Tour v531
MRNA
MODERNA INC
$190.02 -6.49%
◀ 10/6 10:15 ▶

Option Volume

Detail
ℹ
Current (10/06 10:15am) 53,432
Calls: 23,411 (44%)
Puts: 30,021 (56%)
Prior (09/30) 38,602
Calls: 17,695 (46%)
Puts: 20,907 (54%)
Current vs Prior +38.42%
Calls: +32.30% (Calls)
Puts: +43.59% (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 -60.75%
Calls: -61.77%
Puts: -59.92%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 10:15am) $41.57M
Calls: $12.17M (29%)
Puts: $29.40M (71%)
Prior (09/30) $28.56M
Calls: $15.64M (55%)
Puts: $12.92M (45%)
Current vs Prior +45.52%
Calls: -22.21%
Puts: +127.50%
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 -77.89%
Calls: -92.72%
Puts: +40.07%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:15am) 1.28
Prior (09/30) 1.18
Current vs Prior +8.53%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +44.00%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 10:15am) 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 7.84% | 11.23%11.23% | 28.41%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +17.87% | +0.96%-20.18% | -4.34%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -7.18% | -18.34%-23.35% | +6.19%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +17.87% | +0.96%-3.79% | -3.11%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.03% | 1.66%
Calls: 2.20% | 1.98%
Puts: 1.86% | 1.34%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -60.04% | -88.69%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -92.21% | -89.78%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($29.40M). Bearish P/C ratio of 1.28 indicates protective positioning.

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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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
10:15BEARISHBEARISHBEARISH
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 168 of results (avg 5.4%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Oct 1611.2511.40$11.331.3%200.57119
$177.50Oct 914.6514.85$14.751.4%10.7922
$220.00Oct 90.710.72$0.721.4%2.4K0.081.3K
$172.50Oct 1620.7021.00$20.851.4%--0.7996
$180.00Oct 912.7512.95$12.851.6%340.741.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 1619.5519.70$19.630.8%1.9K0.69195
$212.50Oct 1625.4525.65$25.550.8%2020.77--
$195.00Oct 1612.7012.80$12.750.8%2770.55121
$210.00Oct 1623.4023.60$23.500.9%1320.74308
$215.00Oct 1627.5027.75$27.630.9%6250.797

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.67, cheapest $0.49)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 90.430.47$0.458.9%1260.05255
$225.00Oct 90.500.54$0.527.7%3660.06993
$222.50Oct 90.590.64$0.628.1%2760.0759
$220.00Oct 90.710.72$0.721.4%2.4K0.081.3K
$217.50Oct 90.840.89$0.875.7%2360.10131
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 90.470.51$0.498.2%9190.061.1K
$167.50Oct 90.640.70$0.679.0%1920.08205
$170.00Oct 90.880.92$0.904.4%7680.101.1K
$155.00Oct 160.620.67$0.657.7%160.061.3K
$157.50Oct 160.800.83$0.823.7%100.07340

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
$152.50Oct 936.0539.35$37.708.8%--1.0014
$155.00Oct 933.4536.75$35.109.4%--1.00237
$157.50Oct 930.9534.50$32.7310.8%--1.0038
$160.00Oct 928.8531.85$30.359.9%--0.94471
$162.50Oct 925.9529.70$27.8313.5%--0.9441
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 936.4539.90$38.179.0%40.95--
$225.00Oct 934.0037.10$35.558.7%160.9413
$222.50Oct 931.6034.80$33.209.6%220.931
$220.00Oct 929.2032.00$30.609.2%430.9211
$217.50Oct 926.8530.30$28.5812.1%120.901

Most actively traded options today. High liquidity = easy entry/exit. 258 active (total vol 43.1K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 91.451.50$1.483.4%3.4K0.161.6K
$220.00Oct 90.710.72$0.721.4%2.4K0.081.3K
$215.00Oct 91.001.06$1.035.8%1.4K0.12664
$200.00Oct 93.153.30$3.224.7%1.2K0.301.6K
$205.00Oct 92.112.23$2.175.5%7030.222.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 912.9513.20$13.081.9%2.9K0.70723
$180.00Oct 92.672.81$2.745.1%2.1K0.261.3K
$190.00Oct 96.606.75$6.682.2%2.0K0.48815
$205.00Oct 1619.5519.70$19.630.8%1.9K0.69195
$195.00Oct 99.509.70$9.602.1%1.6K0.60732

