Tour v529
MRNA
MODERNA INC
$189.86 -6.68%
◀ 9/30 10:35 ▶

Option Volume

Detail
ℹ
Current (09/30 10:35am) 44,676
Calls: 21,515 (48%)
Puts: 23,161 (52%)
Prior (09/25) 43,704
Calls: 27,169 (62%)
Puts: 16,535 (38%)
Current vs Prior +2.22%
Calls: -20.81% (Calls)
Puts: +40.07% (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 -65.75%
Calls: -63.32%
Puts: -67.74%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30 10:35am) $32.89M
Calls: $18.79M (57%)
Puts: $14.10M (43%)
Prior (09/25) $23.02M
Calls: $17.47M (76%)
Puts: $5.55M (24%)
Current vs Prior +42.86%
Calls: +7.55%
Puts: +154.00%
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 -82.09%
Calls: -88.59%
Puts: -25.82%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30 10:35am) 1.08
Prior (09/25) 0.61
Current vs Prior +76.88%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +34.64%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30 10:35am) 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% | 11.12%14.06% | 29.70%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +127.14% | +18.23%-9.92% | -5.47%
Prior 7-Day Avg 8.80% | 14.07%14.74% | 26.26%
Current vs 7-Day Avg -24.44% | -20.95%-4.60% | +13.08%
Prior 7-Day Eod 2.93% | 9.40%14.66% | 31.32%
Current vs 7-Day Eod +127.14% | +18.23%-4.08% | -5.20%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -65.01% | +62.21%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -82.94% | -27.24%
Liquidity Pricy
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.08. P/C ratio rising 77% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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
10:35BULLISHNEUTRALMIXED
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 109 of results (avg 5.9%, best 1.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 1621.0021.35$21.181.7%1510.721.4K
$170.00Oct 1624.3524.85$24.602.0%3110.781.2K
$220.00Oct 164.004.10$4.052.5%1590.23725
$177.50Oct 1619.3519.90$19.632.8%--0.6964
$210.00Oct 20.700.72$0.712.8%1.7K0.103.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 1621.9522.25$22.101.4%2540.6418
$210.00Oct 1625.6026.00$25.801.6%70.69109
$197.50Oct 1616.8017.15$16.982.1%1820.5670
$202.50Oct 1620.1020.55$20.332.2%4840.6128
$195.00Oct 1615.3515.70$15.522.3%560.5385

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.55, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 20.150.18$0.1618.8%6630.031.2K
$215.00Oct 20.380.42$0.4010.0%3930.06758
$212.50Oct 20.500.55$0.539.4%2030.084.2K
$210.00Oct 20.700.72$0.712.8%1.7K0.103.4K
$207.50Oct 20.890.96$0.937.5%3600.132.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 20.350.38$0.378.1%2780.05839
$170.00Oct 20.490.55$0.5211.5%9520.071.4K
$172.50Oct 20.710.78$0.759.3%2530.10359

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 235.5539.20$37.389.8%--0.99373
$157.50Oct 231.1033.65$32.387.9%30.9998
$155.00Oct 233.0536.70$34.8810.5%--0.99299
$160.00Oct 228.7031.05$29.887.9%60.98230
$162.50Oct 225.7029.50$27.6013.8%--0.97100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 233.8037.30$35.559.8%--1.0012
$220.00Oct 229.0032.35$30.6810.9%90.9321
$222.50Oct 231.0534.80$32.9211.4%--0.9310
$217.50Oct 226.4029.95$28.1712.6%20.93--
$215.00Oct 224.1527.40$25.7812.6%40.9212

