Tour v531
MRNA
MODERNA INC
$210.61 +3.64%
◀ 10/6 09:45 ▶

Option Volume

Detail
ℹ
Current (10/06 9:45am) 22,355
Calls: 12,749 (57%)
Puts: 9,606 (43%)
Prior (09/30) 22,023
Calls: 10,181 (46%)
Puts: 11,842 (54%)
Current vs Prior +1.51%
Calls: +25.22% (Calls)
Puts: -18.88% (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 -83.58%
Calls: -79.18%
Puts: -87.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:45am) $17.80M
Calls: $12.48M (70%)
Puts: $5.32M (30%)
Prior (09/30) $16.55M
Calls: $10.12M (61%)
Puts: $6.43M (39%)
Current vs Prior +7.56%
Calls: +23.35%
Puts: -17.28%
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 -90.53%
Calls: -92.53%
Puts: -74.65%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:45am) 0.75
Prior (09/30) 1.16
Current vs Prior -35.22%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -15.38%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 9:45am) 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 7.72% | 11.30%11.30% | 29.57%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +15.99% | +1.63%-19.64% | -0.42%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -8.67% | -17.79%-22.83% | +10.54%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +15.99% | +1.63%-3.15% | +0.86%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.25% | 2.94%
Calls: 2.55% | 2.58%
Puts: 5.95% | 3.29%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -16.34% | -79.97%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -83.68% | -81.89%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($12.48M). P/C ratio dropping 35% - 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 NEUTRAL
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
09:45BULLISHBULLISHBULLISH
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 150 of results (avg 6.3%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$207.50Oct 1612.7513.05$12.902.3%530.58540
$205.00Oct 1614.0514.40$14.232.5%1320.62862
$210.00Oct 97.757.95$7.852.5%2.3K0.551.6K
$210.00Oct 1611.5011.80$11.652.6%1890.551.7K
$200.00Oct 1616.9017.35$17.132.6%2480.695.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Oct 1630.0030.60$30.302.0%20.77--
$225.00Oct 1620.1020.55$20.332.2%780.65--
$232.50Oct 1625.8526.50$26.182.5%90.72--
$217.50Oct 1614.9515.35$15.152.6%240.55--
$220.00Oct 1616.6017.05$16.832.7%140.5917

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.66, cheapest $0.34)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Oct 90.550.60$0.578.8%4110.07706
$252.50Oct 90.460.52$0.4912.2%190.063
$245.00Oct 90.750.81$0.787.7%1490.09132
$247.50Oct 90.630.70$0.6710.4%510.0861
$242.50Oct 90.880.97$0.939.7%770.1044
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 90.310.36$0.3414.7%3290.041.3K
$182.50Oct 90.440.50$0.4712.8%580.05226
$185.00Oct 90.590.66$0.6311.1%720.07936
$187.50Oct 90.780.89$0.8413.1%2550.09745
$170.00Oct 160.680.73$0.717.0%520.051.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 121 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 939.9043.35$41.638.3%11.00188
$172.50Oct 937.6041.15$39.389.0%--1.0031
$175.00Oct 935.1538.70$36.929.6%11.00120
$177.50Oct 932.7036.00$34.359.6%--0.9422
$180.00Oct 930.2533.00$31.638.7%180.941.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Oct 937.5540.75$39.158.2%330.9331
$250.00Oct 1638.9542.50$40.738.7%--0.8515
$235.00Oct 923.6026.75$25.1812.5%10.84--
$230.00Oct 920.9521.65$21.303.3%110.791
$237.50Oct 1630.0030.60$30.302.0%20.77--

