Tour v531
MRNA
MODERNA INC
$192.90 -5.07%
◀ 10/6 10:10 ▶

Option Volume

Detail
ℹ
Current (10/06 10:10am) 46,090
Calls: 21,885 (47%)
Puts: 24,205 (53%)
Prior (09/30) 36,977
Calls: 16,982 (46%)
Puts: 19,995 (54%)
Current vs Prior +24.65%
Calls: +28.87% (Calls)
Puts: +21.06% (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 -66.14%
Calls: -64.26%
Puts: -67.68%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 10:10am) $35.98M
Calls: $12.51M (35%)
Puts: $23.48M (65%)
Prior (09/30) $27.65M
Calls: $15.58M (56%)
Puts: $12.07M (44%)
Current vs Prior +30.15%
Calls: -19.71%
Puts: +94.53%
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 -80.86%
Calls: -92.51%
Puts: +11.85%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:10am) 1.11
Prior (09/30) 1.18
Current vs Prior -6.07%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +24.20%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 10:10am) 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 7.74% | 11.16%11.16% | 28.18%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +16.35% | +0.38%-20.63% | -5.10%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -8.38% | -18.80%-23.78% | +5.34%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +16.35% | +0.38%-4.34% | -3.88%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.00% | 2.56%
Calls: 2.84% | 2.88%
Puts: 3.17% | 2.25%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -40.94% | -82.56%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -88.48% | -84.23%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($23.48M). Slightly bearish P/C ratio of 1.11.

Smart Money BEARISH
Retail Flow BEARISH
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
10:10BEARISHBEARISHBEARISH
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 152 of results (avg 5.8%, best 0.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 915.0015.25$15.131.7%230.791.2K
$182.50Oct 913.1013.35$13.231.9%200.7548
$187.50Oct 1612.8013.10$12.952.3%130.61119
$200.00Oct 94.004.10$4.052.5%1.1K0.361.6K
$182.50Oct 1615.7516.15$15.952.5%50.692
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Oct 1627.2527.50$27.380.9%270.79--
$210.00Oct 1621.1521.40$21.281.2%1290.71308
$215.00Oct 1625.1025.45$25.281.4%6240.767
$212.50Oct 1623.0523.40$23.231.5%2010.74--
$192.50Oct 96.506.60$6.551.5%2680.47134

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.67, cheapest $0.35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 90.510.56$0.549.3%1250.06255
$230.00Oct 90.440.48$0.468.7%4710.05689
$225.00Oct 90.600.66$0.639.5%3550.07993
$222.50Oct 90.720.77$0.756.7%2710.0959
$220.00Oct 90.870.92$0.905.6%2.3K0.101.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 90.320.37$0.3514.3%1450.041.1K
$167.50Oct 90.510.55$0.537.5%1510.06205
$170.00Oct 90.700.74$0.725.6%3770.081.1K
$172.50Oct 90.920.97$0.955.3%1630.11345
$157.50Oct 160.670.70$0.694.3%90.06340

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 140 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 937.1540.20$38.677.9%--0.99237
$157.50Oct 934.6037.70$36.158.6%--0.9838
$160.00Oct 931.9535.30$33.6310.0%--0.98471
$162.50Oct 929.8532.85$31.359.6%--0.9641
$165.00Oct 927.5030.45$28.9810.2%20.96439
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 935.4038.60$37.008.6%130.931
$227.50Oct 933.0036.30$34.659.5%40.92--
$225.00Oct 930.5533.70$32.139.8%160.9213
$222.50Oct 928.2031.15$29.679.9%220.911
$220.00Oct 925.8529.05$27.4511.7%430.8911

Most actively traded options today. High liquidity = easy entry/exit. 255 active (total vol 37.5K, top 3.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 91.841.90$1.873.2%3.3K0.191.6K
$220.00Oct 90.870.92$0.905.6%2.3K0.101.3K
$215.00Oct 91.231.31$1.276.3%1.4K0.14664
$200.00Oct 94.004.10$4.052.5%1.1K0.361.6K
$205.00Oct 92.672.80$2.744.7%6280.272.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 910.9011.15$11.032.3%2.8K0.64723
$205.00Oct 1617.4517.75$17.601.7%1.9K0.65195
$195.00Oct 97.758.00$7.883.2%1.5K0.53732
$180.00Oct 92.072.16$2.124.2%1.5K0.211.3K
$190.00Oct 95.255.40$5.332.8%1.3K0.41815

