Tour v531
MRNA
MODERNA INC
$223.10 -0.84%
◀ 10/12 09:55 ▶

Option Volume

Detail
ℹ
Current (10/12 9:55am) 12,990
Calls: 4,603 (35%)
Puts: 8,387 (65%)
Prior (10/06) 33,739
Calls: 17,998 (53%)
Puts: 15,741 (47%)
Current vs Prior -61.50%
Calls: -74.42% (Calls)
Puts: -46.72% (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 -90.95%
Calls: -92.86%
Puts: -89.40%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 9:55am) $14.78M
Calls: $8.53M (58%)
Puts: $6.25M (42%)
Prior (10/06) $26.10M
Calls: $11.65M (45%)
Puts: $14.45M (55%)
Current vs Prior -43.38%
Calls: -26.75%
Puts: -56.78%
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 -92.40%
Calls: -94.96%
Puts: -75.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 9:55am) 1.82
Prior (10/06) 0.87
Current vs Prior +108.33%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +96.97%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 9:55am) 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 9.05% | 13.07%9.05% | 29.83%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +15.46% | +15.12%-20.22% | +5.60%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +9.45% | -2.29%-33.24% | +10.06%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +15.46% | +15.12%-12.26% | +7.73%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.99% | 16.86%
Calls: 4.65% | 18.95%
Puts: 3.33% | 14.77%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +71.24% | +710.58%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -82.03% | +19.68%
Liquidity Acceptable
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🤖 AI Insights

Below-average activity with volume down 62% vs prior. Extreme bearish P/C ratio of 1.82 - heavy put buying. P/C ratio rising 108% - 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 BEARISH
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
09:55BULLISHBEARISHBEARISH
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 132 of results (avg 6.7%, best 1.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$207.50Oct 1618.4018.85$18.632.4%10.77678
$200.00Oct 1624.3024.90$24.602.4%750.864.9K
$210.00Oct 1616.6517.10$16.882.7%1640.741.9K
$225.00Oct 168.458.70$8.572.9%3670.493.7K
$217.50Oct 1612.0012.40$12.203.3%410.614.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1640.5041.20$40.851.7%20.89--
$245.00Oct 1624.9525.45$25.202.0%120.7710
$260.00Oct 1638.0539.05$38.552.6%--0.8727
$250.00Oct 1629.0529.95$29.503.1%60.81477
$232.50Oct 1615.1015.60$15.353.3%50.6321

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.72, cheapest $0.64)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 160.610.66$0.647.8%1820.061.5K
$192.50Oct 160.770.83$0.807.5%410.07342

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 112 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1642.3544.10$43.234.0%81.002.9K
$185.00Oct 1637.1040.00$38.557.5%40.941.4K
$182.50Oct 1639.5543.00$41.288.4%--0.9461
$187.50Oct 1634.6038.20$36.409.9%20.93132
$190.00Oct 1633.2535.80$34.537.4%290.931.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1640.5041.20$40.851.7%20.89--
$260.00Oct 1638.0539.05$38.552.6%--0.8727
$250.00Oct 1629.0529.95$29.503.1%60.81477
$260.00Oct 2338.8542.25$40.558.4%--0.7927
$245.00Oct 1624.9525.45$25.202.0%120.7710

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 9.4K, top 996)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 168.458.70$8.572.9%3670.493.7K
$250.00Oct 162.572.67$2.623.8%2470.191.7K
$230.00Oct 166.606.85$6.733.7%2430.411.2K
$220.00Oct 1610.6011.10$10.854.6%1950.572.4K
$245.00Oct 163.203.35$3.284.6%1790.23268
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.250.35$0.3033.3%9960.033.8K
$212.50Oct 164.554.80$4.685.3%6610.30213
$220.00Oct 167.608.00$7.805.1%6570.431.1K
$200.00Oct 161.571.64$1.614.3%6460.132.0K
$200.00Oct 234.504.95$4.729.5%4810.22522

