Tour v531
MRNA
MODERNA INC
$196.12 -3.49%
◀ 10/6 10:05 ▶

Option Volume

Detail
ℹ
Current (10/06 10:05am) 41,321
Calls: 20,599 (50%)
Puts: 20,722 (50%)
Prior (09/30) 35,426
Calls: 16,439 (46%)
Puts: 18,987 (54%)
Current vs Prior +16.64%
Calls: +25.31% (Calls)
Puts: +9.14% (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 -69.65%
Calls: -66.36%
Puts: -72.33%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 10:05am) $31.43M
Calls: $13.25M (42%)
Puts: $18.19M (58%)
Prior (09/30) $26.23M
Calls: $14.49M (55%)
Puts: $11.74M (45%)
Current vs Prior +19.83%
Calls: -8.60%
Puts: +54.91%
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 -83.28%
Calls: -92.07%
Puts: -13.35%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:05am) 1.01
Prior (09/30) 1.16
Current vs Prior -12.90%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +12.97%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 10:05am) 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% | 11.25%11.25% | 27.87%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +15.74% | +1.21%-19.98% | -6.15%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -8.86% | -18.13%-23.16% | +4.18%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +15.74% | +1.21%-3.55% | -4.94%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.65% | 3.85%
Calls: 6.67% | 3.18%
Puts: 2.63% | 4.52%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -8.46% | -73.77%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -82.15% | -76.29%
Liquidity Acceptable
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🤖 AI Insights

Slightly bearish P/C ratio of 1.01.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
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
10:05BEARISHNEUTRALBEARISH
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 144 of results (avg 6.2%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Oct 1614.8515.20$15.022.3%120.66119
$180.00Oct 1619.7520.25$20.002.5%250.763.0K
$200.00Oct 95.155.30$5.232.9%1.0K0.431.6K
$185.00Oct 1616.3016.80$16.553.0%120.691.3K
$202.50Oct 167.808.05$7.933.2%910.43512
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1619.1519.30$19.230.8%1230.67308
$217.50Oct 1624.7525.10$24.931.4%260.75--
$212.50Oct 1620.8521.15$21.001.4%1960.70--
$220.00Oct 1626.8027.20$27.001.5%260.7717
$215.00Oct 1622.7523.10$22.931.5%6210.727

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.70, cheapest $0.50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 90.560.60$0.586.9%4300.07689
$232.50Oct 90.480.53$0.519.8%1950.06930
$235.00Oct 90.410.46$0.4411.4%5890.05215
$227.50Oct 90.670.73$0.708.6%1240.08255
$225.00Oct 90.790.86$0.838.4%3440.09993
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 90.470.52$0.5010.0%2970.061.1K
$172.50Oct 90.620.69$0.6610.6%790.08345
$175.00Oct 90.850.92$0.897.9%5870.10680
$160.00Oct 160.670.74$0.719.9%420.062.2K
$162.50Oct 160.840.94$0.8911.2%220.07195

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 139 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Oct 937.4540.75$39.108.4%--1.0038
$160.00Oct 934.9038.30$36.609.3%--1.00471
$162.50Oct 932.9035.85$34.388.6%--1.0041
$157.50Oct 1638.2541.30$39.787.7%--0.9524
$160.00Oct 1635.8038.35$37.086.9%30.942.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 937.3040.30$38.807.7%20.95--
$230.00Oct 933.2036.20$34.708.6%130.931
$227.50Oct 930.0033.80$31.9011.9%40.92--
$225.00Oct 927.7031.05$29.3811.4%160.9113
$222.50Oct 925.3028.80$27.0512.9%220.891

