Tour v531
MRNA
MODERNA INC
$189.29 -6.85%
◀ 10/6 10:25 ▶

Option Volume

Detail
ℹ
Current (10/06 10:25am) 60,712
Calls: 26,341 (43%)
Puts: 34,371 (57%)
Prior (09/30) 41,136
Calls: 19,055 (46%)
Puts: 22,081 (54%)
Current vs Prior +47.59%
Calls: +38.24% (Calls)
Puts: +55.66% (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 -55.40%
Calls: -56.99%
Puts: -54.11%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 10:25am) $46.81M
Calls: $13.93M (30%)
Puts: $32.88M (70%)
Prior (09/30) $31.05M
Calls: $17.45M (56%)
Puts: $13.61M (44%)
Current vs Prior +50.75%
Calls: -20.15%
Puts: +141.66%
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 -75.11%
Calls: -91.66%
Puts: +56.65%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:25am) 1.30
Prior (09/30) 1.16
Current vs Prior +12.60%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +46.53%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 10:25am) 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 7.66% | 11.14%11.14% | 27.70%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +15.15% | +0.16%-20.81% | -6.73%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -9.33% | -18.98%-23.95% | +3.54%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +15.15% | +0.16%-4.55% | -5.53%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.10% | 2.14%
Calls: 1.32% | 1.84%
Puts: 2.88% | 2.44%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -58.66% | -85.42%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -91.94% | -86.82%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($32.88M). Elevated premium activity with dollar volume up 51% vs prior. Bearish P/C ratio of 1.30 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
10:25BEARISHBEARISHBEARISH
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 158 of results (avg 5.7%, best 0.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Oct 1616.4516.60$16.520.9%70.7161
$177.50Oct 913.9014.05$13.981.1%60.7922
$175.00Oct 1618.1018.30$18.201.1%70.751.4K
$185.00Oct 98.858.95$8.901.1%870.62274
$185.00Oct 1612.0512.20$12.131.2%310.601.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 910.0010.10$10.051.0%1.9K0.61732
$210.00Oct 1624.0524.30$24.181.0%1380.75308
$215.00Oct 1628.2028.50$28.351.1%6270.807
$200.00Oct 913.5513.70$13.631.1%2.9K0.71723
$212.50Oct 1626.1026.40$26.251.1%2030.78--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.70, cheapest $0.46)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 90.550.60$0.578.8%2860.0759
$220.00Oct 90.650.67$0.663.0%2.5K0.081.3K
$225.00Oct 90.460.51$0.4910.2%3880.06993
$217.50Oct 90.770.83$0.807.5%2430.09131
$215.00Oct 90.910.98$0.957.4%1.5K0.11664
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 90.440.48$0.468.7%9660.061.1K
$167.50Oct 90.610.65$0.636.3%2990.08205
$170.00Oct 90.840.89$0.875.7%9990.101.1K
$155.00Oct 160.530.58$0.559.1%160.051.3K
$157.50Oct 160.700.75$0.736.8%120.07340

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 138 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 935.0038.20$36.608.7%--1.0014
$155.00Oct 932.7035.75$34.238.9%--1.00237
$157.50Oct 929.9033.30$31.6010.8%--1.0038
$160.00Oct 927.6030.85$29.2311.1%--0.94471
$162.50Oct 925.2528.50$26.8812.1%--0.9441
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 935.2538.15$36.707.9%180.9413
$222.50Oct 932.7035.70$34.208.8%220.931
$220.00Oct 930.3533.50$31.939.9%430.9211
$217.50Oct 927.8031.00$29.4010.9%120.911
$215.00Oct 925.6028.65$27.1311.2%770.8953

