MRNA - Options Database

MRNA

MODERNA INC

$192.11 -5.58%

(9/30 09:50) ◀

Wednesday, September 30, 2026 (9:55am)

▶ (9/30 10:01)

◀ 9/30 09:55 ▶

Option Volume

Detail

ℹ

Current (09/30 9:55am) 29,731

Calls: 13,745 (46%)

Puts: 15,986 (54%)

Prior (09/25) 22,175

Calls: 13,915 (63%)

Puts: 8,260 (37%)

Current vs Prior +34.07%

Calls: -1.22% (Calls)

Puts: +93.54% (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 -77.21%

Calls: -76.57%

Puts: -77.74%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/30 9:55am) $21.24M

Calls: $12.69M (60%)

Puts: $8.55M (40%)

Prior (09/25) $10.19M

Calls: $7.20M (71%)

Puts: $2.99M (29%)

Current vs Prior +108.45%

Calls: +76.26%

Puts: +185.97%

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 -88.43%

Calls: -92.29%

Puts: -55.03%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/30 9:55am) 1.16

Prior (09/25) 0.59

Current vs Prior +95.93%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg +45.46%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/30 9:55am) 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 6.91% | 11.16%14.24% | 29.95%

Prior 2.93% | 9.40%15.61% | 31.41%

Current vs Prior +135.85% | +18.62%-8.81% | -4.67%

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

Current vs 7-Day Avg -21.54% | -20.69%-3.42% | +14.03%

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

Current vs 7-Day Eod +135.85% | +18.62%-2.90% | -4.40%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 7.18% | 15.98%

Calls: 6.94% | 19.40%

Puts: 7.41% | 12.56%

Prior 14.52% | 9.05%

Calls: 16.88% | 8.05%

Puts: 12.16% | 10.06%

Current vs Prior -50.55% | +76.57%

Prior 7-Day Avg 29.77% | 20.18%

Calls: 27.41% | 18.08%

Puts: 32.13% | 22.27%

Current vs 7-Day Avg -75.88% | -20.80%

Liquidity Expensive

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🤖 AI Insights

Massive premium surge with dollar volume up 108% vs prior. Slightly bearish P/C ratio of 1.16. P/C ratio rising 96% - 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
09:55	BULLISH	BEARISH	BEARISH
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 97 of results (avg 6.5%, best 1.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 16	26.40	26.90	$26.65	1.9%	301	0.79	1.2K
$180.00	Oct 16	19.60	20.05	$19.83	2.3%	34	0.69	3.0K
$187.50	Oct 16	15.40	15.85	$15.63	2.9%	28	0.59	92
$195.00	Oct 16	11.85	12.20	$12.02	2.9%	129	0.51	253
$205.00	Oct 16	8.25	8.50	$8.38	3.0%	47	0.39	472

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$197.50	Oct 16	15.75	16.15	$15.95	2.5%	4	0.53	70
$205.00	Oct 16	20.35	20.90	$20.63	2.7%	26	0.61	18
$210.00	Oct 16	24.00	24.65	$24.33	2.7%	4	0.66	109
$192.50	Oct 16	12.85	13.20	$13.02	2.7%	17	0.47	46
$195.00	Oct 16	14.30	14.75	$14.53	3.1%	47	0.50	85

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.64, cheapest $0.36)

CALLS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$222.50	Oct 2	0.33	0.38	$0.36	13.9%	63	0.05	414
$220.00	Oct 2	0.43	0.47	$0.45	8.9%	401	0.07	2.8K
$215.00	Oct 2	0.68	0.74	$0.71	8.5%	238	0.10	758
$212.50	Oct 2	0.86	0.94	$0.90	8.9%	131	0.12	4.2K

