Tour v531
MRNA
MODERNA INC
$220.85 -1.84%
◀ 10/12 09:35 ▶

Option Volume

Detail
ℹ
Current (10/12 9:35am) 5,263
Calls: 1,893 (36%)
Puts: 3,370 (64%)
Prior (10/06) 5,161
Calls: 3,415 (66%)
Puts: 1,746 (34%)
Current vs Prior +1.98%
Calls: -44.57% (Calls)
Puts: +93.01% (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 -96.13%
Calls: -96.91%
Puts: -95.50%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 9:35am) $6.62M
Calls: $4.39M (66%)
Puts: $2.23M (34%)
Prior (10/06) $3.87M
Calls: $3.17M (82%)
Puts: $696.4K (18%)
Current vs Prior +71.08%
Calls: +38.48%
Puts: +219.51%
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 -96.48%
Calls: -97.37%
Puts: -89.40%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 9:35am) 1.78
Prior (10/06) 0.51
Current vs Prior +248.20%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +99.92%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 9:35am) 829,020
Calls: 346,466 (42%)
Puts: 482,554 (58%)
Prior (10/06) 803,397
Calls: 346,222 (43%)
Puts: 457,175 (57%)
Current vs Prior +3.19%
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 +7.88%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 9.24% | 13.24%9.24% | 30.38%
Prior 6.65% | 11.12%14.06% | 29.70%
Current vs Prior +38.86% | +19.04%-34.32% | +2.31%
Prior 7-Day Avg 8.45% | 13.75%14.64% | 26.75%
Current vs 7-Day Avg +9.34% | -3.71%-36.92% | +13.57%
Prior 7-Day Eod 6.65% | 11.12%10.32% | 27.69%
Current vs 7-Day Eod +38.86% | +19.04%-10.49% | +9.72%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 5.89% | 13.24%
Calls: 6.49% | 17.73%
Puts: 5.30% | 8.75%
Prior 5.08% | 14.68%
Calls: 5.76% | 14.89%
Puts: 4.40% | 14.46%
Current vs Prior +15.94% | -9.81%
Prior 7-Day Avg 26.05% | 16.24%
Calls: 25.36% | 14.72%
Puts: 26.74% | 17.76%
Current vs 7-Day Avg -77.39% | -18.46%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($4.39M). Elevated premium activity with dollar volume up 71% vs prior. Extreme bearish P/C ratio of 1.78 - heavy put buying. P/C ratio rising 248% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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
09:35BULLISHBEARISHBEARISH

📈 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 113 of results (avg 7.4%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1622.8023.50$23.153.0%410.834.9K
$195.00Oct 1626.9027.85$27.383.5%150.88632
$217.50Oct 1611.0511.45$11.253.6%240.584.8K
$210.00Oct 1615.4016.10$15.754.4%1320.701.9K
$205.00Oct 1618.6019.50$19.054.7%10.77781
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Oct 1626.2527.20$26.733.6%50.7910
$220.00Oct 168.859.20$9.023.9%2890.461.1K
$250.00Oct 1630.6031.85$31.234.0%10.83477
$232.50Oct 1616.5517.25$16.904.1%20.6521
$225.00Oct 1611.6512.15$11.904.2%800.541.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.85, cheapest $0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Oct 160.911.07$0.9916.2%110.08115
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 160.610.68$0.6510.8%220.061.1K
$187.50Oct 160.760.83$0.808.7%150.07611
$190.00Oct 160.931.02$0.989.2%300.081.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 110 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Oct 1642.0545.65$43.858.2%--0.96108
$180.00Oct 1640.1042.70$41.406.3%20.962.9K
$182.50Oct 1637.2541.00$39.139.6%--0.9561
$185.00Oct 1634.8538.35$36.609.6%10.941.4K
$177.50Oct 2343.1546.90$45.038.3%--0.9336
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1640.8044.65$42.729.0%20.89--
$260.00Oct 1639.0041.75$40.386.8%--0.8827
$250.00Oct 1630.6031.85$31.234.0%10.83477
$245.00Oct 1626.2527.20$26.733.6%50.7910
$260.00Oct 2340.7544.40$42.588.6%--0.7927

