Tour v531
MRNA
MODERNA INC
$220.91 -1.82%
◀ 10/12 09:50 ▶

Option Volume

Detail
ℹ
Current (10/12 9:50am) 10,758
Calls: 3,894 (36%)
Puts: 6,864 (64%)
Prior (10/06) 27,715
Calls: 15,644 (56%)
Puts: 12,071 (44%)
Current vs Prior -61.18%
Calls: -75.11% (Calls)
Puts: -43.14% (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 -92.51%
Calls: -93.96%
Puts: -91.33%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 9:50am) $12.77M
Calls: $7.26M (57%)
Puts: $5.52M (43%)
Prior (10/06) $21.73M
Calls: $12.32M (57%)
Puts: $9.42M (43%)
Current vs Prior -41.23%
Calls: -41.08%
Puts: -41.42%
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 -93.43%
Calls: -95.71%
Puts: -78.13%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 9:50am) 1.76
Prior (10/06) 0.77
Current vs Prior +128.45%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +90.54%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 9:50am) 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 9.09% | 13.15%9.09% | 30.38%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +15.91% | +15.90%-19.91% | +7.54%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +9.87% | -1.63%-32.97% | +12.09%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +15.91% | +15.90%-11.92% | +9.71%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.26% | 14.80%
Calls: 6.06% | 14.70%
Puts: 2.46% | 14.90%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +82.83% | +611.54%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -80.82% | +5.06%
Liquidity Acceptable
+
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🤖 AI Insights

Below-average activity with volume down 61% vs prior. Extreme bearish P/C ratio of 1.76 - heavy put buying. P/C ratio rising 128% - 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
09:50BULLISHBEARISHBEARISH
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 122 of results (avg 6.9%, best 0.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1626.9527.45$27.201.8%220.89632
$210.00Oct 1615.3015.65$15.482.3%1590.711.9K
$200.00Oct 1622.7023.25$22.982.4%530.854.9K
$212.50Oct 1613.7014.20$13.953.6%40.673.5K
$217.50Oct 1610.9011.30$11.103.6%290.584.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 168.758.80$8.780.6%5680.461.1K
$262.50Oct 1642.2543.15$42.702.1%20.89--
$222.50Oct 1610.0510.30$10.182.5%730.50760
$245.00Oct 1626.4027.15$26.782.8%50.7910
$235.00Oct 1618.4018.95$18.672.9%350.6939

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.73, cheapest $0.64)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Oct 160.620.65$0.644.7%210.06611
$190.00Oct 160.780.83$0.816.2%1520.071.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 111 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Oct 1642.3045.75$44.037.8%--0.97108
$180.00Oct 1639.8542.65$41.256.8%60.972.9K
$182.50Oct 1637.4041.05$39.229.3%--0.9661
$185.00Oct 1635.0538.10$36.588.3%20.951.4K
$187.50Oct 1632.6536.35$34.5010.7%--0.94132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1642.2543.15$42.702.1%20.89--
$260.00Oct 1639.0040.80$39.904.5%--0.8827
$250.00Oct 1630.4531.60$31.033.7%40.83477
$260.00Oct 2340.6044.00$42.308.0%--0.7927
$245.00Oct 1626.4027.15$26.782.8%50.7910