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 2	0.45	0.49	$0.47	8.5%	433	0.06	1.4K
$172.50	Oct 2	0.63	0.69	$0.66	9.1%	216	0.09	359
$175.00	Oct 2	0.87	0.95	$0.91	8.8%	694	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 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Oct 2	35.30	38.45	$36.88	8.5%	--	0.99	299
$157.50	Oct 2	33.70	36.30	$35.00	7.4%	3	0.98	98
$160.00	Oct 2	30.20	33.60	$31.90	10.7%	6	0.98	230
$162.50	Oct 2	27.75	31.25	$29.50	11.9%	--	0.98	100
$165.00	Oct 2	25.35	29.00	$27.18	13.4%	1	0.96	574

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$222.50	Oct 2	29.75	32.65	$31.20	9.3%	--	0.93	10
$225.00	Oct 2	32.15	35.20	$33.67	9.1%	--	0.93	12
$220.00	Oct 2	27.15	30.40	$28.78	11.3%	9	0.92	21
$217.50	Oct 2	24.95	28.00	$26.48	11.5%	2	0.91	--
$215.00	Oct 2	22.50	25.55	$24.03	12.7%	4	0.89	12

Most actively traded options today. High liquidity = easy entry/exit. 233 active (total vol 23.7K, top 1.8K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 2	2.96	3.20	$3.08	7.8%	1.3K	0.32	1.9K
$190.00	Oct 2	6.95	7.45	$7.20	6.9%	1.2K	0.58	1.7K
$210.00	Oct 2	1.12	1.24	$1.18	10.2%	1.1K	0.15	3.4K
$202.50	Oct 2	2.31	2.47	$2.39	6.7%	624	0.27	4.2K
$197.50	Oct 2	3.60	3.95	$3.78	9.3%	599	0.38	3.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Oct 2	1.63	1.73	$1.68	6.0%	1.8K	0.19	1.4K
$185.00	Oct 2	2.80	3.00	$2.90	6.9%	1.4K	0.30	791
$190.00	Oct 2	4.75	5.05	$4.90	6.1%	1.2K	0.43	904
$175.00	Oct 2	0.87	0.95	$0.91	8.8%	694	0.11	1.5K
$192.50	Oct 2	5.85	6.30	$6.07	7.4%	509	0.49	658

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 15.3%, max 26.8%)

CALLS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$182.50	Oct 2	Oct 23	98.8%	78.4%	26.1%	61	205
$205.00	Oct 2	Nov 6	104.2%	102.8%	1.4%	576	3.2K
$210.00	Oct 2	Nov 6	104.1%	103.6%	0.5%	1.1K	3.4K

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$207.50	Oct 2	Oct 16	104.4%	82.4%	26.8%	31	549
$192.50	Oct 2	Oct 23	101.8%	80.9%	25.8%	511	664
$202.50	Oct 2	Oct 16	102.6%	82.0%	25.1%	64	132
$205.00	Oct 2	Nov 6	104.3%	102.8%	1.5%	29	724

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 186 found (best R:R 0.66, avg 2.70)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$155.00	$180.00	Nov 6	$15.05	$9.95	$15.05	79%	0.66	$170.05
$185.00	$190.00	Oct 30	$1.77	$3.23	$1.77	60%	1.82	$186.77
$197.50	$200.00	Oct 30	$0.34	$2.16	$0.34	51%	6.35	$197.84
$180.00	$187.50	Nov 6	$3.78	$3.72	$3.78	64%	0.98	$183.78
$220.00	$225.00	Oct 30	$1.00	$4.00	$1.00	38%	4.00	$221.00

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$185.00	$182.50	Oct 9	$0.45	$2.05	$0.45	37%	4.56	$184.55
$160.00	$157.50	Oct 30	$0.17	$2.33	$0.17	22%	13.71	$159.83
$192.50	$190.00	Oct 23	$0.77	$1.73	$0.77	47%	2.25	$191.73
$192.50	$190.00	Oct 9	$0.80	$1.70	$0.80	48%	2.13	$191.70
$182.50	$180.00	Oct 23	$0.75	$1.75	$0.75	36%	2.33	$181.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 0.73, avg 0.50)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$202.50	Oct 30	$1.60	$1.60	$0.90	50%	1.78	$201.60
$225.00	$230.00	Oct 30	$1.77	$1.77	$3.23	65%	0.55	$226.77
$205.00	$207.50	Oct 9	$0.88	$0.88	$1.62	67%	0.54	$205.88
$225.00	$227.50	Oct 2	$0.16	$0.16	$2.34	95%	0.07	$225.16
$205.00	$207.50	Oct 30	$1.20	$1.20	$1.30	53%	0.92	$206.20

