Tour v531
MRNA
MODERNA INC
$225.50 +0.22%
◀ 10/12 10:25 ▶

Option Volume

Detail
ℹ
Current (10/12 10:25am) 28,243
Calls: 13,073 (46%)
Puts: 15,170 (54%)
Prior (10/06) 60,712
Calls: 26,341 (43%)
Puts: 34,371 (57%)
Current vs Prior -53.48%
Calls: -50.37% (Calls)
Puts: -55.86% (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 -80.33%
Calls: -79.71%
Puts: -80.83%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:25am) $38.13M
Calls: $28.47M (75%)
Puts: $9.66M (25%)
Prior (10/06) $46.81M
Calls: $13.93M (30%)
Puts: $32.88M (70%)
Current vs Prior -18.55%
Calls: +104.35%
Puts: -70.62%
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 -80.39%
Calls: -83.17%
Puts: -61.70%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:25am) 1.16
Prior (10/06) 1.30
Current vs Prior -11.07%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +25.44%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:25am) 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 8.90% | 12.75%8.90% | 29.42%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +13.55% | +12.33%-21.54% | +4.16%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +7.64% | -4.66%-34.34% | +8.56%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +13.55% | +12.33%-13.71% | +6.26%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.74% | 10.73%
Calls: 2.60% | 6.34%
Puts: 2.87% | 15.12%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +17.60% | +415.87%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -87.66% | -23.83%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($28.47M). Below-average activity with volume down 53% vs prior. Slightly bearish P/C ratio of 1.16.

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
10:25BULLISHBEARISHBEARISH
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 131 of results (avg 6.3%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 168.508.60$8.551.2%3070.494.8K
$200.00Oct 1626.6527.10$26.881.7%1070.894.9K
$250.00Oct 162.752.80$2.781.8%6430.201.7K
$230.00Oct 167.507.65$7.582.0%5580.451.2K
$210.00Oct 1618.5518.95$18.752.1%2630.771.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Oct 1626.9527.45$27.201.8%120.80477
$262.50Oct 1638.1538.90$38.531.9%50.87--
$225.00Oct 169.009.20$9.102.2%7200.471.1K
$220.00Oct 166.556.70$6.632.3%1.0K0.391.1K
$235.00Oct 1615.1515.50$15.332.3%380.6339

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.68, cheapest $0.52)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 160.470.57$0.5219.2%5320.051.5K
$192.50Oct 160.640.70$0.679.0%1050.06342
$195.00Oct 160.840.88$0.864.7%2020.08792

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 111 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$182.50Oct 1641.6544.60$43.136.8%--0.9661
$185.00Oct 1639.7042.95$41.337.9%40.961.4K
$187.50Oct 1636.8040.50$38.659.6%20.95132
$190.00Oct 1634.8538.10$36.488.9%530.951.1K
$192.50Oct 1632.5535.85$34.209.6%210.94399
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1638.1538.90$38.531.9%50.87--
$260.00Oct 1634.6037.85$36.239.0%--0.8627
$250.00Oct 1626.9527.45$27.201.8%120.80477
$260.00Oct 2336.6040.05$38.339.0%--0.7927
$245.00Oct 1622.7523.40$23.082.8%130.7510

Most actively traded options today. High liquidity = easy entry/exit. 198 active (total vol 17.9K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 169.509.75$9.632.6%1.3K0.533.7K
$250.00Oct 162.752.80$2.781.8%6430.201.7K
$230.00Oct 167.507.65$7.582.0%5580.451.2K
$270.00Oct 161.041.09$1.074.7%5520.09712
$235.00Oct 165.856.00$5.932.5%5000.373.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 161.321.36$1.343.0%1.1K0.112.0K
$220.00Oct 166.556.70$6.632.3%1.0K0.391.1K
$225.00Oct 169.009.20$9.102.2%7200.471.1K
$212.50Oct 163.753.95$3.855.2%7060.27213
$200.00Oct 233.554.00$3.7811.9%6140.19522

