Tour v531
MRNA
MODERNA INC
$202.53 -0.34%
◀ 10/6 09:50 ▶

Option Volume

Detail
ℹ
Current (10/06 9:50am) 27,715
Calls: 15,644 (56%)
Puts: 12,071 (44%)
Prior (09/30) 27,542
Calls: 12,502 (45%)
Puts: 15,040 (55%)
Current vs Prior +0.63%
Calls: +25.13% (Calls)
Puts: -19.74% (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 -79.64%
Calls: -74.46%
Puts: -83.88%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:50am) $21.73M
Calls: $12.32M (57%)
Puts: $9.42M (43%)
Prior (09/30) $19.94M
Calls: $10.52M (53%)
Puts: $9.42M (47%)
Current vs Prior +8.98%
Calls: +17.05%
Puts: -0.03%
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 -88.44%
Calls: -92.63%
Puts: -55.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:50am) 0.77
Prior (09/30) 1.20
Current vs Prior -35.86%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -13.35%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 9:50am) 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 7.76% | 11.48%11.48% | 29.29%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +16.60% | +3.29%-18.33% | -1.35%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -8.18% | -16.45%-21.58% | +9.50%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +16.60% | +3.29%-1.57% | -0.09%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.29% | 3.02%
Calls: 4.81% | 3.16%
Puts: 1.78% | 2.87%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -35.24% | -79.43%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -87.37% | -81.40%
Liquidity Acceptable
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🤖 AI Insights

P/C ratio dropping 36% - 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 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
09:50BULLISHBULLISHBULLISH
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 137 of results (avg 6.1%, best 1.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1612.1512.30$12.231.2%2600.565.1K
$190.00Oct 1617.8518.15$18.001.7%3150.711.2K
$185.00Oct 1621.4521.85$21.651.8%60.771.3K
$195.00Oct 1614.8515.15$15.002.0%810.64437
$195.00Oct 911.3011.55$11.432.2%480.684.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1630.3530.70$30.531.1%60.791
$207.50Oct 99.9510.10$10.021.5%1030.59147
$225.00Oct 1626.1526.55$26.351.5%780.75--
$220.00Oct 919.3019.60$19.451.5%400.7911
$227.50Oct 1628.1528.60$28.381.6%70.77--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.66, cheapest $0.42)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 90.520.59$0.5512.7%2690.06272
$242.50Oct 90.440.49$0.4710.6%970.0544
$235.00Oct 90.720.80$0.7610.5%5420.08215
$237.50Oct 90.610.68$0.6510.8%5540.07391
$232.50Oct 90.860.94$0.908.9%1640.10930
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 90.390.44$0.4211.9%2070.05680
$177.50Oct 90.540.61$0.5712.3%400.07636
$180.00Oct 90.740.80$0.777.8%3460.091.3K
$162.50Oct 160.660.72$0.698.7%120.05195
$165.00Oct 160.790.87$0.839.6%880.06614

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 131 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Oct 939.3042.30$40.807.4%--1.0041
$165.00Oct 936.6039.85$38.238.5%11.00439
$167.50Oct 934.2037.35$35.788.8%--1.0010
$170.00Oct 931.5534.15$32.857.9%31.00188
$172.50Oct 929.4532.55$31.0010.0%--0.9431
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 931.0034.60$32.8011.0%10.92--
$230.00Oct 926.3029.40$27.8511.1%120.891
$227.50Oct 924.7527.40$26.0810.2%40.87--
$225.00Oct 921.7025.15$23.4214.7%120.8513
$237.50Oct 1634.9538.35$36.659.3%30.84--

