Tour v531
MRNA
MODERNA INC
$191.02 -6.00%
◀ 10/6 10:35 ▶

Option Volume

Detail
ℹ
Current (10/06 10:35am) 66,473
Calls: 29,519 (44%)
Puts: 36,954 (56%)
Prior (09/30) 44,676
Calls: 21,515 (48%)
Puts: 23,161 (52%)
Current vs Prior +48.79%
Calls: +37.20% (Calls)
Puts: +59.55% (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 -51.17%
Calls: -51.80%
Puts: -50.66%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 10:35am) $49.63M
Calls: $17.72M (36%)
Puts: $31.91M (64%)
Prior (09/30) $32.89M
Calls: $18.79M (57%)
Puts: $14.10M (43%)
Current vs Prior +50.89%
Calls: -5.70%
Puts: +126.29%
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 -73.61%
Calls: -89.39%
Puts: +52.03%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:35am) 1.25
Prior (09/30) 1.08
Current vs Prior +16.29%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +40.59%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 10:35am) 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% | 11.35%11.35% | 28.25%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +17.89% | +2.08%-19.29% | -4.87%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg -7.17% | -17.43%-22.50% | +5.59%
Prior 7-Day Eod 6.65% | 11.12%11.67% | 29.32%
Current vs 7-Day Eod +17.89% | +2.08%-2.73% | -3.65%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior -54.13% | -85.83%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -91.05% | -87.19%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($31.91M). Elevated premium activity with dollar volume up 51% vs prior. Bearish P/C ratio of 1.25 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
10:35BEARISHBEARISHBEARISH
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 175 of results (avg 6.0%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 1613.2013.40$13.301.5%400.621.3K
$187.50Oct 1611.9012.10$12.001.7%530.58119
$177.50Oct 1617.7518.05$17.901.7%220.7461
$182.50Oct 1614.6014.85$14.731.7%380.662
$180.00Oct 913.4013.65$13.531.8%1540.771.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 1619.1019.25$19.180.8%1.9K0.67195
$210.00Oct 1622.9023.10$23.000.9%1390.72308
$200.00Oct 912.5012.65$12.581.2%2.9K0.67723
$200.00Oct 1615.5015.70$15.601.3%3350.60579
$202.50Oct 914.3514.55$14.451.4%7380.71631

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.71, cheapest $0.48)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 90.620.66$0.646.3%4130.07993
$227.50Oct 90.550.58$0.565.4%1390.06255
$222.50Oct 90.730.79$0.767.9%2920.0959
$220.00Oct 90.870.93$0.906.7%2.6K0.101.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 90.450.50$0.4810.4%4080.06205
$170.00Oct 90.650.70$0.687.4%1.2K0.081.1K
$172.50Oct 90.900.97$0.947.4%7480.11345
$157.50Oct 160.600.65$0.637.9%150.06340
$160.00Oct 160.780.85$0.828.5%2000.072.2K

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
$155.00Oct 934.5538.40$36.4710.6%--1.00237
$157.50Oct 932.1035.90$34.0011.2%--1.0038
$160.00Oct 929.9532.95$31.459.5%41.00471
$162.50Oct 927.2531.00$29.1312.9%--0.9441
$155.00Oct 1635.0538.45$36.759.3%50.942.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 935.3038.60$36.958.9%40.94--
$225.00Oct 933.2036.20$34.708.6%180.9313
$222.50Oct 930.3033.80$32.0510.9%220.911
$220.00Oct 928.1531.45$29.8011.1%430.9011
$217.50Oct 925.5529.10$27.3313.0%120.881

Most actively traded options today. High liquidity = easy entry/exit. 271 active (total vol 54.3K, top 3.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 91.781.83$1.812.8%3.6K0.191.6K
$220.00Oct 90.870.93$0.906.7%2.6K0.101.3K
$200.00Oct 93.603.75$3.684.1%2.3K0.331.6K
$215.00Oct 91.241.29$1.273.9%1.5K0.14664
$190.00Oct 97.307.45$7.382.0%9250.55531
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 912.5012.65$12.581.2%2.9K0.67723
$190.00Oct 96.156.30$6.232.4%2.8K0.45815
$180.00Oct 92.302.42$2.365.1%2.7K0.231.3K
$195.00Oct 99.059.20$9.131.6%2.1K0.57732
$205.00Oct 1619.1019.25$19.180.8%1.9K0.67195

