Tour v531
MRNA
MODERNA INC
$223.99 -0.45%
◀ 10/12 10:00 ▶

Option Volume

Detail
ℹ
Current (10/12 10:00am) 16,535
Calls: 6,565 (40%)
Puts: 9,970 (60%)
Prior (10/06) 37,704
Calls: 19,696 (52%)
Puts: 18,008 (48%)
Current vs Prior -56.15%
Calls: -66.67% (Calls)
Puts: -44.64% (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 -88.48%
Calls: -89.81%
Puts: -87.40%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:00am) $19.69M
Calls: $12.71M (65%)
Puts: $6.98M (35%)
Prior (10/06) $28.80M
Calls: $12.94M (45%)
Puts: $15.86M (55%)
Current vs Prior -31.64%
Calls: -1.79%
Puts: -55.99%
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 -89.87%
Calls: -92.49%
Puts: -72.32%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:00am) 1.52
Prior (10/06) 0.91
Current vs Prior +66.10%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +64.17%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:00am) 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 8.96% | 13.14%8.96% | 29.79%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +14.31% | +15.77%-21.01% | +5.46%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +8.36% | -1.74%-33.89% | +9.92%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +14.31% | +15.77%-13.13% | +7.59%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.25% | 11.38%
Calls: 1.97% | 11.88%
Puts: 2.52% | 10.88%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior -3.43% | +447.12%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -89.87% | -19.22%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($12.71M). Below-average activity with volume down 56% vs prior. Extreme bearish P/C ratio of 1.52 - heavy put buying. P/C ratio rising 66% - 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
10:00BULLISHBEARISHBEARISH
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 140 of results (avg 6.6%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1625.4025.80$25.601.6%1030.874.9K
$227.50Oct 167.908.05$7.981.9%1700.464.8K
$222.50Oct 1610.0510.25$10.152.0%1110.543.8K
$210.00Oct 1617.4017.80$17.602.3%1690.751.9K
$212.50Oct 1615.6516.05$15.852.5%50.713.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1639.6540.15$39.901.3%50.88--
$235.00Oct 1616.2516.65$16.452.4%350.6539
$225.00Oct 169.8010.05$9.932.5%4220.501.1K
$260.00Oct 1637.1538.10$37.632.5%--0.8627
$245.00Oct 1624.0524.70$24.382.7%130.7610

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
$190.00Oct 160.580.62$0.606.7%4590.061.5K
$192.50Oct 160.730.78$0.766.6%630.07342
$195.00Oct 160.920.98$0.956.3%1490.09792

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 112 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1643.0545.00$44.034.4%80.972.9K
$182.50Oct 1640.3042.95$41.636.4%--0.9761
$185.00Oct 1637.9041.25$39.588.5%40.961.4K
$187.50Oct 1635.4039.00$37.209.7%20.95132
$190.00Oct 1633.1536.00$34.588.2%320.941.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1639.6540.15$39.901.3%50.88--
$260.00Oct 1637.1538.10$37.632.5%--0.8627
$250.00Oct 1628.1529.05$28.603.1%60.81477
$260.00Oct 2338.5041.45$39.987.4%--0.7927
$245.00Oct 1624.0524.70$24.382.7%130.7610

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 11.3K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 168.809.15$8.983.9%5200.503.7K
$250.00Oct 162.672.79$2.734.4%2940.191.7K
$230.00Oct 166.957.15$7.052.8%2630.421.2K
$220.00Oct 1611.1511.65$11.404.4%2030.582.4K
$240.00Oct 164.254.45$4.354.6%1880.28994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.250.35$0.3033.3%1.0K0.033.8K
$220.00Oct 167.207.50$7.354.1%7390.411.1K
$200.00Oct 161.471.54$1.514.6%7290.132.0K
$212.50Oct 164.254.45$4.354.6%6670.29213
$200.00Oct 234.254.85$4.5513.2%5770.21522

