Tour v531
MRNA
MODERNA INC
$189.56 -6.72%
◀ 10/6 10:30 ▶

Option Volume

Detail
ℹ
Current (10/06 10:30am) 62,890
Calls: 27,412 (44%)
Puts: 35,478 (56%)
Prior (09/30) 43,286
Calls: 20,439 (47%)
Puts: 22,847 (53%)
Current vs Prior +45.29%
Calls: +34.12% (Calls)
Puts: +55.29% (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 -53.80%
Calls: -55.24%
Puts: -52.63%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 10:30am) $48.74M
Calls: $15.14M (31%)
Puts: $33.60M (69%)
Prior (09/30) $32.45M
Calls: $18.16M (56%)
Puts: $14.29M (44%)
Current vs Prior +50.20%
Calls: -16.66%
Puts: +135.22%
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 -74.08%
Calls: -90.94%
Puts: +60.11%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:30am) 1.29
Prior (09/30) 1.12
Current vs Prior +15.78%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +45.35%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 10:30am) 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 7.93% | 11.27%11.27% | 27.93%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +19.19% | +1.34%-19.87% | -5.94%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -6.15% | -18.02%-23.05% | +4.42%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +19.19% | +1.34%-3.42% | -4.73%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.98% | 1.41%
Calls: 3.15% | 1.35%
Puts: 2.82% | 1.47%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -41.34% | -90.40%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -88.56% | -91.32%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($33.60M). Elevated premium activity with dollar volume up 50% vs prior. Bearish P/C ratio of 1.29 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
10:30BEARISHBEARISHBEARISH
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 174 of results (avg 5.8%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Oct 1616.7016.90$16.801.2%170.7261
$187.50Oct 1611.0511.20$11.131.3%490.56119
$182.50Oct 910.8010.95$10.881.4%480.6848
$177.50Oct 914.2514.45$14.351.4%60.7822
$182.50Oct 1613.6513.85$13.751.5%380.642
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 1618.2518.40$18.330.8%1170.66497
$210.00Oct 1624.0024.20$24.100.8%1380.74308
$180.00Oct 165.455.50$5.480.9%5770.322.2K
$212.50Oct 1626.0526.30$26.181.0%2030.77--
$195.00Oct 910.1510.25$10.201.0%1.9K0.60732

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.71, cheapest $0.49)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 90.670.74$0.719.9%2870.0859
$225.00Oct 90.570.64$0.6111.5%4000.07993
$220.00Oct 90.810.85$0.834.8%2.5K0.091.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 90.470.50$0.496.1%9800.061.1K
$167.50Oct 90.650.70$0.687.4%3370.08205
$170.00Oct 90.890.95$0.926.5%1.0K0.111.1K
$155.00Oct 160.510.56$0.549.3%170.051.3K
$157.50Oct 160.670.74$0.719.9%120.06340

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 137 found (avg delta 0.69, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Oct 935.1038.25$36.678.6%--0.9814
$155.00Oct 933.0536.00$34.538.5%--0.98237
$157.50Oct 930.1533.20$31.689.6%--0.9738
$160.00Oct 927.8030.90$29.3510.6%40.97471
$162.50Oct 925.3528.40$26.8811.3%--0.9541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 935.0538.10$36.588.3%180.9213
$222.50Oct 932.7535.70$34.238.6%220.911
$220.00Oct 930.0033.35$31.6810.6%430.9011
$217.50Oct 927.9531.00$29.4810.3%120.891
$215.00Oct 925.6028.65$27.1311.2%770.8753

Most actively traded options today. High liquidity = easy entry/exit. 267 active (total vol 50.9K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 91.591.70$1.656.7%3.5K0.171.6K
$220.00Oct 90.810.85$0.834.8%2.5K0.091.3K
$200.00Oct 93.253.45$3.356.0%1.9K0.301.6K
$215.00Oct 91.111.18$1.156.1%1.5K0.12664
$205.00Oct 92.222.40$2.317.8%7780.232.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 913.5013.85$13.682.6%2.9K0.70723
$190.00Oct 97.007.20$7.102.8%2.7K0.49815
$180.00Oct 92.822.96$2.894.8%2.6K0.271.3K
$195.00Oct 910.1510.25$10.201.0%1.9K0.60732
$205.00Oct 1620.1020.30$20.201.0%1.9K0.69195

