Tour v531
MRNA
MODERNA INC
$208.06 +2.38%
◀ 10/6 09:35 ▶

Option Volume

Detail
ℹ
Current (10/06 9:35am) 5,161
Calls: 3,415 (66%)
Puts: 1,746 (34%)
Prior (09/30) 9,638
Calls: 4,022 (42%)
Puts: 5,616 (58%)
Current vs Prior -46.45%
Calls: -15.09% (Calls)
Puts: -68.91% (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 -96.04%
Calls: -94.18%
Puts: -97.57%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:35am) $3.87M
Calls: $3.17M (82%)
Puts: $696.4K (18%)
Prior (09/30) $8.30M
Calls: $4.47M (54%)
Puts: $3.83M (46%)
Current vs Prior -53.39%
Calls: -29.06%
Puts: -81.80%
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 -97.89%
Calls: -98.07%
Puts: -96.34%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:35am) 0.51
Prior (09/30) 1.40
Current vs Prior -63.38%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -36.05%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 9:35am) 803,397
Calls: 346,222 (43%)
Puts: 457,175 (57%)
Prior (09/30) 814,914
Calls: 352,207 (43%)
Puts: 462,707 (57%)
Current vs Prior -1.41%
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 +10.16%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 7.98% | 11.57%11.57% | 29.37%
Prior 2.93% | 9.40%15.61% | 31.41%
Current vs Prior +172.58% | +23.07%-25.86% | -6.52%
Prior 7-Day Avg 8.80% | 14.07%14.64% | 26.75%
Current vs 7-Day Avg -9.32% | -17.71%-20.97% | +9.77%
Prior 7-Day Eod 2.93% | 9.40%11.67% | 29.32%
Current vs 7-Day Eod +172.58% | +23.07%-0.81% | +0.16%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.01% | 2.72%
Calls: 3.15% | 3.82%
Puts: 2.88% | 1.63%
Prior 14.52% | 9.05%
Calls: 16.88% | 8.05%
Puts: 12.16% | 10.06%
Current vs Prior -79.27% | -69.94%
Prior 7-Day Avg 29.77% | 20.18%
Calls: 27.41% | 18.08%
Puts: 32.13% | 22.27%
Current vs 7-Day Avg -89.89% | -86.52%
Liquidity Good
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($3.17M) vs puts ($696.4K). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.51.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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
09:35BULLISHBULLISHBULLISH

📈 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 118 of results (avg 6.2%, best 0.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 1622.1022.55$22.332.0%1280.771.2K
$195.00Oct 1618.6019.00$18.802.1%360.70437
$197.50Oct 913.6013.90$13.752.2%570.737.1K
$192.50Oct 1620.3020.75$20.532.2%70.7352
$187.50Oct 1623.7524.35$24.052.5%20.79119
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1626.0526.30$26.181.0%50.731
$212.50Oct 1613.6513.85$13.751.5%100.54--
$210.00Oct 1612.2012.40$12.301.6%--0.50308
$215.00Oct 911.7511.95$11.851.7%30.6253
$225.00Oct 919.3019.65$19.481.8%--0.7713

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.72, cheapest $0.53)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Oct 90.580.66$0.6212.9%--0.0661
$245.00Oct 90.700.77$0.749.5%180.07132
$242.50Oct 90.830.89$0.867.0%220.0844
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$182.50Oct 90.510.54$0.535.7%230.07226
$185.00Oct 90.700.76$0.738.2%370.09936
$167.50Oct 160.660.72$0.698.7%10.06143
$170.00Oct 160.800.89$0.8510.6%150.071.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 109 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 939.0542.30$40.678.0%--0.9810
$170.00Oct 936.5039.90$38.208.9%10.98188
$172.50Oct 934.0537.45$35.759.5%--0.9831
$175.00Oct 931.6535.05$33.3510.2%--0.97120
$177.50Oct 929.2032.65$30.9211.2%--0.9622
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 920.2523.45$21.8514.6%10.80--
$225.00Oct 919.3019.65$19.481.8%--0.7713
$222.50Oct 917.2517.60$17.432.0%120.741
$230.00Oct 1626.0526.30$26.181.0%50.731
$220.00Oct 915.3015.65$15.482.3%180.7111

