Tour v531
MRNA
MODERNA INC
$197.45 -2.83%
◀ 10/6 09:55 ▶

Option Volume

Detail
ℹ
Current (10/06 9:55am) 33,739
Calls: 17,998 (53%)
Puts: 15,741 (47%)
Prior (09/30) 29,731
Calls: 13,745 (46%)
Puts: 15,986 (54%)
Current vs Prior +13.48%
Calls: +30.94% (Calls)
Puts: -1.53% (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 -75.22%
Calls: -70.61%
Puts: -78.98%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:55am) $26.10M
Calls: $11.65M (45%)
Puts: $14.45M (55%)
Prior (09/30) $21.24M
Calls: $12.69M (60%)
Puts: $8.55M (40%)
Current vs Prior +22.87%
Calls: -8.22%
Puts: +69.04%
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 -86.12%
Calls: -93.03%
Puts: -31.14%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:55am) 0.87
Prior (09/30) 1.16
Current vs Prior -24.80%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -1.78%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 9:55am) 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 7.52% | 11.29%11.29% | 27.69%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +13.06% | +1.58%-19.69% | -6.74%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -10.97% | -17.83%-22.88% | +3.52%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +13.06% | +1.58%-3.20% | -5.55%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.72% | 2.70%
Calls: 2.45% | 2.52%
Puts: 2.99% | 2.88%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -46.46% | -81.61%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -89.56% | -83.37%
Liquidity Good
+
Add Card

🤖 AI Insights

P/C ratio dropping 25% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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
09:55BEARISHBULLISHBULLISH
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 133 of results (avg 5.3%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 1614.5014.70$14.601.4%4100.641.2K
$187.50Oct 912.7512.95$12.851.6%110.7598
$200.00Oct 169.459.60$9.521.6%2810.495.1K
$180.00Oct 1621.1521.50$21.331.6%200.783.0K
$185.00Oct 1617.6517.95$17.801.7%60.711.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 1630.1030.35$30.230.8%780.80--
$217.50Oct 1623.9024.10$24.000.8%260.73--
$220.00Oct 1625.9026.15$26.031.0%260.7517
$215.00Oct 1621.9022.15$22.031.1%6100.707
$207.50Oct 913.1013.25$13.181.1%1170.69147

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.71, cheapest $0.50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 90.470.51$0.498.2%5840.06215
$232.50Oct 90.550.59$0.577.0%1800.07930
$230.00Oct 90.650.69$0.676.0%3840.08689
$227.50Oct 90.770.81$0.795.1%1090.09255
$225.00Oct 90.910.95$0.934.3%2980.11993
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Oct 90.480.51$0.506.0%290.06345
$175.00Oct 90.650.69$0.676.0%3580.08680
$177.50Oct 90.880.92$0.904.4%770.10636
$160.00Oct 160.670.75$0.7111.3%320.062.2K
$162.50Oct 160.840.95$0.9012.2%170.07195

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 133 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 936.0039.30$37.658.8%--0.99471
$162.50Oct 933.4536.95$35.209.9%--0.9841
$165.00Oct 931.0034.45$32.7310.5%20.97439
$167.50Oct 928.6532.35$30.5012.1%--0.9710
$170.00Oct 926.9029.60$28.259.6%30.95188
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 936.5039.70$38.108.4%10.92--
$230.00Oct 931.8534.90$33.389.1%120.911
$227.50Oct 929.3032.60$30.9510.7%40.90--
$225.00Oct 927.1530.00$28.5810.0%150.8913
$222.50Oct 924.7027.85$26.2812.0%210.871