Most actively traded options today. High liquidity = easy entry/exit. 211 active (total vol 19.5K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 97.757.95$7.852.5%2.3K0.551.6K
$220.00Oct 94.004.15$4.083.7%1.3K0.351.3K
$215.00Oct 95.555.90$5.736.1%8660.45664
$237.50Oct 91.221.30$1.266.3%5450.13391
$235.00Oct 91.441.54$1.496.7%5100.15215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 168.158.45$8.303.6%1.7K0.38195
$200.00Oct 92.973.10$3.044.3%9140.25723
$215.00Oct 1613.4013.80$13.602.9%6030.527
$202.50Oct 93.753.95$3.855.2%4330.29631
$180.00Oct 90.310.36$0.3414.7%3290.041.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 7.6%, max 21.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$232.50Oct 9Oct 16103.2%85.1%21.2%140930
$227.50Oct 9Oct 16100.7%83.6%20.5%104255
$222.50Oct 9Oct 1698.8%82.7%19.5%24759
$217.50Oct 9Oct 1696.2%81.7%17.7%149131
$230.00Oct 9Nov 20102.0%97.1%5.0%2701.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Oct 9Nov 20102.0%97.1%5.0%1120
$210.00Oct 9Nov 2093.4%92.8%0.6%200151
$220.00Oct 9Nov 2097.5%97.2%0.3%3047
$195.00Oct 9Nov 2093.6%93.5%0.1%86953

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 199 found (best R:R 2.31, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$245.00Nov 13$4.53$10.47$4.5346%2.31$234.53
$220.00$230.00Nov 20$3.37$6.63$3.3752%1.97$223.37
$240.00$250.00Nov 20$2.42$7.58$2.4242%3.13$242.42
$210.00$220.00Nov 20$4.15$5.85$4.1557%1.41$214.15
$220.00$230.00Nov 13$3.53$6.47$3.5351%1.83$223.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Nov 6$0.64$1.86$0.6437%2.91$199.36
$205.00$202.50Nov 6$0.77$1.73$0.7740%2.25$204.23
$185.00$182.50Oct 23$0.35$2.15$0.3521%6.14$184.65
$177.50$175.00Oct 30$0.42$2.08$0.4222%4.95$177.08
$215.00$212.50Oct 30$1.10$1.40$1.1047%1.27$213.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 137 found (best R:R 1.15, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$247.50$250.00Oct 9$0.10$0.10$2.4092%0.04$247.60
$230.00$235.00Oct 23$1.57$1.57$3.4364%0.46$231.57
$242.50$245.00Oct 9$0.15$0.15$2.3590%0.06$242.65
$245.00$247.50Oct 9$0.11$0.11$2.3991%0.05$245.11
$237.50$240.00Oct 9$0.19$0.19$2.3187%0.08$237.69
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$195.00Nov 13$5.35$5.35$4.6560%1.15$199.65
$200.00$195.00Nov 20$3.05$3.05$1.9563%1.56$196.95
$190.00$180.00Nov 13$3.90$3.90$6.1069%0.64$186.10
$202.50$200.00Nov 6$1.96$1.96$0.5461%3.63$200.54
$175.00$170.00Nov 6$2.00$2.00$3.0078%0.67$173.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $3.69, cheapest $3.46)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$222.50Oct 9Oct 16$3.4698.8%82.7%
$220.00Oct 9Oct 16$3.6597.5%82.2%
$215.00Oct 9Oct 16$3.7996.3%81.4%
$217.50Oct 9Oct 16$3.7796.2%81.7%
$210.00Oct 9Oct 16$3.8093.4%79.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Oct 9Oct 16$3.5397.5%82.2%
$215.00Oct 9Oct 16$3.6796.3%81.4%
$217.50Oct 9Oct 16$3.6096.2%81.7%
$210.00Oct 9Oct 16$3.7093.4%79.2%
$207.50Oct 9Oct 16$3.6793.0%78.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 7.07% of stock, avg 16.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Oct 9$7.85$7.05$14.90$195.10$224.907.07%
$207.50Oct 9$9.15$5.83$14.98$192.52$222.487.11%
$212.50Oct 9$6.68$8.40$15.08$197.42$227.587.16%
$205.00Oct 9$10.50$4.75$15.25$189.75$220.257.24%
$215.00Oct 9$5.73$9.93$15.66$199.34$230.667.44%
$202.50Oct 9$12.10$3.85$15.95$186.55$218.457.57%
$217.50Oct 9$4.80$11.55$16.35$201.15$233.857.76%
$200.00Oct 9$13.85$3.04$16.89$183.11$216.898.02%
$220.00Oct 9$4.08$13.30$17.38$202.62$237.388.25%
$197.50Oct 9$15.68$2.40$18.08$179.42$215.588.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 3.09% of stock, avg 13.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$222.50$200.00Oct 9$3.47$3.04$6.51$193.49$229.01
$222.50$202.50Oct 9$3.47$3.85$7.32$195.18$229.82
$220.00$200.00Oct 9$4.08$3.04$7.12$192.88$227.12
$220.00$202.50Oct 9$4.08$3.85$7.93$194.57$227.93
$222.50$205.00Oct 9$3.47$4.75$8.22$196.78$230.72
$220.00$205.00Oct 9$4.08$4.75$8.83$196.17$228.83
$217.50$200.00Oct 9$4.80$3.04$7.84$192.16$225.34
$217.50$202.50Oct 9$4.80$3.85$8.65$193.85$226.15
$217.50$205.00Oct 9$4.80$4.75$9.55$195.45$227.05
$222.50$207.50Oct 9$3.47$5.83$9.30$198.20$231.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 0.67, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172240/245Oct 23$2.00$3.0059%0.67$170.50$242.00
175/178240/245Oct 23$2.11$2.8956%0.73$175.39$242.11
200/202235/238Oct 9$1.04$1.4655%0.71$201.46$236.04
192/195235/238Oct 16$1.17$1.3350%0.88$193.83$236.17
200/202230/232Oct 9$1.15$1.3550%0.85$201.35$231.15
188/190235/238Oct 16$1.01$1.4955%0.68$188.99$236.01
190/192235/238Oct 16$1.07$1.4353%0.75$191.43$236.07
200/202232/235Oct 9$1.07$1.4353%0.75$201.43$233.57
178/180235/238Oct 16$0.77$1.7364%0.45$179.23$235.77
185/188235/238Oct 16$0.92$1.5858%0.58$186.58$235.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 137 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$207.50$210.00Oct 9$0.05$2.4511%49.00
$185.00$190.00$195.00Nov 20$0.06$4.945%82.33
$190.00$195.00$200.00Nov 20$0.07$4.936%70.43
$220.00$225.00$230.00Nov 6$0.08$4.926%61.50
$240.00$245.00$250.00Oct 16$0.11$4.896%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$207.50$210.00Oct 16$0.05$2.457%49.00
$212.50$215.00$217.50Oct 9$0.09$2.4110%26.78
$200.00$202.50$205.00Oct 16$0.05$2.457%49.00
$210.00$212.50$215.00Oct 16$0.05$2.457%49.00
$200.00$202.50$205.00Oct 9$0.09$2.4110%26.78

