Tour v529
MRNA
MODERNA INC
$190.34 -6.45%
◀ 9/30 10:20 ▶

Option Volume

Detail
ℹ
Current (09/30 10:20am) 40,343
Calls: 18,651 (46%)
Puts: 21,692 (54%)
Prior (09/25) 35,894
Calls: 22,745 (63%)
Puts: 13,149 (37%)
Current vs Prior +12.39%
Calls: -18.00% (Calls)
Puts: +64.97% (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 -69.08%
Calls: -68.20%
Puts: -69.79%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:20am) $30.20M
Calls: $16.94M (56%)
Puts: $13.26M (44%)
Prior (09/25) $18.17M
Calls: $13.29M (73%)
Puts: $4.88M (27%)
Current vs Prior +66.22%
Calls: +27.54%
Puts: +171.44%
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 -83.56%
Calls: -89.71%
Puts: -30.26%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:20am) 1.16
Prior (09/25) 0.58
Current vs Prior +101.18%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +45.46%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:20am) 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 6.75% | 11.33%14.25% | 30.25%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +130.51% | +20.45%-8.70% | -3.70%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -23.31% | -19.47%-3.31% | +15.19%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +130.51% | +20.45%-2.78% | -3.42%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.58% | 13.82%
Calls: 3.36% | 11.08%
Puts: 5.80% | 16.55%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -68.46% | +52.71%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -84.61% | -31.50%
Liquidity Acceptable
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 66% vs prior. Slightly bearish P/C ratio of 1.16. P/C ratio rising 101% - 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
10:20BULLISHBEARISHBEARISH
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 111 of results (avg 5.9%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1624.8525.05$24.950.8%3080.781.2K
$175.00Oct 1621.4021.65$21.531.2%1490.721.4K
$180.00Oct 1618.3018.60$18.451.6%400.663.0K
$185.00Oct 1615.4515.75$15.601.9%330.601.1K
$207.50Oct 166.806.95$6.882.2%4690.34230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1625.4025.70$25.551.2%70.68109
$202.50Oct 1620.0520.35$20.201.5%4840.6128
$197.50Oct 1616.7517.05$16.901.8%1820.5570
$205.00Oct 1621.7022.10$21.901.8%2540.6318
$207.50Oct 1623.5023.95$23.731.9%250.6612

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.58, cheapest $0.39)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Oct 20.350.42$0.3917.9%2580.06399
$215.00Oct 20.460.54$0.5016.0%3140.07758
$212.50Oct 20.600.70$0.6515.4%1660.094.2K
$210.00Oct 20.790.86$0.838.4%1.4K0.123.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.350.39$0.3710.8%2540.05839
$170.00Oct 20.500.55$0.539.4%9140.071.4K
$172.50Oct 20.730.78$0.766.6%2380.10359

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 130 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 236.1039.70$37.909.5%--0.99373
$157.50Oct 231.4034.75$33.0810.1%30.9998
$155.00Oct 234.0537.10$35.588.6%--0.99299
$160.00Oct 229.1532.05$30.609.5%60.98230
$162.50Oct 226.6029.75$28.1811.2%--0.97100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 230.8534.30$32.5810.6%--0.9310
$220.00Oct 228.4031.50$29.9510.4%90.9321
$225.00Oct 233.3036.75$35.039.8%--0.9312
$217.50Oct 225.9529.45$27.7012.6%20.92--
$215.00Oct 223.6027.05$25.3313.6%40.9112

