Tour v531
MRNA
MODERNA INC
$197.35 -2.89%
◀ 10/6 10:00 ▶

Option Volume

Detail
ℹ
Current (10/06 10:00am) 37,704
Calls: 19,696 (52%)
Puts: 18,008 (48%)
Prior (09/30) 32,372
Calls: 14,830 (46%)
Puts: 17,542 (54%)
Current vs Prior +16.47%
Calls: +32.81% (Calls)
Puts: +2.66% (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 -72.30%
Calls: -67.84%
Puts: -75.96%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:00am) $28.80M
Calls: $12.94M (45%)
Puts: $15.86M (55%)
Prior (09/30) $22.96M
Calls: $12.56M (55%)
Puts: $10.40M (45%)
Current vs Prior +25.41%
Calls: +2.99%
Puts: +52.49%
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 -84.69%
Calls: -92.25%
Puts: -24.44%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:00am) 0.91
Prior (09/30) 1.18
Current vs Prior -22.71%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +2.68%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 10:00am) 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 7.55% | 11.29%11.29% | 27.86%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +13.50% | +1.54%-19.72% | -6.18%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -10.63% | -17.87%-22.91% | +4.14%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +13.50% | +1.54%-3.24% | -4.98%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.97% | 1.98%
Calls: 2.45% | 2.52%
Puts: 1.48% | 1.45%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -61.22% | -86.51%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -92.44% | -87.81%
Liquidity Good
+
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🤖 AI Insights

P/C ratio dropping 23% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
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
10:00BEARISHNEUTRALMIXED
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 136 of results (avg 6.0%, best 0.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1621.1521.50$21.331.6%210.793.0K
$185.00Oct 914.7014.95$14.831.7%400.80274
$187.50Oct 912.8013.05$12.931.9%120.7698
$190.00Oct 1614.5014.80$14.652.0%4390.651.2K
$192.50Oct 99.509.70$9.602.1%150.65150
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 1621.8522.05$21.950.9%6200.707
$217.50Oct 1623.7524.00$23.881.0%260.73--
$210.00Oct 1618.1518.35$18.251.1%1200.64308
$220.00Oct 1625.7526.05$25.901.2%260.7517
$212.50Oct 1619.9020.15$20.021.2%1960.67--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.68, cheapest $0.45)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 90.430.48$0.4511.1%5870.06215
$230.00Oct 90.590.65$0.629.7%4240.08689
$232.50Oct 90.500.56$0.5311.3%1940.06930
$227.50Oct 90.710.77$0.748.1%1130.09255
$225.00Oct 90.850.90$0.885.7%3370.10993
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 90.380.42$0.4010.0%2590.051.1K
$172.50Oct 90.540.58$0.567.1%410.06345
$175.00Oct 90.690.77$0.7311.0%5040.08680
$177.50Oct 90.931.00$0.977.2%1250.10636
$160.00Oct 160.700.77$0.749.5%330.062.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 133 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 936.6040.15$38.389.2%--0.98471
$162.50Oct 934.2537.60$35.929.3%--0.9841
$165.00Oct 932.0035.00$33.509.0%20.98439
$167.50Oct 929.1032.55$30.8311.2%--0.9710
$170.00Oct 927.0030.25$28.6311.4%30.95188
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 935.7038.50$37.107.5%10.93--
$230.00Oct 930.7034.40$32.5511.4%130.921
$227.50Oct 928.5031.70$30.1010.6%40.91--
$225.00Oct 926.2029.25$27.7311.0%160.8913
$222.50Oct 924.8526.90$25.887.9%220.881

