Tour v531
MRNA
MODERNA INC
$224.19 -0.36%
◀ 10/12 10:10 ▶

Option Volume

Detail
ℹ
Current (10/12 10:10am) 19,960
Calls: 8,667 (43%)
Puts: 11,293 (57%)
Prior (10/06) 46,090
Calls: 21,885 (47%)
Puts: 24,205 (53%)
Current vs Prior -56.69%
Calls: -60.40% (Calls)
Puts: -53.34% (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 -86.10%
Calls: -86.55%
Puts: -85.73%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:10am) $23.54M
Calls: $15.73M (67%)
Puts: $7.82M (33%)
Prior (10/06) $35.98M
Calls: $12.51M (35%)
Puts: $23.48M (65%)
Current vs Prior -34.58%
Calls: +25.72%
Puts: -66.71%
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 -87.89%
Calls: -90.71%
Puts: -69.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:10am) 1.30
Prior (10/06) 1.11
Current vs Prior +17.81%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +40.85%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:10am) 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% | 13.02%8.96% | 29.74%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +14.21% | +14.68%-21.08% | +5.29%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +8.27% | -2.66%-33.95% | +9.74%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +14.21% | +14.68%-13.21% | +7.41%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.72% | 11.90%
Calls: 3.42% | 8.70%
Puts: 2.03% | 15.11%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +16.74% | +472.12%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -87.75% | -15.53%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($15.73M). Below-average activity with volume down 57% vs prior. Bearish P/C ratio of 1.30 indicates protective 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
10:10BULLISHBEARISHBEARISH
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 130 of results (avg 6.6%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Oct 1612.7513.05$12.902.3%620.634.8K
$200.00Oct 1625.4526.05$25.752.3%1050.874.9K
$197.50Oct 1627.7028.40$28.052.5%40.89850
$235.00Oct 165.605.75$5.682.6%2630.353.9K
$215.00Oct 1614.2014.60$14.402.8%280.68357
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 1616.1516.45$16.301.8%380.6539
$262.50Oct 1639.3540.15$39.752.0%50.87--
$225.00Oct 169.759.95$9.852.0%5050.491.1K
$260.00Oct 1637.0037.85$37.422.3%--0.8627
$245.00Oct 1623.7524.40$24.082.7%130.7610

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.81, cheapest $0.64)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 160.620.66$0.646.3%5110.061.5K
$192.50Oct 160.760.82$0.797.6%800.07342
$195.00Oct 160.971.01$0.994.0%1740.09792

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 114 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1643.5545.25$44.403.8%100.972.9K
$182.50Oct 1640.5543.45$42.006.9%--0.9661
$185.00Oct 1638.6541.85$40.258.0%40.961.4K
$187.50Oct 1635.6539.45$37.5510.1%20.95132
$190.00Oct 1633.8537.05$35.459.0%520.941.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1639.3540.15$39.752.0%50.87--
$260.00Oct 1637.0037.85$37.422.3%--0.8627
$250.00Oct 1627.9028.80$28.353.2%60.80477
$260.00Oct 2337.6040.90$39.258.4%--0.7927
$245.00Oct 1623.7524.40$24.082.7%130.7610

Most actively traded options today. High liquidity = easy entry/exit. 198 active (total vol 13.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 168.959.25$9.103.3%6580.513.7K
$250.00Oct 162.682.84$2.765.8%3630.201.7K
$230.00Oct 167.057.30$7.183.5%3400.431.2K
$235.00Oct 165.605.75$5.682.6%2630.353.9K
$220.00Oct 1611.3511.70$11.523.0%2250.592.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.250.35$0.3033.3%1.0K0.033.8K
$220.00Oct 167.157.35$7.252.8%9160.411.1K
$200.00Oct 161.521.57$1.553.2%8100.132.0K
$212.50Oct 164.204.40$4.304.7%6900.28213
$200.00Oct 233.854.60$4.2217.8%5920.21522