Most actively traded options today. High liquidity = easy entry/exit. 233 active (total vol 23.4K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 94.304.45$4.383.4%2.6K0.361.6K
$220.00Oct 92.092.18$2.134.2%1.7K0.211.3K
$215.00Oct 93.003.15$3.084.9%1.1K0.28664
$237.50Oct 90.610.68$0.6510.8%5540.07391
$235.00Oct 90.720.80$0.7610.5%5420.08215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 1612.0012.35$12.182.9%1.9K0.51195
$200.00Oct 95.755.95$5.853.4%1.4K0.42723
$215.00Oct 1618.3018.85$18.583.0%6090.647
$202.50Oct 96.957.25$7.104.2%5000.48631
$180.00Oct 90.740.80$0.777.8%3460.091.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 7.8%, max 20.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$222.50Oct 9Oct 16102.0%84.5%20.7%28259
$217.50Oct 9Oct 1699.4%83.4%19.2%176131
$220.00Oct 9Nov 20100.7%96.1%4.8%1.7K4.9K
$225.00Oct 9Nov 13103.2%100.9%2.3%271995
$190.00Oct 9Nov 2092.8%91.3%1.6%131.2K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Oct 9Nov 20100.5%96.1%4.6%4047
$190.00Oct 9Nov 2092.8%91.3%1.6%2832.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 208 found (best R:R 4.00, avg 2.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$240.00Nov 20$2.00$8.00$2.0043%4.00$232.00
$230.00$240.00Nov 6$2.13$7.87$2.1340%3.69$232.13
$220.00$230.00Nov 20$3.01$6.99$3.0148%2.32$223.01
$200.00$210.00Nov 20$4.40$5.60$4.4059%1.27$204.40
$210.00$220.00Nov 20$3.87$6.13$3.8754%1.58$213.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$222.50$220.00Oct 9$1.53$0.97$1.5382%0.63$220.97
$232.50$230.00Oct 16$1.55$0.95$1.5581%0.61$230.95
$182.50$180.00Oct 30$0.41$2.09$0.4129%5.10$182.09
$175.00$172.50Oct 23$0.16$2.34$0.1618%14.63$174.84
$192.50$190.00Oct 23$0.61$1.89$0.6134%3.10$191.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 2.13, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$207.50$210.00Oct 30$1.58$1.58$0.9247%1.72$209.08
$230.00$235.00Oct 23$1.53$1.53$3.4770%0.44$231.53
$205.00$207.50Oct 23$1.30$1.30$1.2049%1.08$206.30
$210.00$212.50Oct 23$1.15$1.15$1.3554%0.85$211.15
$232.50$235.00Oct 9$0.14$0.14$2.3690%0.06$232.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$190.00Nov 20$3.40$3.40$1.6062%2.13$191.60
$190.00$180.00Nov 13$4.32$4.32$5.6865%0.76$185.68
$180.00$177.50Oct 30$1.70$1.70$0.8072%2.12$178.30
$180.00$175.00Nov 20$2.35$2.35$2.6570%0.89$177.65
$195.00$190.00Nov 6$2.80$2.80$2.2061%1.27$192.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.60, cheapest $3.67)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$202.50Oct 9Oct 16$3.8094.4%79.4%
$212.50Oct 9Oct 16$3.5097.5%82.9%
$207.50Oct 9Oct 16$3.6796.4%81.9%
$197.50Oct 9Oct 16$3.6593.4%79.0%
$210.00Oct 9Oct 16$3.5796.5%82.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$202.50Oct 9Oct 16$3.6794.4%79.4%
$207.50Oct 9Oct 16$3.6196.4%81.9%
$197.50Oct 9Oct 16$3.4793.4%79.0%
$212.50Oct 9Oct 16$3.3797.2%82.9%
$210.00Oct 9Oct 16$3.4796.5%82.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 7.08% of stock, avg 16.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$200.00Oct 9$8.48$5.85$14.33$185.67$214.337.08%
$202.50Oct 9$7.28$7.10$14.38$188.12$216.887.10%
$205.00Oct 9$6.15$8.43$14.58$190.42$219.587.20%
$197.50Oct 9$9.95$4.78$14.73$182.77$212.237.27%
$195.00Oct 9$11.43$3.83$15.26$179.74$210.267.53%
$207.50Oct 9$5.23$10.02$15.25$192.25$222.757.53%
$210.00Oct 9$4.38$11.73$16.11$193.89$226.117.95%
