Tour v531
MRNA
MODERNA INC
$210.59 +3.63%
◀ 10/6 09:40 ▶

Option Volume

Detail
ℹ
Current (10/06 9:40am) 13,823
Calls: 8,683 (63%)
Puts: 5,140 (37%)
Prior (09/30) 16,658
Calls: 8,204 (49%)
Puts: 8,454 (51%)
Current vs Prior -17.02%
Calls: +5.84% (Calls)
Puts: -39.20% (Puts)
Prior 7-Day Total 952,970
Calls: 428,689 (45%)
Puts: 524,281 (55%)
Prior 7-Day Average 136,138
Calls: 61,241 (45%)
Puts: 74,897 (55%)
Current vs Prior 7-Day Avg -89.85%
Calls: -85.82%
Puts: -93.14%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:40am) $10.11M
Calls: $7.97M (79%)
Puts: $2.14M (21%)
Prior (09/30) $13.87M
Calls: $9.05M (65%)
Puts: $4.82M (35%)
Current vs Prior -27.15%
Calls: -12.00%
Puts: -55.60%
Prior 7-Day Total $1.32B
Calls: $1.17B (89%)
Puts: $146.92M (11%)
Prior 7-Day Average $188.04M
Calls: $167.05M (89%)
Puts: $20.99M (11%)
Current vs Prior 7-Day Avg -94.62%
Calls: -95.23%
Puts: -89.80%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:40am) 0.59
Prior (09/30) 1.03
Current vs Prior -42.55%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -33.52%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 9:40am) 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 5,379,483
Calls: 2,392,110 (44%)
Puts: 2,987,373 (56%)
Prior 7-Day Average 768,497
Calls: 341,730 (44%)
Puts: 426,767 (56%)
Current vs Prior 7-Day Avg +4.54%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 7.70% | 11.24%11.24% | 29.95%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +15.71% | +1.13%-20.04% | +0.87%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -8.89% | -18.19%-23.21% | +11.97%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +15.71% | +1.13%-3.63% | +2.16%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.68% | 2.75%
Calls: 3.21% | 3.02%
Puts: 4.15% | 2.48%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -27.56% | -81.27%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -85.87% | -83.06%
Liquidity Good
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($7.97M) vs puts ($2.14M). Bullish P/C ratio of 0.59. P/C ratio dropping 43% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
09:40BULLISHBULLISHBULLISH
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 147 of results (avg 6.0%, best 1.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1616.9017.15$17.021.5%2030.685.1K
$195.00Oct 1620.2020.50$20.351.5%520.74437
$192.50Oct 1622.0022.40$22.201.8%90.7752
$202.50Oct 1615.3515.65$15.501.9%390.64512
$205.00Oct 910.3510.60$10.482.4%2480.642.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$232.50Oct 1626.0026.35$26.181.3%80.73--
$225.00Oct 1620.1520.50$20.331.7%60.65--
$227.50Oct 919.1019.45$19.271.8%20.77--
$230.00Oct 1623.8024.25$24.031.9%50.701
$222.50Oct 915.1015.40$15.252.0%170.701

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.69, cheapest $0.44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Oct 90.470.51$0.498.2%110.063
$250.00Oct 90.560.59$0.575.3%3620.06706
$242.50Oct 90.900.97$0.947.4%500.1044
$247.50Oct 90.650.69$0.676.0%320.0761
$245.00Oct 90.760.81$0.796.3%1330.09132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$182.50Oct 90.420.47$0.4411.4%350.05226
$185.00Oct 90.570.63$0.6010.0%560.07936
$187.50Oct 90.770.86$0.8211.0%340.09745
$170.00Oct 160.660.73$0.7010.0%420.051.0K
$172.50Oct 160.810.89$0.859.4%220.06569

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 117 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 939.8042.95$41.387.6%11.00188
$172.50Oct 937.3040.45$38.888.1%--1.0031
$175.00Oct 934.9038.00$36.458.5%--1.00120
$180.00Oct 930.0531.95$31.006.1%80.941.2K
$177.50Oct 932.4035.60$34.009.4%--0.9422
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Oct 938.6041.20$39.906.5%200.9431
$250.00Oct 1639.4042.60$41.007.8%--0.8515
$230.00Oct 920.8522.10$21.485.8%110.801
$227.50Oct 919.1019.45$19.271.8%20.77--
$225.00Oct 917.0517.40$17.232.0%70.7413