Most actively traded options today. High liquidity = easy entry/exit. 176 active (total vol 7.6K, top 994)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 167.607.95$7.784.5%3100.463.7K
$230.00Oct 165.906.25$6.085.8%2160.381.2K
$250.00Oct 162.242.35$2.304.8%2150.171.7K
$220.00Oct 169.6010.20$9.906.1%1760.542.4K
$210.00Oct 1615.3015.65$15.482.3%1590.711.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.300.43$0.3735.1%9940.033.8K
$212.50Oct 165.255.50$5.384.6%6490.33213
$220.00Oct 168.758.80$8.780.6%5680.461.1K
$200.00Oct 161.922.00$1.964.1%4290.152.0K
$205.00Oct 162.953.05$3.003.3%2820.221.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 9.6%, max 16.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Oct 16Oct 23113.4%97.6%16.2%5764
$247.50Oct 16Oct 23110.4%96.7%14.1%20184
$242.50Oct 16Oct 23109.0%95.6%14.0%18253
$237.50Oct 16Oct 23106.2%95.3%11.5%62183
$232.50Oct 16Oct 23103.2%93.4%10.5%101217
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Oct 16Oct 2396.5%89.2%8.2%137399
$250.00Oct 16Nov 20111.9%109.4%2.3%4496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 197 found (best R:R 2.45, avg 2.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$240.00$250.00Nov 20$2.90$7.10$2.9048%2.45$242.90
$210.00$220.00Nov 20$4.40$5.60$4.4063%1.27$214.40
$220.00$230.00Nov 20$4.05$5.95$4.0558%1.47$224.05
$230.00$240.00Nov 20$3.65$6.35$3.6553%1.74$233.65
$250.00$260.00Nov 13$2.65$7.35$2.6542%2.77$252.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$182.50$180.00Oct 30$0.12$2.38$0.1220%19.83$182.38
$210.00$207.50Nov 6$0.66$1.84$0.6637%2.79$209.34
$200.00$197.50Oct 23$0.40$2.10$0.4023%5.25$199.60
$190.00$185.00Nov 13$1.10$3.90$1.1026%3.55$188.90
$212.50$210.00Oct 23$0.77$1.73$0.7737%2.25$211.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 1.18, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$230.00Oct 30$2.65$2.65$2.3547%1.13$227.65
$247.50$250.00Oct 23$0.70$0.70$1.8072%0.39$248.20
$237.50$240.00Oct 23$0.85$0.85$1.6563%0.52$238.35
$237.50$240.00Oct 16$0.63$0.63$1.8771%0.34$238.13
$222.50$225.00Oct 23$1.20$1.20$1.3048%0.92$223.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.42$5.42$4.5858%1.18$214.58
$210.00$200.00Nov 20$4.77$4.77$5.2363%0.91$205.23
$195.00$190.00Nov 13$2.52$2.52$2.4871%1.02$192.48
$220.00$215.00Nov 13$3.00$3.00$2.0057%1.50$217.00
$215.00$212.50Oct 23$1.73$1.73$0.7760%2.25$213.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $4.92, cheapest $3.64)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 16Oct 23$4.1596.2%85.1%
$235.00Oct 16Oct 23$4.40104.7%94.3%
$232.50Oct 16Oct 23$4.50103.2%93.4%
$225.00Oct 16Oct 23$4.57100.3%90.7%
$227.50Oct 16Oct 23$4.65100.7%91.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 16Oct 23$3.6496.2%85.1%
$225.00Oct 16Oct 23$4.22100.3%90.7%
$230.00Oct 16Oct 23$4.07102.0%93.8%
$220.00Oct 16Oct 23$4.3796.8%89.0%
$222.50Oct 16Oct 23$4.2599.1%91.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 8.42% of stock, avg 18.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$217.50Oct 16$11.10$7.50$18.60$198.90$236.108.42%
$220.00Oct 16$9.90$8.78$18.68$201.32$238.688.46%
$222.50Oct 16$8.75$10.18$18.93$203.57$241.438.57%
$215.00Oct 16$12.60$6.38$18.98$196.02$233.988.59%
$212.50Oct 16$13.95$5.38$19.33$193.17$231.838.75%
$225.00Oct 16$7.78$11.63$19.41$205.59$244.418.79%
$227.50Oct 16$6.80$13.13$19.93$207.57$247.439.02%