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 11.7%, max 17.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$242.50Oct 16Oct 23106.4%90.9%17.0%29253
$247.50Oct 16Oct 23109.4%93.5%17.0%48184
$252.50Oct 16Oct 23112.2%96.2%16.7%6564
$237.50Oct 16Oct 23104.0%89.9%15.6%139183
$232.50Oct 16Oct 23101.0%91.3%10.6%309217
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20110.8%106.1%4.4%6496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 199 found (best R:R 0.90, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$5.25$4.75$5.2570%0.90$205.25
$250.00$260.00Nov 20$2.78$7.22$2.7845%2.60$252.78
$220.00$230.00Nov 20$4.30$5.70$4.3059%1.33$224.30
$230.00$240.00Nov 20$3.87$6.13$3.8754%1.58$233.87
$250.00$260.00Nov 13$2.77$7.23$2.7743%2.61$252.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$212.50$210.00Oct 23$0.42$2.08$0.4233%4.95$212.08
$217.50$215.00Oct 23$0.61$1.89$0.6139%3.10$216.89
$200.00$197.50Oct 30$0.40$2.10$0.4029%5.25$199.60
$210.00$207.50Nov 6$0.63$1.87$0.6336%2.97$209.37
$195.00$192.50Oct 23$0.24$2.26$0.2417%9.42$194.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 0.91, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$252.50$255.00Oct 23$0.68$0.68$1.8273%0.37$253.18
$235.00$237.50Oct 23$1.00$1.00$1.5058%0.67$236.00
$257.50$260.00Oct 23$0.53$0.53$1.9777%0.27$258.03
$240.00$242.50Oct 23$0.85$0.85$1.6563%0.52$240.85
$232.50$235.00Oct 23$1.00$1.00$1.5055%0.67$233.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$4.77$4.77$5.2364%0.91$205.23
$220.00$210.00Nov 20$5.25$5.25$4.7559%1.11$214.75
$202.50$200.00Nov 6$1.65$1.65$0.8569%1.94$200.85
$197.50$195.00Oct 30$1.48$1.48$1.0273%1.45$196.02
$202.50$200.00Oct 23$1.35$1.35$1.1576%1.17$201.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $5.05, cheapest $3.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Oct 16Oct 23$3.95104.0%89.9%
$235.00Oct 16Oct 23$4.27102.6%90.8%
$232.50Oct 16Oct 23$4.62101.0%91.3%
$217.50Oct 16Oct 23$4.7895.5%86.6%
$230.00Oct 16Oct 23$4.80100.0%91.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Oct 16Oct 23$4.0595.5%86.6%
$230.00Oct 16Oct 23$4.30100.0%91.5%
$220.00Oct 16Oct 23$4.2395.5%87.5%
$225.00Oct 16Oct 23$4.3898.5%90.7%
$222.50Oct 16Oct 23$4.5095.8%89.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 8.33% of stock, avg 17.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$10.23$8.45$18.68$203.82$241.188.33%
$220.00Oct 16$11.52$7.25$18.77$201.23$238.778.37%
$225.00Oct 16$9.10$9.85$18.95$206.05$243.958.45%
$217.50Oct 16$12.90$6.13$19.03$198.47$236.538.49%
$227.50Oct 16$8.05$11.23$19.28$208.22$246.788.60%
$215.00Oct 16$14.40$5.15$19.55$195.45$234.558.72%
$230.00Oct 16$7.18$12.83$20.01$209.99$250.018.93%
$212.50Oct 16$16.02$4.30$20.32$192.18$232.829.06%
$232.50Oct 16$6.33$14.50$20.83$211.67$253.339.29%
$210.00Oct 16$17.77$3.58$21.35$188.65$231.359.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 4.53% of stock, avg 14.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$5.00$5.15$10.15$204.85$247.65
$235.00$215.00Oct 16$5.68$5.15$10.83$204.17$245.83
$237.50$217.50Oct 16$5.00$6.13$11.13$206.37$248.63
$235.00$217.50Oct 16$5.68$6.13$11.81$205.69$246.81
$232.50$215.00Oct 16$6.33$5.15$11.48$203.52$243.98
$232.50$217.50Oct 16$6.33$6.13$12.46$205.04$244.96
$237.50$220.00Oct 16$5.00$7.25$12.25$207.75$249.75
$235.00$220.00Oct 16$5.68$7.25$12.93$207.07$247.93
$230.00$215.00Oct 16$7.18$5.15$12.33$202.67$242.33
$232.50$220.00Oct 16$6.33$7.25$13.58$206.42$246.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 4.21, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202245/248Oct 23$2.02$0.4844%4.21$200.48$247.02
200/202248/250Oct 23$1.85$0.6546%2.85$200.65$249.35
200/202242/245Oct 23$1.65$0.8542%1.94$200.85$244.15
180/182245/248Oct 23$1.25$1.2558%1.00$181.25$246.25
180/182248/250Oct 23$1.08$1.4260%0.76$181.42$248.58
190/192245/248Oct 23$1.21$1.2952%0.94$191.29$246.21
185/188245/248Oct 23$1.07$1.4355%0.75$186.43$246.07
190/192248/250Oct 23$1.04$1.4654%0.71$191.46$248.54
202/205245/248Oct 23$1.35$1.1541%1.17$203.65$246.35
185/188248/250Oct 23$0.90$1.6058%0.56$186.60$248.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 119 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.30$9.7011%32.33
$245.00$250.00$255.00Oct 30$0.05$4.956%99.00
$230.00$240.00$250.00Nov 20$0.42$9.5810%22.81
$220.00$230.00$240.00Nov 20$0.43$9.5710%22.26
$220.00$225.00$230.00Nov 13$0.08$4.925%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.36$9.6410%26.78
$200.00$210.00$220.00Nov 20$0.48$9.5210%19.83
$230.00$240.00$250.00Nov 20$0.44$9.5610%21.73
$190.00$195.00$200.00Nov 13$0.09$4.915%54.56
$215.00$220.00$225.00Nov 6$0.11$4.896%44.45

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 $-11.73, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$267.501:2Oct 16-$1.11$1.39
$262.50$265.001:2Oct 16-$1.27$1.23
$260.00$262.501:2Oct 16-$1.34$1.16
$257.50$260.001:2Oct 16-$1.58$0.92
$255.00$257.501:2Oct 16-$1.69$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$225.001:2Nov 6-$11.73$13.27
$182.50$180.001:2Oct 16-$0.22$2.28
$185.00$182.501:2Oct 16-$0.33$2.17
$187.50$185.001:2Oct 16-$0.35$2.15
$190.00$187.501:2Oct 16-$0.38$2.12

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 5.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Nov 20$17.600.4016.0%7.85%23.82%8895
$250.00Nov 20$20.300.4511.5%9.05%20.57%68888
$240.00Nov 20$23.700.497.0%10.57%17.62%13819
$230.00Nov 20$27.800.542.6%12.40%14.99%12699
$245.00Nov 13$20.100.469.3%8.97%18.25%220
$260.00Nov 13$15.550.3916.0%6.94%22.91%--16
$250.00Nov 13$18.400.4311.5%8.21%19.72%--15
$240.00Nov 13$21.750.487.0%9.70%16.75%319
$235.00Nov 13$23.600.514.8%10.53%15.35%--12
$230.00Nov 13$25.550.542.6%11.40%13.99%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 8,667
Total Puts 11,293
Put/Call Ratio 1.30
Net Difference -2,626

Prior's Put/Call Breakdown

Total Calls 21,885
Total Puts 24,205
Put/Call Ratio 1.11
Net Difference -2,320

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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