Tour v529
MRNA
MODERNA INC
$190.08 -6.58%
◀ 9/30 10:25 ▶

Option Volume

Detail
ℹ
Current (09/30 10:25am) 41,136
Calls: 19,055 (46%)
Puts: 22,081 (54%)
Prior (09/25) 40,170
Calls: 25,765 (64%)
Puts: 14,405 (36%)
Current vs Prior +2.40%
Calls: -26.04% (Calls)
Puts: +53.29% (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 -68.47%
Calls: -67.51%
Puts: -69.25%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:25am) $31.05M
Calls: $17.45M (56%)
Puts: $13.61M (44%)
Prior (09/25) $21.56M
Calls: $16.26M (75%)
Puts: $5.30M (25%)
Current vs Prior +44.04%
Calls: +7.29%
Puts: +156.82%
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 -83.09%
Calls: -89.41%
Puts: -28.43%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:25am) 1.16
Prior (09/25) 0.56
Current vs Prior +107.27%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +44.93%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:25am) 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% | 11.32%14.37% | 30.20%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +132.80% | +20.34%-7.97% | -3.85%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -22.55% | -19.54%-2.53% | +15.01%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +132.80% | +20.34%-2.00% | -3.58%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.89% | 11.96%
Calls: 4.22% | 9.24%
Puts: 3.56% | 14.69%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -73.21% | +32.15%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -86.93% | -40.72%
Liquidity Acceptable
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🤖 AI Insights

Slightly bearish P/C ratio of 1.16. P/C ratio rising 107% - 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
10:25BULLISHBEARISHBEARISH
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 108 of results (avg 6.3%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1624.6525.35$25.002.8%3090.771.2K
$197.50Oct 169.9010.20$10.053.0%1060.4577
$187.50Oct 1614.2514.70$14.483.1%350.5692
$185.00Oct 1615.4515.95$15.703.2%330.591.1K
$190.00Oct 1613.0013.45$13.233.4%2490.531.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 1620.2020.45$20.331.2%4840.6128
$187.50Oct 1611.3511.50$11.431.3%910.44335
$210.00Oct 1625.5025.85$25.681.4%70.68109
$177.50Oct 166.907.00$6.951.4%1030.31173
$205.00Oct 1621.8522.20$22.031.6%2540.6418

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.59, cheapest $0.37)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 20.450.51$0.4812.5%3210.07758
$212.50Oct 20.570.66$0.6214.5%1680.094.2K
$210.00Oct 20.750.83$0.7910.1%1.4K0.113.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.350.39$0.3710.8%2550.06839
$170.00Oct 20.500.55$0.539.4%9170.081.4K
$172.50Oct 20.710.81$0.7613.2%2450.10359

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 129 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 236.1539.75$37.959.5%--1.00373
$155.00Oct 233.6536.70$35.178.7%--1.00299
$157.50Oct 231.4034.70$33.0510.0%31.0098
$160.00Oct 228.9532.05$30.5010.2%61.00230
$162.50Oct 226.6029.85$28.2311.5%--1.00100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 233.4537.05$35.2510.2%--0.9712
$222.50Oct 230.8534.45$32.6511.0%--0.9610
$220.00Oct 228.4032.15$30.2812.4%90.9521
$217.50Oct 225.9529.60$27.7813.1%20.94--
$215.00Oct 223.6027.15$25.3814.0%40.9312

Most actively traded options today. High liquidity = easy entry/exit. 244 active (total vol 32.9K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 22.252.37$2.315.2%1.6K0.271.9K
$210.00Oct 20.750.83$0.7910.1%1.4K0.113.4K
$190.00Oct 25.806.05$5.934.2%1.3K0.521.7K
$195.00Oct 23.653.90$3.786.6%7560.382.2K
$205.00Oct 21.321.42$1.377.3%7460.173.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 21.912.03$1.976.1%2.3K0.231.4K
$185.00Oct 23.303.60$3.458.7%1.7K0.35791
$190.00Oct 25.455.80$5.636.2%1.7K0.48904
$170.00Oct 20.500.55$0.539.4%9170.081.4K
$175.00Oct 21.021.10$1.067.5%8630.141.5K

