Tour v531
MRNA
MODERNA INC
$188.09 -7.44%
◀ 10/6 10:20 ▶

Option Volume

Detail
ℹ
Current (10/06 10:20am) 57,791
Calls: 24,940 (43%)
Puts: 32,851 (57%)
Prior (09/30) 40,343
Calls: 18,651 (46%)
Puts: 21,692 (54%)
Current vs Prior +43.25%
Calls: +33.72% (Calls)
Puts: +51.44% (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 -57.55%
Calls: -59.28%
Puts: -56.14%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 10:20am) $46.37M
Calls: $12.62M (27%)
Puts: $33.75M (73%)
Prior (09/30) $30.20M
Calls: $16.94M (56%)
Puts: $13.26M (44%)
Current vs Prior +53.54%
Calls: -25.52%
Puts: +154.59%
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 -75.34%
Calls: -92.45%
Puts: +60.80%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:20am) 1.32
Prior (09/30) 1.16
Current vs Prior +13.25%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +47.92%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 10:20am) 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 7.87% | 11.24%11.24% | 27.81%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +18.36% | +1.13%-20.04% | -6.36%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -6.80% | -18.19%-23.21% | +3.94%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +18.36% | +1.13%-3.63% | -5.16%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.03% | 1.88%
Calls: 2.12% | 1.46%
Puts: 1.94% | 2.30%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -60.04% | -87.19%
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% | -88.42%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($33.75M). Elevated premium activity with dollar volume up 54% vs prior. Bearish P/C ratio of 1.32 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
10:20BEARISHBEARISHBEARISH
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 157 of results (avg 5.5%, best 0.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 911.4011.50$11.450.9%970.711.2K
$182.50Oct 99.809.90$9.851.0%400.6548
$180.00Oct 1614.1514.30$14.231.1%350.663.0K
$177.50Oct 913.1513.30$13.231.1%30.7622
$172.50Oct 1619.1019.35$19.231.3%--0.7796
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 1627.1527.30$27.230.6%2030.78--
$205.00Oct 1621.0521.20$21.130.7%1.9K0.70195
$195.00Oct 1613.9014.00$13.950.7%2910.57121
$200.00Oct 1617.3017.45$17.380.9%3230.64579
$207.50Oct 1622.9523.15$23.050.9%1000.7339

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.63, cheapest $0.24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 90.430.47$0.458.9%3840.05993
$220.00Oct 90.590.64$0.628.1%2.4K0.071.3K
$217.50Oct 90.710.76$0.746.8%2420.09131
$222.50Oct 90.510.54$0.535.7%2810.0659
$215.00Oct 90.850.90$0.885.7%1.5K0.10664
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Oct 90.220.25$0.2412.5%480.03436
$162.50Oct 90.450.47$0.464.3%500.06177
$165.00Oct 90.590.63$0.616.6%9410.071.1K
$167.50Oct 90.800.85$0.836.0%2560.10205
$155.00Oct 160.650.69$0.676.0%160.061.3K

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 934.6538.05$36.359.4%--1.0014
$155.00Oct 932.4535.55$34.009.1%--1.00237
$157.50Oct 930.0033.15$31.5810.0%--1.0038
$152.50Oct 1635.3038.40$36.858.4%--0.9532
$155.00Oct 1633.2036.20$34.708.6%50.942.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 935.1537.50$36.336.5%170.9513
$222.50Oct 932.7035.90$34.309.3%220.941
$220.00Oct 930.2533.50$31.8810.2%430.9311
$217.50Oct 927.9031.00$29.4510.5%120.911
$215.00Oct 926.3028.65$27.488.6%770.9053

Most actively traded options today. High liquidity = easy entry/exit. 258 active (total vol 46.8K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 91.241.29$1.273.9%3.4K0.141.6K
$220.00Oct 90.590.64$0.628.1%2.4K0.071.3K
$215.00Oct 90.850.90$0.885.7%1.5K0.10664
$200.00Oct 92.712.78$2.752.5%1.4K0.271.6K
$205.00Oct 91.821.89$1.863.8%7390.202.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 914.4514.65$14.551.4%2.9K0.73723
$190.00Oct 97.657.80$7.731.9%2.5K0.52815
$180.00Oct 93.203.30$3.253.1%2.4K0.291.3K
$205.00Oct 1621.0521.20$21.130.7%1.9K0.70195
$195.00Oct 910.8010.95$10.881.4%1.9K0.63732

