0.77, avg 0.50)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$217.50	$220.00	Oct 9	$0.73	$0.73	$1.77	81%	0.41	$218.23
$192.50	$195.00	Oct 9	$1.32	$1.32	$1.18	54%	1.12	$193.82
$197.50	$200.00	Oct 9	$1.04	$1.04	$1.46	61%	0.71	$198.54
$222.50	$225.00	Oct 2	$0.12	$0.12	$2.38	95%	0.05	$222.62
$220.00	$225.00	Oct 9	$0.63	$0.63	$4.37	84%	0.14	$220.63

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$175.00	$165.00	Nov 6	$4.35	$4.35	$5.65	65%	0.77	$170.65
$177.50	$175.00	Oct 9	$1.60	$1.60	$0.90	70%	1.78	$175.90
$165.00	$162.50	Oct 30	$1.37	$1.37	$1.13	72%	1.21	$163.63
$180.00	$175.00	Nov 6	$2.47	$2.47	$2.53	62%	0.98	$177.53
$175.00	$170.00	Oct 30	$2.28	$2.28	$2.72	66%	0.84	$172.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.76, cheapest $3.40)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Oct 2	Oct 9	$3.40	106.7%	82.4%
$190.00	Oct 2	Oct 9	$3.33	106.9%	83.8%
$192.50	Oct 2	Oct 9	$4.17	108.7%	86.3%
$182.50	Oct 2	Oct 9	$3.25	105.4%	84.1%
$195.00	Oct 2	Oct 9	$3.73	108.0%	87.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Oct 2	Oct 9	$4.03	106.7%	82.4%
$190.00	Oct 2	Oct 9	$4.00	106.4%	83.8%
$192.50	Oct 2	Oct 9	$4.06	107.8%	86.3%
$182.50	Oct 2	Oct 9	$3.85	105.4%	84.1%
$195.00	Oct 2	Oct 9	$3.70	108.4%	87.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 6.68% of stock, avg 14.95%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$187.50	Oct 2	$7.25	$5.40	$12.65	$174.85	$200.15	6.68%
$190.00	Oct 2	$5.95	$6.75	$12.70	$177.30	$202.70	6.71%
$185.00	Oct 2	$8.60	$4.35	$12.95	$172.05	$197.95	6.84%
$192.50	Oct 2	$4.93	$8.07	$13.00	$179.50	$205.50	6.87%
$182.50	Oct 2	$10.13	$3.43	$13.56	$168.94	$196.06	7.16%
$195.00	Oct 2	$4.05	$9.63	$13.68	$181.32	$208.68	7.23%
$197.50	Oct 2	$3.23	$11.13	$14.36	$183.14	$211.86	7.59%
$180.00	Oct 2	$11.95	$2.56	$14.51	$165.49	$194.51	7.67%
$177.50	Oct 2	$13.80	$2.00	$15.80	$161.70	$193.30	8.35%
$200.00	Oct 2	$2.56	$13.33	$15.89	$184.11	$215.89	8.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.41% of stock, avg 13.03%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$200.00	$177.50	Oct 2	$2.56	$2.00	$4.56	$172.94	$204.56
$200.00	$180.00	Oct 2	$2.56	$2.56	$5.12	$174.88	$205.12
$197.50	$177.50	Oct 2	$3.23	$2.00	$5.23	$172.27	$202.73
$197.50	$180.00	Oct 2	$3.23	$2.56	$5.79	$174.21	$203.29
$200.00	$182.50	Oct 2	$2.56	$3.43	$5.99	$176.51	$205.99
$197.50	$182.50	Oct 2	$3.23	$3.43	$6.66	$175.84	$204.16
$195.00	$177.50	Oct 2	$4.05	$2.00	$6.05	$171.45	$201.05
$195.00	$180.00	Oct 2	$4.05	$2.56	$6.61	$173.39	$201.61
$200.00	$185.00	Oct 2	$2.56	$4.35	$6.91	$178.09	$206.91
$195.00	$182.50	Oct 2	$4.05	$3.43	$7.48	$175.02	$202.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 7.93, avg credit $1.09)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
175/178	210/212	Oct 9	$2.22	$0.28	44%	7.93	$175.28	$212.22
175/178	205/208	Oct 9	$2.27	$0.23	40%	9.87	$175.23	$207.27
175/178	212/215	Oct 9	$1.90	$0.60	46%	3.17	$175.60	$214.40
175/178	208/210	Oct 9	$1.86	$0.64	42%	2.91	$175.64	$209.36
175/178	202/205	Oct 9	$1.93	$0.57	37%	3.39	$175.57	$204.43
165/168	210/212	Oct 9	$1.38	$1.12	57%	1.23	$166.12	$211.38
165/168	205/208	Oct 9	$1.43	$1.07	52%	1.34	$166.07	$206.43
155/158	210/212	Oct 9	$0.99	$1.51	67%	0.66	$156.51	$210.99
160/162	210/212	Oct 9	$1.06	$1.44	62%	0.74	$161.44	$211.06
170/172	210/212	Oct 9	$1.31	$1.19	52%	1.10	$171.19	$211.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 129 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$185.00	$187.50	$190.00	Oct 2	$0.05	$2.45	13%	49.00
$192.50	$195.00	$197.50	Oct 2	$0.06	$2.44	12%	40.67
$170.00	$175.00	$180.00	Oct 30	$0.14	$4.86	7%	34.71
$192.50	$195.00	$197.50	Oct 16	$0.05	$2.45	6%	49.00
$180.00	$182.50	$185.00	Oct 9	$0.09	$2.41	8%	26.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$175.00	$180.00	$185.00	Nov 6	$0.06	$4.94	7%	82.33
$200.00	$205.00	$210.00	Oct 23	$0.17	$4.83	9%	28.41
$187.50	$190.00	$192.50	Oct 9	$0.06	$2.44	8%	40.67
$182.50	$185.00	$187.50	Oct 2	$0.13	$2.37	12%	18.23
$170.00	$172.50	$175.00	Oct 2	$0.06	$2.44	7%	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. 46 found (best net $-13.90, 46 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$155.00	$180.00	1:2	Nov 6	-$13.90	$11.10
$210.00	$220.00	1:2	Oct 16	-$1.86	$8.14
$222.50	$225.00	1:2	Oct 2	-$0.18	$2.32
$215.00	$217.50	1:2	Oct 2	-$0.39	$2.11
$217.50	$220.00	1:2	Oct 2	-$0.37	$2.13