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 9.5%, max 15.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Oct 16Oct 23109.0%94.7%15.1%7764
$242.50Oct 16Oct 23104.1%91.0%14.3%466253
$247.50Oct 16Oct 23106.3%93.1%14.1%94184
$237.50Oct 16Oct 23101.6%92.7%9.6%220183
$227.50Oct 16Oct 2397.6%90.0%8.5%3594.8K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20107.9%104.6%3.1%12496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 197 found (best R:R 3.31, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$250.00$260.00Nov 13$2.32$7.68$2.3244%3.31$252.32
$230.00$240.00Nov 20$3.47$6.53$3.4755%1.88$233.47
$250.00$260.00Nov 20$2.61$7.39$2.6145%2.83$252.61
$250.00$260.00Nov 6$2.50$7.50$2.5043%3.00$252.50
$200.00$210.00Nov 20$5.40$4.60$5.4071%0.85$205.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$217.50Oct 30$0.70$1.80$0.7041%2.57$219.30
$190.00$187.50Nov 6$0.38$2.12$0.3823%5.58$189.62
$200.00$197.50Oct 30$0.55$1.95$0.5528%3.55$199.45
$205.00$202.50Oct 23$0.48$2.02$0.4824%4.21$204.52
$200.00$197.50Oct 23$0.38$2.12$0.3819%5.58$199.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 1.11, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$227.50$230.00Oct 23$1.60$1.60$0.9049%1.78$229.10
$257.50$260.00Oct 23$0.82$0.82$1.6876%0.49$258.32
$255.00$257.50Oct 23$0.88$0.88$1.6273%0.54$255.88
$237.50$240.00Oct 23$1.02$1.02$1.4859%0.69$238.52
$267.50$270.00Oct 16$0.16$0.16$2.3490%0.07$267.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.27$5.27$4.7360%1.11$214.73
$210.00$200.00Nov 20$4.60$4.60$5.4065%0.85$205.40
$197.50$195.00Oct 30$1.43$1.43$1.0774%1.34$196.07
$202.50$200.00Oct 23$1.29$1.29$1.2178%1.07$201.21
$222.50$220.00Oct 30$1.82$1.82$0.6858%2.68$220.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $5.40, cheapest $4.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Oct 16Oct 23$4.27102.5%91.4%
$235.00Oct 16Oct 23$4.40100.4%90.2%
$225.00Oct 16Oct 23$4.5796.2%86.9%
$232.50Oct 16Oct 23$4.7099.7%90.6%
$237.50Oct 16Oct 23$4.64101.6%92.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Oct 16Oct 23$4.2896.2%87.0%
$230.00Oct 16Oct 23$4.0598.7%89.9%
$222.50Oct 16Oct 23$4.4096.1%87.5%
$220.00Oct 16Oct 23$4.4795.0%88.1%
$215.00Oct 16Oct 23$4.1294.2%87.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 8.26% of stock, avg 17.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$10.85$7.78$18.63$203.87$241.138.26%
$225.00Oct 16$9.63$9.10$18.73$206.27$243.738.31%
$220.00Oct 16$12.18$6.63$18.81$201.19$238.818.34%
$227.50Oct 16$8.55$10.45$19.00$208.50$246.508.43%
$217.50Oct 16$13.63$5.60$19.23$198.27$236.738.53%
$230.00Oct 16$7.58$12.00$19.58$210.42$249.588.68%
$215.00Oct 16$15.20$4.68$19.88$195.12$234.888.82%
$232.50Oct 16$6.65$13.58$20.23$212.27$252.738.97%
$212.50Oct 16$16.88$3.85$20.73$191.77$233.239.19%
$235.00Oct 16$5.93$15.33$21.26$213.74$256.269.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 4.37% of stock, avg 14.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$5.18$4.68$9.86$205.14$247.36