Most actively traded options today. High liquidity = easy entry/exit. 249 active (total vol 31.3K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 92.582.73$2.665.6%3.1K0.271.6K
$220.00Oct 91.211.29$1.256.4%2.1K0.141.3K
$215.00Oct 91.731.87$1.807.8%1.3K0.20664
$200.00Oct 95.605.85$5.734.4%9230.481.6K
$205.00Oct 93.854.00$3.933.8%6050.372.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 98.008.35$8.184.3%2.6K0.52723
$205.00Oct 1614.7514.95$14.851.3%1.9K0.57195
$190.00Oct 93.503.65$3.584.2%7450.29815
$202.50Oct 99.609.80$9.702.1%6530.58631
$195.00Oct 95.455.60$5.532.7%6210.41732

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 18.9%, max 18.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Oct 9Oct 1697.3%81.8%18.9%221131
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 209 found (best R:R 2.95, avg 2.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 20$2.53$7.47$2.5345%2.95$222.53
$210.00$220.00Nov 20$3.20$6.80$3.2050%2.13$213.20
$200.00$210.00Nov 20$3.92$6.08$3.9256%1.55$203.92
$190.00$195.00Nov 20$2.13$2.87$2.1362%1.35$192.13
$215.00$220.00Nov 13$1.35$3.65$1.3546%2.70$216.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$165.00Nov 6$0.87$4.13$0.8725%4.75$169.13
$175.00$172.50Oct 23$0.31$2.19$0.3122%7.06$174.69
$182.50$180.00Oct 30$0.65$1.85$0.6533%2.85$181.85
$187.50$185.00Oct 23$0.72$1.78$0.7234%2.47$186.78
$205.00$202.50Oct 23$1.22$1.28$1.2254%1.05$203.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 0.96, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 23$1.72$1.72$0.7845%2.21$199.22
$212.50$215.00Oct 30$1.10$1.10$1.4055%0.79$213.60
$225.00$230.00Oct 23$1.23$1.23$3.7771%0.33$226.23
$227.50$230.00Oct 9$0.12$0.12$2.3891%0.05$227.62
$225.00$227.50Oct 9$0.14$0.14$2.3690%0.06$225.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Nov 13$4.90$4.90$5.1061%0.96$185.10
$170.00$160.00Nov 13$3.48$3.48$6.5274%0.53$166.52
$195.00$190.00Nov 20$2.90$2.90$2.1059%1.38$192.10
$165.00$160.00Nov 6$1.88$1.88$3.1278%0.60$163.12
$190.00$185.00Nov 6$2.72$2.72$2.2861%1.19$187.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.61, cheapest $3.55)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 9Oct 16$3.6092.3%80.3%
$207.50Oct 9Oct 16$3.4792.3%81.1%
$192.50Oct 9Oct 16$3.6090.1%79.0%
$200.00Oct 9Oct 16$3.7991.5%80.6%
$195.00Oct 9Oct 16$3.7589.8%79.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 9Oct 16$3.5592.3%80.3%
$207.50Oct 9Oct 16$3.3392.3%81.1%
$192.50Oct 9Oct 16$3.5390.1%79.0%
$200.00Oct 9Oct 16$3.6591.5%80.6%
$195.00Oct 9Oct 16$3.6289.8%79.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 6.89% of stock, avg 16.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 9$6.85$6.75$13.60$183.90$211.106.89%
$195.00Oct 9$8.15$5.53$13.68$181.32$208.686.93%
$200.00Oct 9$5.73$8.18$13.91$186.09$213.917.05%
$192.50Oct 9$9.60$4.47$14.07$178.43$206.577.13%
$202.50Oct 9$4.75$9.70$14.45$188.05$216.957.32%
$190.00Oct 9$11.20$3.58$14.78$175.22$204.787.49%
$205.00Oct 9$3.93$11.30$15.23$189.77$220.237.72%
$187.50Oct 9$12.93$2.83$15.76$171.74$203.267.99%
$207.50Oct 9$3.23$13.15$16.38$191.12$223.888.30%
$185.00Oct 9$14.83$2.21$17.04$167.96$202.048.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 2.78% of stock, avg 14.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$187.50Oct 9$2.66$2.83$5.49$182.01$215.49
$210.00$190.00Oct 9$2.66$3.58$6.24$183.76$216.24
$207.50$187.50Oct 9$3.23$2.83$6.06$181.44$213.56
$207.50$190.00Oct 9$3.23$3.58$6.81$183.19$214.31
$205.00$187.50Oct 9$3.93$2.83$6.76$180.74$211.76
$210.00$192.50Oct 9$2.66$4.47$7.13$185.37$217.13
$207.50$192.50Oct 9$3.23$4.47$7.70$184.80$215.20
$205.00$190.00Oct 9$3.93$3.58$7.51$182.49$212.51
$205.00$192.50Oct 9$3.93$4.47$8.40$184.10$213.40
$202.50$187.50Oct 9$4.75$2.83$7.58$179.92$210.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 0.92, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172225/230Oct 23$2.40$2.6051%0.92$170.10$227.40
182/185215/218Oct 16$1.41$1.0942%1.29$183.59$216.41
182/185220/222Oct 16$1.26$1.2448%1.02$183.74$221.26
182/185218/220Oct 16$1.30$1.2045%1.08$183.70$218.80
178/180215/218Oct 16$1.20$1.3048%0.92$178.80$216.20
178/180220/222Oct 16$1.05$1.4554%0.72$178.95$221.05
168/170220/222Oct 9$0.37$2.1381%0.17$169.63$220.37
182/185212/215Oct 16$1.40$1.1039%1.27$183.60$213.90
168/170218/220Oct 9$0.41$2.0979%0.20$169.59$217.91
175/178215/218Oct 16$1.09$1.4151%0.77$176.41$216.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 149 found (best R:R 110.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$225.00$230.00Nov 6$0.05$4.956%99.00
$215.00$220.00$225.00Nov 6$0.08$4.926%61.50
$200.00$202.50$205.00Oct 16$0.05$2.457%49.00
$170.00$175.00$180.00Nov 20$0.11$4.896%44.45
$165.00$170.00$175.00Nov 20$0.11$4.896%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.09$9.9110%110.11
$200.00$202.50$205.00Oct 9$0.08$2.4211%30.25
$197.50$200.00$202.50Oct 9$0.09$2.4112%26.78
$190.00$192.50$195.00Oct 16$0.05$2.458%49.00
$192.50$195.00$197.50Oct 16$0.08$2.428%30.25

