Tour v531
MRNA
MODERNA INC
$223.24 -0.78%
◀ 10/12 10:05 ▶

Option Volume

Detail
ℹ
Current (10/12 10:05am) 18,278
Calls: 7,651 (42%)
Puts: 10,627 (58%)
Prior (10/06) 41,321
Calls: 20,599 (50%)
Puts: 20,722 (50%)
Current vs Prior -55.77%
Calls: -62.86% (Calls)
Puts: -48.72% (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 -87.27%
Calls: -88.13%
Puts: -86.57%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:05am) $21.08M
Calls: $13.49M (64%)
Puts: $7.59M (36%)
Prior (10/06) $31.43M
Calls: $13.25M (42%)
Puts: $18.19M (58%)
Current vs Prior -32.94%
Calls: +1.83%
Puts: -58.27%
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 -89.16%
Calls: -92.03%
Puts: -69.91%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:05am) 1.39
Prior (10/06) 1.01
Current vs Prior +38.07%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +50.15%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:05am) 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 8.95% | 12.97%8.95% | 29.86%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +14.13% | +14.26%-21.14% | +5.69%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +8.19% | -3.02%-34.00% | +10.16%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +14.13% | +14.26%-13.27% | +7.82%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.27% | 11.40%
Calls: 3.60% | 8.28%
Puts: 2.93% | 14.53%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +40.34% | +448.08%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -85.27% | -19.08%
Liquidity Acceptable
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($13.49M). Below-average activity with volume down 56% vs prior. Bearish P/C ratio of 1.39 indicates protective positioning. P/C ratio rising 38% - 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
10:05BULLISHBEARISHBEARISH
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 139 of results (avg 6.7%, best 1.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Oct 1626.8527.30$27.081.7%40.89850
$200.00Oct 1624.6525.15$24.902.0%1040.864.9K
$207.50Oct 1618.6019.00$18.802.1%20.78678
$250.00Oct 162.502.56$2.532.4%3370.191.7K
$240.00Oct 164.004.10$4.052.5%1980.28994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1640.2040.90$40.551.7%50.89--
$235.00Oct 1616.7517.05$16.901.8%360.6639
$260.00Oct 1637.8038.65$38.222.2%--0.8827
$230.00Oct 1613.2013.50$13.352.2%1850.5967
$245.00Oct 1624.5525.20$24.882.6%130.7710

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.58, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.250.30$0.2817.9%1.0K0.033.8K
$190.00Oct 160.620.67$0.657.7%4980.061.5K
$192.50Oct 160.780.82$0.805.0%770.07342

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 113 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1642.4044.45$43.434.7%101.002.9K
$182.50Oct 1639.7042.65$41.187.2%--0.9461
$185.00Oct 1637.8040.95$39.388.0%40.941.4K
$187.50Oct 1634.8538.50$36.6710.0%20.93132
$190.00Oct 1632.7535.90$34.339.2%520.931.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1640.2040.90$40.551.7%50.89--
$260.00Oct 1637.8038.65$38.222.2%--0.8827
$250.00Oct 1628.7529.55$29.152.7%60.81477
$260.00Oct 2338.7041.60$40.157.2%--0.8027
$245.00Oct 1624.5525.20$24.882.6%130.7710

Most actively traded options today. High liquidity = easy entry/exit. 194 active (total vol 12.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 168.508.75$8.632.9%6070.493.7K
$250.00Oct 162.502.56$2.532.4%3370.191.7K
$230.00Oct 166.556.85$6.704.5%3330.411.2K
$235.00Oct 165.105.35$5.234.8%2440.343.9K
$220.00Oct 1610.8011.25$11.034.1%2180.582.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.250.30$0.2817.9%1.0K0.033.8K
$220.00Oct 167.457.75$7.603.9%8030.421.1K
$200.00Oct 161.541.60$1.573.8%7620.132.0K
$212.50Oct 164.404.60$4.504.4%6860.30213
$200.00Oct 234.204.90$4.5515.4%5830.21522

