Tour v531
MRNA
MODERNA INC
$225.97 +0.43%
◀ 10/12 10:20 ▶

Option Volume

Detail
ℹ
Current (10/12 10:20am) 23,214
Calls: 10,637 (46%)
Puts: 12,577 (54%)
Prior (10/06) 57,791
Calls: 24,940 (43%)
Puts: 32,851 (57%)
Current vs Prior -59.83%
Calls: -57.35% (Calls)
Puts: -61.72% (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 -83.83%
Calls: -83.49%
Puts: -84.11%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:20am) $34.24M
Calls: $26.18M (76%)
Puts: $8.06M (24%)
Prior (10/06) $46.37M
Calls: $12.62M (27%)
Puts: $33.75M (73%)
Current vs Prior -26.16%
Calls: +107.40%
Puts: -76.11%
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 -82.39%
Calls: -84.53%
Puts: -68.03%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:20am) 1.18
Prior (10/06) 1.32
Current vs Prior -10.24%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +27.82%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:20am) 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 8.81% | 13.03%8.81% | 29.34%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +12.35% | +14.83%-22.37% | +3.86%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +6.50% | -2.54%-35.03% | +8.26%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +12.35% | +14.83%-14.62% | +5.96%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.52% | 9.67%
Calls: 2.56% | 4.95%
Puts: 2.47% | 14.38%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +8.15% | +364.90%
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% | -31.36%
Liquidity Good
+
Add Card

🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($26.18M) vs puts ($8.06M). Below-average activity with volume down 60% vs prior. Slightly bearish P/C ratio of 1.18.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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
10:20BULLISHBEARISHBEARISH
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 132 of results (avg 6.5%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 1617.0017.30$17.151.7%50.743.5K
$217.50Oct 1613.7013.95$13.831.8%670.664.8K
$200.00Oct 1627.0027.55$27.282.0%1060.904.9K
$210.00Oct 1618.7519.15$18.952.1%1960.781.9K
$207.50Oct 1620.7021.15$20.922.2%20.82678
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1637.8038.25$38.031.2%50.87--
$225.00Oct 168.608.80$8.702.3%5850.471.1K
$220.00Oct 166.256.40$6.332.4%9810.381.1K
$245.00Oct 1622.3522.90$22.632.4%130.7510
$227.50Oct 1610.0010.25$10.132.5%170.5120

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.74, cheapest $0.57)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$192.50Oct 160.560.59$0.575.3%860.06342
$195.00Oct 160.710.75$0.735.5%1980.07792
$197.50Oct 160.900.95$0.935.4%960.09577

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 110 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 1639.2042.85$41.038.9%40.971.4K
$182.50Oct 1641.6045.35$43.488.6%--0.9761
$187.50Oct 1636.7540.45$38.609.6%20.95132
$190.00Oct 1634.3537.65$36.009.2%520.951.1K
$192.50Oct 1631.9535.00$33.489.1%210.94399
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1637.8038.25$38.031.2%50.87--
$260.00Oct 1634.7036.15$35.424.1%--0.8627
$250.00Oct 1626.3527.15$26.753.0%80.80477
$260.00Oct 2337.0540.25$38.658.3%--0.7927
$245.00Oct 1622.3522.90$22.632.4%130.7510