Most actively traded options today. High liquidity = easy entry/exit. 241 active (total vol 28.0K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 92.712.79$2.752.9%2.9K0.271.6K
$220.00Oct 91.291.34$1.323.8%1.9K0.141.3K
$215.00Oct 91.861.93$1.903.7%1.2K0.20664
$200.00Oct 95.705.80$5.751.7%6350.471.6K
$235.00Oct 90.470.51$0.498.2%5840.06215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 98.008.20$8.102.5%2.6K0.54723
$205.00Oct 1614.7515.00$14.881.7%1.9K0.58195
$215.00Oct 1621.9022.15$22.031.1%6100.707
$202.50Oct 99.559.85$9.703.1%6060.59631
$180.00Oct 91.191.23$1.213.3%4890.131.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 19.4%, max 19.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Oct 9Oct 16100.2%83.9%19.4%207131
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 212 found (best R:R 3.65, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 20$2.15$7.85$2.1544%3.65$222.15
$210.00$220.00Nov 20$3.25$6.75$3.2550%2.08$213.25
$200.00$210.00Nov 20$3.90$6.10$3.9056%1.56$203.90
$200.00$205.00Nov 13$1.68$3.32$1.6855%1.98$201.68
$180.00$185.00Nov 20$2.39$2.61$2.3968%1.09$182.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 23$0.45$2.05$0.4549%4.56$199.55
$200.00$197.50Oct 30$0.83$1.67$0.8346%2.01$199.17
$170.00$167.50Oct 30$0.27$2.23$0.2724%8.26$169.73
$205.00$202.50Oct 30$0.98$1.52$0.9850%1.55$204.02
$187.50$185.00Oct 23$0.63$1.87$0.6335%2.97$186.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 0.97, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Nov 13$1.80$1.80$0.7043%2.57$199.30
$205.00$207.50Nov 6$1.31$1.31$1.1949%1.10$206.31
$200.00$202.50Oct 23$1.18$1.18$1.3249%0.89$201.18
$230.00$232.50Oct 9$0.10$0.10$2.4092%0.04$230.10
$227.50$230.00Oct 9$0.12$0.12$2.3891%0.05$227.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Nov 13$4.93$4.93$5.0761%0.97$185.07
$170.00$160.00Nov 13$3.48$3.48$6.5274%0.53$166.52
$195.00$190.00Nov 20$3.22$3.22$1.7858%1.81$191.78
$175.00$170.00Oct 30$2.30$2.30$2.7072%0.85$172.70
$190.00$185.00Nov 6$2.75$2.75$2.2561%1.22$187.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.60, cheapest $3.53)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Oct 9Oct 16$3.6891.3%78.7%
$207.50Oct 9Oct 16$3.4894.0%82.0%
$190.00Oct 9Oct 16$3.4290.0%78.5%
$197.50Oct 9Oct 16$3.8590.8%79.6%
$195.00Oct 9Oct 16$3.7590.2%79.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Oct 9Oct 16$3.5391.3%78.7%
$207.50Oct 9Oct 16$3.3494.0%82.0%
$190.00Oct 9Oct 16$3.3890.0%78.5%
$197.50Oct 9Oct 16$3.7090.8%79.8%
$195.00Oct 9Oct 16$3.6590.2%79.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 6.86% of stock, avg 16.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 9$6.85$6.70$13.55$183.95$211.056.86%
$195.00Oct 9$8.15$5.48$13.63$181.37$208.636.90%
$200.00Oct 9$5.75$8.10$13.85$186.15$213.857.01%
$192.50Oct 9$9.57$4.40$13.97$178.53$206.477.08%
$202.50Oct 9$4.83$9.70$14.53$187.97$217.037.36%
$190.00Oct 9$11.18$3.45$14.63$175.37$204.637.41%
$205.00Oct 9$4.00$11.33$15.33$189.67$220.337.76%
$187.50Oct 9$12.85$2.73$15.58$171.92$203.087.89%
$207.50Oct 9$3.30$13.18$16.48$191.02$223.988.35%
$185.00Oct 9$14.78$2.10$16.88$168.12$201.888.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 2.78% of stock, avg 14.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$187.50Oct 9$2.75$2.73$5.48$182.02$215.48
$207.50$187.50Oct 9$3.30$2.73$6.03$181.47$213.53
$210.00$190.00Oct 9$2.75$3.45$6.20$183.80$216.20
$207.50$190.00Oct 9$3.30$3.45$6.75$183.25$214.25
$205.00$187.50Oct 9$4.00$2.73$6.73$180.77$211.73
$205.00$190.00Oct 9$4.00$3.45$7.45$182.55$212.45
$210.00$192.50Oct 9$2.75$4.40$7.15$185.35$217.15
$207.50$192.50Oct 9$3.30$4.40$7.70$184.80$215.20
$205.00$192.50Oct 9$4.00$4.40$8.40$184.10$213.40
$202.50$187.50Oct 9$4.83$2.73$7.56$179.94$210.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 0.46, avg credit $0.96)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
165/168218/220Oct 16$0.79$1.7163%0.46$166.71$218.29
178/180218/220Oct 16$1.09$1.4151%0.77$178.91$218.59
180/182218/220Oct 16$1.17$1.3348%0.88$181.33$218.67
182/185218/220Oct 16$1.25$1.2544%1.00$183.75$218.75
185/188220/222Oct 9$0.84$1.6660%0.51$186.66$220.84
160/162218/220Oct 16$0.69$1.8166%0.38$161.81$218.19
170/172218/220Oct 16$0.87$1.6359%0.53$171.63$218.37
175/178218/220Oct 16$1.00$1.5054%0.67$176.50$218.50
168/170220/222Oct 9$0.32$2.1881%0.15$169.68$220.32
168/170218/220Oct 16$0.81$1.6961%0.48$169.19$218.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 145 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$215.00$220.00$225.00Oct 23$0.10$4.907%49.00
$187.50$190.00$192.50Oct 9$0.06$2.4411%40.67
$220.00$225.00$230.00Oct 30$0.07$4.936%70.43
$200.00$202.50$205.00Oct 9$0.09$2.4111%26.78
$180.00$185.00$190.00Nov 20$0.11$4.896%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.34$9.6610%28.41
$205.00$207.50$210.00Oct 9$0.07$2.439%34.71
$185.00$187.50$190.00Oct 9$0.09$2.4110%26.78
$192.50$195.00$197.50Oct 16$0.07$2.438%34.71
$190.00$192.50$195.00Oct 9$0.13$2.3711%18.23