$192.50Oct 9$13.23$3.01$16.24$176.26$208.748.02%
$212.50Oct 9$3.68$13.48$17.16$195.34$229.668.47%
$190.00Oct 9$15.05$2.32$17.37$172.63$207.378.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 3.01% of stock, avg 14.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$215.00$192.50Oct 9$3.08$3.01$6.09$186.41$221.09
$212.50$192.50Oct 9$3.68$3.01$6.69$185.81$219.19
$215.00$195.00Oct 9$3.08$3.83$6.91$188.09$221.91
$212.50$195.00Oct 9$3.68$3.83$7.51$187.49$220.01
$210.00$192.50Oct 9$4.38$3.01$7.39$185.11$217.39
$210.00$195.00Oct 9$4.38$3.83$8.21$186.79$218.21
$215.00$197.50Oct 9$3.08$4.78$7.86$189.64$222.86
$212.50$197.50Oct 9$3.68$4.78$8.46$189.04$220.96
$210.00$197.50Oct 9$4.38$4.78$9.16$188.34$219.16
$207.50$192.50Oct 9$5.23$3.01$8.24$184.26$215.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 143 found (best R:R 0.84, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172230/235Oct 23$2.28$2.7254%0.84$170.22$232.28
182/185218/220Oct 16$1.33$1.1744%1.14$183.67$218.83
178/180230/235Oct 23$2.54$2.4648%1.03$177.46$232.54
185/188218/220Oct 16$1.40$1.1041%1.27$186.10$218.90
175/178218/220Oct 16$1.11$1.3952%0.80$176.39$218.61
178/180218/220Oct 16$1.16$1.3450%0.87$178.84$218.66
190/192228/230Oct 9$0.89$1.6160%0.55$191.61$228.39
192/195228/230Oct 9$1.02$1.4855%0.69$193.98$228.52
172/175218/220Oct 16$1.04$1.4654%0.71$173.96$218.54
165/168230/235Oct 23$2.02$2.9858%0.68$165.48$232.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 138 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$215.00$220.00$225.00Oct 30$0.08$4.926%61.50
$200.00$202.50$205.00Oct 9$0.07$2.4311%34.71
$225.00$230.00$235.00Oct 30$0.08$4.926%61.50
$205.00$207.50$210.00Oct 9$0.07$2.4310%34.71
$165.00$170.00$175.00Nov 20$0.09$4.916%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.40$9.6011%24.00
$180.00$185.00$190.00Nov 6$0.10$4.907%49.00
$200.00$202.50$205.00Oct 9$0.08$2.4211%30.25
$195.00$197.50$200.00Oct 9$0.12$2.3811%19.83
$215.00$217.50$220.00Oct 9$0.07$2.437%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. 42 found (best net $-0.10, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$242.501:2Oct 9-$0.39$2.11
$237.50$240.001:2Oct 9-$0.45$2.05
$235.00$237.501:2Oct 9-$0.54$1.96
$232.50$235.001:2Oct 9-$0.62$1.88
$230.00$232.501:2Oct 9-$0.73$1.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$167.501:2Oct 9-$0.10$2.40
$175.00$172.501:2Oct 9-$0.14$2.36
$172.50$170.001:2Oct 9-$0.16$2.34
$167.50$165.001:2Oct 9-$0.14$2.36
$165.00$162.501:2Oct 9-$0.17$2.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 7.23%, avg 4.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Nov 20$14.650.3918.5%7.23%25.73%1511.1K
$230.00Nov 20$17.350.4313.6%8.57%22.13%15469
$220.00Nov 20$20.100.488.6%9.92%18.55%243.6K
$210.00Nov 20$23.550.543.7%11.63%15.32%8424
$235.00Nov 13$14.300.4016.0%7.06%23.09%1--
$225.00Nov 13$17.000.4511.1%8.39%19.49%12
$230.00Nov 13$15.500.4213.6%7.65%21.22%152
$220.00Nov 13$18.750.478.6%9.26%17.88%112
$212.50Nov 13$21.300.524.9%10.52%15.44%1--
$215.00Nov 13$20.050.506.2%9.90%16.06%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 15,644
Total Puts 12,071
Put/Call Ratio 0.77
Net Difference 3,573

Prior's Put/Call Breakdown

Total Calls 12,502
Total Puts 15,040
Put/Call Ratio 1.20
Net Difference -2,538

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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