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 12.2K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 97.657.90$7.783.2%1.7K0.541.6K
$220.00Oct 94.054.15$4.102.4%8460.341.3K
$235.00Oct 91.461.54$1.505.3%4810.15215
$237.50Oct 91.251.30$1.273.9%4650.13391
$250.00Oct 90.560.59$0.575.3%3620.06706
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 92.993.15$3.075.2%4910.26723
$180.00Oct 90.260.39$0.3339.4%3170.041.3K
$187.50Oct 162.662.79$2.734.8%3010.17439
$205.00Oct 168.058.50$8.285.4%2340.39195
$180.00Oct 161.491.66$1.5810.8%2080.112.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 5.7%, max 20.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$227.50Oct 9Oct 16101.7%84.5%20.3%62255
$230.00Oct 9Nov 20103.1%99.0%4.1%2121.2K
$220.00Oct 9Nov 2098.3%98.3%0.1%8524.9K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Oct 9Nov 20103.1%99.0%4.1%1120
$220.00Oct 9Nov 2098.3%98.3%0.1%2747

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 194 found (best R:R 2.57, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 13$2.80$7.20$2.8051%2.57$222.80
$240.00$250.00Nov 20$2.30$7.70$2.3042%3.35$242.30
$220.00$230.00Nov 20$3.44$6.56$3.4452%1.91$223.44
$200.00$210.00Nov 20$4.55$5.45$4.5562%1.20$204.55
$210.00$220.00Nov 20$4.31$5.69$4.3157%1.32$214.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$182.50Oct 23$0.17$2.33$0.1721%13.71$184.83
$202.50$200.00Nov 6$0.68$1.82$0.6839%2.68$201.82
$195.00$192.50Oct 23$0.45$2.05$0.4530%4.56$194.55
$190.00$187.50Oct 23$0.43$2.07$0.4325%4.81$189.57
$180.00$177.50Oct 30$0.42$2.08$0.4224%4.95$179.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 1.11, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$230.00Oct 23$2.07$2.07$2.9360%0.71$227.07
$212.50$215.00Oct 30$1.38$1.38$1.1246%1.23$213.88
$247.50$250.00Oct 9$0.10$0.10$2.4093%0.04$247.60
$245.00$247.50Oct 9$0.12$0.12$2.3892%0.05$245.12
$242.50$245.00Oct 9$0.15$0.15$2.3590%0.06$242.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$195.00Nov 13$5.25$5.25$4.7560%1.11$199.75
$190.00$180.00Nov 13$3.97$3.97$6.0368%0.66$186.03
$210.00$200.00Nov 20$5.15$5.15$4.8557%1.06$204.85
$200.00$195.00Nov 20$2.90$2.90$2.1063%1.38$197.10
$180.00$175.00Nov 20$2.15$2.15$2.8574%0.75$177.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $3.83, cheapest $3.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Oct 9Oct 16$3.5098.3%82.2%
$215.00Oct 9Oct 16$3.7397.2%81.5%
$210.00Oct 9Oct 16$3.8094.8%79.4%
$205.00Oct 9Oct 16$3.6593.9%79.2%
$207.50Oct 9Oct 16$3.7593.9%79.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Oct 9Oct 16$3.4098.3%82.2%
$210.00Oct 9Oct 16$3.7094.8%79.4%
$217.50Oct 9Oct 16$3.4597.4%82.1%
$205.00Oct 9Oct 16$3.4893.9%79.2%
$212.50Oct 9Oct 16$3.6795.8%81.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 7.04% of stock, avg 16.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Oct 9$7.78$7.05$14.83$195.17$224.837.04%
$207.50Oct 9$9.05$5.85$14.90$192.60$222.407.08%
$212.50Oct 9$6.65$8.43$15.08$197.42$227.587.16%
$205.00Oct 9$10.48$4.80$15.28$189.72$220.287.26%
$215.00Oct 9$5.65$9.98$15.63$199.37$230.637.42%
$202.50Oct 9$12.08$3.85$15.93$186.57$218.437.56%
$217.50Oct 9$4.80$11.60$16.40$201.10$233.907.79%
$200.00Oct 9$13.78$3.07$16.85$183.15$216.858.00%
$220.00Oct 9$4.10$13.33$17.43$202.57$237.438.28%
