Tour v529
MRNA
MODERNA INC
$189.26 -6.98%
◀ 9/30 10:01 ▶

Option Volume

Detail
ℹ
Current (09/30 10:00am) 32,372
Calls: 14,830 (46%)
Puts: 17,542 (54%)
Prior (09/25) 26,240
Calls: 16,890 (64%)
Puts: 9,350 (36%)
Current vs Prior +23.37%
Calls: -12.20% (Calls)
Puts: +87.61% (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 -75.19%
Calls: -74.72%
Puts: -75.57%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:00am) $22.96M
Calls: $12.56M (55%)
Puts: $10.40M (45%)
Prior (09/25) $12.77M
Calls: $9.49M (74%)
Puts: $3.28M (26%)
Current vs Prior +79.80%
Calls: +32.35%
Puts: +217.19%
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 -87.50%
Calls: -92.37%
Puts: -45.29%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:00am) 1.18
Prior (09/25) 0.55
Current vs Prior +113.68%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +47.94%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:00am) 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
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 7.11% | 11.29%14.52% | 29.59%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +142.83% | +20.07%-6.99% | -5.81%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -19.22% | -19.72%-1.50% | +12.67%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +142.83% | +20.07%-0.97% | -5.54%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 8.90% | 22.52%
Calls: 9.18% | 27.03%
Puts: 8.62% | 18.01%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -38.71% | +148.84%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -70.10% | +11.62%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 80% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio rising 114% - 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)
TimeSmart MoneyRetailOverall
10:00BULLISHBEARISHBEARISH
09:55BULLISHBEARISHBEARISH
09:50BULLISHBEARISHBEARISH
09:45BULLISHBEARISHBEARISH
09:40BULLISHNEUTRALMIXED
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 94 of results (avg 6.8%, best 1.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 1615.2015.40$15.301.3%110.591.1K
$180.00Oct 211.7512.00$11.882.1%1500.751.4K
$170.00Oct 1623.9024.60$24.252.9%3030.771.2K
$172.50Oct 1622.3523.10$22.733.3%10.7491
$197.50Oct 169.7510.10$9.933.5%40.4477
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Oct 1617.6017.90$17.751.7%50.5670
$210.00Oct 1626.2526.90$26.582.4%40.69109
$205.00Oct 1622.4523.05$22.752.6%260.6418
$180.00Oct 168.258.50$8.383.0%1020.35706
$185.00Oct 1610.6010.95$10.773.2%2020.41455

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.63, cheapest $0.40)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Oct 20.360.43$0.4017.5%1220.06399
$212.50Oct 20.610.70$0.6613.6%1450.094.2K
$210.00Oct 20.810.93$0.8713.8%1.2K0.123.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.480.54$0.5111.8%880.07839
$170.00Oct 20.710.75$0.735.5%4840.091.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 128 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 235.6038.55$37.088.0%--0.99373
$155.00Oct 233.1036.10$34.608.7%--0.99299
$157.50Oct 230.5533.55$32.059.4%30.9898
$160.00Oct 228.2031.15$29.679.9%60.97230
$162.50Oct 225.8028.70$27.2510.6%--0.97100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 231.8035.50$33.6511.0%--1.0010
$225.00Oct 234.3037.95$36.1310.1%--0.9412
$220.00Oct 229.4032.60$31.0010.3%90.9421
$217.50Oct 226.9530.20$28.5811.4%20.94--
$215.00Oct 224.5027.85$26.1812.8%40.9212

Most actively traded options today. High liquidity = easy entry/exit. 235 active (total vol 25.5K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 22.282.41$2.345.6%1.4K0.271.9K
$190.00Oct 25.706.00$5.855.1%1.3K0.501.7K
$210.00Oct 20.810.93$0.8713.8%1.2K0.123.4K
$202.50Oct 21.761.91$1.848.2%6810.224.2K
$205.00Oct 21.301.46$1.3811.6%6410.183.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 22.352.54$2.457.8%2.2K0.251.4K
$185.00Oct 23.754.25$4.0012.5%1.5K0.37791
$190.00Oct 26.106.65$6.388.6%1.3K0.50904
$175.00Oct 21.351.50$1.4310.5%7530.161.5K
$192.50Oct 27.458.00$7.737.1%5280.56658