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 3.0%, max 6.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 20105.5%99.0%6.5%3.6K2.0K
$212.50Oct 9Nov 13106.9%100.4%6.5%676146
$207.50Oct 9Nov 13104.0%101.5%2.5%7289.2K
$205.00Oct 9Nov 13102.7%100.3%2.4%8582.8K
$200.00Oct 9Nov 2099.7%98.6%1.2%2.4K9.7K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 20105.5%99.0%6.5%410151
$205.00Oct 9Nov 13102.7%100.2%2.5%366167
$200.00Oct 9Nov 2099.7%98.4%1.3%2.9K989
$207.50Oct 9Nov 6104.0%103.0%0.9%128147

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 214 found (best R:R 1.94, avg 2.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$3.40$6.60$3.4052%1.94$203.40
$210.00$220.00Nov 20$3.04$6.96$3.0446%2.29$213.04
$185.00$190.00Nov 20$1.77$3.23$1.7760%1.82$186.77
$197.50$200.00Nov 6$0.23$2.27$0.2351%9.87$197.73
$197.50$200.00Oct 30$0.30$2.20$0.3050%7.33$197.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Oct 30$0.80$1.70$0.8051%2.12$199.20
$180.00$177.50Oct 30$0.48$2.02$0.4836%4.21$179.52
$215.00$212.50Oct 23$1.42$1.08$1.4271%0.76$213.58
$185.00$182.50Oct 30$0.72$1.78$0.7240%2.47$184.28
$175.00$172.50Oct 23$0.40$2.10$0.4027%5.25$174.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 150 found (best R:R 1.56, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$197.50Oct 30$1.72$1.72$0.7848%2.21$196.72
$200.00$202.50Nov 6$1.65$1.65$0.8550%1.94$201.65
$210.00$212.50Nov 6$1.27$1.27$1.2356%1.03$211.27
$200.00$202.50Oct 23$1.20$1.20$1.3056%0.92$201.20
$207.50$210.00Nov 13$1.15$1.15$1.3554%0.85$208.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$185.00Nov 20$3.05$3.05$1.9557%1.56$186.95
$187.50$185.00Oct 30$2.00$2.00$0.5058%4.00$185.50
$175.00$170.00Oct 30$2.47$2.47$2.5368%0.98$172.53
$172.50$170.00Nov 6$1.67$1.67$0.8369%2.01$170.83
$182.50$180.00Oct 30$1.80$1.80$0.7062%2.57$180.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.26, cheapest $3.33)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Oct 9Oct 16$3.3399.3%82.3%
$200.00Oct 9Oct 16$3.2099.7%82.9%
$195.00Oct 9Oct 16$3.3598.1%82.2%
$187.50Oct 9Oct 16$3.3593.4%77.5%
$192.50Oct 9Oct 16$3.4597.2%81.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 9Oct 16$3.0299.7%82.9%
$197.50Oct 9Oct 16$3.2399.3%82.5%
$187.50Oct 9Oct 16$3.1893.4%77.5%
$185.00Oct 9Oct 16$3.0893.0%77.3%
$195.00Oct 9Oct 16$3.2797.8%82.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 7.12% of stock, avg 17.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Oct 9$7.38$6.23$13.61$176.39$203.617.12%
$187.50Oct 9$8.65$5.05$13.70$173.80$201.207.17%
$192.50Oct 9$6.25$7.60$13.85$178.65$206.357.25%
$185.00Oct 9$10.10$4.00$14.10$170.90$199.107.38%
$195.00Oct 9$5.30$9.13$14.43$180.57$209.437.55%
$182.50Oct 9$11.73$3.07$14.80$167.70$197.307.75%
$197.50Oct 9$4.40$10.77$15.17$182.33$212.677.94%
$180.00Oct 9$13.53$2.36$15.89$164.11$195.898.32%
$200.00Oct 9$3.68$12.58$16.26$183.74$216.268.51%
$177.50Oct 9$15.65$1.76$17.41$160.09$194.919.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 159 found (cheapest 2.84% of stock, avg 14.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$180.00Oct 9$3.07$2.36$5.43$174.57$207.93