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 $-0.06, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$235.001:2Oct 9-$0.37$2.13
$230.00$232.501:2Oct 9-$0.44$2.06
$227.50$230.001:2Oct 9-$0.50$2.00
$225.00$227.501:2Oct 9-$0.60$1.90
$222.50$225.001:2Oct 9-$0.71$1.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$167.501:2Oct 9-$0.06$2.44
$165.00$162.501:2Oct 9-$0.08$2.42
$162.50$160.001:2Oct 9-$0.12$2.38
$167.50$165.001:2Oct 9-$0.17$2.33
$172.50$170.001:2Oct 9-$0.24$2.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 81 found (best yield 9.15%, avg 5.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$18.050.4511.5%9.15%20.62%693.6K
$230.00Nov 20$14.900.4016.5%7.55%24.09%18469
$210.00Nov 20$21.100.506.4%10.69%17.10%17424
$200.00Nov 20$25.000.561.3%12.67%14.01%558.2K
$220.00Nov 13$16.500.4411.5%8.36%19.84%212
$225.00Nov 13$14.550.4114.0%7.37%21.38%12
$230.00Nov 13$13.350.3816.5%6.76%23.31%152
$215.00Nov 13$17.550.468.9%8.89%17.84%12
$235.00Nov 13$12.050.3619.1%6.11%25.18%1--
$212.50Nov 13$18.300.487.7%9.27%16.95%1--

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 19,696
Total Puts 18,008
Put/Call Ratio 0.91
Net Difference 1,688

Prior's Put/Call Breakdown

Total Calls 14,830
Total Puts 17,542
Put/Call Ratio 1.18
Net Difference -2,712

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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