Tour v529
MRNA
MODERNA INC
$190.73 -6.26%
◀ 9/30 10:10 ▶

Option Volume

Detail
ℹ
Current (09/30 10:10am) 36,977
Calls: 16,982 (46%)
Puts: 19,995 (54%)
Prior (09/25) 30,968
Calls: 19,369 (63%)
Puts: 11,599 (37%)
Current vs Prior +19.40%
Calls: -12.32% (Calls)
Puts: +72.39% (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 -71.66%
Calls: -71.05%
Puts: -72.15%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:10am) $27.65M
Calls: $15.58M (56%)
Puts: $12.07M (44%)
Prior (09/25) $15.65M
Calls: $11.09M (71%)
Puts: $4.55M (29%)
Current vs Prior +76.68%
Calls: +40.44%
Puts: +164.94%
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 -84.95%
Calls: -90.54%
Puts: -36.52%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:10am) 1.18
Prior (09/25) 0.60
Current vs Prior +96.62%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +47.26%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:10am) 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 6.82% | 11.40%14.26% | 30.41%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +132.90% | +21.26%-8.65% | -3.18%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -22.52% | -18.92%-3.26% | +15.82%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +132.90% | +21.26%-2.73% | -2.90%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.33% | 16.98%
Calls: 3.98% | 14.95%
Puts: 6.69% | 19.00%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -63.29% | +87.62%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -82.10% | -15.84%
Liquidity Pricy
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 77% vs prior. Slightly bearish P/C ratio of 1.18. 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
10:10BULLISHBEARISHBEARISH
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 103 of results (avg 6.5%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1625.1525.65$25.402.0%3060.791.2K
$187.50Oct 1614.5014.85$14.682.4%280.5892
$180.00Oct 1618.5019.00$18.752.7%340.673.0K
$197.50Oct 1610.1510.45$10.302.9%590.4677
$195.00Oct 1611.1011.45$11.273.1%1460.49253
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1625.1025.55$25.331.8%50.67109
$202.50Oct 1619.7020.10$19.902.0%4830.6028
$205.00Oct 1621.4021.85$21.632.1%2540.6218
$207.50Oct 1623.0523.65$23.352.6%220.6512
$192.50Oct 1613.4513.85$13.652.9%370.4846

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.55, cheapest $0.11)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 20.330.39$0.3616.7%4280.062.8K
$215.00Oct 20.550.60$0.578.8%2780.09758
$212.50Oct 20.710.80$0.7611.8%1570.114.2K
$210.00Oct 20.921.03$0.9811.2%1.3K0.143.4K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 20.100.11$0.119.1%3830.033.7K
$167.50Oct 20.340.37$0.368.3%1030.05839
$170.00Oct 20.510.54$0.535.7%8560.071.4K
$172.50Oct 20.720.76$0.745.4%2370.10359

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 126 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 234.3037.55$35.929.0%--0.99299
$157.50Oct 231.8535.25$33.5510.1%30.9998
$160.00Oct 229.4032.60$31.0010.3%60.97230
$162.50Oct 227.0530.25$28.6511.2%--0.97100
$165.00Oct 224.8027.30$26.059.6%10.96574
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 230.3033.85$32.0811.1%--0.9410
$225.00Oct 232.9036.00$34.459.0%--0.9312
$220.00Oct 228.0531.25$29.6510.8%90.9321
$217.50Oct 225.6528.80$27.2311.6%20.92--
$215.00Oct 223.5026.10$24.8010.5%40.9112