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$155.00	$152.50	1:2	Oct 2	-$0.01	$2.49
$162.50	$160.00	1:2	Oct 2	-$0.08	$2.42
$157.50	$155.00	1:2	Oct 2	-$0.07	$2.43
$157.50	$155.00	1:2	Oct 9	-$0.19	$2.31
$160.00	$157.50	1:2	Oct 2	-$0.12	$2.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 6.81%, avg 4.60%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 6	$12.90	0.38	16.2%	6.81%	23.03%	2	14
$210.00	Nov 6	$15.00	0.43	10.9%	7.92%	18.86%	--	18
$202.50	Nov 6	$17.50	0.48	7.0%	9.24%	16.22%	--	23
$205.00	Nov 6	$16.55	0.46	8.3%	8.74%	17.04%	2	18
$215.00	Nov 6	$13.50	0.40	13.6%	7.13%	20.71%	1	9
$200.00	Nov 6	$18.50	0.49	5.7%	9.77%	15.43%	23	29
$225.00	Nov 6	$11.00	0.35	18.9%	5.81%	24.67%	--	10
$195.00	Nov 6	$20.50	0.52	3.0%	10.83%	13.84%	6	405
$190.00	Nov 6	$22.50	0.55	0.4%	11.89%	12.26%	50	22
$192.50	Nov 6	$21.15	0.54	1.7%	11.17%	12.86%	--	15

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 12,502

Total Puts 15,040

Put/Call Ratio 1.20

Net Difference -2,538

Prior's Put/Call Breakdown

Total Calls 12,382

Total Puts 7,114

Put/Call Ratio 0.57

Net Difference 5,268

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 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

Add Card