$237.50$217.50Oct 16$5.18$5.60$10.78$206.72$248.28
$235.00$215.00Oct 16$5.93$4.68$10.61$204.39$245.61
$235.00$217.50Oct 16$5.93$5.60$11.53$205.97$246.53
$237.50$220.00Oct 16$5.18$6.63$11.81$208.19$249.31
$232.50$215.00Oct 16$6.65$4.68$11.33$203.67$243.83
$235.00$220.00Oct 16$5.93$6.63$12.56$207.44$247.56
$232.50$217.50Oct 16$6.65$5.60$12.25$205.25$244.75
$232.50$220.00Oct 16$6.65$6.63$13.28$206.72$245.78
$230.00$215.00Oct 16$7.58$4.68$12.26$202.74$242.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 3.10, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202248/250Oct 23$1.89$0.6146%3.10$200.61$249.39
200/202250/252Oct 23$1.64$0.8648%1.91$200.86$251.64
200/202245/248Oct 23$1.67$0.8344%2.01$200.83$246.67
208/210248/250Oct 23$1.47$1.0339%1.43$208.53$248.97
195/198265/270Oct 30$2.91$2.0941%1.39$194.59$267.91
205/208248/250Oct 16$0.91$1.5958%0.57$206.59$248.41
208/210248/250Oct 16$0.99$1.5155%0.66$209.01$248.49
185/188248/250Oct 16$0.53$1.9773%0.27$186.97$248.03
210/212248/250Oct 16$1.07$1.4351%0.75$211.43$248.57
202/205248/250Oct 16$0.81$1.6961%0.48$204.19$248.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 109 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.28$9.7211%34.71
$230.00$235.00$240.00Nov 13$0.05$4.955%99.00
$200.00$210.00$220.00Nov 20$0.52$9.4811%18.23
$215.00$220.00$225.00Nov 6$0.12$4.886%40.67
$255.00$257.50$260.00Oct 23$0.06$2.445%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.27$9.7310%36.04
$210.00$220.00$230.00Nov 20$0.41$9.5910%23.39
$215.00$220.00$225.00Nov 13$0.06$4.946%82.33
$212.50$215.00$217.50Oct 16$0.09$2.418%26.78
$207.50$210.00$212.50Oct 16$0.08$2.427%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-10.98, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$267.50$270.001:2Oct 16-$0.91$1.59
$265.00$267.501:2Oct 16-$1.08$1.42
$260.00$270.001:2Oct 23-$2.66$7.34
$262.50$265.001:2Oct 16-$1.22$1.28
$260.00$262.501:2Oct 16-$1.33$1.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$225.001:2Nov 6-$10.98$14.02
$187.50$185.001:2Oct 16-$0.26$2.24
$192.50$190.001:2Oct 16-$0.37$2.13
$195.00$192.501:2Oct 16-$0.48$2.02
$185.00$182.501:2Oct 16-$0.41$2.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 9.42%, avg 5.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$21.250.4510.9%9.42%20.29%83888
$260.00Nov 20$18.100.4115.3%8.03%23.33%8895
$270.00Nov 20$15.350.3719.7%6.81%26.54%5544
$240.00Nov 20$24.300.506.4%10.78%17.21%16819
$230.00Nov 20$28.500.552.0%12.64%14.63%78699
$260.00Nov 13$16.250.4015.3%7.21%22.51%116
$245.00Nov 13$20.800.478.7%9.22%17.87%220
$250.00Nov 13$19.200.4410.9%8.51%19.38%--15
$240.00Nov 13$22.600.496.4%10.02%16.45%619
$235.00Nov 13$24.400.524.2%10.82%15.03%312

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 13,073
Total Puts 15,170
Put/Call Ratio 1.16
Net Difference -2,097

Prior's Put/Call Breakdown

Total Calls 26,341
Total Puts 34,371
Put/Call Ratio 1.30
Net Difference -8,030

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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