Tour v531
MRNA
MODERNA INC
$225.87 +0.39%
◀ 10/12 10:30 ▶

Option Volume

Detail
ℹ
Current (10/12 10:30am) 29,880
Calls: 13,827 (46%)
Puts: 16,053 (54%)
Prior (10/06) 62,890
Calls: 27,412 (44%)
Puts: 35,478 (56%)
Current vs Prior -52.49%
Calls: -49.56% (Calls)
Puts: -54.75% (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 -79.19%
Calls: -78.54%
Puts: -79.72%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:30am) $39.88M
Calls: $29.45M (74%)
Puts: $10.43M (26%)
Prior (10/06) $48.74M
Calls: $15.14M (31%)
Puts: $33.60M (69%)
Current vs Prior -18.18%
Calls: +94.53%
Puts: -68.95%
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 -79.49%
Calls: -82.59%
Puts: -58.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:30am) 1.16
Prior (10/06) 1.29
Current vs Prior -10.30%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +25.50%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:30am) 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 8.86% | 12.77%8.86% | 29.20%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +13.02% | +12.54%-21.90% | +3.36%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg +7.14% | -4.48%-34.64% | +7.73%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +13.02% | +12.54%-14.11% | +5.45%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.75% | 10.70%
Calls: 2.55% | 7.02%
Puts: 2.94% | 14.38%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +18.03% | +414.42%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -87.62% | -24.04%
Liquidity Good
+
Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($29.45M). Below-average activity with volume down 52% 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
10:30BULLISHBEARISHBEARISH
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 145 of results (avg 6.3%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 1625.1025.40$25.251.2%20.86623
$200.00Oct 1627.1527.50$27.331.3%1250.884.9K
$230.00Nov 2028.5029.00$28.751.7%810.54699
$210.00Oct 1618.9519.30$19.131.8%2670.781.9K
$240.00Oct 164.704.80$4.752.1%4760.31994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1637.8538.35$38.101.3%50.88--
$235.00Oct 1614.9015.15$15.031.7%440.6239
$245.00Oct 1622.4522.85$22.651.8%130.7510
$225.00Oct 168.758.95$8.852.3%7410.471.1K
$240.00Oct 1618.4518.90$18.672.4%60.6911

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.71, cheapest $0.57)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 160.560.59$0.575.3%5690.051.5K
$192.50Oct 160.660.73$0.7010.0%1070.06342
$195.00Oct 160.850.89$0.874.6%2050.08792

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 112 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 1639.4042.75$41.088.2%40.941.4K
$187.50Oct 1636.9040.10$38.508.3%20.94132
$182.50Oct 1641.7044.30$43.006.0%--0.9461
$190.00Oct 1634.8537.70$36.287.9%700.931.1K
$192.50Oct 1632.5535.60$34.088.9%210.93399
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1637.8538.35$38.101.3%50.88--
$260.00Oct 1634.1537.60$35.889.6%--0.8627
$250.00Oct 1626.4527.20$26.832.8%130.79477
$260.00Oct 2336.9039.90$38.407.8%--0.7927
$245.00Oct 1622.4522.85$22.651.8%130.7510

Most actively traded options today. High liquidity = easy entry/exit. 203 active (total vol 19.0K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 169.709.95$9.822.5%1.4K0.533.7K
$250.00Oct 162.812.89$2.852.8%7690.211.7K
$230.00Oct 167.607.85$7.733.2%5840.451.2K
$270.00Oct 161.121.20$1.166.9%5690.09712
$235.00Oct 165.956.15$6.053.3%5260.383.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 161.311.36$1.343.7%1.1K0.112.0K
$220.00Oct 166.356.55$6.453.1%1.0K0.381.1K
$210.00Oct 163.053.15$3.103.2%8310.221.9K
$225.00Oct 168.758.95$8.852.3%7410.471.1K
$212.50Oct 163.703.85$3.784.0%7060.26213