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 $-0.05, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$235.001:2Oct 9-$0.41$2.09
$230.00$232.501:2Oct 9-$0.47$2.03
$227.50$230.001:2Oct 9-$0.55$1.95
$225.00$227.501:2Oct 9-$0.65$1.85
$222.50$225.001:2Oct 9-$0.75$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$162.501:2Oct 9-$0.05$2.45
$162.50$160.001:2Oct 9-$0.08$2.42
$170.00$167.501:2Oct 9-$0.15$2.35
$172.50$170.001:2Oct 9-$0.24$2.26
$167.50$165.001:2Oct 9-$0.20$2.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 81 found (best yield 7.55%, avg 5.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 20$14.900.4016.5%7.55%24.03%18469
$220.00Nov 20$17.600.4411.4%8.91%20.33%263.6K
$210.00Nov 20$20.850.506.4%10.56%16.92%13424
$200.00Nov 20$24.900.561.3%12.61%13.90%438.2K
$225.00Nov 13$14.750.4113.9%7.47%21.42%12
$230.00Nov 13$13.350.3916.5%6.76%23.25%152
$220.00Nov 13$15.850.4411.4%8.03%19.45%212
$215.00Nov 13$17.350.478.9%8.79%17.68%12
$235.00Nov 13$12.050.3619.0%6.10%25.12%1--
$207.50Nov 13$20.100.515.1%10.18%15.27%218

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 17,998
Total Puts 15,741
Put/Call Ratio 0.87
Net Difference 2,257

Prior's Put/Call Breakdown

Total Calls 13,745
Total Puts 15,986
Put/Call Ratio 1.16
Net Difference -2,241

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All