Most actively traded options today. High liquidity = easy entry/exit. 263 active (total vol 49.3K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 91.321.42$1.377.3%3.4K0.151.6K
$220.00Oct 90.650.67$0.663.0%2.5K0.081.3K
$200.00Oct 92.883.05$2.975.7%1.8K0.291.6K
$215.00Oct 90.910.98$0.957.4%1.5K0.11664
$205.00Oct 91.952.06$2.015.5%7510.212.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 913.5513.70$13.631.1%2.9K0.71723
$190.00Oct 96.857.05$6.952.9%2.7K0.50815
$180.00Oct 92.702.80$2.753.6%2.6K0.261.3K
$205.00Oct 1620.1020.35$20.231.2%1.9K0.69195
$195.00Oct 910.0010.10$10.051.0%1.9K0.61732

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 8.0%, max 16.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 9Oct 2391.9%78.8%16.7%659
$210.00Oct 9Nov 20102.0%98.5%3.6%3.5K2.0K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 20102.0%98.5%3.6%410151

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 209 found (best R:R 2.13, avg 2.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$3.20$6.80$3.2050%2.13$203.20
$210.00$220.00Nov 20$2.77$7.23$2.7745%2.61$212.77
$187.50$197.50Nov 13$4.27$5.73$4.2758%1.34$191.77
$200.00$205.00Nov 13$1.27$3.73$1.2750%2.94$201.27
$185.00$190.00Nov 20$1.87$3.13$1.8759%1.67$186.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$172.50Nov 6$0.63$1.87$0.6334%2.97$174.37
$187.50$185.00Oct 23$0.90$1.60$0.9044%1.78$186.60
$167.50$165.00Oct 23$0.31$2.19$0.3120%7.06$167.19
$162.50$160.00Nov 6$0.50$2.00$0.5025%4.00$162.00
$177.50$175.00Oct 23$0.67$1.83$0.6732%2.73$176.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 3.17, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$192.50Oct 23$1.83$1.83$0.6747%2.73$191.83
$212.50$215.00Oct 23$0.98$0.98$1.5269%0.64$213.48
$212.50$215.00Oct 30$1.13$1.13$1.3761%0.82$213.63
$202.50$205.00Oct 23$1.05$1.05$1.4560%0.72$203.55
$207.50$210.00Oct 30$1.08$1.08$1.4258%0.76$208.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$172.50$170.00Nov 6$1.90$1.90$0.6068%3.17$170.60
$160.00$155.00Nov 6$2.10$2.10$2.9076%0.72$157.90
$185.00$180.00Nov 13$2.95$2.95$2.0559%1.44$182.05
$175.00$170.00Nov 13$2.45$2.45$2.5566%0.96$172.55
$165.00$160.00Nov 20$2.12$2.12$2.8872%0.74$162.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.22, cheapest $3.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Oct 9Oct 16$3.2395.7%80.3%
$182.50Oct 9Oct 16$3.0291.6%76.8%
$187.50Oct 9Oct 16$3.3092.3%77.7%
$195.00Oct 9Oct 16$3.3594.2%79.9%
$192.50Oct 9Oct 16$3.4093.5%79.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Oct 9Oct 16$3.1095.3%80.3%
$182.50Oct 9Oct 16$2.9091.6%76.8%
$187.50Oct 9Oct 16$3.2392.3%77.7%
$195.00Oct 9Oct 16$3.1894.2%79.9%
$192.50Oct 9Oct 16$3.3093.5%79.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 6.97% of stock, avg 16.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Oct 9$7.55$5.65$13.20$174.30$200.706.97%
$190.00Oct 9$6.30$6.95$13.25$176.75$203.257.00%
$185.00Oct 9$8.90$4.53$13.43$171.57$198.437.09%
$192.50Oct 9$5.25$8.38$13.63$178.87$206.137.20%
$182.50Oct 9$10.53$3.58$14.11$168.39$196.617.45%
$195.00Oct 9$4.35$10.05$14.40$180.60$209.407.61%
$180.00Oct 9$12.18$2.75$14.93$165.07$194.937.89%
$197.50Oct 9$3.60$11.75$15.35$182.15$212.858.11%
$177.50Oct 9$13.98$2.10$16.08$161.42$193.588.49%
$200.00Oct 9$2.97$13.63$16.60$183.40$216.608.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 2.73% of stock, avg 14.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 9$2.42$2.75$5.17$174.83$207.67
$200.00$180.00Oct 9$2.97$2.75$5.72$174.28$205.72
$202.50$182.50Oct 9$2.42$3.58$6.00$176.50$208.50
$200.00$182.50Oct 9$2.97$3.58$6.55$175.95$206.55
$197.50$180.00Oct 9$3.60$2.75$6.35$173.65$203.85
$197.50$182.50Oct 9$3.60$3.58$7.18$175.32$204.68
$202.50$185.00Oct 9$2.42$4.53$6.95$178.05$209.45
$195.00$180.00Oct 9$4.35$2.75$7.10$172.90$202.10
$200.00$185.00Oct 9$2.97$4.53$7.50$177.50$207.50
$197.50$185.00Oct 9$3.60$4.53$8.13$176.87$205.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 6.58, avg credit $0.99)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170212/215Oct 23$2.17$0.3346%6.58$167.83$214.67
160/162212/215Oct 23$1.93$0.5753%3.39$160.57$214.43
178/180212/215Oct 23$2.26$0.2434%9.42$177.74$214.76
168/170208/210Oct 23$1.90$0.6042%3.17$168.10$209.40
172/175212/215Oct 23$1.93$0.5740%3.39$173.07$214.43
160/162208/210Oct 23$1.66$0.8449%1.98$160.84$209.16
170/172212/215Oct 23$1.81$0.6943%2.62$170.69$214.31
158/160212/215Oct 23$1.43$1.0756%1.34$158.57$213.93
178/180208/210Oct 23$1.99$0.5130%3.90$178.01$209.49
155/158212/215Oct 23$1.21$1.2959%0.94$156.29$213.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 145 found (best R:R 65.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.43$9.5710%22.26
$185.00$187.50$190.00Oct 9$0.10$2.4012%24.00
$197.50$200.00$202.50Oct 9$0.08$2.429%30.25
$177.50$180.00$182.50Oct 16$0.07$2.438%34.71
$215.00$220.00$225.00Nov 6$0.11$4.895%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.15$9.8511%65.67
$185.00$190.00$195.00Nov 6$0.10$4.907%49.00
$197.50$200.00$202.50Oct 9$0.07$2.439%34.71
$182.50$185.00$187.50Oct 16$0.06$2.448%40.67
$180.00$182.50$185.00Oct 9$0.12$2.3811%19.83