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 4.0K, top 879)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1615.4016.10$15.754.4%1320.701.9K
$250.00Oct 161.982.22$2.1011.4%1240.161.7K
$245.00Oct 162.612.91$2.7610.9%1150.20268
$225.00Oct 167.558.15$7.857.6%1040.463.7K
$220.00Oct 169.7010.35$10.026.5%930.542.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.400.62$0.5143.1%8790.043.8K
$212.50Oct 165.455.85$5.657.1%6190.34213
$220.00Oct 168.859.20$9.023.9%2890.461.1K
$200.00Oct 162.172.31$2.246.3%1250.172.0K
$217.50Oct 167.608.00$7.805.1%1060.42365

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 10.4%, max 15.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$247.50Oct 16Oct 23109.2%94.7%15.3%7184
$227.50Oct 16Oct 23103.2%89.9%14.8%674.8K
$237.50Oct 16Oct 23105.4%91.8%14.8%15183
$242.50Oct 16Oct 23107.0%93.7%14.2%15253
$217.50Oct 16Oct 23100.7%90.3%11.5%254.8K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Oct 16Oct 23100.7%90.3%11.5%109399
$222.50Oct 16Oct 23100.5%91.0%10.5%22801
$250.00Oct 16Nov 20108.9%108.3%0.5%1496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 197 found (best R:R 1.49, avg 2.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 20$4.01$5.99$4.0158%1.49$224.01
$210.00$220.00Nov 20$4.54$5.46$4.5463%1.20$214.54
$200.00$210.00Nov 20$5.18$4.82$5.1868%0.93$205.18
$230.00$240.00Nov 20$3.64$6.36$3.6453%1.75$233.64
$240.00$250.00Nov 20$3.20$6.80$3.2048%2.12$243.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$217.50Oct 23$0.92$1.58$0.9246%1.72$219.08
$200.00$197.50Oct 23$0.41$2.09$0.4124%5.10$199.59
$225.00$222.50Oct 23$1.13$1.37$1.1351%1.21$223.87
$210.00$207.50Oct 23$0.70$1.80$0.7034%2.57$209.30
$202.50$200.00Oct 23$0.52$1.98$0.5226%3.81$201.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 1.17, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$227.50Oct 23$1.27$1.27$1.2351%1.03$226.27
$252.50$255.00Oct 23$0.58$0.58$1.9276%0.30$253.08
$260.00$262.50Oct 16$0.16$0.16$2.3490%0.07$260.16
$252.50$255.00Oct 16$0.26$0.26$2.2485%0.12$252.76
$257.50$260.00Oct 16$0.18$0.18$2.3288%0.08$257.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.40$5.40$4.6058%1.17$214.60
$210.00$200.00Nov 20$4.80$4.80$5.2063%0.92$205.20
$185.00$180.00Nov 13$1.82$1.82$3.1876%0.57$183.18
$195.00$190.00Nov 13$2.00$2.00$3.0071%0.67$193.00
$187.50$185.00Oct 23$0.90$0.90$1.6086%0.56$186.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $4.79, cheapest $3.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$4.13103.2%89.7%
$227.50Oct 16Oct 23$4.23103.2%89.9%
$220.00Oct 16Oct 23$4.36100.4%87.5%
$235.00Oct 16Oct 23$4.05103.8%91.4%
$212.50Oct 16Oct 23$4.09100.7%89.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$3.87103.4%89.7%
$220.00Oct 16Oct 23$4.03100.6%87.5%
$212.50Oct 16Oct 23$4.00100.7%89.2%
$215.00Oct 16Oct 23$4.1799.9%89.4%
$217.50Oct 16Oct 23$4.33100.7%90.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 8.62% of stock, avg 18.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$220.00Oct 16$10.02$9.02$19.04$200.96$239.048.62%
$217.50Oct 16$11.25$7.80$19.05$198.45$236.558.63%
$222.50Oct 16$8.80$10.38$19.18$203.32$241.688.68%
$215.00Oct 16$12.65$6.63$19.28$195.72$234.288.73%
$225.00Oct 16$7.85$11.90$19.75$205.25$244.758.94%
$212.50Oct 16$14.18$5.65$19.83$192.67$232.338.98%
$227.50Oct 16$6.95$13.50$20.45$207.05$247.959.26%
$210.00Oct 16$15.75$4.75$20.50$189.50$230.509.28%
$230.00Oct 16$6.05$15.15$21.20$208.80$251.209.60%
$207.50Oct 16$17.35$4.00$21.35$186.15$228.859.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 4.55% of stock, avg 15.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$232.50$210.00Oct 16$5.30$4.75$10.05$199.95$242.55
$232.50$212.50Oct 16$5.30$5.65$10.95$201.55$243.45
$230.00$210.00Oct 16$6.05$4.75$10.80$199.20$240.80
$230.00$212.50Oct 16$6.05$5.65$11.70$200.80$241.70
$232.50$215.00Oct 16$5.30$6.63$11.93$203.07$244.43
$230.00$215.00Oct 16$6.05$6.63$12.68$202.32$242.68
$227.50$210.00Oct 16$6.95$4.75$11.70$198.30$239.20
$227.50$212.50Oct 16$6.95$5.65$12.60$199.90$240.10
$232.50$217.50Oct 16$5.30$7.80$13.10$204.40$245.60
$227.50$215.00Oct 16$6.95$6.63$13.58$201.42$241.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 1.50, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
185/188242/245Oct 23$1.50$1.0054%1.50$186.00$244.00
185/188245/248Oct 23$1.37$1.1356%1.21$186.13$246.37
185/188248/250Oct 23$1.30$1.2058%1.08$186.20$248.80
178/180242/245Oct 23$1.24$1.2659%0.98$178.76$243.74
185/188240/242Oct 23$1.35$1.1552%1.17$186.15$241.35
178/180245/248Oct 23$1.11$1.3961%0.80$178.89$246.11
190/192242/245Oct 23$1.35$1.1551%1.17$191.15$243.85
178/180248/250Oct 23$1.04$1.4663%0.71$178.96$248.54
205/208242/245Oct 23$1.68$0.8237%2.05$205.82$244.18
195/198242/245Oct 23$1.44$1.0646%1.36$196.06$243.94