$210.00Oct 16$15.48$4.47$19.95$190.05$229.959.03%
$207.50Oct 16$17.27$3.65$20.92$186.58$228.429.47%
$230.00Oct 16$6.08$14.88$20.96$209.04$250.969.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 4.45% of stock, avg 15.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$232.50$210.00Oct 16$5.35$4.47$9.82$200.18$242.32
$232.50$212.50Oct 16$5.35$5.38$10.73$201.77$243.23
$230.00$210.00Oct 16$6.08$4.47$10.55$199.45$240.55
$232.50$215.00Oct 16$5.35$6.38$11.73$203.27$244.23
$230.00$212.50Oct 16$6.08$5.38$11.46$201.04$241.46
$230.00$215.00Oct 16$6.08$6.38$12.46$202.54$242.46
$227.50$210.00Oct 16$6.80$4.47$11.27$198.73$238.77
$227.50$212.50Oct 16$6.80$5.38$12.18$200.32$239.68
$227.50$215.00Oct 16$6.80$6.38$13.18$201.82$240.68
$232.50$217.50Oct 16$5.35$7.50$12.85$204.65$245.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 1.00, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
178/180245/248Oct 23$1.25$1.2561%1.00$178.75$246.25
200/202245/248Oct 23$1.55$0.9544%1.63$200.95$246.55
178/180242/245Oct 23$1.13$1.3759%0.82$178.87$243.63
178/180240/242Oct 23$1.17$1.3357%0.88$178.83$241.17
200/202242/245Oct 23$1.43$1.0742%1.34$201.07$243.93
200/202240/242Oct 23$1.47$1.0340%1.43$201.03$241.47
195/198245/248Oct 23$1.25$1.2548%1.00$196.25$246.25
188/190245/248Oct 23$1.09$1.4155%0.77$188.91$246.09
202/205238/240Oct 16$1.21$1.2950%0.94$203.79$238.71
205/208238/240Oct 16$1.28$1.2246%1.05$206.22$238.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 118 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Nov 20$0.07$9.939%141.86
$210.00$220.00$230.00Nov 20$0.35$9.6510%27.57
$220.00$230.00$240.00Nov 20$0.40$9.6010%24.00
$245.00$250.00$255.00Oct 30$0.07$4.935%70.43
$217.50$220.00$222.50Oct 16$0.05$2.459%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$222.50$225.00Oct 16$0.05$2.458%49.00
$222.50$225.00$227.50Oct 16$0.05$2.458%49.00
$230.00$240.00$250.00Nov 20$0.42$9.589%22.81
$202.50$205.00$207.50Oct 16$0.07$2.437%34.71
$210.00$212.50$215.00Oct 16$0.09$2.418%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-4.00, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$262.50$265.001:2Oct 16-$1.03$1.47
$260.00$262.501:2Oct 16-$1.15$1.35
$257.50$260.001:2Oct 16-$1.28$1.22
$255.00$257.501:2Oct 16-$1.46$1.04
$252.50$255.001:2Oct 16-$1.68$0.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Oct 23-$4.00$16.00
$250.00$225.001:2Nov 6-$12.63$12.37
$180.00$177.501:2Oct 16-$0.21$2.29
$182.50$180.001:2Oct 16-$0.25$2.25
$180.00$177.501:2Oct 23-$0.35$2.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 8.94%, avg 5.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$19.750.4413.2%8.94%22.11%8888
$260.00Nov 20$16.850.4017.7%7.63%25.32%5895
$240.00Nov 20$22.700.488.6%10.28%18.92%12819
$230.00Nov 20$26.250.534.1%11.88%16.00%10699
$245.00Nov 13$19.250.4510.9%8.71%19.62%--20
$250.00Nov 13$17.800.4213.2%8.06%21.23%--15
$260.00Nov 13$15.150.3817.7%6.86%24.55%--16
$240.00Nov 13$20.900.478.6%9.46%18.10%319
$235.00Nov 13$22.600.496.4%10.23%16.61%--12
$230.00Nov 13$24.500.524.1%11.09%15.21%220

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 3,894
Total Puts 6,864
Put/Call Ratio 1.76
Net Difference -2,970

Prior's Put/Call Breakdown

Total Calls 15,644
Total Puts 12,071
Put/Call Ratio 0.77
Net Difference 3,573

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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