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 $-11.21, 43 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-$0.56$1.94
$242.50$245.001:2Oct 9-$0.63$1.87
$240.00$242.501:2Oct 9-$0.79$1.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$235.001:2Oct 9-$11.21$3.79
$177.50$175.001:2Oct 9-$0.07$2.43
$172.50$170.001:2Oct 9-$0.09$2.41
$175.00$172.501:2Oct 9-$0.13$2.37
$182.50$180.001:2Oct 9-$0.21$2.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 9.95%, avg 4.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 20$20.950.479.2%9.95%19.15%13469
$240.00Nov 20$17.050.4213.9%8.10%22.05%1481.1K
$220.00Nov 20$24.100.524.5%11.44%15.90%113.6K
$250.00Nov 20$14.400.3718.7%6.84%25.54%13666
$230.00Nov 13$19.000.469.2%9.02%18.23%142
$220.00Nov 13$22.500.514.5%10.68%15.14%112
$245.00Nov 13$14.100.3816.3%6.69%23.02%--12
$250.00Nov 13$12.900.3618.7%6.13%24.83%33
$212.50Nov 13$25.150.550.9%11.94%12.84%1--
$215.00Nov 6$22.950.532.1%10.90%12.98%117

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 12,749
Total Puts 9,606
Put/Call Ratio 0.75
Net Difference 3,143

Prior's Put/Call Breakdown

Total Calls 10,181
Total Puts 11,842
Put/Call Ratio 1.16
Net Difference -1,661

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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