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 3.3%, max 20.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Oct 9Oct 2395.2%78.9%20.7%659
$210.00Oct 9Nov 20106.6%98.9%7.8%3.5K2.0K
$207.50Oct 9Nov 13105.3%101.6%3.6%7099.2K
$185.00Oct 9Nov 2095.6%92.5%3.4%1091.1K
$190.00Oct 9Nov 2097.1%93.9%3.4%6611.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 20106.6%98.9%7.8%410151
$185.00Oct 9Nov 2095.6%92.5%3.4%9372.8K
$190.00Oct 9Nov 2097.1%93.9%3.4%2.8K2.7K
$175.00Oct 9Nov 2095.5%92.8%2.9%1.1K1.1K
$180.00Oct 9Nov 2095.3%93.3%2.1%3.2K2.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 217 found (best R:R 2.68, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$220.00Nov 20$2.72$7.28$2.7245%2.68$212.72
$200.00$210.00Nov 20$3.35$6.65$3.3550%1.99$203.35
$175.00$180.00Nov 20$1.93$3.07$1.9365%1.59$176.93
$200.00$205.00Nov 13$1.23$3.77$1.2350%3.07$201.23
$212.50$215.00Nov 13$0.10$2.40$0.1043%24.00$212.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Oct 23$1.17$1.33$1.1763%1.14$203.83
$212.50$210.00Oct 23$1.42$1.08$1.4269%0.76$211.08
$175.00$172.50Nov 6$0.63$1.87$0.6334%2.97$174.37
$167.50$165.00Oct 23$0.33$2.17$0.3320%6.58$167.17
$187.50$185.00Oct 23$0.95$1.55$0.9544%1.63$186.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 150 found (best R:R 2.97, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$192.50Oct 23$1.52$1.52$0.9847%1.55$191.52
$212.50$215.00Oct 23$0.88$0.88$1.6269%0.54$213.38
$212.50$215.00Oct 30$1.00$1.00$1.5061%0.67$213.50
$202.50$205.00Oct 23$0.90$0.90$1.6060%0.56$203.40
$217.50$220.00Oct 9$0.17$0.17$2.3389%0.07$217.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$172.50$170.00Nov 6$1.87$1.87$0.6368%2.97$170.63
$170.00$160.00Nov 13$3.75$3.75$6.2569%0.60$166.25
$170.00$165.00Nov 20$2.40$2.40$2.6069%0.92$167.60
$185.00$180.00Nov 13$2.87$2.87$2.1359%1.35$182.13
$185.00$180.00Nov 20$2.80$2.80$2.2059%1.27$182.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.04, cheapest $2.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 9Oct 16$2.98100.4%82.5%
$185.00Oct 9Oct 16$3.0395.6%77.7%
$197.50Oct 9Oct 16$3.1699.8%82.1%
$187.50Oct 9Oct 16$3.2096.0%78.2%
$182.50Oct 9Oct 16$2.8795.2%77.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 9Oct 16$2.87100.4%82.3%
$185.00Oct 9Oct 16$2.9595.6%77.5%
$197.50Oct 9Oct 16$2.9799.8%82.1%
$187.50Oct 9Oct 16$3.0796.0%78.2%
$182.50Oct 9Oct 16$2.8095.2%77.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 7.26% of stock, avg 16.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Oct 9$7.93$5.83$13.76$173.74$201.267.26%
$190.00Oct 9$6.75$7.10$13.85$176.15$203.857.31%
$185.00Oct 9$9.32$4.68$14.00$171.00$199.007.39%
$192.50Oct 9$5.70$8.60$14.30$178.20$206.807.54%
$182.50Oct 9$10.88$3.70$14.58$167.92$197.087.69%
$195.00Oct 9$4.78$10.20$14.98$180.02$209.987.90%
$180.00Oct 9$12.48$2.89$15.37$164.63$195.378.11%
$197.50Oct 9$3.97$11.88$15.85$181.65$213.358.36%
$177.50Oct 9$14.35$2.22$16.57$160.93$194.078.74%
$200.00Oct 9$3.35$13.68$17.03$182.97$217.038.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 3.00% of stock, avg 14.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 9$2.79$2.89$5.68$174.32$208.18