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 $-0.05, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$222.50$225.001:2Oct 9-$0.41$2.09
$220.00$222.501:2Oct 9-$0.48$2.02
$217.50$220.001:2Oct 9-$0.52$1.98
$215.00$217.501:2Oct 9-$0.65$1.85
$212.50$215.001:2Oct 9-$0.76$1.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$152.501:2Oct 9-$0.05$2.45
$160.00$157.501:2Oct 9-$0.09$2.41
$157.50$155.001:2Oct 9-$0.08$2.42
$162.50$160.001:2Oct 9-$0.18$2.32
$167.50$165.001:2Oct 9-$0.29$2.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 83 found (best yield 7.92%, avg 5.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$15.000.4016.2%7.92%24.15%1053.6K
$210.00Nov 20$17.750.4510.9%9.38%20.32%26424
$200.00Nov 20$20.900.505.7%11.04%16.70%948.2K
$195.00Nov 20$22.700.533.0%11.99%15.01%6408
$212.50Nov 13$14.850.4312.3%7.85%20.11%1--
$220.00Nov 13$12.850.3916.2%6.79%23.01%612
$207.50Nov 13$16.350.469.6%8.64%18.26%318
$190.00Nov 20$24.300.560.4%12.84%13.21%17652
$215.00Nov 13$14.100.4113.6%7.45%21.03%42
$210.00Nov 13$15.500.4410.9%8.19%19.13%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 26,341
Total Puts 34,371
Put/Call Ratio 1.30
Net Difference -8,030

Prior's Put/Call Breakdown

Total Calls 19,055
Total Puts 22,081
Put/Call Ratio 1.16
Net Difference -3,026

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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