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 3.5%, max 22.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 9Oct 2394.2%76.9%22.6%159
$210.00Oct 9Nov 20101.7%96.4%5.5%3.4K2.0K
$175.00Oct 9Nov 2094.9%91.5%3.7%43.0K
$200.00Oct 9Nov 2096.5%95.4%1.2%1.3K9.7K
$190.00Oct 9Nov 2093.4%92.7%0.8%1841.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 20101.7%96.4%5.5%409151
$175.00Oct 9Nov 2094.9%91.5%3.7%9731.1K
$200.00Oct 9Nov 2096.9%95.5%1.4%2.9K989
$190.00Oct 9Nov 2093.4%92.7%0.8%2.1K2.7K
$180.00Oct 9Nov 2093.8%93.4%0.3%2.7K2.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 211 found (best R:R 1.41, avg 3.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$187.50$197.50Nov 13$4.15$5.85$4.1559%1.41$191.65
$200.00$210.00Nov 20$3.43$6.57$3.4352%1.92$203.43
$210.00$220.00Nov 20$2.92$7.08$2.9246%2.42$212.92
$200.00$205.00Nov 13$1.40$3.60$1.4051%2.57$201.40
$185.00$190.00Nov 20$1.95$3.05$1.9561%1.56$186.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Nov 6$0.15$2.35$0.1526%15.67$164.85
$175.00$172.50Oct 23$0.20$2.30$0.2028%11.50$174.80
$187.50$185.00Oct 30$0.67$1.83$0.6743%2.73$186.83
$167.50$165.00Oct 23$0.28$2.22$0.2819%7.93$167.22
$165.00$160.00Nov 20$1.08$3.92$1.0827%3.63$163.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 1.15, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$207.50$210.00Oct 23$1.15$1.15$1.3564%0.85$208.65
$212.50$215.00Oct 23$0.88$0.88$1.6269%0.54$213.38
$197.50$200.00Oct 30$1.36$1.36$1.1450%1.19$198.86
$202.50$205.00Oct 30$1.27$1.27$1.2353%1.03$203.77
$207.50$210.00Oct 30$1.12$1.12$1.3857%0.81$208.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Nov 13$5.35$5.35$4.6556%1.15$184.65
$170.00$165.00Nov 20$2.70$2.70$2.3070%1.17$167.30
$180.00$175.00Nov 20$2.91$2.91$2.0963%1.39$177.09
$182.50$180.00Oct 30$1.93$1.93$0.5761%3.39$180.57
$160.00$155.00Nov 20$2.00$2.00$3.0076%0.67$158.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.10, cheapest $2.83)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Oct 9Oct 16$2.9394.0%77.3%
$187.50Oct 9Oct 16$3.2693.7%77.5%
$200.00Oct 9Oct 16$3.0696.5%80.5%
$185.00Oct 9Oct 16$3.1393.3%77.4%
$190.00Oct 9Oct 16$3.2793.4%77.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Oct 9Oct 16$2.8394.0%77.3%
$200.00Oct 9Oct 16$2.9796.9%80.5%
$187.50Oct 9Oct 16$3.0793.7%77.5%
$185.00Oct 9Oct 16$2.9893.3%77.4%
$197.50Oct 9Oct 16$3.0595.9%80.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 7.11% of stock, avg 16.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 9$6.83$6.68$13.51$176.49$203.517.11%
$187.50Oct 9$8.07$5.50$13.57$173.93$201.077.14%
$192.50Oct 9$5.73$8.07$13.80$178.70$206.307.26%
$185.00Oct 9$9.55$4.40$13.95$171.05$198.957.34%
$195.00Oct 9$4.75$9.60$14.35$180.65$209.357.55%
$182.50Oct 9$11.15$3.50$14.65$167.85$197.157.71%
$197.50Oct 9$3.93$11.33$15.26$182.24$212.768.03%
$180.00Oct 9$12.85$2.74$15.59$164.41$195.598.20%
$200.00Oct 9$3.22$13.08$16.30$183.70$216.308.58%
$177.50Oct 9$14.75$2.10$16.85$160.65$194.358.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 2.85% of stock, avg 14.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 9$2.67$2.74$5.41$174.59$207.91