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 4.3K, top 492)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 96.706.95$6.833.7%4920.471.6K
$235.00Oct 91.351.44$1.406.4%2430.13215
$237.50Oct 91.151.22$1.195.9%2360.11391
$220.00Oct 93.553.75$3.655.5%1690.291.3K
$205.00Oct 99.059.30$9.182.7%1580.582.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 93.804.00$3.905.1%2300.32723
$197.50Oct 92.953.10$3.035.0%1680.27152
$170.00Oct 90.100.18$0.1457.1%1150.021.1K
$180.00Oct 90.370.48$0.4325.6%1040.051.3K
$205.00Oct 95.856.15$6.005.0%770.42162

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 9.0%, max 20.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$212.50Oct 9Oct 2399.3%82.5%20.4%39158
$230.00Oct 9Nov 20106.9%99.8%7.2%1011.2K
$220.00Oct 9Nov 20101.6%97.8%3.9%1704.9K
$225.00Oct 9Nov 6104.9%104.4%0.5%951.0K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$207.50Oct 9Oct 1696.2%81.5%18.1%61186
$220.00Oct 9Nov 20101.6%97.8%3.9%1847

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 190 found (best R:R 2.70, avg 2.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 13$2.70$7.30$2.7049%2.70$222.70
$220.00$230.00Nov 20$2.82$7.18$2.8250%2.55$222.82
$230.00$240.00Nov 6$2.70$7.30$2.7043%2.70$232.70
$200.00$210.00Nov 20$4.62$5.38$4.6261%1.16$204.62
$235.00$240.00Oct 30$0.67$4.33$0.6737%6.46$235.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$177.50Oct 23$0.24$2.26$0.2419%9.42$179.76
$170.00$167.50Oct 23$0.19$2.31$0.1912%12.16$169.81
$177.50$175.00Oct 30$0.47$2.03$0.4724%4.32$177.03
$182.50$180.00Oct 9$0.10$2.40$0.107%24.00$182.40
$205.00$202.50Oct 23$1.05$1.45$1.0544%1.38$203.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 1.07, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$230.00Oct 23$2.05$2.05$2.9563%0.69$227.05
$220.00$225.00Oct 30$2.42$2.42$2.5853%0.94$222.42
$240.00$245.00Oct 30$1.68$1.68$3.3265%0.51$241.68
$245.00$247.50Oct 9$0.12$0.12$2.3893%0.05$245.12
$227.50$230.00Oct 9$0.39$0.39$2.1180%0.18$227.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$195.00Nov 13$5.18$5.18$4.8258%1.07$199.82
$190.00$180.00Nov 13$4.05$4.05$5.9567%0.68$185.95
$180.00$177.50Oct 30$1.50$1.50$1.0074%1.50$178.50
$180.00$175.00Nov 20$2.05$2.05$2.9572%0.69$177.95
$195.00$190.00Nov 13$2.45$2.45$2.5564%0.96$192.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.89, cheapest $3.73)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Oct 9Oct 16$3.7399.8%84.3%
$205.00Oct 9Oct 16$3.8096.0%80.7%
$202.50Oct 9Oct 16$3.6795.4%80.1%
$212.50Oct 9Oct 16$3.7599.3%84.4%
$207.50Oct 9Oct 16$3.8596.2%81.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$202.50Oct 9Oct 16$3.6095.4%80.0%
$205.00Oct 9Oct 16$3.7096.0%80.7%
$215.00Oct 9Oct 23$6.5799.8%84.7%
$212.50Oct 9Oct 16$3.6299.3%84.4%
$207.50Oct 9Oct 16$3.8096.2%81.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 7.26% of stock, avg 15.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$207.50Oct 9$7.93$7.18$15.11$192.39$222.617.26%
$205.00Oct 9$9.18$6.00$15.18$189.82$220.187.30%
$202.50Oct 9$10.58$4.83$15.41$187.09$217.917.41%
$210.00Oct 9$6.83$8.68$15.51$194.49$225.517.45%
$212.50Oct 9$5.88$10.13$16.01$196.49$228.517.69%
$200.00Oct 9$12.15$3.90$16.05$183.95$216.057.71%
$197.50Oct 9$13.75$3.03$16.78$180.72$214.288.06%
$215.00Oct 9$4.97$11.85$16.82$198.18$231.828.08%
$217.50Oct 9$4.28$13.63$17.91$199.59$235.418.61%