$197.50Oct 9$15.63$2.41$18.04$179.46$215.548.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.10% of stock, avg 12.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$222.50$200.00Oct 9$3.45$3.07$6.52$193.48$229.02
$222.50$202.50Oct 9$3.45$3.85$7.30$195.20$229.80
$220.00$200.00Oct 9$4.10$3.07$7.17$192.83$227.17
$220.00$202.50Oct 9$4.10$3.85$7.95$194.55$227.95
$222.50$205.00Oct 9$3.45$4.80$8.25$196.75$230.75
$217.50$200.00Oct 9$4.80$3.07$7.87$192.13$225.37
$220.00$205.00Oct 9$4.10$4.80$8.90$196.10$228.90
$217.50$202.50Oct 9$4.80$3.85$8.65$193.85$226.15
$217.50$205.00Oct 9$4.80$4.80$9.60$195.40$227.10
$222.50$207.50Oct 9$3.45$5.85$9.30$198.20$231.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 185 found (best R:R 0.67, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172245/250Oct 23$2.00$3.0063%0.67$170.50$247.00
170/172240/245Oct 23$2.15$2.8559%0.75$170.35$242.15
175/178245/250Oct 23$2.10$2.9060%0.72$175.40$247.10
175/178240/245Oct 23$2.25$2.7556%0.82$175.25$242.25
170/172230/235Oct 23$2.30$2.7052%0.85$170.20$232.30
175/178235/238Oct 9$0.37$2.1381%0.17$177.13$235.37
190/192238/240Oct 16$1.03$1.4755%0.70$191.47$238.53
175/178232/235Oct 9$0.41$2.0979%0.20$177.09$232.91
175/178230/235Oct 23$2.40$2.6050%0.92$175.10$232.40
175/178230/232Oct 9$0.46$2.0476%0.23$177.04$230.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 128 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.24$9.7611%40.67
$225.00$230.00$235.00Oct 30$0.06$4.946%82.33
$240.00$245.00$250.00Oct 16$0.07$4.936%70.43
$217.50$220.00$222.50Oct 9$0.05$2.459%49.00
$240.00$245.00$250.00Oct 23$0.15$4.857%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$225.00$230.00Oct 16$0.10$4.9011%49.00
$210.00$220.00$230.00Nov 20$0.38$9.6210%25.32
$212.50$215.00$217.50Oct 9$0.07$2.4310%34.71
$220.00$222.50$225.00Oct 9$0.06$2.448%40.67
$202.50$205.00$207.50Oct 9$0.10$2.4010%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-3.06, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$252.501:2Oct 9-$0.41$2.09
$247.50$250.001:2Oct 9-$0.47$2.03
$245.00$247.501:2Oct 9-$0.55$1.95
$242.50$245.001:2Oct 9-$0.64$1.86
$240.00$242.501:2Oct 9-$0.79$1.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Oct 9-$3.06$16.94
$250.00$232.501:2Oct 16-$11.36$6.14
$177.50$175.001:2Oct 9-$0.06$2.44
$175.00$172.501:2Oct 9-$0.12$2.38
$182.50$180.001:2Oct 9-$0.22$2.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 9.90%, avg 4.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 20$20.850.479.2%9.90%19.12%8469
$220.00Nov 20$24.450.524.5%11.61%16.08%63.6K
$250.00Nov 20$14.400.3718.7%6.84%25.55%2666
$240.00Nov 20$16.800.4114.0%7.98%21.94%381.1K
$230.00Nov 13$19.450.469.2%9.24%18.45%142
$245.00Nov 13$14.100.3816.3%6.70%23.04%--12
$220.00Nov 13$22.000.514.5%10.45%14.92%112
$212.50Nov 13$25.150.550.9%11.94%12.85%1--
$230.00Nov 6$16.650.459.2%7.91%17.12%--12
$225.00Nov 6$18.350.476.8%8.71%15.56%--14

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 8,683
Total Puts 5,140
Put/Call Ratio 0.59
Net Difference 3,543

Prior's Put/Call Breakdown

Total Calls 8,204
Total Puts 8,454
Put/Call Ratio 1.03
Net Difference -250

Prior 7-Day Put/Call Summary

Total Calls 428,689
Total Puts 524,281
Average Put/Call Ratio 0.89
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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