Most actively traded options today. High liquidity = easy entry/exit. 247 active (total vol 36.0K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 20.700.72$0.712.8%1.7K0.103.4K
$200.00Oct 22.092.18$2.134.2%1.7K0.261.9K
$190.00Oct 25.455.80$5.636.2%1.4K0.511.7K
$205.00Oct 21.191.28$1.237.3%7900.173.2K
$202.50Oct 21.581.68$1.636.1%7780.214.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 21.912.04$1.986.6%2.4K0.231.4K
$190.00Oct 25.555.80$5.684.4%1.8K0.49904
$185.00Oct 23.453.60$3.534.2%1.7K0.35791
$170.00Oct 20.490.55$0.5211.5%9520.071.4K
$175.00Oct 21.001.08$1.047.7%9310.141.5K

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 19.6%, max 20.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2397.0%80.5%20.5%32174
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 2Oct 2397.0%80.5%20.5%203361
$202.50Oct 2Oct 1696.4%81.8%17.8%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 2.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$180.00Nov 6$14.55$10.45$14.5579%0.72$169.55
$175.00$180.00Oct 30$2.25$2.75$2.2567%1.22$177.25
$202.50$205.00Nov 6$0.22$2.28$0.2249%10.36$202.72
$210.00$215.00Oct 30$1.20$3.80$1.2043%3.17$211.20
$180.00$187.50Nov 6$3.70$3.80$3.7063%1.03$183.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$172.50$170.00Oct 9$0.29$2.21$0.2920%7.62$172.21
$185.00$182.50Oct 9$0.80$1.70$0.8040%2.13$184.20
$157.50$155.00Oct 23$0.21$2.29$0.2114%10.90$157.29
$182.50$180.00Oct 23$0.82$1.68$0.8238%2.05$181.68
$180.00$177.50Oct 9$0.65$1.85$0.6532%2.85$179.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 1.60, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$222.50$225.00Oct 9$0.95$0.95$1.5583%0.61$223.45
$212.50$215.00Oct 9$1.13$1.13$1.3776%0.82$213.63
$202.50$205.00Oct 9$1.18$1.18$1.3266%0.89$203.68
$197.50$200.00Oct 9$1.02$1.02$1.4859%0.69$198.52
$222.50$225.00Oct 2$0.12$0.12$2.3896%0.05$222.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$175.00Nov 6$3.08$3.08$1.9263%1.60$176.92
$180.00$175.00Oct 30$2.58$2.58$2.4263%1.07$177.42
$162.50$160.00Oct 23$1.12$1.12$1.3881%0.81$161.38
$175.00$170.00Oct 30$2.22$2.22$2.7867%0.80$172.78
$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 $4.13, cheapest $3.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$3.8096.4%78.4%
$187.50Oct 2Oct 9$4.1395.0%81.0%
$190.00Oct 2Oct 9$4.2295.7%83.3%
$195.00Oct 2Oct 9$4.2096.1%83.9%
$197.50Oct 2Oct 9$4.1696.1%84.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Oct 2Oct 9$3.6596.4%78.4%
$187.50Oct 2Oct 9$4.1895.0%81.0%
$190.00Oct 2Oct 9$4.3595.7%83.3%
$195.00Oct 2Oct 9$3.9796.1%83.9%
$197.50Oct 2Oct 9$4.1596.1%84.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 5.96% of stock, avg 14.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 2$5.63$5.68$11.31$178.69$201.315.96%
$187.50Oct 2$6.95$4.47$11.42$176.08$198.926.01%
$192.50Oct 2$4.50$7.03$11.53$180.97$204.036.07%
$185.00Oct 2$8.48$3.53$12.01$172.99$197.016.33%
$195.00Oct 2$3.58$8.63$12.21$182.79$207.216.43%
$182.50Oct 2$10.10$2.65$12.75$169.75$195.256.72%
$197.50Oct 2$2.79$10.30$13.09$184.41$210.596.89%
$180.00Oct 2$11.95$1.98$13.93$166.07$193.937.34%
$200.00Oct 2$2.13$12.18$14.31$185.69$214.317.54%
