Tour v531
MRNA
MODERNA INC
$222.17 -1.26%
◀ 10/12 09:45 ▶

Option Volume

Detail
ℹ
Current (10/12 9:45am) 9,233
Calls: 3,315 (36%)
Puts: 5,918 (64%)
Prior (10/06) 22,355
Calls: 12,749 (57%)
Puts: 9,606 (43%)
Current vs Prior -58.70%
Calls: -74.00% (Calls)
Puts: -38.39% (Puts)
Prior 7-Day Total 1,005,028
Calls: 451,035 (45%)
Puts: 553,993 (55%)
Prior 7-Day Average 143,575
Calls: 64,433 (45%)
Puts: 79,141 (55%)
Current vs Prior 7-Day Avg -93.57%
Calls: -94.86%
Puts: -92.52%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 9:45am) $11.12M
Calls: $6.32M (57%)
Puts: $4.80M (43%)
Prior (10/06) $17.80M
Calls: $12.48M (70%)
Puts: $5.32M (30%)
Current vs Prior -37.51%
Calls: -49.33%
Puts: -9.78%
Prior 7-Day Total $1.36B
Calls: $1.18B (87%)
Puts: $176.55M (13%)
Prior 7-Day Average $194.41M
Calls: $169.19M (87%)
Puts: $25.22M (13%)
Current vs Prior 7-Day Avg -94.28%
Calls: -96.26%
Puts: -80.96%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 9:45am) 1.79
Prior (10/06) 0.75
Current vs Prior +136.93%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +92.98%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 9:45am) 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 5,605,955
Calls: 2,474,125 (44%)
Puts: 3,131,830 (56%)
Prior 7-Day Average 800,850
Calls: 353,446 (44%)
Puts: 447,404 (56%)
Current vs Prior 7-Day Avg +3.52%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 9.08% | 13.15%9.08% | 30.04%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +15.77% | +15.88%-20.01% | +6.36%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +9.74% | -1.64%-33.06% | +10.86%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +15.77% | +15.88%-12.03% | +8.50%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.64% | 12.54%
Calls: 6.18% | 10.99%
Puts: 3.11% | 14.08%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +99.14% | +502.88%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -79.10% | -10.98%
Liquidity Acceptable
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🤖 AI Insights

Below-average activity with volume down 59% vs prior. Extreme bearish P/C ratio of 1.79 - heavy put buying. P/C ratio rising 137% - 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 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
09:45BULLISHBEARISHBEARISH
09:40BULLISHBEARISHBEARISH
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 115 of results (avg 7.1%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 1616.2516.55$16.401.8%1510.721.9K
$200.00Oct 1623.7524.30$24.032.3%510.854.9K
$195.00Oct 1628.0028.70$28.352.5%210.89632
$250.00Oct 162.482.56$2.523.2%2020.181.7K
$212.50Oct 1614.4514.95$14.703.4%40.693.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1641.5042.00$41.751.2%20.89--
$220.00Oct 168.308.50$8.402.4%4780.441.1K
$222.50Oct 169.509.80$9.653.1%680.48760
$250.00Oct 1629.7530.70$30.233.1%40.82477
$225.00Oct 1610.9011.25$11.083.2%1300.521.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.77, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Oct 160.560.63$0.6011.7%190.06611
$190.00Oct 160.720.79$0.769.2%1490.071.5K
$192.50Oct 160.900.98$0.948.5%310.08342

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 110 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1640.5043.75$42.137.7%60.942.9K
$182.50Oct 1638.0041.80$39.909.5%--0.9461
$185.00Oct 1635.8539.20$37.538.9%20.931.4K
$187.50Oct 1633.4537.00$35.2310.1%--0.93132
$190.00Oct 1630.9533.50$32.237.9%280.921.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1641.5042.00$41.751.2%20.89--
$260.00Oct 1638.0540.00$39.035.0%--0.8827
$250.00Oct 1629.7530.70$30.233.1%40.82477
$260.00Oct 2339.8543.30$41.588.3%--0.7927
$245.00Oct 1625.5026.40$25.953.5%50.7710