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 22.4%, max 24.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2399.1%79.6%24.6%32174
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2399.0%79.6%24.4%170361
$202.50Oct 2Oct 1698.7%83.6%18.2%539132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 185 found (best R:R 0.72, avg 2.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$14.57$10.43$14.5779%0.72$169.57
$180.00$187.50Nov 6$3.38$4.12$3.3863%1.22$183.38
$175.00$180.00Oct 30$2.30$2.70$2.3067%1.17$177.30
$202.50$205.00Nov 6$0.28$2.22$0.2849%7.93$202.78
$210.00$215.00Oct 30$1.24$3.76$1.2443%3.03$211.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Oct 23$0.13$2.37$0.1320%18.23$164.87
$190.00$187.50Oct 9$0.75$1.75$0.7547%2.33$189.25
$157.50$155.00Oct 23$0.16$2.34$0.1614%14.62$157.34
$200.00$197.50Oct 23$1.25$1.25$1.2555%1.00$198.75
$195.00$192.50Oct 9$1.22$1.28$1.2254%1.05$193.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 1.54, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 9$1.05$1.05$1.4575%0.72$213.55
$202.50$205.00Oct 9$1.02$1.02$1.4864%0.69$203.52
$195.00$197.50Oct 23$1.38$1.38$1.1250%1.23$196.38
$207.50$210.00Oct 23$1.00$1.00$1.5062%0.67$208.50
$207.50$210.00Oct 9$0.72$0.72$1.7871%0.40$208.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$175.00Nov 6$3.03$3.03$1.9763%1.54$176.97
$175.00$170.00Oct 30$2.57$2.57$2.4367%1.06$172.43
$165.00$160.00Nov 6$2.07$2.07$2.9373%0.71$162.93
$190.00$185.00Nov 6$2.87$2.87$2.1357%1.35$187.13
$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 $4.19, cheapest $3.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$4.3596.0%81.1%
$192.50Oct 2Oct 9$4.5197.7%83.6%
$195.00Oct 2Oct 9$4.4297.9%83.9%
$185.00Oct 2Oct 9$4.0896.0%82.4%
$197.50Oct 2Oct 9$4.4898.2%85.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Oct 2Oct 9$3.8796.0%81.1%
$192.50Oct 2Oct 9$4.2097.7%83.6%
$195.00Oct 2Oct 9$3.9597.9%83.9%
$185.00Oct 2Oct 9$3.9096.0%82.4%
$197.50Oct 2Oct 9$3.8598.2%85.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 6.08% of stock, avg 15.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$5.93$5.63$11.56$178.44$201.566.08%
$187.50Oct 2$7.20$4.47$11.67$175.83$199.176.14%
$192.50Oct 2$4.72$7.03$11.75$180.75$204.256.18%
$185.00Oct 2$8.70$3.45$12.15$172.85$197.156.39%
$195.00Oct 2$3.78$8.50$12.28$182.72$207.286.46%
$182.50Oct 2$10.40$2.66$13.06$169.44$195.566.87%
$197.50Oct 2$2.95$10.23$13.18$184.32$210.686.93%
$180.00Oct 2$12.25$1.97$14.22$165.78$194.227.48%
$200.00Oct 2$2.31$12.10$14.41$185.59$214.417.58%
$177.50Oct 2$14.18$1.43$15.61$161.89$193.118.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.98% of stock, avg 13.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 2$1.79$1.97$3.76$176.24$206.26
$200.00$180.00Oct 2$2.31$1.97$4.28$175.72$204.28
$202.50$182.50Oct 2$1.79$2.66$4.45$178.05$206.95
$200.00$182.50Oct 2$2.31$2.66$4.97$177.53$204.97
$197.50$180.00Oct 2$2.95$1.97$4.92$175.08$202.42
$197.50$182.50Oct 2$2.95$2.66$5.61$176.89$203.11
$202.50$185.00Oct 2$1.79$3.45$5.24$179.76$207.74
$200.00$185.00Oct 2$2.31$3.45$5.76$179.24$205.76
$197.50$185.00Oct 2$2.95$3.45$6.40$178.60$203.90
$195.00$180.00Oct 2$3.78$1.97$5.75$174.25$200.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 4.95, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178212/215Oct 9$2.08$0.4247%4.95$175.42$214.58
162/165212/215Oct 9$1.65$0.8563%1.94$163.35$214.15
180/182212/215Oct 9$2.17$0.3340%6.58$180.33$214.67
172/175212/215Oct 9$1.73$0.7751%2.25$173.27$214.23
170/172212/215Oct 9$1.62$0.8855%1.84$170.88$214.12
168/170212/215Oct 9$1.52$0.9858%1.55$168.48$214.02
158/160212/215Oct 9$1.26$1.2467%1.02$158.74$213.76
155/158212/215Oct 9$1.21$1.2968%0.94$156.29$213.71
165/168212/215Oct 9$1.35$1.1561%1.17$166.15$213.85
178/180212/215Oct 9$1.75$0.7544%2.33$178.25$214.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 134 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$187.50$190.00$192.50Oct 2$0.06$2.4414%40.67
$177.50$180.00$182.50Oct 2$0.08$2.4211%30.25
$192.50$195.00$197.50Oct 2$0.11$2.3913%21.73
$215.00$220.00$225.00Oct 30$0.11$4.895%44.45
$197.50$200.00$202.50Oct 2$0.12$2.3810%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Oct 23$0.08$4.928%61.50
$190.00$192.50$195.00Oct 2$0.07$2.4313%34.71
$197.50$200.00$202.50Oct 2$0.08$2.4210%30.25
$180.00$182.50$185.00Oct 2$0.10$2.4012%24.00
$185.00$187.50$190.00Oct 2$0.14$2.3614%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-15.11, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$15.11$9.89
$210.00$220.001:2Oct 16-$2.14$7.86
$220.00$222.501:2Oct 2-$0.18$2.32
$225.00$227.501:2Oct 2-$0.18$2.32
$215.00$217.501:2Oct 2-$0.26$2.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$157.501:2Oct 2$0.00$2.50
$167.50$165.001:2Oct 2-$0.11$2.39
$155.00$152.501:2Oct 2-$0.04$2.46
$157.50$155.001:2Oct 2-$0.08$2.42
$162.50$160.001:2Oct 2-$0.12$2.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 9.92%, avg 4.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Nov 6$18.850.487.8%9.92%17.77%218
$220.00Nov 6$13.300.4015.7%7.00%22.74%1114
$210.00Nov 6$16.150.4510.5%8.50%18.98%718
$200.00Nov 6$19.850.515.2%10.44%15.66%2429
$215.00Nov 6$14.350.4213.1%7.55%20.66%59
$225.00Nov 6$11.850.3718.4%6.23%24.61%--10
$202.50Nov 6$18.600.496.5%9.79%16.32%123
$195.00Nov 6$21.500.542.6%11.31%13.90%106405
$192.50Nov 6$22.550.561.3%11.86%13.14%1015
$220.00Oct 30$12.050.3815.7%6.34%22.08%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 19,055
Total Puts 22,081
Put/Call Ratio 1.16
Net Difference -3,026

Prior's Put/Call Breakdown

Total Calls 25,765
Total Puts 14,405
Put/Call Ratio 0.56
Net Difference 11,360

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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