Tour v531
MRNA
MODERNA INC
$224.88 -0.05%
◀ 10/12 10:15 ▶

Option Volume

Detail
ℹ
Current (10/12 10:15am) 21,241
Calls: 9,347 (44%)
Puts: 11,894 (56%)
Prior (10/06) 53,432
Calls: 23,411 (44%)
Puts: 30,021 (56%)
Current vs Prior -60.25%
Calls: -60.07% (Calls)
Puts: -60.38% (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 -85.21%
Calls: -85.49%
Puts: -84.97%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:15am) $24.42M
Calls: $16.47M (67%)
Puts: $7.94M (33%)
Prior (10/06) $41.57M
Calls: $12.17M (29%)
Puts: $29.40M (71%)
Current vs Prior -41.25%
Calls: +35.40%
Puts: -72.98%
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 -87.44%
Calls: -90.26%
Puts: -68.50%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:15am) 1.27
Prior (10/06) 1.28
Current vs Prior -0.77%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +37.55%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:15am) 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 8.85% | 12.95%8.85% | 29.65%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +12.90% | +14.13%-21.99% | +4.97%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +7.02% | -3.13%-34.71% | +9.41%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +12.90% | +14.13%-14.21% | +7.08%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.52% | 10.53%
Calls: 2.37% | 8.34%
Puts: 2.67% | 12.72%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +8.15% | +406.25%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -88.65% | -25.25%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($16.47M). Below-average activity with volume down 60% vs prior. Bearish P/C ratio of 1.27 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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
10:15BULLISHBEARISHBEARISH
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 126 of results (avg 6.5%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Oct 1613.1013.35$13.231.9%630.654.8K
$200.00Oct 1626.0026.55$26.282.1%1060.884.9K
$210.00Oct 1618.0018.40$18.202.2%1860.771.9K
$215.00Oct 1614.6515.00$14.832.4%300.69357
$222.50Oct 1610.4010.65$10.532.4%2040.563.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Oct 1615.6015.90$15.751.9%380.6439
$262.50Oct 1638.7539.50$39.131.9%50.88--
$260.00Oct 1636.4037.20$36.802.2%--0.8727
$222.50Oct 167.958.15$8.052.5%1450.44760
$232.50Oct 1613.8514.20$14.022.5%110.6021

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.71, cheapest $0.56)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 160.540.58$0.567.1%5150.051.5K
$192.50Oct 160.670.72$0.707.1%840.07342
$195.00Oct 160.840.90$0.876.9%1920.08792

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 1644.2045.70$44.953.3%101.002.9K
$182.50Oct 1641.0543.90$42.476.7%--0.9461
$185.00Oct 1638.7541.85$40.307.7%40.941.4K
$187.50Oct 1636.2039.95$38.089.8%20.93132
$190.00Oct 1633.9537.35$35.659.5%520.931.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1638.7539.50$39.131.9%50.88--
$260.00Oct 1636.4037.20$36.802.2%--0.8727
$250.00Oct 1627.4028.20$27.802.9%60.80477
$260.00Oct 2337.2040.65$38.928.9%--0.8027
$245.00Oct 1623.2523.90$23.582.8%130.7610

Most actively traded options today. High liquidity = easy entry/exit. 198 active (total vol 14.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 169.209.45$9.322.7%8620.523.7K
$250.00Oct 162.732.86$2.804.6%3860.201.7K
$230.00Oct 167.207.40$7.302.7%3550.441.2K
$235.00Oct 165.305.85$5.579.9%2760.363.9K
$240.00Oct 164.354.60$4.475.6%2550.30994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 160.250.35$0.3033.3%1.0K0.033.8K
$220.00Oct 166.757.00$6.883.6%9530.401.1K
$200.00Oct 161.341.40$1.374.4%8650.122.0K
$212.50Oct 163.904.10$4.005.0%6900.27213
$200.00Oct 233.854.55$4.2016.7%5920.20522

