Tour v529
MRNA
MODERNA INC
$189.28 -6.97%
◀ 9/30 10:30 ▶

Option Volume

Detail
ℹ
Current (09/30 10:30am) 43,286
Calls: 20,439 (47%)
Puts: 22,847 (53%)
Prior (09/25) 42,339
Calls: 26,382 (62%)
Puts: 15,957 (38%)
Current vs Prior +2.24%
Calls: -22.53% (Calls)
Puts: +43.18% (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 -66.82%
Calls: -65.15%
Puts: -68.18%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:30am) $32.45M
Calls: $18.16M (56%)
Puts: $14.29M (44%)
Prior (09/25) $21.95M
Calls: $16.51M (75%)
Puts: $5.44M (25%)
Current vs Prior +47.84%
Calls: +10.00%
Puts: +162.77%
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 -82.33%
Calls: -88.97%
Puts: -24.85%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:30am) 1.12
Prior (09/25) 0.60
Current vs Prior +84.81%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +39.80%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:30am) 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 6.65% | 11.03%14.07% | 29.77%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +126.93% | +17.30%-9.88% | -5.23%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -24.51% | -21.57%-4.56% | +13.36%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +126.93% | +17.30%-4.04% | -4.96%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.52% | 15.73%
Calls: 4.51% | 11.93%
Puts: 2.53% | 19.54%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -75.76% | +73.81%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -88.18% | -22.03%
Liquidity Acceptable
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🤖 AI Insights

Slightly bearish P/C ratio of 1.12. P/C ratio rising 85% - 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
10:30BULLISHBEARISHBEARISH
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 115 of results (avg 6.0%, best 1.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 1614.8515.10$14.981.7%720.591.1K
$170.00Oct 1623.9524.40$24.171.9%3100.771.2K
$172.50Oct 1622.1522.60$22.382.0%10.7491
$207.50Oct 166.456.60$6.532.3%4690.33230
$187.50Oct 1613.5513.90$13.732.5%350.5692
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 1620.5520.90$20.731.7%4840.6228
$192.50Oct 1614.2514.55$14.402.1%590.5046
$177.50Oct 166.957.10$7.032.1%1050.32173
$207.50Oct 1624.0524.60$24.332.3%250.6712
$210.00Oct 1625.9026.50$26.202.3%70.69109

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.61, cheapest $0.52)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 20.500.54$0.527.7%1700.084.2K
$215.00Oct 20.400.43$0.427.1%3420.06758
$210.00Oct 20.670.71$0.695.8%1.7K0.103.4K
$207.50Oct 20.880.96$0.928.7%3570.132.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.360.39$0.387.9%2580.06839
$170.00Oct 20.530.56$0.555.5%9510.081.4K
$172.50Oct 20.760.80$0.785.1%2490.11359

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 235.2038.50$36.859.0%--0.99373
$155.00Oct 232.9536.05$34.509.0%--0.99299
$157.50Oct 230.3033.35$31.839.6%30.9998
$160.00Oct 228.1030.90$29.509.5%60.97230
$162.50Oct 225.4528.70$27.0812.0%--0.97100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 234.4037.70$36.059.2%--1.0012
$220.00Oct 229.5032.80$31.1510.6%90.9321
$222.50Oct 231.9535.20$33.589.7%--0.9310
$217.50Oct 227.0530.35$28.7011.5%20.93--
$215.00Oct 224.6527.95$26.3012.5%40.9212

Most actively traded options today. High liquidity = easy entry/exit. 246 active (total vol 34.7K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 20.670.71$0.695.8%1.7K0.103.4K
$200.00Oct 21.992.09$2.044.9%1.7K0.251.9K
$190.00Oct 25.255.50$5.384.6%1.3K0.501.7K
$205.00Oct 21.171.24$1.215.8%7820.163.2K
$195.00Oct 23.253.55$3.408.8%7620.362.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 22.022.16$2.096.7%2.4K0.241.4K
$190.00Oct 25.856.00$5.932.5%1.8K0.51904
$185.00Oct 23.553.80$3.686.8%1.7K0.36791
$170.00Oct 20.530.56$0.555.5%9510.081.4K
$175.00Oct 21.081.12$1.103.6%9220.141.5K