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 4.4%, max 22.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Oct 9Oct 2396.3%78.4%22.9%--480
$177.50Oct 9Oct 2394.7%78.3%21.0%359
$190.00Oct 9Nov 2096.3%92.9%3.6%4311.2K
$185.00Oct 9Nov 2094.3%92.2%2.2%941.1K
$200.00Oct 9Nov 2098.2%96.4%1.9%1.5K9.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$190.00Oct 9Nov 2096.3%92.9%3.6%2.6K2.7K
$185.00Oct 9Nov 2094.4%92.2%2.4%8012.8K
$200.00Oct 9Nov 2098.4%96.4%2.0%2.9K989
$175.00Oct 9Nov 2095.4%93.8%1.7%1.0K1.1K
$180.00Oct 9Nov 2094.3%93.5%0.9%2.9K2.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 209 found (best R:R 2.14, avg 2.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$3.18$6.82$3.1851%2.14$203.18
$210.00$220.00Nov 20$2.75$7.25$2.7545%2.64$212.75
$187.50$197.50Nov 13$4.13$5.87$4.1358%1.42$191.63
$200.00$205.00Nov 13$1.30$3.70$1.3050%2.85$201.30
$160.00$165.00Nov 20$2.70$2.30$2.7076%0.85$162.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$207.50$205.00Oct 9$1.28$1.22$1.2883%0.95$206.22
$215.00$212.50Oct 16$1.30$1.20$1.3080%0.92$213.70
$192.50$190.00Oct 23$0.78$1.72$0.7851%2.21$191.72
$187.50$185.00Oct 30$0.70$1.80$0.7043%2.57$186.80
$175.00$172.50Nov 6$0.65$1.85$0.6534%2.85$174.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 1.08, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 23$1.12$1.12$1.3869%0.81$213.62
$197.50$200.00Oct 30$1.47$1.47$1.0350%1.43$198.97
$202.50$205.00Oct 23$1.12$1.12$1.3860%0.81$203.62
$195.00$197.50Oct 23$1.31$1.31$1.1953%1.10$196.31
$212.50$215.00Oct 30$0.98$0.98$1.5260%0.64$213.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$165.00Nov 20$2.60$2.60$2.4069%1.08$167.40
$172.50$170.00Nov 6$1.75$1.75$0.7568%2.33$170.75
$175.00$170.00Nov 13$2.42$2.42$2.5866%0.94$172.58
$170.00$167.50Oct 30$1.45$1.45$1.0570%1.38$168.55
$170.00$160.00Nov 13$3.30$3.30$6.7069%0.49$166.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.11, cheapest $2.88)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Oct 9Oct 16$3.0094.2%77.5%
$187.50Oct 9Oct 16$3.1994.3%77.8%
$197.50Oct 9Oct 16$3.0897.5%81.1%
$195.00Oct 9Oct 16$3.2396.8%80.4%
$185.00Oct 9Oct 16$3.1494.3%77.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Oct 9Oct 16$2.8894.3%77.5%
$185.00Oct 9Oct 16$3.0294.4%77.9%
$187.50Oct 9Oct 16$3.1394.3%77.8%
$197.50Oct 9Oct 16$2.9897.5%81.1%
$195.00Oct 9Oct 16$3.0796.8%80.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 7.14% of stock, avg 16.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Oct 9$7.08$6.35$13.43$174.07$200.937.14%
$185.00Oct 9$8.38$5.18$13.56$171.44$198.567.21%
$190.00Oct 9$5.93$7.73$13.66$176.34$203.667.26%
$182.50Oct 9$9.85$4.15$14.00$168.50$196.507.44%
$192.50Oct 9$4.90$9.25$14.15$178.35$206.657.52%
$180.00Oct 9$11.45$3.25$14.70$165.30$194.707.82%
$195.00Oct 9$4.05$10.88$14.93$180.07$209.937.94%
$177.50Oct 9$13.23$2.54$15.77$161.73$193.278.38%
$197.50Oct 9$3.35$12.65$16.00$181.50$213.508.51%
$200.00Oct 9$2.75$14.55$17.30$182.70$217.309.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 2.81% of stock, avg 14.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$177.50Oct 9$2.75$2.54$5.29$172.21$205.29