Most actively traded options today. High liquidity = easy entry/exit. 168 active (total vol 6.7K, top 926)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 168.108.60$8.356.0%2800.483.7K
$250.00Oct 162.482.56$2.523.2%2020.181.7K
$220.00Oct 1610.2010.85$10.526.2%1540.562.4K
$210.00Oct 1616.2516.55$16.401.8%1510.721.9K
$230.00Oct 166.356.60$6.483.9%1470.401.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.300.45$0.3839.5%9260.033.8K
$212.50Oct 164.955.20$5.084.9%6300.32213
$220.00Oct 168.308.50$8.402.4%4780.441.1K
$200.00Oct 161.781.88$1.835.5%3680.142.0K
$205.00Oct 162.732.89$2.815.7%2580.201.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 10.6%, max 17.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$247.50Oct 16Oct 23112.5%95.7%17.6%19184
$252.50Oct 16Oct 23114.9%99.5%15.5%5664
$242.50Oct 16Oct 23109.0%94.6%15.2%18253
$237.50Oct 16Oct 23105.7%94.2%12.2%62183
$232.50Oct 16Oct 23104.2%93.7%11.2%78217
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Oct 16Oct 2397.7%88.7%10.2%134399
$222.50Oct 16Oct 23100.0%91.4%9.3%69801
$250.00Oct 16Nov 20112.5%108.5%3.7%4496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 192 found (best R:R 2.33, avg 2.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$240.00$250.00Nov 20$3.00$7.00$3.0048%2.33$243.00
$250.00$260.00Nov 20$2.60$7.40$2.6044%2.85$252.60
$200.00$210.00Nov 20$5.20$4.80$5.2068%0.92$205.20
$220.00$230.00Nov 20$4.15$5.85$4.1558%1.41$224.15
$230.00$240.00Nov 20$3.70$6.30$3.7053%1.70$233.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$217.50Oct 23$0.73$1.77$0.7344%2.42$219.27
$225.00$222.50Oct 23$0.90$1.60$0.9050%1.78$224.10
$210.00$207.50Nov 6$0.59$1.91$0.5937%3.24$209.41
$182.50$180.00Oct 30$0.23$2.27$0.2320%9.87$182.27
$185.00$182.50Oct 23$0.15$2.35$0.1511%15.67$184.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 1.28, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$252.50$255.00Oct 23$0.70$0.70$1.8074%0.39$253.20
$222.50$225.00Oct 23$1.37$1.37$1.1347%1.21$223.87
$225.00$227.50Oct 16$1.05$1.05$1.4552%0.72$226.05
$225.00$230.00Nov 6$2.57$2.57$2.4345%1.06$227.57
$247.50$250.00Oct 16$0.37$0.37$2.1380%0.17$247.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.62$5.62$4.3858%1.28$214.38
$210.00$200.00Nov 20$4.35$4.35$5.6563%0.77$205.65
$185.00$180.00Nov 20$2.00$2.00$3.0076%0.67$183.00
$212.50$210.00Nov 6$1.63$1.63$0.8762%1.87$210.87
$190.00$185.00Nov 13$1.88$1.88$3.1274%0.60$188.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $4.85, cheapest $3.83)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Oct 16Oct 23$4.5098.0%85.4%
$237.50Oct 16Oct 23$4.12105.7%94.2%
$225.00Oct 16Oct 23$4.28100.4%89.8%
$232.50Oct 16Oct 23$4.45104.2%93.7%
$235.00Oct 16Oct 23$4.35104.4%94.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Oct 16Oct 23$3.8398.2%85.4%
$225.00Oct 16Oct 23$4.02100.4%89.8%
$215.00Oct 16Oct 23$4.1397.1%87.2%
$230.00Oct 16Oct 23$4.10102.2%92.9%
$217.50Oct 16Oct 23$4.3597.7%88.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 8.51% of stock, avg 18.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$217.50Oct 16$11.75$7.15$18.90$198.60$236.408.51%
$220.00Oct 16$10.52$8.40$18.92$201.08$238.928.52%
$222.50Oct 16$9.32$9.65$18.97$203.53$241.478.54%
$215.00Oct 16$13.30$6.00$19.30$195.70$234.308.69%
$225.00Oct 16$8.35$11.08$19.43$205.57$244.438.75%
$212.50Oct 16$14.70$5.08$19.78$192.72$232.288.90%
$227.50Oct 16$7.30$12.58$19.88$207.62$247.388.95%
$210.00Oct 16$16.40$4.18$20.58$189.42$230.589.26%