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 21.8%, max 23.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2397.5%79.2%23.1%32174
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2397.5%79.2%23.1%199361
$202.50Oct 2Oct 1697.9%82.0%19.3%539132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 189 found (best R:R 0.75, avg 2.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$14.25$10.75$14.2579%0.75$169.25
$210.00$215.00Oct 30$1.10$3.90$1.1043%3.55$211.10
$202.50$205.00Nov 6$0.35$2.15$0.3549%6.14$202.85
$180.00$187.50Nov 6$3.70$3.80$3.7063%1.03$183.70
$215.00$220.00Nov 6$1.25$3.75$1.2542%3.00$216.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$192.50Oct 23$1.00$1.50$1.0052%1.50$194.00
$165.00$162.50Oct 23$0.27$2.23$0.2721%8.26$164.73
$157.50$155.00Oct 23$0.16$2.34$0.1615%14.62$157.34
$172.50$170.00Oct 23$0.50$2.00$0.5028%4.00$172.00
$190.00$187.50Oct 23$1.00$1.50$1.0047%1.50$189.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 1.35, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$222.50$225.00Oct 9$1.05$1.05$1.4583%0.72$223.55
$212.50$215.00Oct 9$0.95$0.95$1.5576%0.61$213.45
$202.50$205.00Oct 9$1.13$1.13$1.3766%0.82$203.63
$192.50$195.00Oct 9$1.40$1.40$1.1052%1.27$193.90
$192.50$195.00Oct 23$1.40$1.40$1.1049%1.27$193.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$175.00Nov 6$2.87$2.87$2.1363%1.35$177.13
$175.00$170.00Oct 30$2.44$2.44$2.5666%0.95$172.56
$180.00$175.00Oct 30$2.58$2.58$2.4263%1.07$177.42
$165.00$160.00Nov 6$2.03$2.03$2.9772%0.68$162.97
$162.50$160.00Oct 23$1.05$1.05$1.4580%0.72$161.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $4.09, cheapest $3.89)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$3.9395.7%81.3%
$182.50Oct 2Oct 9$4.1296.3%82.4%
$190.00Oct 2Oct 9$4.2796.1%82.3%
$187.50Oct 2Oct 9$4.2595.7%82.1%
$195.00Oct 2Oct 9$4.2396.4%83.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$3.8995.7%81.3%
$182.50Oct 2Oct 9$3.8396.3%82.4%
$190.00Oct 2Oct 9$4.0596.1%82.3%
$187.50Oct 2Oct 9$4.1395.7%82.1%
$195.00Oct 2Oct 9$3.9396.4%83.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 5.98% of stock, avg 14.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$5.38$5.93$11.31$178.69$201.315.98%
$187.50Oct 2$6.65$4.72$11.37$176.13$198.876.01%
$185.00Oct 2$8.07$3.68$11.75$173.25$196.756.21%
$192.50Oct 2$4.33$7.43$11.76$180.74$204.266.21%
$195.00Oct 2$3.40$9.02$12.42$182.58$207.426.56%
$182.50Oct 2$9.73$2.80$12.53$169.97$195.036.62%
$197.50Oct 2$2.65$10.75$13.40$184.10$210.907.08%
$180.00Oct 2$11.50$2.09$13.59$166.41$193.597.18%
$200.00Oct 2$2.04$12.70$14.74$185.26$214.747.79%
$177.50Oct 2$13.40$1.54$14.94$162.56$192.447.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.89% of stock, avg 13.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$177.50Oct 2$2.04$1.54$3.58$173.92$203.58
$200.00$180.00Oct 2$2.04$2.09$4.13$175.87$204.13
$197.50$177.50Oct 2$2.65$1.54$4.19$173.31$201.69
$197.50$180.00Oct 2$2.65$2.09$4.74$175.26$202.24
$200.00$182.50Oct 2$2.04$2.80$4.84$177.66$204.84
$197.50$182.50Oct 2$2.65$2.80$5.45$177.05$202.95
$195.00$177.50Oct 2$3.40$1.54$4.94$172.56$199.94
$195.00$180.00Oct 2$3.40$2.09$5.49$174.51$200.49
$200.00$185.00Oct 2$2.04$3.68$5.72$179.28$205.72
$195.00$182.50Oct 2$3.40$2.80$6.20$176.30$201.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 2.73, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
172/175212/215Oct 9$1.83$0.6751%2.73$173.17$214.33
175/178212/215Oct 9$1.89$0.6147%3.10$175.61$214.39
172/175202/205Oct 9$2.01$0.4941%4.10$172.99$204.51
175/178202/205Oct 9$2.07$0.4337%4.81$175.43$204.57
165/168212/215Oct 9$1.49$1.0160%1.48$166.01$213.99
162/165212/215Oct 9$1.35$1.1563%1.17$163.65$213.85
165/168202/205Oct 9$1.67$0.8350%2.01$165.83$204.17
158/160212/215Oct 9$1.20$1.3067%0.92$158.80$213.70
162/165202/205Oct 9$1.53$0.9753%1.58$163.47$204.03
178/180212/215Oct 9$1.76$0.7443%2.38$178.24$214.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 137 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$177.50$180.00Oct 2$0.05$2.4510%49.00
$190.00$192.50$195.00Oct 2$0.12$2.3814%19.83
$180.00$182.50$185.00Oct 2$0.11$2.3912%21.73
$185.00$187.50$190.00Oct 2$0.15$2.3514%15.67
$195.00$197.50$200.00Oct 9$0.06$2.447%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$190.00$192.50$195.00Oct 2$0.09$2.4113%26.78
$205.00$210.00$215.00Oct 30$0.09$4.916%54.56
$197.50$200.00$202.50Oct 2$0.08$2.4210%30.25
$170.00$175.00$180.00Oct 30$0.14$4.867%34.71
$200.00$205.00$210.00Oct 30$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. 51 found (best net $-15.03, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$15.03$9.97
$210.00$220.001:2Oct 16-$1.95$8.05
$220.00$222.501:2Oct 2-$0.13$2.37
$215.00$217.501:2Oct 2-$0.16$2.34
$222.50$225.001:2Oct 9-$0.43$2.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$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-$0.21$2.29
$162.50$160.001:2Oct 2-$0.14$2.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 9.80%, avg 4.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Nov 6$18.550.488.3%9.80%18.11%218
$210.00Nov 6$16.300.4510.9%8.61%19.56%718
$215.00Nov 6$14.300.4213.6%7.55%21.14%79
$220.00Nov 6$13.100.3916.2%6.92%23.15%1114
$225.00Nov 6$11.850.3718.9%6.26%25.13%210
$202.50Nov 6$18.400.497.0%9.72%16.71%123
$200.00Nov 6$19.450.505.7%10.28%15.94%2429
$195.00Nov 6$21.100.533.0%11.15%14.17%106405
$192.50Nov 6$22.150.551.7%11.70%13.40%1015
$190.00Nov 6$23.350.560.4%12.34%12.72%11022

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 20,439
Total Puts 22,847
Put/Call Ratio 1.12
Net Difference -2,408

Prior's Put/Call Breakdown

Total Calls 26,382
Total Puts 15,957
Put/Call Ratio 0.60
Net Difference 10,425

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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