$200.00$180.00Oct 9$2.75$3.25$6.00$174.00$206.00
$197.50$177.50Oct 9$3.35$2.54$5.89$171.61$203.39
$197.50$180.00Oct 9$3.35$3.25$6.60$173.40$204.10
$200.00$182.50Oct 9$2.75$4.15$6.90$175.60$206.90
$195.00$177.50Oct 9$4.05$2.54$6.59$170.91$201.59
$197.50$182.50Oct 9$3.35$4.15$7.50$175.00$205.00
$195.00$180.00Oct 9$4.05$3.25$7.30$172.70$202.30
$195.00$182.50Oct 9$4.05$4.15$8.20$174.30$203.20
$192.50$177.50Oct 9$4.90$2.54$7.44$170.06$199.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 147 found (best R:R 12.16, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170212/215Oct 23$2.31$0.1945%12.16$167.69$214.81
160/162212/215Oct 23$1.96$0.5453%3.63$160.54$214.46
172/175212/215Oct 23$2.09$0.4140%5.10$172.91$214.59
158/160212/215Oct 23$1.68$0.8256%2.05$158.32$214.18
168/170208/210Oct 23$1.93$0.5742%3.39$168.07$209.43
155/158212/215Oct 23$1.45$1.0558%1.38$156.05$213.95
170/172212/215Oct 23$1.85$0.6542%2.85$170.65$214.35
175/178212/215Oct 23$1.90$0.6037%3.17$175.60$214.40
160/162208/210Oct 23$1.58$0.9249%1.72$160.92$209.08
162/165212/215Oct 23$1.50$1.0051%1.50$163.50$214.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 149 found (best R:R 22.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.43$9.5711%22.26
$215.00$220.00$225.00Nov 6$0.05$4.955%99.00
$180.00$182.50$185.00Oct 16$0.05$2.458%49.00
$175.00$177.50$180.00Oct 16$0.05$2.458%49.00
$187.50$190.00$192.50Oct 9$0.12$2.3812%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Nov 20$0.07$4.936%70.43
$175.00$177.50$180.00Oct 16$0.05$2.458%49.00
$190.00$192.50$195.00Oct 9$0.11$2.3911%21.73
$190.00$192.50$195.00Oct 16$0.07$2.438%34.71
$180.00$182.50$185.00Oct 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 $-0.06, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$222.50$225.001:2Oct 9-$0.37$2.13
$220.00$222.501:2Oct 9-$0.44$2.06
$217.50$220.001:2Oct 9-$0.50$2.00
$215.00$217.501:2Oct 9-$0.60$1.90
$212.50$215.001:2Oct 9-$0.71$1.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$152.501:2Oct 9-$0.06$2.44
$157.50$155.001:2Oct 9-$0.08$2.42
$160.00$157.501:2Oct 9-$0.13$2.37
$162.50$160.001:2Oct 9-$0.24$2.26
$165.00$162.501:2Oct 9-$0.31$2.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 82 found (best yield 7.74%, avg 5.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$14.550.4017.0%7.74%24.70%1053.6K
$210.00Nov 20$17.300.4511.7%9.20%20.85%24424
$200.00Nov 20$20.450.516.3%10.87%17.20%878.2K
$195.00Nov 20$22.200.543.7%11.80%15.48%6408
$210.00Nov 13$15.700.4511.7%8.35%20.00%25
$215.00Nov 13$14.200.4214.3%7.55%21.86%42
$207.50Nov 13$16.550.4610.3%8.80%19.12%318
$220.00Nov 13$13.050.3917.0%6.94%23.90%612
$225.00Nov 13$11.750.3719.6%6.25%25.87%12
$212.50Nov 13$14.850.4313.0%7.90%20.87%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 24,940
Total Puts 32,851
Put/Call Ratio 1.32
Net Difference -7,911

Prior's Put/Call Breakdown

Total Calls 18,651
Total Puts 21,692
Put/Call Ratio 1.16
Net Difference -3,041

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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