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 6.1%, max 25.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 9Oct 2396.3%77.1%25.0%--59
$180.00Oct 9Nov 2095.3%91.7%3.9%243.3K
$185.00Oct 9Nov 2093.3%90.4%3.2%611.1K
$210.00Oct 9Nov 2099.0%97.2%1.8%3.3K2.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$180.00Oct 9Nov 2095.3%91.7%4.0%2.0K2.7K
$185.00Oct 9Nov 2093.3%90.4%3.2%5622.8K
$210.00Oct 9Nov 2099.0%97.2%1.8%404151

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 204 found (best R:R 4.03, avg 3.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 20$1.99$8.01$1.9942%4.03$221.99
$200.00$210.00Nov 20$3.58$6.42$3.5853%1.79$203.58
$187.50$197.50Nov 13$4.40$5.60$4.4061%1.27$191.90
$210.00$220.00Nov 20$3.10$6.90$3.1048%2.23$213.10
$220.00$225.00Oct 23$0.15$4.85$0.1528%32.33$220.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$177.50Oct 30$0.20$2.30$0.2034%11.50$179.80
$170.00$167.50Oct 30$0.20$2.30$0.2026%11.50$169.80
$180.00$177.50Nov 13$0.60$1.90$0.6035%3.17$179.40
$185.00$182.50Oct 23$0.63$1.87$0.6336%2.97$184.37
$192.50$190.00Oct 23$0.88$1.62$0.8845%1.84$191.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 1.30, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 23$0.96$0.96$1.5465%0.62$213.46
$225.00$230.00Oct 23$1.20$1.20$3.8074%0.32$226.20
$202.50$205.00Oct 23$1.13$1.13$1.3755%0.82$203.63
$197.50$200.00Oct 30$1.30$1.30$1.2047%1.08$198.80
$195.00$197.50Oct 23$1.27$1.27$1.2347%1.03$196.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Nov 13$5.65$5.65$4.3559%1.30$184.35
$190.00$185.00Nov 20$3.55$3.55$1.4559%2.45$186.45
$180.00$175.00Nov 20$2.72$2.72$2.2865%1.19$177.28
$177.50$175.00Oct 30$1.71$1.71$0.7968%2.16$175.79
$177.50$175.00Nov 13$1.73$1.73$0.7767%2.25$175.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.16, cheapest $3.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$202.50Oct 9Oct 16$3.0896.2%79.4%
$185.00Oct 9Oct 16$3.1093.3%77.0%
$190.00Oct 9Oct 16$3.2792.5%76.7%
$192.50Oct 9Oct 16$3.3592.9%77.1%
$200.00Oct 9Oct 16$3.2895.3%79.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$202.50Oct 9Oct 16$3.0896.2%79.4%
$185.00Oct 9Oct 16$2.8293.3%77.0%
$190.00Oct 9Oct 16$3.0792.5%76.7%
$192.50Oct 9Oct 16$3.2292.9%77.1%
$200.00Oct 9Oct 16$3.1295.3%79.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 7.05% of stock, avg 16.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$192.50Oct 9$7.05$6.55$13.60$178.90$206.107.05%
$190.00Oct 9$8.38$5.33$13.71$176.29$203.717.11%
$195.00Oct 9$5.90$7.88$13.78$181.22$208.787.14%
$187.50Oct 9$9.88$4.30$14.18$173.32$201.687.35%
$197.50Oct 9$4.93$9.38$14.31$183.19$211.817.42%
$185.00Oct 9$11.35$3.43$14.78$170.22$199.787.66%
$200.00Oct 9$4.05$11.03$15.08$184.92$215.087.82%
$182.50Oct 9$13.23$2.71$15.94$166.56$198.448.26%
$202.50Oct 9$3.35$12.77$16.12$186.38$218.628.36%
$180.00Oct 9$15.13$2.12$17.25$162.75$197.258.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 2.83% of stock, avg 14.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$182.50Oct 9$2.74$2.71$5.45$177.05$210.45
$205.00$185.00Oct 9$2.74$3.43$6.17$178.83$211.17
$202.50$182.50Oct 9$3.35$2.71$6.06$176.44$208.56
$202.50$185.00Oct 9$3.35$3.43$6.78$178.22$209.28
$200.00$182.50Oct 9$4.05$2.71$6.76$175.74$206.76
$205.00$187.50Oct 9$2.74$4.30$7.04$180.46$212.04
$200.00$185.00Oct 9$4.05$3.43$7.48$177.52$207.48
$202.50$187.50Oct 9$3.35$4.30$7.65$179.85$210.15
$200.00$187.50Oct 9$4.05$4.30$8.35$179.15$208.35
$197.50$182.50Oct 9$4.93$2.71$7.64$174.86$205.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 0.76, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172210/212Oct 16$1.08$1.4253%0.76$171.42$211.08
178/180210/212Oct 16$1.32$1.1844%1.12$178.68$211.32
170/172215/218Oct 16$0.94$1.5659%0.60$171.56$215.94
178/180215/218Oct 16$1.18$1.3249%0.89$178.82$216.18
175/178210/212Oct 16$1.22$1.2847%0.95$176.28$211.22
170/172208/210Oct 16$1.14$1.3650%0.84$171.36$208.64
165/168218/220Oct 9$0.35$2.1582%0.16$167.15$217.85
178/180208/210Oct 16$1.38$1.1240%1.23$178.62$208.88
175/178215/218Oct 16$1.08$1.4252%0.76$176.42$216.08
170/172218/220Oct 16$0.86$1.6461%0.52$171.64$218.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 141 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.48$9.5211%19.83
$170.00$175.00$180.00Oct 30$0.13$4.878%37.46
$195.00$197.50$200.00Oct 9$0.09$2.4111%26.78
$187.50$190.00$192.50Oct 16$0.05$2.458%49.00
$215.00$220.00$225.00Nov 6$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$202.50$205.00$207.50Oct 9$0.06$2.448%40.67
$190.00$192.50$195.00Oct 9$0.11$2.3912%21.73
$180.00$182.50$185.00Oct 16$0.05$2.457%49.00
$197.50$200.00$202.50Oct 9$0.09$2.4110%26.78
$200.00$202.50$205.00Oct 16$0.05$2.457%49.00