Most actively traded options today. High liquidity = easy entry/exit. 238 active (total vol 29.4K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 22.542.71$2.636.5%1.5K0.291.9K
$210.00Oct 20.921.03$0.9811.2%1.3K0.143.4K
$190.00Oct 26.156.40$6.284.0%1.3K0.541.7K
$195.00Oct 23.954.30$4.138.5%6940.412.2K
$202.50Oct 21.992.13$2.066.8%6870.244.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 21.821.96$1.897.4%2.3K0.211.4K
$185.00Oct 23.153.45$3.309.1%1.6K0.33791
$190.00Oct 25.255.60$5.436.4%1.6K0.46904
$170.00Oct 20.510.54$0.535.7%8560.071.4K
$175.00Oct 21.001.10$1.059.5%7820.131.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 19.3%, max 25.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 23100.1%81.0%23.5%32174
$207.50Oct 2Oct 30104.1%103.4%0.8%2472.9K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$207.50Oct 2Oct 16104.1%82.8%25.8%35549
$177.50Oct 2Oct 2399.9%81.0%23.3%167361
$202.50Oct 2Oct 16101.3%82.4%22.9%535132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 183 found (best R:R 0.67, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$14.98$10.02$14.9878%0.67$169.98
$175.00$180.00Oct 30$2.05$2.95$2.0567%1.44$177.05
$210.00$215.00Oct 30$1.12$3.88$1.1244%3.46$211.12
$180.00$187.50Nov 6$3.60$3.90$3.6063%1.08$183.60
$202.50$205.00Nov 6$0.35$2.15$0.3549%6.14$202.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 23$1.05$1.45$1.0555%1.38$198.95
$192.50$190.00Oct 9$0.95$1.55$0.9550%1.63$191.55
$165.00$162.50Oct 23$0.25$2.25$0.2520%9.00$164.75
$167.50$165.00Oct 9$0.14$2.36$0.1414%16.86$167.36
$180.00$177.50Oct 9$0.53$1.97$0.5331%3.72$179.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 1.54, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 9$0.85$0.85$1.6575%0.52$213.35
$217.50$220.00Oct 9$0.68$0.68$1.8280%0.37$218.18
$197.50$200.00Oct 23$1.40$1.40$1.1052%1.27$198.90
$205.00$207.50Oct 30$1.36$1.36$1.1453%1.19$206.36
$202.50$205.00Oct 23$1.15$1.15$1.3557%0.85$203.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Nov 6$3.03$3.03$1.9757%1.54$186.97
$175.00$170.00Oct 30$2.45$2.45$2.5567%0.96$172.55
$175.00$170.00Nov 6$2.30$2.30$2.7066%0.85$172.70
$180.00$175.00Nov 6$2.45$2.45$2.5563%0.96$177.55
$165.00$160.00Nov 6$1.92$1.92$3.0873%0.62$163.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $4.32, cheapest $4.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$4.1898.0%82.2%
$187.50Oct 2Oct 9$4.1798.1%84.5%
$195.00Oct 2Oct 9$4.3799.8%86.8%
$197.50Oct 2Oct 9$4.2599.3%86.7%
$192.50Oct 2Oct 9$4.3898.9%86.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$4.1098.0%82.2%
$187.50Oct 2Oct 9$4.4599.0%84.5%
$195.00Oct 2Oct 9$4.1599.8%86.8%
$197.50Oct 2Oct 9$4.3599.3%86.7%
$192.50Oct 2Oct 9$4.3298.9%86.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 6.14% of stock, avg 15.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$6.28$5.43$11.71$178.29$201.716.14%
$192.50Oct 2$5.15$6.73$11.88$180.62$204.386.23%
$187.50Oct 2$7.68$4.28$11.96$175.54$199.466.27%
$195.00Oct 2$4.13$8.30$12.43$182.57$207.436.52%
$185.00Oct 2$9.20$3.30$12.50$172.50$197.506.55%
$197.50Oct 2$3.28$9.95$13.23$184.27$210.736.94%
$182.50Oct 2$10.93$2.53$13.46$169.04$195.967.06%
$200.00Oct 2$2.63$11.85$14.48$185.52$214.487.59%
