Tour v529
MRNA
MODERNA INC
$190.86 -6.19%
◀ 9/30 10:05 ▶

Option Volume

Detail
ℹ
Current (09/30 10:05am) 35,426
Calls: 16,439 (46%)
Puts: 18,987 (54%)
Prior (09/25) 27,538
Calls: 17,366 (63%)
Puts: 10,172 (37%)
Current vs Prior +28.64%
Calls: -5.34% (Calls)
Puts: +86.66% (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 -72.84%
Calls: -71.97%
Puts: -73.56%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:05am) $26.23M
Calls: $14.49M (55%)
Puts: $11.74M (45%)
Prior (09/25) $13.54M
Calls: $9.97M (74%)
Puts: $3.57M (26%)
Current vs Prior +93.77%
Calls: +45.42%
Puts: +228.65%
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 -85.72%
Calls: -91.20%
Puts: -38.24%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:05am) 1.16
Prior (09/25) 0.59
Current vs Prior +97.19%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +44.45%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:05am) 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 6.97% | 11.52%14.57% | 30.35%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +138.11% | +22.46%-6.67% | -3.38%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -20.79% | -18.12%-1.15% | +15.58%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +138.11% | +22.46%-0.62% | -3.10%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.21% | 21.56%
Calls: 3.89% | 19.02%
Puts: 6.54% | 24.11%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -64.12% | +138.23%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -82.50% | +6.86%
Liquidity Pricy
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 94% vs prior. Slightly bearish P/C ratio of 1.16. P/C ratio rising 97% - 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
10:05BULLISHBEARISHBEARISH
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 76 of results (avg 6.4%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 167.958.05$8.001.3%1320.38472
$170.00Oct 1625.3025.75$25.531.8%3030.781.2K
$197.50Oct 1610.4010.70$10.552.8%590.4677
$175.00Oct 1621.8022.50$22.153.2%400.721.4K
$187.50Oct 1614.7015.20$14.953.3%280.5792
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 1621.6522.05$21.851.8%2540.6218
$195.00Oct 1615.2515.55$15.401.9%500.5185
$202.50Oct 1619.9020.35$20.132.2%4830.5928
$197.50Oct 1616.6517.05$16.852.4%1800.5470
$192.50Oct 1613.8014.15$13.982.5%360.4846

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.61, cheapest $0.37)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 20.340.40$0.3716.2%4270.062.8K
$217.50Oct 20.440.50$0.4712.8%1230.07399
$215.00Oct 20.570.64$0.6111.5%2680.09758
$212.50Oct 20.740.88$0.8117.3%1530.114.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.360.41$0.3912.8%990.06839
$170.00Oct 20.520.60$0.5614.3%5230.081.4K
$172.50Oct 20.720.83$0.7714.3%2350.10359
$160.00Oct 90.851.00$0.9316.1%680.07175

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 125 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 234.0537.55$35.809.8%--1.00299
$157.50Oct 231.6535.35$33.5011.0%31.0098
$160.00Oct 229.0532.65$30.8511.7%61.00230
$162.50Oct 226.7530.65$28.7013.6%--1.00100
$165.00Oct 224.3527.95$26.1513.8%10.94574
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 232.9536.45$34.7010.1%--0.9612
$222.50Oct 230.3534.00$32.1711.3%--0.9510
$220.00Oct 228.2031.55$29.8811.2%90.9421
$217.50Oct 225.6529.15$27.4012.8%20.93--
$215.00Oct 223.0526.85$24.9515.2%40.9212

Most actively traded options today. High liquidity = easy entry/exit. 235 active (total vol 28.4K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 22.622.85$2.748.4%1.5K0.291.9K
$210.00Oct 20.961.10$1.0313.6%1.3K0.133.4K
$190.00Oct 26.306.55$6.433.9%1.3K0.541.7K
$202.50Oct 22.042.26$2.1510.2%6850.244.2K
$195.00Oct 24.154.45$4.307.0%6790.412.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 21.802.03$1.9212.0%2.2K0.221.4K
$185.00Oct 23.303.55$3.437.3%1.5K0.33791
$190.00Oct 25.305.65$5.486.4%1.4K0.46904
$175.00Oct 20.991.15$1.0715.0%7750.141.5K
$192.50Oct 26.657.10$6.886.5%5320.53658