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 11.9%, max 33.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 23105.3%78.8%33.5%32174
$182.50Oct 2Oct 23103.4%80.4%28.6%61205
$175.00Oct 2Oct 30106.4%100.5%5.9%50412
$180.00Oct 2Nov 6103.8%99.0%4.9%3081.6K
$190.00Oct 2Nov 6103.5%100.0%3.4%1.4K1.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 23105.5%78.8%33.8%151361
$202.50Oct 2Oct 16103.3%84.9%21.7%64132
$175.00Oct 2Nov 6107.1%99.9%7.2%7541.5K
$180.00Oct 2Nov 6104.2%99.0%5.3%2.2K1.4K
$185.00Oct 2Nov 6101.7%98.0%3.8%1.5K802

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 192 found (best R:R 0.74, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$14.37$10.63$14.3779%0.74$169.37
$180.00$185.00Oct 30$1.90$3.10$1.9063%1.63$181.90
$220.00$225.00Oct 30$0.73$4.27$0.7337%5.85$220.73
$180.00$187.50Nov 6$3.50$4.00$3.5063%1.14$183.50
$215.00$220.00Nov 6$1.20$3.80$1.2042%3.17$216.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Oct 2$1.65$0.85$1.6583%0.52$203.35
$172.50$170.00Oct 9$0.13$2.37$0.1321%18.23$172.37
$165.00$162.50Oct 9$0.10$2.40$0.1014%24.00$164.90
$185.00$182.50Oct 23$0.90$1.60$0.9041%1.78$184.10
$187.50$185.00Oct 9$1.00$1.50$1.0044%1.50$186.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 0.82, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Oct 9$0.59$0.59$1.9180%0.31$218.09
$207.50$210.00Oct 23$1.03$1.03$1.4762%0.70$208.53
$207.50$210.00Oct 9$0.74$0.74$1.7672%0.42$208.24
$202.50$205.00Oct 9$0.85$0.85$1.6566%0.52$203.35
$192.50$195.00Oct 2$1.02$1.02$1.4856%0.69$193.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$167.50Nov 6$3.37$3.37$4.1366%0.82$171.63
$180.00$175.00Oct 30$2.62$2.62$2.3863%1.10$177.38
$155.00$152.50Oct 23$1.10$1.10$1.4086%0.79$153.90
$165.00$160.00Nov 6$1.92$1.92$3.0872%0.62$163.08
$160.00$157.50Oct 23$0.97$0.97$1.5383%0.63$159.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.93, cheapest $3.89)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$3.97103.5%84.2%
$187.50Oct 2Oct 9$4.02101.2%82.6%
$182.50Oct 2Oct 9$3.70103.4%85.2%
$185.00Oct 2Oct 9$3.65101.7%84.2%
$192.50Oct 2Oct 9$4.08102.5%85.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$3.89103.5%84.2%
$187.50Oct 2Oct 9$3.88101.2%82.6%
$182.50Oct 2Oct 9$3.77103.4%85.2%
$185.00Oct 2Oct 9$3.98101.7%84.2%
$192.50Oct 2Oct 9$4.04102.5%85.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 6.44% of stock, avg 15.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Oct 2$7.08$5.10$12.18$175.32$199.686.44%
$190.00Oct 2$5.85$6.38$12.23$177.77$202.236.46%
$185.00Oct 2$8.48$4.00$12.48$172.52$197.486.59%
$192.50Oct 2$4.80$7.73$12.53$179.97$205.036.62%
$195.00Oct 2$3.78$9.35$13.13$181.87$208.136.94%
$182.50Oct 2$10.10$3.23$13.33$169.17$195.837.04%
$197.50Oct 2$3.00$11.13$14.13$183.37$211.637.47%
$180.00Oct 2$11.88$2.45$14.33$165.67$194.337.57%
$200.00Oct 2$2.34$12.88$15.22$184.78$215.228.04%
$177.50Oct 2$13.80$1.89$15.69$161.81$193.198.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.27% of stock, avg 13.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 2$1.84$2.45$4.29$175.71$206.79
$200.00$180.00Oct 2$2.34$2.45$4.79$175.21$204.79
$202.50$182.50Oct 2$1.84$3.23$5.07$177.43$207.57
$200.00$182.50Oct 2$2.34$3.23$5.57$176.93$205.57
$197.50$180.00Oct 2$3.00$2.45$5.45$174.55$202.95
$197.50$182.50Oct 2$3.00$3.23$6.23$176.27$203.73
$202.50$185.00Oct 2$1.84$4.00$5.84$179.16$208.34
$200.00$185.00Oct 2$2.34$4.00$6.34$178.66$206.34
$195.00$180.00Oct 2$3.78$2.45$6.23$173.77$201.23
$197.50$185.00Oct 2$3.00$4.00$7.00$178.00$204.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 2.12, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170208/210Oct 9$1.70$0.8053%2.12$168.30$209.20
168/170202/205Oct 9$1.81$0.6946%2.62$168.19$204.31
168/170215/218Oct 9$1.37$1.1359%1.21$168.63$216.37
172/175208/210Oct 9$1.67$0.8347%2.01$173.33$209.17
175/178208/210Oct 9$1.77$0.7343%2.42$175.73$209.27
160/162208/210Oct 9$1.33$1.1759%1.14$161.17$208.83
172/175202/205Oct 9$1.78$0.7240%2.47$173.22$204.28
175/178202/205Oct 9$1.88$0.6236%3.03$175.62$204.38
160/162202/205Oct 9$1.44$1.0653%1.36$161.06$203.94
168/170212/215Oct 9$1.33$1.1757%1.14$168.67$213.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 121 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$197.50$200.00Oct 2$0.12$2.3811%19.83
$185.00$187.50$190.00Oct 16$0.05$2.456%49.00
$165.00$167.50$170.00Oct 9$0.05$2.456%49.00
$175.00$177.50$180.00Oct 9$0.09$2.418%26.78
$185.00$187.50$190.00Oct 2$0.17$2.3313%13.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$187.50$190.00$192.50Oct 2$0.07$2.4313%34.71
$205.00$210.00$215.00Oct 30$0.12$4.886%40.67
$175.00$180.00$185.00Nov 6$0.15$4.857%32.33
$175.00$177.50$180.00Oct 2$0.10$2.409%24.00
$197.50$200.00$202.50Oct 16$0.05$2.455%49.00