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$175.00	$165.00	Nov 6	$4.22	$4.22	$5.78	67%	0.73	$170.78
$180.00	$175.00	Nov 6	$2.46	$2.46	$2.54	64%	0.97	$177.54
$167.50	$165.00	Oct 30	$1.39	$1.39	$1.11	72%	1.25	$166.11
$162.50	$160.00	Oct 9	$0.91	$0.91	$1.59	88%	0.57	$161.59
$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 $4.22, cheapest $4.28)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$192.50	Oct 2	Oct 9	$3.93	99.4%	81.2%
$195.00	Oct 2	Oct 9	$3.92	99.1%	83.1%
$200.00	Oct 2	Oct 9	$3.87	101.1%	85.5%
$190.00	Oct 2	Oct 9	$3.88	99.2%	86.8%
$197.50	Oct 2	Oct 9	$3.90	95.0%	82.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$192.50	Oct 2	Oct 9	$4.28	101.8%	81.2%
$195.00	Oct 2	Oct 9	$5.05	99.1%	83.1%
$200.00	Oct 2	Oct 9	$4.47	101.1%	85.5%
$197.50	Oct 2	Oct 9	$4.66	95.0%	82.7%
$187.50	Oct 2	Oct 9	$4.45	95.7%	85.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 6.20% of stock, avg 14.96%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$192.50	Oct 2	$5.85	$6.07	$11.92	$180.58	$204.42	6.20%
$190.00	Oct 2	$7.20	$4.90	$12.10	$177.90	$202.10	6.30%
$195.00	Oct 2	$4.83	$7.45	$12.28	$182.72	$207.28	6.39%
$187.50	Oct 2	$8.60	$3.85	$12.45	$175.05	$199.95	6.48%
$197.50	Oct 2	$3.78	$9.07	$12.85	$184.65	$210.35	6.69%
$185.00	Oct 2	$10.30	$2.90	$13.20	$171.80	$198.20	6.87%
$200.00	Oct 2	$3.08	$10.73	$13.81	$186.19	$213.81	7.19%
$182.50	Oct 2	$12.05	$2.27	$14.32	$168.18	$196.82	7.45%
$202.50	Oct 2	$2.39	$12.63	$15.02	$187.48	$217.52	7.82%
$180.00	Oct 2	$13.98	$1.68	$15.66	$164.34	$195.66	8.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.19% of stock, avg 13.18%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$182.50	Oct 2	$1.94	$2.27	$4.21	$178.29	$209.21
$202.50	$182.50	Oct 2	$2.39	$2.27	$4.66	$177.84	$207.16
$205.00	$185.00	Oct 2	$1.94	$2.90	$4.84	$180.16	$209.84
$202.50	$185.00	Oct 2	$2.39	$2.90	$5.29	$179.71	$207.79
$200.00	$182.50	Oct 2	$3.08	$2.27	$5.35	$177.15	$205.35
$200.00	$185.00	Oct 2	$3.08	$2.90	$5.98	$179.02	$205.98
$205.00	$187.50	Oct 2	$1.94	$3.85	$5.79	$181.71	$210.79
$202.50	$187.50	Oct 2	$2.39	$3.85	$6.24	$181.26	$208.74
$197.50	$182.50	Oct 2	$3.78	$2.27	$6.05	$176.45	$203.55
$200.00	$187.50	Oct 2	$3.08	$3.85	$6.93	$180.57	$206.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 132 found (best R:R 2.52, avg credit $1.29)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
160/162	205/208	Oct 9	$1.79	$0.71	55%	2.52	$160.71	$206.79
160/162	210/212	Oct 9	$1.56	$0.94	60%	1.66	$160.94	$211.56
160/162	212/215	Oct 9	$1.43	$1.07	63%	1.34	$161.07	$213.93
155/158	205/208	Oct 9	$1.41	$1.09	59%	1.29	$156.09	$206.41
168/170	205/208	Oct 9	$1.60	$0.90	49%	1.78	$168.40	$206.60
155/158	210/212	Oct 9	$1.18	$1.32	65%	0.89	$156.32	$211.18
160/162	215/218	Oct 9	$1.15	$1.35	66%	0.85	$161.35	$216.15
175/178	205/208	Oct 9	$1.80	$0.70	40%	2.57	$175.70	$206.80
155/158	212/215	Oct 9	$1.05	$1.45	68%	0.72	$156.45	$213.55
168/170	210/212	Oct 9	$1.37	$1.13	55%	1.21	$168.63	$211.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 129 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$175.00	$180.00	$185.00	Oct 30	$0.09	$4.91	7%	54.56
$205.00	$210.00	$215.00	Nov 6	$0.08	$4.92	6%	61.50
$195.00	$197.50	$200.00	Oct 16	$0.05	$2.45	6%	49.00
$197.50	$200.00	$202.50	Oct 16	$0.06	$2.44	6%	40.67
$162.50	$165.00	$167.50	Oct 16	$0.06	$2.44	4%	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$200.00	$205.00	$210.00	Oct 30	$0.07	$4.93	7%	70.43
$185.00	$187.50	$190.00	Oct 2	$0.10	$2.40	13%	24.00
$205.00	$210.00	$215.00	Oct 23	$0.16	$4.84	9%	30.25
$187.50	$190.00	$192.50	Oct 2	$0.12	$2.38	13%	19.83
$200.00	$202.50	$205.00	Oct 2	$0.07	$2.43	9%	34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-15.53, 47 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$155.00	$180.00	1:2	Nov 6	-$15.53	$9.47
$210.00	$220.00	1:2	Oct 16	-$2.31	$7.69
$220.00	$230.00	1:2	Oct 16	-$1.77	$8.23
$225.00	$227.50	1:2	Oct 2	-$0.08	$2.42
$217.50	$220.00	1:2	Oct 2	-$0.30	$2.20