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 11.4%, max 26.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 23102.5%80.8%26.8%32174
$182.50Oct 2Oct 23100.8%81.0%24.5%61205
$180.00Oct 2Nov 6100.5%99.9%0.6%3201.6K
$202.50Oct 2Nov 6103.4%103.1%0.3%6854.2K
$207.50Oct 2Oct 30104.7%104.6%0.2%2472.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 23102.5%80.8%26.8%167361
$207.50Oct 2Oct 16104.7%85.5%22.5%35549
$202.50Oct 2Oct 16103.4%85.4%21.1%535132
$185.00Oct 2Nov 6100.2%99.0%1.3%1.5K802
$180.00Oct 2Nov 6100.5%99.9%0.6%2.2K1.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 185 found (best R:R 0.67, avg 2.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$15.00$10.00$15.0078%0.67$170.00
$180.00$187.50Nov 6$3.58$3.92$3.5863%1.09$183.58
$210.00$215.00Oct 30$1.12$3.88$1.1243%3.46$211.12
$180.00$185.00Oct 30$2.18$2.82$2.1863%1.29$182.18
$220.00$225.00Oct 30$1.05$3.95$1.0538%3.76$221.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 23$1.00$1.50$1.0055%1.50$199.00
$170.00$167.50Nov 6$0.40$2.10$0.4030%5.25$169.60
$165.00$162.50Oct 23$0.23$2.27$0.2320%9.87$164.77
$170.00$167.50Oct 30$0.47$2.03$0.4729%4.32$169.53
$167.50$165.00Oct 9$0.15$2.35$0.1514%15.67$167.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 1.37, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 9$0.85$0.85$1.6575%0.52$213.35
$197.50$200.00Oct 23$1.42$1.42$1.0852%1.31$198.92
$217.50$220.00Oct 9$0.66$0.66$1.8480%0.36$218.16
$202.50$205.00Oct 23$1.23$1.23$1.2757%0.97$203.73
$200.00$202.50Oct 9$0.98$0.98$1.5261%0.64$200.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$170.00Nov 6$2.89$2.89$2.1166%1.37$172.11
$175.00$170.00Oct 30$2.48$2.48$2.5267%0.98$172.52
$190.00$185.00Nov 6$2.98$2.98$2.0257%1.48$187.02
$165.00$160.00Nov 6$2.00$2.00$3.0073%0.67$163.00
$180.00$175.00Nov 6$2.43$2.43$2.5763%0.95$177.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $4.20, cheapest $3.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$4.05100.2%82.3%
$197.50Oct 2Oct 9$4.12102.9%85.7%
$187.50Oct 2Oct 9$3.78100.0%84.5%
$190.00Oct 2Oct 9$4.35100.0%84.8%
$195.00Oct 2Oct 9$4.38101.2%87.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$3.75100.2%82.3%
$197.50Oct 2Oct 9$4.30102.9%85.7%
$187.50Oct 2Oct 9$4.25100.0%84.5%
$190.00Oct 2Oct 9$4.42100.0%84.8%
$195.00Oct 2Oct 9$4.18102.1%87.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 6.24% of stock, avg 14.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$6.43$5.48$11.91$178.09$201.916.24%
$192.50Oct 2$5.35$6.88$12.23$180.27$204.736.41%
$187.50Oct 2$7.95$4.38$12.33$175.17$199.836.46%
$195.00Oct 2$4.30$8.32$12.62$182.38$207.626.61%
$185.00Oct 2$9.38$3.43$12.81$172.19$197.816.71%
$197.50Oct 2$3.48$10.00$13.48$184.02$210.987.06%
$182.50Oct 2$11.18$2.55$13.73$168.77$196.237.19%
$200.00Oct 2$2.74$11.78$14.52$185.48$214.527.61%
$180.00Oct 2$12.78$1.92$14.70$165.30$194.707.70%
$202.50Oct 2$2.15$13.63$15.78$186.72$218.288.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.13% of stock, avg 13.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 2$2.15$1.92$4.07$175.93$206.57
$202.50$182.50Oct 2$2.15$2.55$4.70$177.80$207.20
$200.00$180.00Oct 2$2.74$1.92$4.66$175.34$204.66
$200.00$182.50Oct 2$2.74$2.55$5.29$177.21$205.29
$202.50$185.00Oct 2$2.15$3.43$5.58$179.42$208.08
$197.50$180.00Oct 2$3.48$1.92$5.40$174.60$202.90
$200.00$185.00Oct 2$2.74$3.43$6.17$178.83$206.17
$197.50$182.50Oct 2$3.48$2.55$6.03$176.47$203.53
$197.50$185.00Oct 2$3.48$3.43$6.91$178.09$204.41
$195.00$180.00Oct 2$4.30$1.92$6.22$173.78$201.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 5.10, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178212/215Oct 9$2.09$0.4147%5.10$175.41$214.59
160/162212/215Oct 9$1.66$0.8463%1.98$160.84$214.16
175/178218/220Oct 9$1.90$0.6052%3.17$175.60$219.40
160/162218/220Oct 9$1.47$1.0368%1.43$161.03$218.97
175/178205/208Oct 9$2.01$0.4940%4.10$175.49$207.01
160/162205/208Oct 9$1.58$0.9256%1.72$160.92$206.58
155/158212/215Oct 9$1.25$1.2568%1.00$156.25$213.75
175/178208/210Oct 9$1.84$0.6644%2.79$175.66$209.34
160/162208/210Oct 9$1.41$1.0959%1.29$161.09$208.91
155/158218/220Oct 9$1.06$1.4472%0.74$156.44$218.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 120 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Oct 30$0.09$4.917%54.56
$195.00$197.50$200.00Oct 2$0.08$2.4211%30.25
$187.50$190.00$192.50Oct 9$0.05$2.458%49.00
$175.00$177.50$180.00Oct 9$0.08$2.428%30.25
$210.00$215.00$220.00Nov 6$0.12$4.885%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$182.50$185.00$187.50Oct 2$0.07$2.4312%34.71
$197.50$200.00$202.50Oct 2$0.07$2.4310%34.71
$195.00$197.50$200.00Oct 2$0.10$2.4012%24.00
$180.00$182.50$185.00Oct 9$0.06$2.448%40.67
$185.00$187.50$190.00Oct 2$0.15$2.3513%15.67