$195.00Oct 9$15.60$2.38$17.98$177.02$212.988.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 3.21% of stock, avg 13.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$220.00$197.50Oct 9$3.65$3.03$6.68$190.82$226.68
$220.00$200.00Oct 9$3.65$3.90$7.55$192.45$227.55
$217.50$197.50Oct 9$4.28$3.03$7.31$190.19$224.81
$217.50$200.00Oct 9$4.28$3.90$8.18$191.82$225.68
$215.00$197.50Oct 9$4.97$3.03$8.00$189.50$223.00
$220.00$202.50Oct 9$3.65$4.83$8.48$194.02$228.48
$215.00$200.00Oct 9$4.97$3.90$8.87$191.13$223.87
$217.50$202.50Oct 9$4.28$4.83$9.11$193.39$226.61
$215.00$202.50Oct 9$4.97$4.83$9.80$192.70$224.80
$212.50$197.50Oct 9$5.88$3.03$8.91$188.59$221.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 1.02, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
198/200228/230Oct 9$1.26$1.2448%1.02$198.74$228.76
198/200232/235Oct 9$1.11$1.3953%0.80$198.89$233.61
188/190235/238Oct 16$1.07$1.4355%0.75$188.93$236.07
188/190238/240Oct 16$1.01$1.4956%0.68$188.99$238.51
198/200230/232Oct 9$1.13$1.3751%0.82$198.87$231.13
188/190228/230Oct 9$0.76$1.7466%0.44$189.24$228.26
180/182235/238Oct 16$0.84$1.6662%0.51$181.66$235.84
198/200222/225Oct 9$1.34$1.1642%1.16$198.66$223.84
185/188228/230Oct 9$0.68$1.8269%0.37$186.82$228.18
198/200225/228Oct 9$1.26$1.2446%1.02$198.74$226.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 122 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Oct 30$0.07$4.936%70.43
$200.00$210.00$220.00Nov 20$0.49$9.5111%19.41
$215.00$217.50$220.00Oct 9$0.06$2.448%40.67
$175.00$180.00$185.00Nov 20$0.09$4.915%54.56
$220.00$225.00$230.00Oct 16$0.23$4.7710%20.74
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$210.00$215.00Oct 23$0.06$4.9410%82.33
$210.00$220.00$230.00Nov 20$0.39$9.6110%24.64
$197.50$200.00$202.50Oct 9$0.06$2.4410%40.67
$212.50$215.00$217.50Oct 9$0.06$2.449%40.67
$215.00$217.50$220.00Oct 9$0.07$2.438%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.08, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$247.501:2Oct 9-$0.50$2.00
$242.50$245.001:2Oct 9-$0.62$1.88
$240.00$242.501:2Oct 9-$0.71$1.79
$237.50$240.001:2Oct 9-$0.83$1.67
$235.00$237.501:2Oct 9-$0.98$1.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$170.001:2Oct 9-$0.08$2.42
$180.00$177.501:2Oct 9-$0.19$2.31
$177.50$175.001:2Oct 9-$0.17$2.33
$175.00$172.501:2Oct 9-$0.16$2.34
$170.00$167.501:2Oct 9-$0.18$2.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 9.32%, avg 4.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 20$19.400.4510.6%9.32%19.87%6469
$240.00Nov 20$15.450.4015.3%7.43%22.78%11.1K
$230.00Nov 13$18.500.4410.6%8.89%19.44%142
$220.00Nov 20$21.950.505.7%10.55%16.29%13.6K
$210.00Nov 20$25.800.550.9%12.40%13.33%--424
$210.00Nov 13$25.450.550.9%12.23%13.16%15
$220.00Nov 13$20.500.495.7%9.85%15.59%--12
$245.00Nov 13$12.850.3617.8%6.18%23.93%--12
$240.00Nov 6$13.050.3815.3%6.27%21.62%--22
$230.00Nov 6$15.200.4310.6%7.31%17.85%--12

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 3,415
Total Puts 1,746
Put/Call Ratio 0.51
Net Difference 1,669

Prior's Put/Call Breakdown

Total Calls 4,022
Total Puts 5,616
Put/Call Ratio 1.40
Net Difference -1,594

Prior 7-Day Put/Call Summary

Total Calls 410,569
Total Puts 502,614
Average Put/Call Ratio 0.80
Ratio Trend Falling

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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