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$162.50	$160.00	1:2	Oct 9	-$0.03	$2.47
$162.50	$160.00	1:2	Oct 2	-$0.06	$2.44
$170.00	$167.50	1:2	Oct 2	-$0.17	$2.33
$167.50	$165.00	1:2	Oct 2	-$0.20	$2.30
$160.00	$157.50	1:2	Oct 2	-$0.16	$2.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 7.11%, avg 4.53%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 6	$13.65	0.40	14.5%	7.11%	21.62%	3	14
$215.00	Nov 6	$15.00	0.42	11.9%	7.81%	19.72%	3	9
$210.00	Nov 6	$16.50	0.45	9.3%	8.59%	17.90%	1	18
$205.00	Nov 6	$18.25	0.48	6.7%	9.50%	16.21%	2	18
$225.00	Nov 6	$12.25	0.37	17.1%	6.38%	23.50%	--	10
$202.50	Nov 6	$19.05	0.50	5.4%	9.92%	15.32%	--	23
$200.00	Nov 6	$20.00	0.51	4.1%	10.41%	14.52%	23	29
$195.00	Nov 6	$22.00	0.54	1.5%	11.45%	12.96%	106	405
$192.50	Nov 6	$23.05	0.56	0.2%	12.00%	12.20%	--	15
$225.00	Oct 30	$11.50	0.35	17.1%	5.99%	23.11%	8	18

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 13,745

Total Puts 15,986

Put/Call Ratio 1.16

Net Difference -2,241

Prior's Put/Call Breakdown

Total Calls 13,915

Total Puts 8,260

Put/Call Ratio 0.59

Net Difference 5,655

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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