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 $-14.78, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$14.78$10.22
$210.00$220.001:2Oct 16-$2.53$7.47
$225.00$227.501:2Oct 2-$0.17$2.33
$217.50$220.001:2Oct 2-$0.27$2.23
$220.00$222.501:2Oct 2-$0.27$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$160.001:2Oct 9-$0.12$2.38
$157.50$155.001:2Oct 9-$0.13$2.37
$157.50$155.001:2Oct 2-$0.05$2.45
$167.50$165.001:2Oct 2-$0.13$2.37
$170.00$167.501:2Oct 2-$0.22$2.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 9.64%, avg 4.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Nov 6$18.400.487.4%9.64%17.05%218
$215.00Nov 6$14.550.4212.7%7.62%20.27%39
$210.00Nov 6$16.050.4510.0%8.41%18.44%618
$220.00Nov 6$13.250.3915.3%6.94%22.21%814
$225.00Nov 6$11.850.3717.9%6.21%24.10%--10
$202.50Nov 6$18.500.496.1%9.69%15.79%--23
$200.00Nov 6$19.500.504.8%10.22%15.01%2329
$195.00Nov 6$21.350.532.2%11.19%13.36%106405
$192.50Nov 6$22.400.550.9%11.74%12.60%--15
$220.00Oct 30$11.900.3815.3%6.23%21.50%17719

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 16,439
Total Puts 18,987
Put/Call Ratio 1.16
Net Difference -2,548

Prior's Put/Call Breakdown

Total Calls 17,366
Total Puts 10,172
Put/Call Ratio 0.59
Net Difference 7,194

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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