$202.50$182.50Oct 9$3.07$3.07$6.14$176.36$208.64
$200.00$180.00Oct 9$3.68$2.36$6.04$173.96$206.04
$200.00$182.50Oct 9$3.68$3.07$6.75$175.75$206.75
$202.50$185.00Oct 9$3.07$4.00$7.07$177.93$209.57
$200.00$185.00Oct 9$3.68$4.00$7.68$177.32$207.68
$197.50$180.00Oct 9$4.40$2.36$6.76$173.24$204.26
$197.50$182.50Oct 9$4.40$3.07$7.47$175.03$204.97
$197.50$185.00Oct 9$4.40$4.00$8.40$176.60$205.90
$202.50$187.50Oct 9$3.07$5.05$8.12$179.38$210.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 3.03, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178210/212Oct 23$1.88$0.6236%3.03$175.62$211.88
175/178212/215Oct 23$1.81$0.6938%2.62$175.69$214.31
170/172210/212Oct 23$1.72$0.7841%2.21$170.78$211.72
170/172212/215Oct 23$1.65$0.8544%1.94$170.85$214.15
160/162210/212Oct 23$1.38$1.1251%1.23$161.12$211.38
160/162212/215Oct 23$1.31$1.1953%1.10$161.19$213.81
178/180215/218Oct 16$1.27$1.2348%1.03$178.73$216.27
168/170210/212Oct 23$1.35$1.1544%1.17$168.65$211.35
165/168210/212Oct 23$1.28$1.2247%1.05$166.22$211.28
178/180212/215Oct 16$1.32$1.1845%1.12$178.68$213.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 158 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.36$9.6411%26.78
$192.50$195.00$197.50Oct 9$0.05$2.4511%49.00
$175.00$180.00$185.00Nov 20$0.08$4.926%61.50
$215.00$220.00$225.00Oct 30$0.09$4.916%54.56
$190.00$192.50$195.00Oct 16$0.05$2.458%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$197.50$200.00$202.50Oct 9$0.06$2.449%40.67
$182.50$185.00$187.50Oct 16$0.05$2.458%49.00
$177.50$180.00$182.50Oct 16$0.06$2.448%40.67
$160.00$165.00$170.00Nov 20$0.12$4.886%40.67
$192.50$195.00$197.50Oct 9$0.11$2.3911%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.12, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$227.501:2Oct 9-$0.48$2.02
$222.50$225.001:2Oct 9-$0.52$1.98
$220.00$222.501:2Oct 9-$0.62$1.88
$217.50$220.001:2Oct 9-$0.73$1.77
$215.00$217.501:2Oct 9-$0.87$1.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$160.001:2Oct 9-$0.12$2.38
$165.00$162.501:2Oct 9-$0.20$2.30
$167.50$165.001:2Oct 9-$0.24$2.26
$170.00$167.501:2Oct 9-$0.28$2.22
$172.50$170.001:2Oct 9-$0.42$2.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 80 found (best yield 8.25%, avg 5.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$15.750.4115.2%8.25%23.42%1063.6K
$210.00Nov 20$18.850.469.9%9.87%19.80%29424
$200.00Nov 20$22.150.524.7%11.60%16.30%1098.2K
$195.00Nov 20$23.900.542.1%12.51%14.60%6408
$215.00Nov 13$15.100.4212.6%7.90%20.46%52
$225.00Nov 13$12.450.3717.8%6.52%24.31%12
$220.00Nov 13$13.650.3915.2%7.15%22.32%812
$207.50Nov 13$17.350.468.6%9.08%17.71%418
$200.00Nov 13$19.900.504.7%10.42%15.12%1226
$205.00Nov 13$17.750.477.3%9.29%16.61%12

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 29,519
Total Puts 36,954
Put/Call Ratio 1.25
Net Difference -7,435

Prior's Put/Call Breakdown

Total Calls 21,515
Total Puts 23,161
Put/Call Ratio 1.08
Net Difference -1,646

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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