Tour v529
MRNA
MODERNA INC
$189.87 -6.68%
◀ 9/30 10:15 ▶

Option Volume

Detail
ℹ
Current (09/30 10:15am) 38,602
Calls: 17,695 (46%)
Puts: 20,907 (54%)
Prior (09/25) 34,598
Calls: 21,901 (63%)
Puts: 12,697 (37%)
Current vs Prior +11.57%
Calls: -19.20% (Calls)
Puts: +64.66% (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 -70.41%
Calls: -69.83%
Puts: -70.88%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:15am) $28.56M
Calls: $15.64M (55%)
Puts: $12.92M (45%)
Prior (09/25) $17.19M
Calls: $12.45M (72%)
Puts: $4.74M (28%)
Current vs Prior +66.19%
Calls: +25.63%
Puts: +172.79%
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 -84.45%
Calls: -90.50%
Puts: -32.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:15am) 1.18
Prior (09/25) 0.58
Current vs Prior +103.80%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +47.77%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:15am) 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 6.72% | 11.14%14.01% | 29.98%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +129.28% | +18.45%-10.26% | -4.55%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -23.72% | -20.80%-4.96% | +14.17%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +129.28% | +18.45%-4.45% | -4.28%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.38% | 18.13%
Calls: 6.36% | 15.86%
Puts: 4.40% | 20.41%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -62.95% | +100.33%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -81.93% | -10.14%
Liquidity Pricy
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 66% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio rising 104% - 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
10:15BULLISHBEARISHBEARISH
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 99 of results (avg 6.6%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1624.4524.90$24.671.8%3070.771.2K
$180.00Oct 1617.8018.40$18.103.3%400.653.0K
$175.00Oct 1620.6021.40$21.003.8%400.711.4K
$177.50Oct 1619.3020.05$19.683.8%--0.6964
$190.00Oct 25.705.95$5.834.3%1.3K0.511.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1625.4525.95$25.701.9%50.69109
$202.50Oct 1620.0520.45$20.252.0%4840.6128
$185.00Oct 169.9010.10$10.002.0%2060.41455
$197.50Oct 1616.8017.15$16.982.1%1820.5670
$205.00Oct 1621.7022.20$21.952.3%2540.6418

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.60, cheapest $0.38)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 20.550.65$0.6016.7%1600.094.2K
$210.00Oct 20.740.82$0.7810.3%1.4K0.113.4K
$215.00Oct 20.420.51$0.4719.1%3070.07758
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.360.40$0.3810.5%2510.06839
$170.00Oct 20.530.59$0.5610.7%8870.081.4K
$172.50Oct 20.720.84$0.7815.4%2380.11359

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 129 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 236.6539.50$38.087.5%--0.99373
$155.00Oct 234.0537.05$35.558.4%--0.99299
$157.50Oct 231.6034.55$33.088.9%30.9998
$160.00Oct 229.1532.10$30.639.6%60.98230
$162.50Oct 226.6029.65$28.1310.8%--0.97100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 230.7534.10$32.4210.3%--0.9310
$220.00Oct 228.3031.65$29.9811.2%90.9321
$217.50Oct 225.9029.20$27.5512.0%20.93--
$225.00Oct 233.2036.75$34.9810.1%--0.9312
$215.00Oct 223.4027.10$25.2514.7%40.9212