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 10.7%, max 18.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Oct 16Oct 23113.3%95.3%18.9%6064
$242.50Oct 16Oct 23107.1%93.0%15.1%21253
$247.50Oct 16Oct 23110.2%96.4%14.4%22184
$232.50Oct 16Oct 23102.2%90.1%13.5%117217
$237.50Oct 16Oct 23104.5%92.5%13.0%75183
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20111.9%107.7%3.8%6496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 194 found (best R:R 1.78, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 20$3.60$6.40$3.6058%1.78$223.60
$230.00$240.00Nov 20$3.62$6.38$3.6253%1.76$233.62
$250.00$260.00Nov 13$2.62$7.38$2.6243%2.82$252.62
$250.00$260.00Nov 20$2.93$7.07$2.9344%2.41$252.93
$200.00$210.00Nov 20$5.53$4.47$5.5368%0.81$205.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$192.50Oct 23$0.20$2.30$0.2018%11.50$194.80
$217.50$215.00Oct 30$0.82$1.68$0.8241%2.05$216.68
$190.00$187.50Oct 23$0.15$2.35$0.1514%15.67$189.85
$200.00$197.50Oct 30$0.55$1.95$0.5530%3.55$199.45
$210.00$207.50Oct 23$0.63$1.87$0.6332%2.97$209.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 0.90, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$235.00$237.50Oct 23$1.25$1.25$1.2559%1.00$236.25
$227.50$230.00Oct 23$1.35$1.35$1.1552%1.17$228.85
$255.00$260.00Oct 23$1.18$1.18$3.8275%0.31$256.18
$247.50$250.00Oct 23$0.80$0.80$1.7070%0.47$248.30
$230.00$232.50Oct 23$1.03$1.03$1.4755%0.70$231.03
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$4.75$4.75$5.2564%0.90$205.25
$220.00$210.00Nov 20$5.18$5.18$4.8258%1.07$214.82
$200.00$195.00Nov 20$2.55$2.55$2.4569%1.04$197.45
$195.00$190.00Nov 13$2.32$2.32$2.6872%0.87$192.68
$185.00$180.00Nov 20$1.82$1.82$3.1876%0.57$183.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $4.98, cheapest $4.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50Oct 16Oct 23$4.09102.2%90.1%
$237.50Oct 16Oct 23$4.05104.5%92.5%
$230.00Oct 16Oct 23$4.37100.9%90.6%
$222.50Oct 16Oct 23$4.5797.5%88.3%
$220.00Oct 16Oct 23$4.9396.8%88.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$4.10100.9%90.6%
$222.50Oct 16Oct 23$4.4597.5%88.3%
$220.00Oct 16Oct 23$4.4896.8%88.3%
$212.50Oct 16Oct 23$4.1495.5%87.9%
$217.50Oct 16Oct 23$4.6596.2%89.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 8.36% of stock, avg 17.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$220.00Oct 16$10.85$7.80$18.65$201.35$238.658.36%
$222.50Oct 16$9.68$9.10$18.78$203.72$241.288.42%
$217.50Oct 16$12.20$6.65$18.85$198.65$236.358.45%
$225.00Oct 16$8.57$10.52$19.09$205.91$244.098.56%
$215.00Oct 16$13.63$5.58$19.21$195.79$234.218.61%
$227.50Oct 16$7.55$11.98$19.53$207.97$247.038.75%
$212.50Oct 16$15.20$4.68$19.88$192.62$232.388.91%
$230.00Oct 16$6.73$13.60$20.33$209.67$250.339.11%
$210.00Oct 16$16.88$3.85$20.73$189.27$230.739.29%
$232.50Oct 16$5.98$15.35$21.33$211.17$253.839.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 4.45% of stock, avg 15.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$235.00$212.50Oct 16$5.25$4.68$9.93$202.57$244.93