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 8.9%, max 16.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Oct 16Oct 23111.9%95.7%16.8%6264
$242.50Oct 16Oct 23105.8%92.5%14.4%22253
$247.50Oct 16Oct 23109.1%96.3%13.3%24184
$237.50Oct 16Oct 23103.1%92.1%11.9%112183
$232.50Oct 16Oct 23100.6%93.5%7.6%154217
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20110.0%107.7%2.1%6496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 188 found (best R:R 1.48, avg 2.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Nov 20$4.03$5.97$4.0358%1.48$224.03
$200.00$210.00Nov 20$5.20$4.80$5.2068%0.92$205.20
$230.00$240.00Nov 20$3.72$6.28$3.7254%1.69$233.72
$250.00$260.00Nov 20$2.83$7.17$2.8344%2.53$252.83
$250.00$260.00Nov 13$2.70$7.30$2.7043%2.70$252.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Oct 23$0.28$2.22$0.2826%7.93$204.72
$217.50$215.00Oct 30$0.80$1.70$0.8041%2.12$216.70
$187.50$185.00Nov 6$0.41$2.09$0.4123%5.10$187.09
$212.50$210.00Oct 23$0.69$1.81$0.6934%2.62$211.81
$210.00$207.50Nov 6$0.75$1.75$0.7536%2.33$209.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 1.11, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$260.00Oct 23$1.28$1.28$3.7275%0.34$256.28
$247.50$250.00Oct 23$0.80$0.80$1.7070%0.47$248.30
$235.00$237.50Oct 23$0.95$0.95$1.5559%0.61$235.95
$230.00$232.50Oct 23$1.08$1.08$1.4254%0.76$231.08
$232.50$235.00Oct 23$1.00$1.00$1.5056%0.67$233.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.25$5.25$4.7558%1.11$214.75
$210.00$200.00Nov 20$4.65$4.65$5.3564%0.87$205.35
$195.00$190.00Nov 13$2.25$2.25$2.7572%0.82$192.75
$185.00$180.00Nov 20$1.98$1.98$3.0276%0.66$183.02
$200.00$195.00Nov 20$2.35$2.35$2.6569%0.89$197.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $5.25, cheapest $3.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Oct 16Oct 23$3.95103.1%92.1%
$235.00Oct 16Oct 23$4.25101.8%93.8%
$220.00Oct 16Oct 23$4.6096.2%88.7%
$232.50Oct 16Oct 23$4.55100.6%93.5%
$222.50Oct 16Oct 23$4.5896.2%89.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Oct 16Oct 23$4.7896.2%88.7%
$222.50Oct 16Oct 23$4.9896.2%89.7%
$215.00Oct 16Oct 23$4.7395.4%89.4%
$225.00Oct 16Oct 23$4.7797.6%91.7%
$230.00Oct 16Oct 23$4.6599.8%94.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 8.36% of stock, avg 17.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$10.15$8.57$18.72$203.78$241.228.36%
$220.00Oct 16$11.40$7.35$18.75$201.25$238.758.37%
$225.00Oct 16$8.98$9.93$18.91$206.09$243.918.44%
$217.50Oct 16$12.73$6.20$18.93$198.57$236.438.45%
$227.50Oct 16$7.98$11.40$19.38$208.12$246.888.65%
$215.00Oct 16$14.25$5.20$19.45$195.55$234.458.68%
$230.00Oct 16$7.05$12.93$19.98$210.02$249.988.92%
$212.50Oct 16$15.85$4.35$20.20$192.30$232.709.02%
$232.50Oct 16$6.25$14.63$20.88$211.62$253.389.32%
$210.00Oct 16$17.60$3.55$21.15$188.85$231.159.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 4.13% of stock, avg 15.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$212.50Oct 16$4.90$4.35$9.25$203.25$246.75
$237.50$215.00Oct 16$4.90$5.20$10.10$204.90$247.60
$235.00$212.50Oct 16$5.55$4.35$9.90$202.60$244.90
$235.00$215.00Oct 16$5.55$5.20$10.75$204.25$245.75
$232.50$212.50Oct 16$6.25$4.35$10.60$201.90$243.10
$237.50$217.50Oct 16$4.90$6.20$11.10$206.40$248.60
$235.00$217.50Oct 16$5.55$6.20$11.75$205.75$246.75
$232.50$215.00Oct 16$6.25$5.20$11.45$203.55$243.95
$232.50$217.50Oct 16$6.25$6.20$12.45$205.05$244.95
$230.00$212.50Oct 16$7.05$4.35$11.40$201.10$241.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 6.14, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202248/250Oct 23$2.15$0.3545%6.14$200.35$249.65
200/202242/245Oct 23$1.93$0.5742%3.39$200.57$244.43
205/208248/250Oct 23$1.87$0.6340%2.97$205.63$249.37
180/182248/250Oct 23$1.27$1.2360%1.03$181.23$248.77
185/188248/250Oct 23$1.26$1.2458%1.02$186.24$248.76
190/192248/250Oct 23$1.33$1.1754%1.14$191.17$248.83
200/202245/248Oct 23$1.54$0.9644%1.60$200.96$246.54
205/208242/245Oct 23$1.65$0.8537%1.94$205.85$244.15
192/195248/250Oct 23$1.26$1.2452%1.02$193.74$248.76
188/190248/250Oct 23$1.15$1.3556%0.85$188.85$248.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 118 found (best R:R 42.48, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.23$9.7710%42.48
$220.00$230.00$240.00Nov 20$0.31$9.6910%31.26
$230.00$240.00$250.00Nov 20$0.37$9.639%26.03
$220.00$225.00$230.00Nov 6$0.06$4.946%82.33
$230.00$235.00$240.00Nov 13$0.06$4.945%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.28$9.729%34.71
$240.00$250.00$260.00Nov 20$0.34$9.668%28.41
$210.00$212.50$215.00Oct 16$0.05$2.458%49.00
$225.00$227.50$230.00Oct 16$0.06$2.448%40.67
$217.50$220.00$222.50Oct 16$0.07$2.438%34.71