$200.00$180.00Oct 9$3.35$2.89$6.24$173.76$206.24
$202.50$182.50Oct 9$2.79$3.70$6.49$176.01$208.99
$200.00$182.50Oct 9$3.35$3.70$7.05$175.45$207.05
$197.50$180.00Oct 9$3.97$2.89$6.86$173.14$204.36
$197.50$182.50Oct 9$3.97$3.70$7.67$174.83$205.17
$202.50$185.00Oct 9$2.79$4.68$7.47$177.53$209.97
$200.00$185.00Oct 9$3.35$4.68$8.03$176.97$208.03
$197.50$185.00Oct 9$3.97$4.68$8.65$176.35$206.15
$195.00$180.00Oct 9$4.78$2.89$7.67$172.33$202.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 134 found (best R:R 4.10, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172212/215Oct 23$2.01$0.4943%4.10$170.49$214.51
160/162212/215Oct 23$1.63$0.8753%1.87$160.87$214.13
168/170212/215Oct 23$1.65$0.8546%1.94$168.35$214.15
175/178212/215Oct 23$1.83$0.6738%2.73$175.67$214.33
152/155212/215Oct 23$1.26$1.2459%1.02$153.74$213.76
170/172208/210Oct 23$1.68$0.8240%2.05$170.82$209.18
172/175212/215Oct 23$1.63$0.8741%1.87$173.37$214.13
155/158212/215Oct 23$1.20$1.3057%0.92$156.30$213.70
162/165212/215Oct 23$1.28$1.2251%1.05$163.72$213.78
158/160212/215Oct 23$1.15$1.3556%0.85$158.85$213.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 154 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$197.50$200.00$202.50Oct 9$0.06$2.449%40.67
$192.50$195.00$197.50Oct 16$0.05$2.457%49.00
$195.00$197.50$200.00Oct 16$0.05$2.457%49.00
$215.00$220.00$225.00Nov 6$0.11$4.895%44.45
$192.50$195.00$197.50Oct 9$0.11$2.3910%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$190.00$195.00Nov 20$0.08$4.926%61.50
$192.50$195.00$197.50Oct 9$0.08$2.4210%30.25
$190.00$192.50$195.00Oct 9$0.10$2.4011%24.00
$185.00$187.50$190.00Oct 16$0.06$2.448%40.67
$195.00$197.50$200.00Oct 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. 42 found (best net $-0.01, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$222.50$225.001:2Oct 9-$0.51$1.99
$220.00$222.501:2Oct 9-$0.59$1.91
$217.50$220.001:2Oct 9-$0.66$1.84
$215.00$217.501:2Oct 9-$0.85$1.65
$212.50$215.001:2Oct 9-$0.93$1.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$157.50$155.001:2Oct 9-$0.01$2.49
$162.50$160.001:2Oct 9-$0.09$2.41
$155.00$152.501:2Oct 9-$0.12$2.38
$167.50$165.001:2Oct 9-$0.30$2.20
$165.00$162.501:2Oct 9-$0.33$2.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 84 found (best yield 7.91%, avg 5.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$15.000.4016.1%7.91%23.97%1063.6K
$210.00Nov 20$17.900.4510.8%9.44%20.23%29424
$200.00Nov 20$21.150.505.5%11.16%16.66%1088.2K
$215.00Nov 13$15.300.4213.4%8.07%21.49%42
$195.00Nov 20$22.950.532.9%12.11%14.98%6408
$220.00Nov 13$13.000.3916.1%6.86%22.92%812
$190.00Nov 20$24.600.560.2%12.98%13.21%19652
$212.50Nov 13$14.850.4312.1%7.83%19.94%1--
$205.00Nov 13$17.300.478.2%9.13%17.27%12
$210.00Nov 13$15.500.4410.8%8.18%18.96%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 27,412
Total Puts 35,478
Put/Call Ratio 1.29
Net Difference -8,066

Prior's Put/Call Breakdown

Total Calls 20,439
Total Puts 22,847
Put/Call Ratio 1.12
Net Difference -2,408

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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