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 9.6%, max 14.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Oct 16Oct 23111.7%97.3%14.8%6264
$242.50Oct 16Oct 23105.9%92.7%14.3%27253
$247.50Oct 16Oct 23109.3%95.6%14.3%39184
$237.50Oct 16Oct 23103.8%92.2%12.5%131183
$217.50Oct 16Oct 2395.6%85.9%11.3%434.8K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20110.2%108.5%1.6%6496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 198 found (best R:R 0.97, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$5.08$4.92$5.0869%0.97$205.08
$240.00$250.00Nov 20$3.05$6.95$3.0549%2.28$243.05
$220.00$230.00Nov 20$4.07$5.93$4.0759%1.46$224.07
$230.00$240.00Nov 20$3.80$6.20$3.8054%1.63$233.80
$250.00$260.00Nov 20$2.98$7.02$2.9845%2.36$252.98
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$217.50$215.00Oct 23$0.48$2.02$0.4840%4.21$217.02
$212.50$210.00Oct 23$0.38$2.12$0.3834%5.58$212.12
$200.00$197.50Oct 30$0.30$2.20$0.3029%7.33$199.70
$210.00$207.50Oct 30$0.67$1.83$0.6736%2.73$209.33
$190.00$187.50Oct 23$0.12$2.38$0.1213%19.83$189.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 1.13, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$252.50$255.00Oct 23$0.93$0.93$1.5773%0.59$253.43
$240.00$242.50Oct 23$1.00$1.00$1.5063%0.67$241.00
$247.50$250.00Oct 23$0.80$0.80$1.7070%0.47$248.30
$255.00$257.50Oct 23$0.53$0.53$1.9775%0.27$255.53
$257.50$260.00Oct 23$0.44$0.44$2.0678%0.21$257.94
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.30$5.30$4.7059%1.13$214.70
$210.00$200.00Nov 20$4.45$4.45$5.5564%0.80$205.55
$202.50$200.00Nov 6$1.75$1.75$0.7568%2.33$200.75
$200.00$195.00Nov 20$2.35$2.35$2.6569%0.89$197.65
$215.00$212.50Oct 23$1.67$1.67$0.8363%2.01$213.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $5.14, cheapest $4.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Oct 16Oct 23$4.30103.8%92.2%
$217.50Oct 16Oct 23$5.1395.6%85.9%
$235.00Oct 16Oct 23$4.62102.1%92.6%
$220.00Oct 16Oct 23$4.8596.1%86.9%
$222.50Oct 16Oct 23$4.7796.5%87.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Oct 16Oct 23$4.0095.6%85.9%
$220.00Oct 16Oct 23$4.1595.8%86.9%
$222.50Oct 16Oct 23$4.2796.5%87.8%
$230.00Oct 16Oct 23$3.9599.9%93.4%
$225.00Oct 16Oct 23$4.2098.4%93.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 8.34% of stock, avg 17.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$9.73$8.88$18.61$203.89$241.118.34%
$220.00Oct 16$11.03$7.60$18.63$201.37$238.638.35%
$217.50Oct 16$12.27$6.43$18.70$198.80$236.208.38%
$225.00Oct 16$8.63$10.25$18.88$206.12$243.888.46%
$215.00Oct 16$13.78$5.40$19.18$195.82$234.188.59%
$227.50Oct 16$7.63$11.75$19.38$208.12$246.888.68%
$212.50Oct 16$15.33$4.50$19.83$192.67$232.338.88%
$230.00Oct 16$6.70$13.35$20.05$209.95$250.058.98%
$210.00Oct 16$17.05$3.70$20.75$189.25$230.759.29%
$232.50Oct 16$5.95$15.13$21.08$211.42$253.589.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 4.36% of stock, avg 14.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$235.00$212.50Oct 16$5.23$4.50$9.73$202.77$244.73