$200.00$180.00Oct 9$3.22$2.74$5.96$174.04$205.96
$202.50$182.50Oct 9$2.67$3.50$6.17$176.33$208.67
$200.00$182.50Oct 9$3.22$3.50$6.72$175.78$206.72
$197.50$180.00Oct 9$3.93$2.74$6.67$173.33$204.17
$197.50$182.50Oct 9$3.93$3.50$7.43$175.07$204.93
$202.50$185.00Oct 9$2.67$4.40$7.07$177.93$209.57
$200.00$185.00Oct 9$3.22$4.40$7.62$177.38$207.62
$197.50$185.00Oct 9$3.93$4.40$8.33$176.67$205.83
$195.00$180.00Oct 9$4.75$2.74$7.49$172.51$202.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 7.62, avg credit $0.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172212/215Oct 23$2.21$0.2943%7.62$170.29$214.71
175/178212/215Oct 23$2.10$0.4038%5.25$175.40$214.60
178/180212/215Oct 23$2.16$0.3434%6.35$177.84$214.66
160/162212/215Oct 23$1.67$0.8353%2.01$160.83$214.17
158/160212/215Oct 23$1.51$0.9956%1.53$158.49$214.01
168/170212/215Oct 23$1.50$1.0047%1.50$168.50$214.00
155/158212/215Oct 23$1.12$1.3859%0.81$156.38$213.62
162/165212/215Oct 23$1.28$1.2251%1.05$163.72$213.78
170/172210/212Oct 23$1.50$1.0042%1.50$171.00$211.50
175/178208/210Oct 16$1.33$1.1744%1.14$176.17$208.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 143 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Nov 20$0.06$4.946%82.33
$200.00$210.00$220.00Nov 20$0.51$9.4911%18.61
$200.00$202.50$205.00Oct 9$0.05$2.458%49.00
$182.50$185.00$187.50Oct 16$0.05$2.458%49.00
$180.00$182.50$185.00Oct 9$0.10$2.4011%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.30$9.7011%32.33
$165.00$170.00$175.00Nov 6$0.10$4.907%49.00
$185.00$187.50$190.00Oct 9$0.08$2.4212%30.25
$180.00$182.50$185.00Oct 16$0.05$2.458%49.00
$185.00$187.50$190.00Oct 16$0.06$2.448%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.04, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$227.501:2Oct 9-$0.38$2.12
$222.50$225.001:2Oct 9-$0.42$2.08
$220.00$222.501:2Oct 9-$0.52$1.98
$217.50$220.001:2Oct 9-$0.57$1.93
$215.00$217.501:2Oct 9-$0.71$1.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$152.501:2Oct 9-$0.04$2.46
$160.00$157.501:2Oct 9-$0.06$2.44
$162.50$160.001:2Oct 9-$0.20$2.30
$165.00$162.501:2Oct 9-$0.23$2.27
$157.50$155.001:2Oct 9-$0.19$2.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 7.89%, avg 5.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$15.000.4115.8%7.89%23.67%833.6K
$210.00Nov 20$18.000.4610.5%9.47%19.99%24424
$200.00Nov 20$21.500.525.2%11.31%16.57%808.2K
$195.00Nov 20$23.000.542.6%12.10%14.72%5408
$220.00Nov 13$13.450.4015.8%7.08%22.86%612
$212.50Nov 13$15.450.4411.8%8.13%19.96%1--
$215.00Nov 13$14.750.4213.2%7.76%20.91%42
$200.00Nov 13$20.000.515.2%10.53%15.78%1126
$207.50Nov 13$16.900.479.2%8.89%18.09%318
$210.00Nov 13$16.100.4510.5%8.47%18.99%25

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 23,411
Total Puts 30,021
Put/Call Ratio 1.28
Net Difference -6,610

Prior's Put/Call Breakdown

Total Calls 17,695
Total Puts 20,907
Put/Call Ratio 1.18
Net Difference -3,212

Prior 7-Day Put/Call Summary

Total Calls 428,689
Total Puts 524,281
Average Put/Call Ratio 0.89
Ratio Trend Rising

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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