Most actively traded options today. High liquidity = easy entry/exit. 193 active (total vol 14.8K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 169.659.90$9.782.6%1.0K0.533.7K
$270.00Oct 161.101.15$1.134.4%4650.09712
$250.00Oct 162.852.97$2.914.1%4170.211.7K
$230.00Oct 167.507.75$7.633.3%4140.451.2K
$240.00Oct 164.604.80$4.704.3%3190.31994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 166.256.40$6.332.4%9810.381.1K
$200.00Oct 161.151.19$1.173.4%9300.102.0K
$212.50Oct 163.503.65$3.584.2%6970.26213
$200.00Oct 233.804.00$3.905.1%5940.19522
$225.00Oct 168.608.80$8.702.3%5850.471.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 9.3%, max 21.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Oct 16Oct 23111.5%92.1%21.1%52168
$252.50Oct 16Oct 23108.9%94.4%15.4%7364
$247.50Oct 16Oct 23106.2%93.2%13.9%72184
$242.50Oct 16Oct 23103.5%90.9%13.8%45253
$237.50Oct 16Oct 23100.8%90.8%11.0%178183
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20107.6%107.3%0.3%8496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 186 found (best R:R 2.45, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$240.00$250.00Nov 20$2.90$7.10$2.9049%2.45$242.90
$220.00$230.00Nov 20$4.12$5.88$4.1259%1.43$224.12
$200.00$210.00Nov 20$5.40$4.60$5.4070%0.85$205.40
$250.00$260.00Nov 13$2.77$7.23$2.7743%2.61$252.77
$215.00$220.00Nov 6$1.85$3.15$1.8562%1.70$216.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$207.50Nov 6$0.48$2.02$0.4835%4.21$209.52
$190.00$187.50Nov 6$0.35$2.15$0.3524%6.14$189.65
$200.00$195.00Nov 6$1.22$3.78$1.2229%3.10$198.78
$210.00$207.50Oct 23$0.57$1.93$0.5730%3.39$209.43
$207.50$205.00Oct 23$0.53$1.97$0.5327%3.72$206.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 1.14, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$257.50Oct 23$0.77$0.77$1.7375%0.45$255.77
$245.00$247.50Oct 23$0.90$0.90$1.6067%0.56$245.90
$230.00$235.00Nov 13$2.70$2.70$2.3046%1.17$232.70
$235.00$237.50Oct 23$1.08$1.08$1.4258%0.76$236.08
$240.00$242.50Oct 23$0.93$0.93$1.5763%0.59$240.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.32$5.32$4.6859%1.14$214.68
$210.00$200.00Nov 20$4.65$4.65$5.3565%0.87$205.35
$205.00$202.50Oct 30$1.78$1.78$0.7268%2.47$203.22
$202.50$200.00Nov 6$1.68$1.68$0.8269%2.05$200.82
$212.50$210.00Nov 6$1.80$1.80$0.7063%2.57$210.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $5.73, cheapest $3.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Oct 16Oct 23$3.87100.8%90.8%
$240.00Oct 16Oct 23$3.93101.5%92.0%
$235.00Oct 16Oct 23$4.3399.0%91.4%
$230.00Oct 16Oct 23$4.5797.4%90.1%
$222.50Oct 16Oct 23$4.4793.6%86.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$5.0897.4%90.1%
$222.50Oct 16Oct 23$4.9593.6%86.5%
$225.00Oct 16Oct 23$5.2394.5%88.3%
$220.00Oct 16Oct 23$4.8593.3%87.3%
$217.50Oct 16Oct 23$4.7592.7%86.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 8.13% of stock, avg 17.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$10.98$7.40$18.38$204.12$240.888.13%
$225.00Oct 16$9.78$8.70$18.48$206.52$243.488.18%
$220.00Oct 16$12.30$6.33$18.63$201.37$238.638.24%
$227.50Oct 16$8.63$10.13$18.76$208.74$246.268.30%
$217.50Oct 16$13.83$5.28$19.11$198.39$236.618.46%
$230.00Oct 16$7.63$11.60$19.23$210.77$249.238.51%
$215.00Oct 16$15.38$4.38$19.76$195.24$234.768.74%
$232.50Oct 16$6.73$13.08$19.81$212.69$252.318.77%
$212.50Oct 16$17.15$3.58$20.73$191.77$233.239.17%
$235.00Oct 16$5.90$14.90$20.80$214.20$255.809.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 4.27% of stock, avg 14.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$5.28$4.38$9.66$205.34$247.16
$237.50$217.50Oct 16$5.28$5.28$10.56$206.94$248.06
$235.00$215.00Oct 16$5.90$4.38$10.28$204.72$245.28
$235.00$217.50Oct 16$5.90$5.28$11.18$206.32$246.18
$237.50$220.00Oct 16$5.28$6.33$11.61$208.39$249.11
$235.00$220.00Oct 16$5.90$6.33$12.23$207.77$247.23
$232.50$215.00Oct 16$6.73$4.38$11.11$203.89$243.61
$232.50$217.50Oct 16$6.73$5.28$12.01$205.49$244.51
$232.50$220.00Oct 16$6.73$6.33$13.06$206.94$245.56
$237.50$222.50Oct 16$5.28$7.40$12.68$209.82$250.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 3.17, avg credit $1.12)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202245/248Oct 23$1.90$0.6045%3.17$200.60$246.90
202/205245/248Oct 23$1.80$0.7042%2.57$203.20$246.80
185/188245/248Oct 23$1.39$1.1156%1.25$186.11$246.39
200/202248/250Oct 23$1.58$0.9247%1.72$200.92$249.08
190/192245/248Oct 23$1.38$1.1253%1.23$191.12$246.38
200/202250/252Oct 23$1.45$1.0549%1.38$201.05$251.45
195/198245/248Oct 23$1.35$1.1550%1.17$196.15$246.35
202/205248/250Oct 23$1.48$1.0244%1.45$203.52$248.98
210/212245/248Oct 23$1.70$0.8035%2.13$210.80$246.70
202/205250/252Oct 23$1.35$1.1546%1.17$203.65$251.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 105 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.07$9.9310%141.86
$200.00$210.00$220.00Nov 20$0.22$9.7810%44.45
$222.50$225.00$227.50Oct 16$0.05$2.459%49.00
$255.00$260.00$265.00Oct 30$0.07$4.935%70.43
$230.00$232.50$235.00Oct 16$0.07$2.438%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.19$9.819%51.63
$190.00$195.00$200.00Nov 20$0.05$4.955%99.00
$210.00$220.00$230.00Nov 20$0.48$9.5210%19.83
$230.00$235.00$240.00Oct 30$0.14$4.866%34.71
$215.00$220.00$225.00Nov 13$0.13$4.875%37.46