Most actively traded options today. High liquidity = easy entry/exit. 254 active (total vol 34.2K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 92.412.53$2.474.9%3.1K0.241.6K
$220.00Oct 91.151.21$1.185.1%2.1K0.131.3K
$215.00Oct 91.641.73$1.695.3%1.4K0.18664
$200.00Oct 95.155.30$5.232.9%1.0K0.431.6K
$205.00Oct 93.503.70$3.605.6%6160.332.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 98.959.15$9.052.2%2.7K0.57723
$205.00Oct 1615.4515.90$15.682.9%1.9K0.60195
$195.00Oct 96.106.35$6.234.0%1.1K0.46732
$190.00Oct 94.004.20$4.104.9%1.0K0.34815
$180.00Oct 91.481.59$1.547.1%8840.161.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 4.5%, max 22.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Oct 9Oct 16102.0%83.2%22.6%232131
$180.00Oct 9Nov 2095.2%91.4%4.2%243.3K
$185.00Oct 9Nov 2093.4%90.8%2.9%481.1K
$190.00Oct 9Nov 2092.4%90.9%1.6%281.2K
$210.00Oct 9Nov 2097.7%97.6%0.1%3.1K2.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$180.00Oct 9Nov 2095.2%91.4%4.2%9422.7K
$185.00Oct 9Nov 2093.4%90.8%2.9%5062.8K
$190.00Oct 9Nov 2092.4%90.9%1.6%1.1K2.7K
$210.00Oct 9Nov 2097.7%97.6%0.1%401151

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 210 found (best R:R 3.61, avg 2.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 20$2.17$7.83$2.1744%3.61$222.17
$187.50$197.50Nov 13$4.25$5.75$4.2563%1.35$191.75
$200.00$210.00Nov 20$3.70$6.30$3.7055%1.70$203.70
$210.00$220.00Nov 20$3.18$6.82$3.1849%2.14$213.18
$200.00$205.00Nov 13$1.60$3.40$1.6055%2.12$201.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$182.50$180.00Oct 23$0.43$2.07$0.4330%4.81$182.07
$175.00$172.50Oct 23$0.31$2.19$0.3122%7.06$174.69
$182.50$180.00Oct 30$0.68$1.82$0.6834%2.68$181.82
$200.00$195.00Nov 20$2.08$2.92$2.0845%1.40$197.92
$177.50$175.00Oct 23$0.47$2.03$0.4724%4.32$177.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 2.57, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$230.00Oct 23$1.30$1.30$3.7072%0.35$226.30
$197.50$200.00Oct 9$1.10$1.10$1.4052%0.79$198.60
$202.50$205.00Oct 16$0.98$0.98$1.5257%0.64$203.48
$227.50$230.00Oct 9$0.12$0.12$2.3892%0.05$227.62
$225.00$227.50Oct 9$0.13$0.13$2.3791%0.05$225.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$190.00Nov 20$3.60$3.60$1.4057%2.57$191.40
$190.00$180.00Nov 13$4.92$4.92$5.0861%0.97$185.08
$170.00$160.00Nov 13$3.53$3.53$6.4774%0.55$166.47
$180.00$175.00Nov 20$2.70$2.70$2.3067%1.17$177.30
$165.00$160.00Nov 6$1.80$1.80$3.2077%0.56$163.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.42, cheapest $3.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Oct 9Oct 16$3.5295.4%80.2%
$205.00Oct 9Oct 16$3.3596.3%81.2%
$192.50Oct 9Oct 16$3.4092.8%78.2%
$190.00Oct 9Oct 16$3.4392.4%78.2%
$202.50Oct 9Oct 16$3.5895.0%81.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Oct 9Oct 16$3.4595.4%80.2%
$205.00Oct 9Oct 16$3.3396.3%81.2%
$192.50Oct 9Oct 16$3.3592.8%78.2%
$190.00Oct 9Oct 16$3.1892.4%78.2%
$202.50Oct 9Oct 16$3.4095.0%81.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 7.00% of stock, avg 16.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Oct 9$7.50$6.23$13.73$181.27$208.737.00%
$197.50Oct 9$6.33$7.60$13.93$183.57$211.437.10%
$192.50Oct 9$8.85$5.10$13.95$178.55$206.457.11%
$200.00Oct 9$5.23$9.05$14.28$185.72$214.287.28%
$190.00Oct 9$10.20$4.10$14.30$175.70$204.307.29%
$202.50Oct 9$4.35$10.58$14.93$187.57$217.437.61%
$187.50Oct 9$11.90$3.25$15.15$172.35$202.657.72%
$205.00Oct 9$3.60$12.35$15.95$189.05$220.958.13%
$185.00Oct 9$13.78$2.53$16.31$168.69$201.318.32%
$207.50Oct 9$2.97$14.23$17.20$190.30$224.708.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 2.80% of stock, avg 14.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$207.50$185.00Oct 9$2.97$2.53$5.50$179.50$213.00
$207.50$187.50Oct 9$2.97$3.25$6.22$181.28$213.72
$205.00$185.00Oct 9$3.60$2.53$6.13$178.87$211.13
$205.00$187.50Oct 9$3.60$3.25$6.85$180.65$211.85
$207.50$190.00Oct 9$2.97$4.10$7.07$182.93$214.57
$205.00$190.00Oct 9$3.60$4.10$7.70$182.30$212.70
$202.50$185.00Oct 9$4.35$2.53$6.88$178.12$209.38
$202.50$187.50Oct 9$4.35$3.25$7.60$179.90$210.10
$202.50$190.00Oct 9$4.35$4.10$8.45$181.55$210.95
$207.50$192.50Oct 9$2.97$5.10$8.07$184.43$215.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 131 found (best R:R 0.80, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170225/230Oct 23$2.22$2.7854%0.80$167.78$227.22
162/165225/230Oct 23$1.99$3.0158%0.66$163.01$226.99
170/172225/230Oct 23$2.34$2.6651%0.88$170.16$227.34
168/170220/222Oct 9$0.38$2.1281%0.18$169.62$220.38
178/180218/220Oct 16$1.12$1.3851%0.81$178.88$218.62
178/180220/222Oct 16$1.06$1.4454%0.74$178.94$221.06
168/170218/220Oct 16$0.83$1.6762%0.50$169.17$218.33
168/170220/222Oct 16$0.77$1.7365%0.45$169.23$220.77
175/178218/220Oct 16$1.02$1.4854%0.69$176.48$218.52
175/178220/222Oct 16$0.96$1.5457%0.62$176.54$220.96