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
$227.50$230.001:2Oct 9-$0.38$2.12
$225.00$227.501:2Oct 9-$0.45$2.05
$222.50$225.001:2Oct 9-$0.51$1.99
$220.00$222.501:2Oct 9-$0.60$1.90
$217.50$220.001:2Oct 9-$0.73$1.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$157.50$155.001:2Oct 9-$0.02$2.48
$162.50$160.001:2Oct 9-$0.08$2.42
$160.00$157.501:2Oct 9-$0.10$2.40
$167.50$165.001:2Oct 9-$0.17$2.33
$165.00$162.501:2Oct 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. 80 found (best yield 7.10%, avg 5.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Nov 20$13.700.3819.2%7.10%26.33%21469
$220.00Nov 20$16.400.4214.1%8.50%22.55%813.6K
$210.00Nov 20$19.250.488.9%9.98%18.84%21424
$200.00Nov 20$22.800.533.7%11.82%15.50%638.2K
$215.00Nov 13$16.200.4511.5%8.40%19.85%42
$225.00Nov 13$13.250.4016.6%6.87%23.51%12
$220.00Nov 13$14.700.4214.1%7.62%21.67%612
$212.50Nov 13$16.950.4610.2%8.79%18.95%1--
$210.00Nov 13$17.700.488.9%9.18%18.04%25
$230.00Nov 13$12.150.3719.2%6.30%25.53%162

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 21,885
Total Puts 24,205
Put/Call Ratio 1.11
Net Difference -2,320

Prior's Put/Call Breakdown

Total Calls 16,982
Total Puts 19,995
Put/Call Ratio 1.18
Net Difference -3,013

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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