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 $-11.63, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Oct 23-$2.36$7.64
$267.50$270.001:2Oct 16-$0.99$1.51
$265.00$267.501:2Oct 16-$1.10$1.40
$262.50$265.001:2Oct 16-$1.27$1.23
$260.00$262.501:2Oct 16-$1.42$1.08
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$225.001:2Nov 6-$11.63$13.37
$187.50$185.001:2Oct 16-$0.08$2.42
$195.00$192.501:2Oct 16-$0.41$2.09
$192.50$190.001:2Oct 16-$0.39$2.11
$197.50$195.001:2Oct 16-$0.53$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 9.51%, avg 4.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$21.500.4510.6%9.51%20.15%72888
$260.00Nov 20$17.650.4015.1%7.81%22.87%8895
$270.00Nov 20$14.950.3619.5%6.62%26.10%3544
$240.00Nov 20$23.700.496.2%10.49%16.70%13819
$230.00Nov 20$28.000.541.8%12.39%14.17%12699
$245.00Nov 13$20.100.468.4%8.89%17.32%220
$260.00Nov 13$15.550.3915.1%6.88%21.94%--16
$250.00Nov 13$18.400.4310.6%8.14%18.78%--15
$230.00Nov 13$26.400.541.8%11.68%13.47%220
$240.00Nov 13$21.850.486.2%9.67%15.88%319

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 10,637
Total Puts 12,577
Put/Call Ratio 1.18
Net Difference -1,940

Prior's Put/Call Breakdown

Total Calls 24,940
Total Puts 32,851
Put/Call Ratio 1.32
Net Difference -7,911

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All