$177.50Oct 2$13.70$1.42$15.12$162.38$192.627.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.90% of stock, avg 13.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 2$1.63$1.98$3.61$176.39$206.11
$200.00$180.00Oct 2$2.13$1.98$4.11$175.89$204.11
$202.50$182.50Oct 2$1.63$2.65$4.28$178.22$206.78
$200.00$182.50Oct 2$2.13$2.65$4.78$177.72$204.78
$197.50$180.00Oct 2$2.79$1.98$4.77$175.23$202.27
$197.50$182.50Oct 2$2.79$2.65$5.44$177.06$202.94
$202.50$185.00Oct 2$1.63$3.53$5.16$179.84$207.66
$200.00$185.00Oct 2$2.13$3.53$5.66$179.34$205.66
$195.00$180.00Oct 2$3.58$1.98$5.56$174.44$200.56
$197.50$185.00Oct 2$2.79$3.53$6.32$178.68$203.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 135 found (best R:R 6.81, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178212/215Oct 9$2.18$0.3248%6.81$175.32$214.68
172/175212/215Oct 9$1.98$0.5252%3.81$173.02$214.48
175/178202/205Oct 9$2.23$0.2738%8.26$175.27$204.73
165/168212/215Oct 9$1.64$0.8661%1.91$165.86$214.14
172/175202/205Oct 9$2.03$0.4742%4.32$172.97$204.53
155/158212/215Oct 9$1.32$1.1869%1.12$156.18$213.82
158/160212/215Oct 9$1.35$1.1567%1.17$158.65$213.85
162/165212/215Oct 9$1.41$1.0964%1.29$163.59$213.91
168/170212/215Oct 9$1.52$0.9858%1.55$168.48$214.02
165/168202/205Oct 9$1.69$0.8151%2.09$165.81$204.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 133 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$182.50$185.00$187.50Oct 2$0.09$2.4113%26.78
$192.50$195.00$197.50Oct 2$0.13$2.3713%18.23
$215.00$220.00$225.00Nov 6$0.10$4.905%49.00
$195.00$197.50$200.00Oct 2$0.13$2.3712%18.23
$185.00$187.50$190.00Oct 16$0.06$2.446%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$182.50$185.00$187.50Oct 2$0.06$2.4413%40.67
$192.50$195.00$197.50Oct 2$0.07$2.4313%34.71
$200.00$205.00$210.00Oct 23$0.14$4.869%34.71
$205.00$210.00$215.00Oct 23$0.15$4.858%32.33
$187.50$190.00$192.50Oct 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 $-14.83, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$180.001:2Nov 6-$14.83$10.17
$210.00$220.001:2Oct 16-$2.02$7.98
$222.50$225.001:2Oct 2-$0.04$2.46
$225.00$227.501:2Oct 2-$0.08$2.42
$212.50$215.001:2Oct 2-$0.27$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$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-$0.07$2.43
$165.00$162.501:2Oct 2-$0.12$2.38
$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. 71 found (best yield 9.80%, avg 4.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Nov 6$18.600.488.0%9.80%17.77%218
$210.00Nov 6$16.100.4510.6%8.48%19.09%718
$215.00Nov 6$14.300.4213.2%7.53%20.77%79
$220.00Nov 6$13.100.3915.9%6.90%22.77%1114
$225.00Nov 6$11.850.3718.5%6.24%24.75%210
$202.50Nov 6$18.400.496.7%9.69%16.35%123
$200.00Nov 6$19.450.505.3%10.24%15.59%2429
$195.00Nov 6$21.100.532.7%11.11%13.82%106405
$192.50Nov 6$22.150.551.4%11.67%13.06%1015
$190.00Nov 6$23.350.560.1%12.30%12.37%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 21,515
Total Puts 23,161
Put/Call Ratio 1.08
Net Difference -1,646

Prior's Put/Call Breakdown

Total Calls 27,169
Total Puts 16,535
Put/Call Ratio 0.61
Net Difference 10,634

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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