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 141 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Nov 20$0.05$4.956%99.00
$170.00$175.00$180.00Nov 20$0.08$4.926%61.50
$195.00$197.50$200.00Oct 9$0.07$2.4311%34.71
$200.00$210.00$220.00Nov 20$0.52$9.4811%18.23
$215.00$220.00$225.00Nov 6$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.07$9.939%141.86
$195.00$197.50$200.00Oct 9$0.08$2.4211%30.25
$197.50$200.00$202.50Oct 9$0.08$2.4211%30.25
$177.50$180.00$182.50Oct 9$0.06$2.447%40.67
$190.00$192.50$195.00Oct 9$0.13$2.3712%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. 47 found (best net $-0.02, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$235.001:2Oct 9-$0.37$2.13
$227.50$230.001:2Oct 9-$0.46$2.04
$230.00$232.501:2Oct 9-$0.44$2.06
$225.00$227.501:2Oct 9-$0.57$1.93
$222.50$225.001:2Oct 9-$0.68$1.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$157.501:2Oct 9-$0.02$2.48
$162.50$160.001:2Oct 9-$0.06$2.44
$170.00$167.501:2Oct 9-$0.14$2.36
$167.50$165.001:2Oct 9-$0.16$2.34
$165.00$162.501:2Oct 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 7.50%, avg 5.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 20$14.700.4017.3%7.50%24.77%18469
$220.00Nov 20$17.600.4412.2%8.97%21.15%703.6K
$210.00Nov 20$20.700.497.1%10.55%17.63%20424
$200.00Nov 20$24.350.552.0%12.42%14.39%578.2K
$230.00Nov 13$13.150.3917.3%6.71%23.98%152
$225.00Nov 13$14.400.4114.7%7.34%22.07%12
$220.00Nov 13$15.850.4312.2%8.08%20.26%312
$215.00Nov 13$17.350.469.6%8.85%18.47%12
$235.00Nov 13$12.000.3619.8%6.12%25.94%1--
$212.50Nov 13$18.100.488.3%9.23%17.58%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 20,599
Total Puts 20,722
Put/Call Ratio 1.01
Net Difference -123

Prior's Put/Call Breakdown

Total Calls 16,439
Total Puts 18,987
Put/Call Ratio 1.16
Net Difference -2,548

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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