$230.00Oct 16$6.48$14.23$20.71$209.29$250.719.32%
$207.50Oct 16$17.98$3.47$21.45$186.05$228.959.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 4.58% of stock, avg 15.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$235.00$212.50Oct 16$5.10$5.08$10.18$202.32$245.18
$235.00$215.00Oct 16$5.10$6.00$11.10$203.90$246.10
$232.50$212.50Oct 16$5.80$5.08$10.88$201.62$243.38
$232.50$215.00Oct 16$5.80$6.00$11.80$203.20$244.30
$230.00$212.50Oct 16$6.48$5.08$11.56$200.94$241.56
$230.00$215.00Oct 16$6.48$6.00$12.48$202.52$242.48
$235.00$217.50Oct 16$5.10$7.15$12.25$205.25$247.25
$232.50$217.50Oct 16$5.80$7.15$12.95$204.55$245.45
$230.00$217.50Oct 16$6.48$7.15$13.63$203.87$243.63
$227.50$212.50Oct 16$7.30$5.08$12.38$200.12$239.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 2.73, avg credit $1.08)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202240/242Oct 23$1.83$0.6740%2.73$200.67$241.83
200/202242/245Oct 23$1.70$0.8042%2.13$200.80$244.20
200/202245/248Oct 23$1.60$0.9044%1.78$200.90$246.60
188/190240/242Oct 23$1.24$1.2651%0.98$188.76$241.24
210/212242/245Oct 16$1.38$1.1244%1.23$211.12$243.88
195/198240/242Oct 23$1.36$1.1444%1.19$196.14$241.36
190/192240/242Oct 23$1.23$1.2749%0.97$191.27$241.23
188/190242/245Oct 23$1.11$1.3953%0.80$188.89$243.61
205/208242/245Oct 16$1.14$1.3651%0.84$206.36$243.64
180/182240/242Oct 23$1.05$1.4555%0.72$181.45$241.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 112 found (best R:R 24.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$215.00$220.00Nov 13$0.07$4.936%70.43
$200.00$210.00$220.00Nov 20$0.47$9.5310%20.28
$255.00$260.00$265.00Oct 30$0.07$4.935%70.43
$220.00$230.00$240.00Nov 20$0.45$9.5510%21.22
$240.00$250.00$260.00Nov 20$0.40$9.608%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.40$9.609%24.00
$190.00$195.00$200.00Nov 20$0.08$4.925%61.50
$222.50$225.00$227.50Oct 16$0.07$2.438%34.71
$227.50$230.00$232.50Oct 16$0.07$2.437%34.71
$215.00$217.50$220.00Oct 16$0.10$2.408%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-3.46, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$262.50$265.001:2Oct 16-$1.20$1.30
$260.00$262.501:2Oct 16-$1.30$1.20
$257.50$260.001:2Oct 16-$1.48$1.02
$255.00$257.501:2Oct 16-$1.63$0.87
$252.50$255.001:2Oct 16-$1.80$0.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Oct 23-$3.46$16.54
$250.00$225.001:2Nov 6-$11.83$13.17
$182.50$180.001:2Oct 16-$0.30$2.20
$185.00$182.501:2Oct 16-$0.37$2.13
$190.00$187.501:2Oct 16-$0.44$2.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 7.85%, avg 5.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Nov 20$17.450.4017.0%7.85%24.88%4895
$250.00Nov 20$19.950.4412.5%8.98%21.51%8888
$240.00Nov 20$23.250.488.0%10.46%18.49%12819
$230.00Nov 20$26.750.533.5%12.04%15.56%10699
$250.00Nov 13$18.150.4312.5%8.17%20.70%--15
$240.00Nov 13$21.250.488.0%9.56%17.59%319
$260.00Nov 13$15.400.3817.0%6.93%23.96%--16
$245.00Nov 13$19.300.4510.3%8.69%18.96%--20
$235.00Nov 13$22.950.505.8%10.33%16.10%--12
$230.00Nov 13$24.800.533.5%11.16%14.69%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 3,315
Total Puts 5,918
Put/Call Ratio 1.79
Net Difference -2,603

Prior's Put/Call Breakdown

Total Calls 12,749
Total Puts 9,606
Put/Call Ratio 0.75
Net Difference 3,143

Prior 7-Day Put/Call Summary

Total Calls 451,035
Total Puts 553,993
Average Put/Call Ratio 0.93
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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