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 $-12.03, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$267.501:2Oct 16-$1.09$1.41
$262.50$265.001:2Oct 16-$1.21$1.29
$260.00$262.501:2Oct 16-$1.32$1.18
$257.50$260.001:2Oct 16-$1.54$0.96
$255.00$257.501:2Oct 16-$1.71$0.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$225.001:2Nov 6-$12.03$12.97
$182.50$180.001:2Oct 16-$0.23$2.27
$185.00$182.501:2Oct 16-$0.31$2.19
$187.50$185.001:2Oct 16-$0.35$2.15
$192.50$190.001:2Oct 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. 60 found (best yield 8.04%, avg 5.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Nov 20$18.000.4016.1%8.04%24.11%6895
$250.00Nov 20$20.250.4411.6%9.04%20.65%8888
$240.00Nov 20$23.600.497.2%10.54%17.68%13819
$230.00Nov 20$27.200.542.7%12.14%14.83%11699
$260.00Nov 13$15.550.3916.1%6.94%23.02%--16
$250.00Nov 13$18.350.4311.6%8.19%19.80%--15
$245.00Nov 13$19.900.459.4%8.88%18.26%--20
$240.00Nov 13$21.550.487.2%9.62%16.77%319
$235.00Nov 13$23.350.504.9%10.42%15.34%--12
$230.00Nov 13$25.300.532.7%11.30%13.98%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 6,565
Total Puts 9,970
Put/Call Ratio 1.52
Net Difference -3,405

Prior's Put/Call Breakdown

Total Calls 19,696
Total Puts 18,008
Put/Call Ratio 0.91
Net Difference 1,688

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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