$235.00$215.00Oct 16$5.25$5.58$10.83$204.17$245.83
$232.50$212.50Oct 16$5.98$4.68$10.66$201.84$243.16
$232.50$215.00Oct 16$5.98$5.58$11.56$203.44$244.06
$235.00$217.50Oct 16$5.25$6.65$11.90$205.60$246.90
$230.00$212.50Oct 16$6.73$4.68$11.41$201.09$241.41
$232.50$217.50Oct 16$5.98$6.65$12.63$204.87$245.13
$230.00$215.00Oct 16$6.73$5.58$12.31$202.69$242.31
$230.00$217.50Oct 16$6.73$6.65$13.38$204.12$243.38
$227.50$212.50Oct 16$7.55$4.68$12.23$200.27$239.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 4.32, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202248/250Oct 23$2.03$0.4745%4.32$200.47$249.53
190/192248/250Oct 23$1.56$0.9454%1.66$190.94$249.06
200/202250/252Oct 23$1.68$0.8248%2.05$200.82$251.68
200/202242/245Oct 23$1.80$0.7042%2.57$200.70$244.30
185/188248/250Oct 23$1.26$1.2458%1.02$186.24$248.76
198/200248/250Oct 23$1.44$1.0648%1.36$198.56$248.94
180/182248/250Oct 23$1.13$1.3760%0.82$181.37$248.63
190/192250/252Oct 23$1.21$1.2956%0.94$191.29$251.21
190/192242/245Oct 23$1.33$1.1750%1.14$191.17$243.83
200/202245/248Oct 23$1.48$1.0244%1.45$201.02$246.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 118 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.38$9.6210%25.32
$220.00$222.50$225.00Oct 16$0.06$2.448%40.67
$215.00$217.50$220.00Oct 16$0.08$2.429%30.25
$207.50$210.00$212.50Oct 16$0.07$2.438%34.71
$227.50$230.00$232.50Oct 16$0.07$2.437%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Nov 20$0.30$9.709%32.33
$220.00$230.00$240.00Nov 20$0.31$9.699%31.26
$200.00$210.00$220.00Nov 20$0.43$9.5710%22.26
$210.00$215.00$220.00Nov 13$0.10$4.906%49.00
$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. 27 found (best net $-12.01, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$267.501:2Oct 16-$1.07$1.43
$262.50$265.001:2Oct 16-$1.19$1.31
$260.00$262.501:2Oct 16-$1.34$1.16
$257.50$260.001:2Oct 16-$1.49$1.01
$255.00$257.501:2Oct 16-$1.67$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$225.001:2Nov 6-$12.01$12.99
$182.50$180.001:2Oct 16-$0.17$2.33
$187.50$185.001:2Oct 16-$0.22$2.28
$190.00$187.501:2Oct 16-$0.44$2.06
$192.50$190.001:2Oct 16-$0.48$2.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 10.67%, avg 5.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Nov 20$23.800.497.6%10.67%18.24%13819
$260.00Nov 20$16.850.4016.5%7.55%24.09%5895
$250.00Nov 20$19.750.4412.1%8.85%20.91%8888
$230.00Nov 20$27.200.533.1%12.19%15.28%10699
$250.00Nov 13$17.800.4312.1%7.98%20.04%--15
$240.00Nov 13$21.250.487.6%9.52%17.10%319
$245.00Nov 13$19.350.459.8%8.67%18.49%--20
$260.00Nov 13$15.150.3816.5%6.79%23.33%--16
$235.00Nov 13$23.000.505.3%10.31%15.64%--12
$230.00Nov 13$24.850.533.1%11.14%14.23%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 4,603
Total Puts 8,387
Put/Call Ratio 1.82
Net Difference -3,784

Prior's Put/Call Breakdown

Total Calls 17,998
Total Puts 15,741
Put/Call Ratio 0.87
Net Difference 2,257

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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