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 $-14.81, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$14.81$10.19
$210.00$220.001:2Oct 16-$2.01$7.99
$220.00$222.501:2Oct 2-$0.15$2.35
$215.00$217.501:2Oct 2-$0.27$2.23
$217.50$220.001:2Oct 2-$0.30$2.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$162.501:2Oct 2-$0.06$2.44
$155.00$152.501:2Oct 2-$0.07$2.43
$160.00$157.501:2Oct 2-$0.11$2.39
$167.50$165.001:2Oct 2-$0.21$2.29
$162.50$160.001:2Oct 2-$0.17$2.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 7.00%, avg 4.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 6$13.250.3916.2%7.00%23.24%814
$205.00Nov 6$17.800.478.3%9.41%17.72%218
$210.00Nov 6$15.950.4411.0%8.43%19.39%618
$225.00Nov 6$11.850.3718.9%6.26%25.15%--10
$215.00Nov 6$14.250.4213.6%7.53%21.13%39
$202.50Nov 6$18.250.497.0%9.64%16.64%--23
$200.00Nov 6$19.250.505.7%10.17%15.85%2329
$195.00Nov 6$21.100.533.0%11.15%14.18%106405
$192.50Nov 6$21.800.551.7%11.52%13.23%--15
$190.00Nov 6$22.850.560.4%12.07%12.46%10022

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 14,830
Total Puts 17,542
Put/Call Ratio 1.18
Net Difference -2,712

Prior's Put/Call Breakdown

Total Calls 16,890
Total Puts 9,350
Put/Call Ratio 0.55
Net Difference 7,540

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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Chart Title

Price — Past 7 Days

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