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 10.0%, max 16.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Oct 16Oct 23110.8%95.5%16.0%7064
$247.50Oct 16Oct 23108.0%94.3%14.6%53184
$242.50Oct 16Oct 23105.3%92.0%14.4%40253
$237.50Oct 16Oct 23102.5%90.0%13.8%158183
$232.50Oct 16Oct 23100.3%91.4%9.7%331217
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20109.6%106.5%2.9%6496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 192 found (best R:R 0.94, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$5.15$4.85$5.1569%0.94$205.15
$240.00$250.00Nov 20$3.25$6.75$3.2549%2.08$243.25
$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
$210.00$207.50Oct 23$0.12$2.38$0.1230%19.83$209.88
$200.00$197.50Oct 30$0.32$2.18$0.3228%6.81$199.68
$210.00$207.50Nov 6$0.52$1.98$0.5235%3.81$209.48
$195.00$192.50Oct 23$0.19$2.31$0.1916%12.16$194.81
$210.00$207.50Oct 30$0.72$1.78$0.7235%2.47$209.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 1.15, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$227.50$230.00Oct 23$1.47$1.47$1.0350%1.43$228.97
$252.50$255.00Oct 23$0.78$0.78$1.7273%0.45$253.28
$247.50$250.00Oct 23$0.75$0.75$1.7569%0.43$248.25
$255.00$257.50Oct 23$0.55$0.55$1.9576%0.28$255.55
$257.50$260.00Oct 23$0.50$0.50$2.0078%0.25$258.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.35$5.35$4.6559%1.15$214.65
$210.00$200.00Nov 20$4.50$4.50$5.5064%0.82$205.50
$212.50$210.00Nov 6$1.85$1.85$0.6563%2.85$210.65
$202.50$200.00Nov 6$1.68$1.68$0.8269%2.05$200.82
$220.00$215.00Nov 13$2.82$2.82$2.1859%1.29$217.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $5.04, cheapest $3.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Oct 16Oct 23$3.87102.5%90.0%
$230.00Oct 16Oct 23$4.3399.3%89.9%
$232.50Oct 16Oct 23$4.47100.3%91.4%
$222.50Oct 16Oct 23$4.4595.9%87.1%
$235.00Oct 16Oct 23$4.36100.0%91.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$4.6599.3%89.9%
$222.50Oct 16Oct 23$4.6095.6%87.1%
$217.50Oct 16Oct 23$4.4094.5%86.5%
$215.00Oct 16Oct 23$4.2494.2%86.4%
$225.00Oct 16Oct 23$4.7797.4%90.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 8.26% of stock, avg 17.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$10.53$8.05$18.58$203.92$241.088.26%
$220.00Oct 16$11.83$6.88$18.71$201.29$238.718.32%
$225.00Oct 16$9.32$9.38$18.70$206.30$243.708.32%
$217.50Oct 16$13.23$5.78$19.01$198.49$236.518.45%
$227.50Oct 16$8.25$10.80$19.05$208.45$246.558.47%
$215.00Oct 16$14.83$4.83$19.66$195.34$234.668.74%
$230.00Oct 16$7.30$12.35$19.65$210.35$249.658.74%
$212.50Oct 16$16.42$4.00$20.42$192.08$232.929.08%
$232.50Oct 16$6.48$14.02$20.50$212.00$253.009.12%
$235.00Oct 16$5.57$15.75$21.32$213.68$256.329.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 4.41% of stock, avg 14.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$5.08$4.83$9.91$205.09$247.41
$235.00$215.00Oct 16$5.57$4.83$10.40$204.60$245.40
$237.50$217.50Oct 16$5.08$5.78$10.86$206.64$248.36
$235.00$217.50Oct 16$5.57$5.78$11.35$206.15$246.35
$232.50$215.00Oct 16$6.48$4.83$11.31$203.69$243.81
$237.50$220.00Oct 16$5.08$6.88$11.96$208.04$249.46
$232.50$217.50Oct 16$6.48$5.78$12.26$205.24$244.76
$235.00$220.00Oct 16$5.57$6.88$12.45$207.55$247.45
$232.50$220.00Oct 16$6.48$6.88$13.36$206.64$245.86
$230.00$215.00Oct 16$7.30$4.83$12.13$202.87$242.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 3.81, avg credit $1.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
205/208248/250Oct 23$1.98$0.5241%3.81$205.52$249.48
180/182248/250Oct 23$1.33$1.1760%1.14$181.17$248.83
205/208245/248Oct 23$1.80$0.7039%2.57$205.70$246.80
202/205248/250Oct 23$1.55$0.9544%1.63$203.45$249.05
190/192248/250Oct 23$1.28$1.2254%1.05$191.22$248.78
200/202248/250Oct 23$1.45$1.0547%1.38$201.05$248.95
205/208242/245Oct 23$1.68$0.8237%2.05$205.82$244.18
180/182245/248Oct 23$1.15$1.3558%0.85$181.35$246.15
185/188248/250Oct 23$1.15$1.3558%0.85$186.35$248.65
198/200248/250Oct 23$1.25$1.2549%1.00$198.75$248.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 117 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.10$9.9010%99.00
$240.00$250.00$260.00Nov 20$0.27$9.739%36.04
$250.00$255.00$260.00Oct 30$0.05$4.955%99.00
$230.00$235.00$240.00Nov 13$0.06$4.945%82.33
$220.00$230.00$240.00Nov 20$0.43$9.5710%22.26
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.19$9.8110%51.63
$185.00$190.00$195.00Nov 20$0.05$4.955%99.00
$230.00$240.00$250.00Nov 20$0.44$9.5610%21.73
$207.50$210.00$212.50Oct 16$0.05$2.457%49.00
$217.50$220.00$222.50Oct 16$0.07$2.439%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. 26 found (best net $-11.78, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$267.501:2Oct 16-$1.13$1.37
$262.50$265.001:2Oct 16-$1.21$1.29
$260.00$262.501:2Oct 16-$1.37$1.13
$257.50$260.001:2Oct 16-$1.56$0.94
$255.00$257.501:2Oct 16-$1.74$0.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$225.001:2Nov 6-$11.78$13.22
$182.50$180.001:2Oct 16-$0.22$2.28
$187.50$185.001:2Oct 16-$0.28$2.22
$185.00$182.501:2Oct 16-$0.34$2.16
$192.50$190.001:2Oct 16-$0.42$2.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 9.20%, avg 5.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$20.700.4511.2%9.20%20.38%69888
$260.00Nov 20$17.600.4015.6%7.83%23.44%8895
$240.00Nov 20$23.700.496.7%10.54%17.26%13819
$230.00Nov 20$27.800.542.3%12.36%14.64%12699
$245.00Nov 13$20.100.468.9%8.94%17.89%220
$260.00Nov 13$15.550.3915.6%6.91%22.53%--16
$250.00Nov 13$18.400.4311.2%8.18%19.35%--15
$240.00Nov 13$21.750.486.7%9.67%16.40%319
$235.00Nov 13$23.600.514.5%10.49%14.99%--12
$230.00Nov 13$25.550.542.3%11.36%13.64%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 9,347
Total Puts 11,894
Put/Call Ratio 1.27
Net Difference -2,547

Prior's Put/Call Breakdown

Total Calls 23,411
Total Puts 30,021
Put/Call Ratio 1.28
Net Difference -6,610

Prior 7-Day Put/Call Summary

Total Calls 451,035
Total Puts 553,993
Average Put/Call Ratio 0.93
Ratio Trend Falling

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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