Most actively traded options today. High liquidity = easy entry/exit. 243 active (total vol 32.3K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 22.302.44$2.375.9%1.6K0.271.9K
$210.00Oct 20.790.86$0.838.4%1.4K0.123.4K
$190.00Oct 25.856.05$5.953.4%1.3K0.531.7K
$195.00Oct 23.703.95$3.836.5%7520.392.2K
$205.00Oct 21.361.46$1.417.1%7290.183.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 21.892.00$1.945.7%2.3K0.221.4K
$185.00Oct 23.253.55$3.408.8%1.7K0.34791
$190.00Oct 25.455.65$5.553.6%1.6K0.47904
$170.00Oct 20.500.55$0.539.4%9140.071.4K
$175.00Oct 21.031.08$1.064.7%8100.131.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 22.6%, max 24.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2399.5%80.1%24.3%32174
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2399.4%80.1%24.1%170361
$207.50Oct 2Oct 16100.6%82.6%21.8%38549
$202.50Oct 2Oct 1698.7%82.1%20.2%539132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 187 found (best R:R 0.70, avg 2.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$14.70$10.30$14.7079%0.70$169.70
$175.00$180.00Oct 30$2.13$2.87$2.1367%1.35$177.13
$180.00$187.50Nov 6$3.48$4.02$3.4863%1.16$183.48
$210.00$215.00Oct 30$1.24$3.76$1.2443%3.03$211.24
$202.50$205.00Nov 6$0.48$2.02$0.4849%4.21$202.98
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$182.50Oct 23$0.75$1.75$0.7540%2.33$184.25
$157.50$155.00Oct 23$0.16$2.34$0.1614%14.62$157.34
$200.00$197.50Oct 23$1.20$1.30$1.2055%1.08$198.80
$180.00$177.50Oct 9$0.57$1.93$0.5731%3.39$179.43
$190.00$187.50Oct 9$1.03$1.47$1.0347%1.43$188.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 1.06, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 9$1.00$1.00$1.5075%0.67$213.50
$195.00$197.50Oct 23$1.38$1.38$1.1250%1.23$196.38
$202.50$205.00Oct 9$0.92$0.92$1.5865%0.58$203.42
$220.00$225.00Oct 9$0.70$0.70$4.3084%0.16$220.70
$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$2.57$2.57$2.4367%1.06$172.43
$190.00$185.00Nov 6$2.97$2.97$2.0357%1.46$187.03
$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$2.38$2.38$2.6263%0.91$177.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $4.20, cheapest $3.83)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$4.0396.8%81.4%
$190.00Oct 2Oct 9$4.4396.3%82.7%
$195.00Oct 2Oct 9$4.2797.2%83.7%
$192.50Oct 2Oct 9$4.3597.5%84.1%
$187.50Oct 2Oct 9$4.1796.7%84.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$3.8396.8%81.4%
$190.00Oct 2Oct 9$4.2396.3%82.7%
$195.00Oct 2Oct 9$4.1097.2%83.7%
$192.50Oct 2Oct 9$4.2897.5%84.1%
$187.50Oct 2Oct 9$4.3596.7%84.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 6.04% of stock, avg 14.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$5.95$5.55$11.50$178.50$201.506.04%
$187.50Oct 2$7.28$4.40$11.68$175.82$199.186.14%
$192.50Oct 2$4.85$6.90$11.75$180.75$204.256.17%
$185.00Oct 2$8.80$3.40$12.20$172.80$197.206.41%
$195.00Oct 2$3.83$8.40$12.23$182.77$207.236.43%
$182.50Oct 2$10.48$2.61$13.09$169.41$195.596.88%
$197.50Oct 2$3.05$10.05$13.10$184.40$210.606.88%
$180.00Oct 2$12.40$1.94$14.34$165.66$194.347.53%
$200.00Oct 2$2.37$11.98$14.35$185.65$214.357.54%
$202.50Oct 2$1.83$13.90$15.73$186.77$218.238.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.98% of stock, avg 12.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 2$1.83$1.94$3.77$176.23$206.27
$200.00$180.00Oct 2$2.37$1.94$4.31$175.69$204.31
$202.50$182.50Oct 2$1.83$2.61$4.44$178.06$206.94
$200.00$182.50Oct 2$2.37$2.61$4.98$177.52$204.98
$197.50$180.00Oct 2$3.05$1.94$4.99$175.01$202.49
$202.50$185.00Oct 2$1.83$3.40$5.23$179.77$207.73
$197.50$182.50Oct 2$3.05$2.61$5.66$176.84$203.16
$200.00$185.00Oct 2$2.37$3.40$5.77$179.23$205.77
$197.50$185.00Oct 2$3.05$3.40$6.45$178.55$203.95
$195.00$180.00Oct 2$3.83$1.94$5.77$174.23$200.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 4.56, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178212/215Oct 9$2.05$0.4547%4.56$175.45$214.55
162/165212/215Oct 9$1.60$0.9063%1.78$163.40$214.10
172/175212/215Oct 9$1.86$0.6452%2.91$173.14$214.36
180/182212/215Oct 9$2.10$0.4040%5.25$180.40$214.60
168/170212/215Oct 9$1.49$1.0158%1.48$168.51$213.99
158/160212/215Oct 9$1.26$1.2467%1.02$158.74$213.76
155/158212/215Oct 9$1.11$1.3969%0.80$156.39$213.61
165/168212/215Oct 9$1.29$1.2161%1.07$166.21$213.79
175/178215/218Oct 9$1.49$1.0152%1.48$176.01$216.49
175/178208/210Oct 9$1.67$0.8344%2.01$175.83$209.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 136 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$190.00$192.50$195.00Oct 2$0.08$2.4214%30.25
$195.00$197.50$200.00Oct 2$0.10$2.4012%24.00
$215.00$220.00$225.00Oct 30$0.11$4.895%44.45
$205.00$207.50$210.00Oct 2$0.06$2.446%40.67
$190.00$192.50$195.00Oct 9$0.08$2.428%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 23$0.05$4.958%99.00
$200.00$205.00$210.00Oct 23$0.13$4.8710%37.46
$180.00$182.50$185.00Oct 2$0.12$2.3812%19.83
$185.00$187.50$190.00Oct 2$0.15$2.3514%15.67
$190.00$192.50$195.00Oct 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. 51 found (best net $-15.08, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$15.08$9.92
$210.00$220.001:2Oct 16-$2.15$7.85
$225.00$227.501:2Oct 2-$0.10$2.40
$220.00$222.501:2Oct 2-$0.19$2.31
$220.00$225.001:2Oct 9-$0.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$162.501:2Oct 2-$0.08$2.42
$167.50$165.001:2Oct 2-$0.11$2.39
$162.50$160.001:2Oct 2-$0.08$2.42
$157.50$155.001:2Oct 2-$0.09$2.41
$170.00$167.501:2Oct 2-$0.21$2.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 9.69%, avg 4.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Nov 6$18.450.487.7%9.69%17.40%218
$220.00Nov 6$13.300.4015.6%6.99%22.57%1114
$210.00Nov 6$16.150.4510.3%8.48%18.81%718
$215.00Nov 6$14.350.4213.0%7.54%20.49%59
$225.00Nov 6$11.850.3718.2%6.23%24.44%--10
$202.50Nov 6$18.600.496.4%9.77%16.16%123
$200.00Nov 6$19.500.515.1%10.24%15.32%2429
$195.00Nov 6$21.500.542.5%11.30%13.74%106405
$192.50Nov 6$22.300.551.1%11.72%12.85%--15
$220.00Oct 30$12.050.3815.6%6.33%21.91%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 18,651
Total Puts 21,692
Put/Call Ratio 1.16
Net Difference -3,041

Prior's Put/Call Breakdown

Total Calls 22,745
Total Puts 13,149
Put/Call Ratio 0.58
Net Difference 9,596

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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