Most actively traded options today. High liquidity = easy entry/exit. 243 active (total vol 30.8K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 22.192.35$2.277.0%1.6K0.261.9K
$210.00Oct 20.740.82$0.7810.3%1.4K0.113.4K
$190.00Oct 25.705.95$5.834.3%1.3K0.511.7K
$205.00Oct 21.281.40$1.349.0%7260.173.2K
$202.50Oct 21.671.82$1.758.6%7100.214.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 21.942.08$2.017.0%2.3K0.231.4K
$185.00Oct 23.353.60$3.487.2%1.6K0.35791
$190.00Oct 25.555.80$5.684.4%1.6K0.49904
$170.00Oct 20.530.59$0.5610.7%8870.081.4K
$175.00Oct 21.051.15$1.109.1%7840.141.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 23.0%, max 25.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2399.1%79.2%25.1%32174
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2399.1%79.5%24.6%170361
$202.50Oct 2Oct 1698.6%82.7%19.2%536132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 192 found (best R:R 0.73, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$14.43$10.57$14.4380%0.73$169.43
$180.00$187.50Nov 6$3.57$3.93$3.5764%1.10$183.57
$175.00$180.00Oct 30$2.43$2.57$2.4367%1.06$177.43
$210.00$215.00Oct 30$1.24$3.76$1.2444%3.03$211.24
$215.00$220.00Nov 6$1.25$3.75$1.2542%3.00$216.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$165.00Oct 9$0.14$2.36$0.1414%16.86$167.36
$157.50$155.00Oct 23$0.16$2.34$0.1614%14.62$157.34
$202.50$200.00Oct 9$1.52$0.98$1.5265%0.64$200.98
$200.00$197.50Oct 23$1.30$1.20$1.3056%0.92$198.70
$172.50$170.00Oct 9$0.40$2.10$0.4020%5.25$172.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 0.95, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 9$1.00$1.00$1.5075%0.67$213.50
$192.50$195.00Oct 9$1.53$1.53$0.9751%1.58$194.03
$202.50$205.00Oct 9$1.00$1.00$1.5065%0.67$203.50
$195.00$197.50Oct 2$0.93$0.93$1.5763%0.59$195.93
$207.50$210.00Oct 23$0.98$0.98$1.5262%0.64$208.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$170.00Oct 30$2.44$2.44$2.5667%0.95$172.56
$180.00$175.00Nov 6$2.58$2.58$2.4263%1.07$177.42
$165.00$160.00Nov 6$2.07$2.07$2.9373%0.71$162.93
$180.00$175.00Oct 30$2.53$2.53$2.4763%1.02$177.47
$155.00$152.50Oct 23$0.85$0.85$1.6587%0.52$154.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $4.13, cheapest $4.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$4.4098.5%81.5%
$187.50Oct 2Oct 9$4.2896.6%82.2%
$195.00Oct 2Oct 9$3.9298.4%85.6%
$192.50Oct 2Oct 9$4.5597.7%85.7%
$185.00Oct 2Oct 9$4.2096.4%84.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$4.1297.1%81.5%
$187.50Oct 2Oct 9$3.9796.6%82.2%
$195.00Oct 2Oct 9$4.0098.4%85.6%
$185.00Oct 2Oct 9$3.9596.4%84.4%
$192.50Oct 2Oct 9$3.9896.5%85.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 6.06% of stock, avg 14.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$5.83$5.68$11.51$178.49$201.516.06%
$187.50Oct 2$7.07$4.58$11.65$175.85$199.156.14%
$192.50Oct 2$4.68$7.07$11.75$180.75$204.256.19%
$185.00Oct 2$8.63$3.48$12.11$172.89$197.116.38%
$195.00Oct 2$3.78$8.60$12.38$182.62$207.386.52%
$182.50Oct 2$10.25$2.66$12.91$169.59$195.416.80%
$197.50Oct 2$2.85$10.30$13.15$184.35$210.656.93%
$180.00Oct 2$12.15$2.01$14.16$165.84$194.167.46%
$200.00Oct 2$2.27$12.15$14.42$185.58$214.427.59%
$177.50Oct 2$13.98$1.50$15.48$162.02$192.988.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.98% of stock, avg 12.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 2$1.75$2.01$3.76$176.24$206.26
$200.00$180.00Oct 2$2.27$2.01$4.28$175.72$204.28
$202.50$182.50Oct 2$1.75$2.66$4.41$178.09$206.91
$200.00$182.50Oct 2$2.27$2.66$4.93$177.57$204.93
$197.50$180.00Oct 2$2.85$2.01$4.86$175.14$202.36
$197.50$182.50Oct 2$2.85$2.66$5.51$176.99$203.01
$202.50$185.00Oct 2$1.75$3.48$5.23$179.77$207.73
$200.00$185.00Oct 2$2.27$3.48$5.75$179.25$205.75
$197.50$185.00Oct 2$2.85$3.48$6.33$178.67$203.83
$195.00$180.00Oct 2$3.78$2.01$5.79$174.21$200.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 2.91, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
172/175212/215Oct 9$1.86$0.6451%2.91$173.14$214.36
175/178212/215Oct 9$1.95$0.5547%3.55$175.55$214.45
168/170212/215Oct 9$1.55$0.9558%1.63$168.45$214.05
158/160212/215Oct 9$1.29$1.2167%1.07$158.71$213.79
162/165212/215Oct 9$1.39$1.1162%1.25$163.61$213.89
160/162212/215Oct 9$1.31$1.1965%1.10$161.19$213.81
155/158212/215Oct 9$1.11$1.3969%0.80$156.39$213.61
178/180212/215Oct 9$1.69$0.8144%2.09$178.31$214.19
170/172212/215Oct 9$1.40$1.1055%1.27$171.10$213.90
172/175208/210Oct 9$1.54$0.9647%1.60$173.46$209.04

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 136 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$182.50$185.00$187.50Oct 2$0.06$2.4413%40.67
$187.50$190.00$192.50Oct 2$0.09$2.4114%26.78
$197.50$200.00$202.50Oct 2$0.06$2.4410%40.67
$215.00$220.00$225.00Oct 30$0.11$4.895%44.45
$197.50$200.00$202.50Oct 16$0.06$2.446%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$205.00$210.00Oct 23$0.07$4.939%70.43
$170.00$175.00$180.00Oct 30$0.09$4.917%54.56
$200.00$205.00$210.00Oct 30$0.10$4.906%49.00
$190.00$192.50$195.00Oct 2$0.14$2.3614%16.86
$172.50$175.00$177.50Oct 2$0.08$2.428%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-15.47, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$15.47$9.53
$210.00$220.001:2Oct 16-$2.09$7.91
$225.00$227.501:2Oct 2-$0.09$2.41
$220.00$222.501:2Oct 2-$0.22$2.28
$215.00$217.501:2Oct 2-$0.27$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$160.001:2Oct 2-$0.02$2.48
$155.00$152.501:2Oct 2-$0.01$2.49
$167.50$165.001:2Oct 2-$0.10$2.40
$157.50$155.001:2Oct 2-$0.05$2.45
$170.00$167.501:2Oct 2-$0.20$2.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 9.66%, avg 4.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Nov 6$18.350.488.0%9.66%17.63%218
$220.00Nov 6$13.500.4015.9%7.11%22.98%1114
$210.00Nov 6$16.150.4510.6%8.51%19.11%718
$215.00Nov 6$14.350.4213.2%7.56%20.79%59
$225.00Nov 6$11.850.3718.5%6.24%24.74%--10
$202.50Nov 6$18.600.496.7%9.80%16.45%123
$200.00Nov 6$19.500.515.3%10.27%15.61%2429
$195.00Nov 6$21.500.542.7%11.32%14.03%106405
$190.00Nov 6$23.800.570.1%12.53%12.60%11022
$192.50Nov 6$22.300.561.4%11.74%13.13%--15

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 17,695
Total Puts 20,907
Put/Call Ratio 1.18
Net Difference -3,212

Prior's Put/Call Breakdown

Total Calls 21,901
Total Puts 12,697
Put/Call Ratio 0.58
Net Difference 9,204

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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