$180.00Oct 2$12.78$1.89$14.67$165.33$194.677.69%
$202.50Oct 2$2.06$13.60$15.66$186.84$218.168.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.07% of stock, avg 13.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 2$2.06$1.89$3.95$176.05$206.45
$202.50$182.50Oct 2$2.06$2.53$4.59$177.91$207.09
$200.00$180.00Oct 2$2.63$1.89$4.52$175.48$204.52
$200.00$182.50Oct 2$2.63$2.53$5.16$177.34$205.16
$202.50$185.00Oct 2$2.06$3.30$5.36$179.64$207.86
$197.50$180.00Oct 2$3.28$1.89$5.17$174.83$202.67
$200.00$185.00Oct 2$2.63$3.30$5.93$179.07$205.93
$197.50$182.50Oct 2$3.28$2.53$5.81$176.69$203.31
$197.50$185.00Oct 2$3.28$3.30$6.58$178.42$204.08
$202.50$187.50Oct 2$2.06$4.28$6.34$181.16$208.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 1.91, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
160/162212/215Oct 9$1.64$0.8663%1.91$160.86$214.14
175/178212/215Oct 9$2.03$0.4747%4.32$175.47$214.53
160/162218/220Oct 9$1.47$1.0368%1.43$161.03$218.97
175/178218/220Oct 9$1.86$0.6452%2.91$175.64$219.36
180/182212/215Oct 9$1.92$0.5840%3.31$180.58$214.42
172/175212/215Oct 9$1.60$0.9052%1.78$173.40$214.10
180/182218/220Oct 9$1.75$0.7545%2.33$180.75$219.25
172/175218/220Oct 9$1.43$1.0757%1.34$173.57$218.93
160/162205/208Oct 9$1.44$1.0656%1.36$161.06$206.44
175/178205/208Oct 9$1.83$0.6740%2.73$175.67$206.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 132 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 23$0.07$4.938%70.43
$190.00$192.50$195.00Oct 2$0.11$2.3913%21.73
$215.00$220.00$225.00Oct 23$0.12$4.887%40.67
$185.00$187.50$190.00Oct 2$0.12$2.3813%19.83
$197.50$200.00$202.50Oct 2$0.08$2.4210%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 23$0.06$4.947%82.33
$205.00$210.00$215.00Oct 30$0.05$4.956%99.00
$192.50$195.00$197.50Oct 2$0.08$2.4213%30.25
$187.50$190.00$192.50Oct 2$0.15$2.3513%15.67
$195.00$200.00$205.00Nov 6$0.12$4.886%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 $-14.82, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$14.82$10.18
$210.00$220.001:2Oct 16-$2.17$7.83
$225.00$227.501:2Oct 2-$0.13$2.37
$220.00$222.501:2Oct 2-$0.20$2.30
$217.50$220.001:2Oct 2-$0.24$2.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$160.001:2Oct 9-$0.16$2.34
$162.50$160.001:2Oct 2-$0.03$2.47
$165.00$162.501:2Oct 2-$0.12$2.38
$157.50$155.001:2Oct 2-$0.07$2.43
$170.00$167.501:2Oct 2-$0.19$2.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 9.78%, avg 4.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Nov 6$18.650.487.5%9.78%17.26%218
$215.00Nov 6$14.550.4212.7%7.63%20.35%39
$210.00Nov 6$16.050.4510.1%8.42%18.52%618
$220.00Nov 6$13.250.3915.3%6.95%22.29%814
$225.00Nov 6$11.850.3718.0%6.21%24.18%--10
$202.50Nov 6$18.500.496.2%9.70%15.87%123
$200.00Nov 6$19.500.514.9%10.22%15.08%2429
$195.00Nov 6$21.350.542.2%11.19%13.43%106405
$192.50Nov 6$22.400.550.9%11.74%12.67%--15
$205.00Oct 30$16.500.477.5%8.65%16.13%837

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 16,982
Total Puts 19,995
Put/Call Ratio 1.18
Net Difference -3,013

Prior's Put/Call Breakdown

Total Calls 19,369
Total Puts 11,599
Put/Call Ratio 0.60
Net Difference 7,770

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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