$235.00$215.00Oct 16$5.23$5.40$10.63$204.37$245.63
$232.50$212.50Oct 16$5.95$4.50$10.45$202.05$242.95
$232.50$215.00Oct 16$5.95$5.40$11.35$203.65$243.85
$235.00$217.50Oct 16$5.23$6.43$11.66$205.84$246.66
$232.50$217.50Oct 16$5.95$6.43$12.38$205.12$244.88
$230.00$212.50Oct 16$6.70$4.50$11.20$201.30$241.20
$230.00$215.00Oct 16$6.70$5.40$12.10$202.90$242.10
$230.00$217.50Oct 16$6.70$6.43$13.13$204.37$243.13
$235.00$220.00Oct 16$5.23$7.60$12.83$207.17$247.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 1.94, avg credit $0.99)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
190/192248/250Oct 23$1.65$0.8554%1.94$190.85$249.15
205/208248/250Oct 23$1.77$0.7341%2.42$205.73$249.27
190/192245/248Oct 23$1.45$1.0552%1.38$191.05$246.45
180/182248/250Oct 23$1.25$1.2560%1.00$181.25$248.75
200/202248/250Oct 23$1.60$0.9046%1.78$200.90$249.10
202/205248/250Oct 23$1.53$0.9744%1.58$203.47$249.03
198/200248/250Oct 23$1.37$1.1348%1.21$198.63$248.87
205/208245/248Oct 23$1.57$0.9339%1.69$205.93$246.57
185/188248/250Oct 23$1.07$1.4358%0.75$186.43$248.57
180/182245/248Oct 23$1.05$1.4558%0.72$181.45$246.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 117 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
$220.00$230.00$240.00Nov 20$0.27$9.7310%36.04
$245.00$250.00$255.00Oct 30$0.05$4.956%99.00
$215.00$220.00$225.00Nov 6$0.09$4.916%54.56
$225.00$230.00$235.00Nov 13$0.08$4.925%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.35$9.6510%27.57
$230.00$240.00$250.00Nov 20$0.43$9.579%22.26
$205.00$207.50$210.00Oct 16$0.06$2.447%40.67
$210.00$215.00$220.00Nov 13$0.12$4.886%40.67
$220.00$222.50$225.00Oct 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. 27 found (best net $-11.46, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$262.50$265.001:2Oct 16-$1.07$1.43
$265.00$267.501:2Oct 16-$1.07$1.43
$260.00$262.501:2Oct 16-$1.26$1.24
$257.50$260.001:2Oct 16-$1.40$1.10
$255.00$257.501:2Oct 16-$1.58$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$225.001:2Nov 6-$11.46$13.54
$182.50$180.001:2Oct 16-$0.14$2.36
$187.50$185.001:2Oct 16-$0.33$2.17
$185.00$182.501:2Oct 16-$0.40$2.10
$190.00$187.501:2Oct 16-$0.45$2.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 9.07%, avg 5.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$20.250.4512.0%9.07%21.06%8888
$260.00Nov 20$17.600.4016.5%7.88%24.35%7895
$240.00Nov 20$23.700.497.5%10.62%18.12%13819
$230.00Nov 20$27.500.543.0%12.32%15.35%11699
$245.00Nov 13$20.100.469.8%9.00%18.75%220
$250.00Nov 13$18.400.4312.0%8.24%20.23%--15
$260.00Nov 13$15.550.3916.5%6.97%23.43%--16
$240.00Nov 13$21.750.487.5%9.74%17.25%319
$235.00Nov 13$23.600.515.3%10.57%15.84%--12
$230.00Nov 13$25.550.543.0%11.45%14.47%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 7,651
Total Puts 10,627
Put/Call Ratio 1.39
Net Difference -2,976

Prior's Put/Call Breakdown

Total Calls 20,599
Total Puts 20,722
Put/Call Ratio 1.01
Net Difference -123

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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