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 11.9%, max 24.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Oct 16Oct 23112.4%90.6%24.1%62168
$252.50Oct 16Oct 23109.8%91.6%19.8%8064
$242.50Oct 16Oct 23104.4%90.3%15.5%472253
$247.50Oct 16Oct 23106.2%92.4%15.0%104184
$237.50Oct 16Oct 23102.2%91.6%11.6%222183
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20107.5%105.4%2.0%13496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 198 found (best R:R 3.08, avg 2.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$250.00$260.00Nov 13$2.45$7.55$2.4544%3.08$252.45
$200.00$210.00Nov 20$5.25$4.75$5.2570%0.90$205.25
$250.00$260.00Nov 6$2.45$7.55$2.4543%3.08$252.45
$230.00$240.00Nov 20$3.70$6.30$3.7054%1.70$233.70
$260.00$270.00Nov 20$2.35$7.65$2.3540%3.26$262.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$245.00$242.50Oct 16$1.47$1.03$1.4775%0.70$243.53
$205.00$202.50Oct 23$0.38$2.12$0.3824%5.58$204.62
$200.00$197.50Oct 30$0.55$1.95$0.5528%3.55$199.45
$187.50$185.00Nov 6$0.40$2.10$0.4022%5.25$187.10
$195.00$192.50Nov 6$0.53$1.97$0.5326%3.72$194.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 0.92, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$237.50$240.00Oct 23$1.08$1.08$1.4259%0.76$238.58
$247.50$250.00Oct 23$0.83$0.83$1.6769%0.50$248.33
$232.50$235.00Oct 23$1.13$1.13$1.3754%0.82$233.63
$255.00$257.50Oct 23$0.60$0.60$1.9075%0.32$255.60
$227.50$230.00Oct 23$1.23$1.23$1.2749%0.97$228.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$4.78$4.78$5.2265%0.92$205.22
$220.00$210.00Nov 20$5.29$5.29$4.7160%1.12$214.71
$197.50$195.00Oct 30$1.55$1.55$0.9573%1.63$195.95
$202.50$200.00Nov 6$1.58$1.58$0.9270%1.72$200.92
$192.50$190.00Nov 6$1.37$1.37$1.1375%1.21$191.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $6.01, cheapest $3.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Oct 16Oct 23$3.90102.4%90.0%
$235.00Oct 16Oct 23$4.15100.0%88.9%
$230.00Oct 16Oct 23$4.2798.9%87.7%
$237.50Oct 16Oct 23$4.38102.2%91.6%
$232.50Oct 16Oct 23$4.5099.7%89.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$4.3798.9%87.7%
$225.00Oct 16Oct 23$4.4095.7%86.7%
$222.50Oct 16Oct 23$4.6295.4%88.1%
$220.00Oct 16Oct 23$4.6894.6%88.4%
$217.50Oct 16Oct 23$4.5094.6%88.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 8.26% of stock, avg 17.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$11.08$7.58$18.66$203.84$241.168.26%
$225.00Oct 16$9.82$8.85$18.67$206.33$243.678.27%
$220.00Oct 16$12.43$6.45$18.88$201.12$238.888.36%
$227.50Oct 16$8.73$10.20$18.93$208.57$246.438.38%
$217.50Oct 16$13.90$5.43$19.33$198.17$236.838.56%
$230.00Oct 16$7.73$11.68$19.41$210.59$249.418.59%
$215.00Oct 16$15.52$4.53$20.05$194.95$235.058.88%
$232.50Oct 16$6.83$13.27$20.10$212.40$252.608.90%
$212.50Oct 16$17.23$3.78$21.01$191.49$233.519.30%
$235.00Oct 16$6.05$15.03$21.08$213.92$256.089.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 4.37% of stock, avg 14.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$5.35$4.53$9.88$205.12$247.38
$237.50$217.50Oct 16$5.35$5.43$10.78$206.72$248.28
$235.00$215.00Oct 16$6.05$4.53$10.58$204.42$245.58
$235.00$217.50Oct 16$6.05$5.43$11.48$206.02$246.48
$237.50$220.00Oct 16$5.35$6.45$11.80$208.20$249.30
$235.00$220.00Oct 16$6.05$6.45$12.50$207.50$247.50
$232.50$215.00Oct 16$6.83$4.53$11.36$203.64$243.86
$232.50$217.50Oct 16$6.83$5.43$12.26$205.24$244.76
$232.50$220.00Oct 16$6.83$6.45$13.28$206.72$245.78
$237.50$222.50Oct 16$5.35$7.58$12.93$209.57$250.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 3.72, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202248/250Oct 23$1.97$0.5346%3.72$200.53$249.47
200/202250/252Oct 23$1.61$0.8949%1.81$200.89$251.61
200/202245/248Oct 23$1.61$0.8944%1.81$200.89$246.61
192/195248/250Oct 23$1.27$1.2353%1.03$193.73$248.77
190/192248/250Oct 23$1.19$1.3155%0.91$191.31$248.69
205/208248/250Oct 23$1.51$0.9942%1.53$205.99$249.01
188/190248/250Oct 23$1.13$1.3757%0.82$188.87$248.63
195/198248/250Oct 23$1.26$1.2451%1.02$196.24$248.76
185/188248/250Oct 23$1.06$1.4458%0.74$186.44$248.56
208/210248/250Oct 23$1.52$0.9840%1.55$208.48$249.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 120 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.40$9.6010%24.00
$200.00$210.00$220.00Nov 20$0.47$9.5311%20.28
$220.00$222.50$225.00Oct 16$0.09$2.419%26.78
$240.00$250.00$260.00Nov 20$0.45$9.559%21.22
$250.00$255.00$260.00Oct 30$0.12$4.885%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.14$9.8610%70.43
$240.00$250.00$260.00Nov 20$0.14$9.869%70.43
$215.00$220.00$225.00Nov 13$0.06$4.946%82.33
$220.00$225.00$230.00Nov 13$0.07$4.935%70.43
$200.00$210.00$220.00Nov 20$0.51$9.4911%18.61

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 $-0.23, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$267.50$270.001:2Oct 16-$1.02$1.48
$260.00$270.001:2Oct 23-$2.60$7.40
$265.00$267.501:2Oct 16-$1.15$1.35
$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
$190.00$187.501:2Oct 16-$0.23$2.27
$187.50$185.001:2Oct 16-$0.36$2.14
$192.50$190.001:2Oct 16-$0.44$2.06
$185.00$182.501:2Oct 16-$0.42$2.08
$195.00$192.501:2Oct 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. 62 found (best yield 9.41%, avg 5.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$21.250.4510.7%9.41%20.09%86888
$260.00Nov 20$17.700.4115.1%7.84%22.95%8895
$270.00Nov 20$15.350.3719.5%6.80%26.33%5544
$240.00Nov 20$24.000.496.3%10.63%16.88%41819
$230.00Nov 20$28.500.541.8%12.62%14.45%81699
$260.00Nov 13$16.250.4015.1%7.19%22.30%116
$250.00Nov 13$19.200.4410.7%8.50%19.18%--15
$240.00Nov 13$22.350.496.3%9.90%16.15%819
$235.00Nov 13$24.200.514.0%10.71%14.76%312
$245.00Nov 13$20.000.468.5%8.85%17.32%220

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 13,827
Total Puts 16,053
Put/Call Ratio 1.16
Net Difference -2,226

Prior's Put/Call Breakdown

Total Calls 27,412
Total Puts 35,478
Put/Call Ratio 1.29
Net Difference -8,066

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