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 118 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.37$9.6310%26.03
$230.00$235.00$240.00Oct 30$0.09$4.916%54.56
$220.00$225.00$230.00Nov 6$0.08$4.926%61.50
$230.00$240.00$250.00Nov 20$0.44$9.569%21.73
$222.50$225.00$227.50Oct 16$0.05$2.458%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.34$9.669%28.41
$240.00$250.00$260.00Nov 20$0.36$9.648%26.78
$225.00$227.50$230.00Oct 16$0.05$2.458%49.00
$180.00$185.00$190.00Nov 20$0.08$4.925%61.50
$230.00$232.50$235.00Oct 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. 28 found (best net $-4.39, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$262.50$265.001:2Oct 16-$0.87$1.63
$260.00$262.501:2Oct 16-$0.95$1.55
$257.50$260.001:2Oct 16-$1.09$1.41
$255.00$257.501:2Oct 16-$1.27$1.23
$252.50$255.001:2Oct 16-$1.37$1.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Oct 23-$4.39$15.61
$250.00$225.001:2Nov 6-$12.10$12.90
$180.00$177.501:2Oct 23-$0.47$2.03
$182.50$180.001:2Oct 16-$0.45$2.05
$187.50$185.001:2Oct 16-$0.50$2.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 8.74%, avg 4.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$19.300.4313.2%8.74%21.94%5888
$260.00Nov 20$16.500.3917.7%7.47%25.20%2895
$240.00Nov 20$22.550.488.7%10.21%18.88%4819
$230.00Nov 20$26.400.534.1%11.95%16.10%9699
$245.00Nov 13$18.900.4510.9%8.56%19.49%--20
$250.00Nov 13$17.350.4213.2%7.86%21.06%--15
$240.00Nov 13$20.550.478.7%9.30%17.98%119
$260.00Nov 13$14.600.3817.7%6.61%24.34%--16
$235.00Nov 13$22.350.496.4%10.12%16.53%--12
$230.00Nov 13$24.250.524.1%10.98%15.12%120

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 1,893
Total Puts 3,370
Put/Call Ratio 1.78
Net Difference -1,477

Prior's Put/Call Breakdown

Total Calls 3,415
Total Puts 1,746
Put/Call Ratio 0.51
Net Difference 1,669

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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