Tour v531
MRNA
MODERNA INC
$225.00 +0.00%
◀ 10/12 10:35 ▶

Option Volume

Detail
ℹ
Current (10/12 10:35am) 31,781
Calls: 15,141 (48%)
Puts: 16,640 (52%)
Prior (10/06) 66,473
Calls: 29,519 (44%)
Puts: 36,954 (56%)
Current vs Prior -52.19%
Calls: -48.71% (Calls)
Puts: -54.97% (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 -77.86%
Calls: -76.50%
Puts: -78.97%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:35am) $41.83M
Calls: $30.99M (74%)
Puts: $10.84M (26%)
Prior (10/06) $49.63M
Calls: $17.72M (36%)
Puts: $31.91M (64%)
Current vs Prior -15.71%
Calls: +74.91%
Puts: -66.03%
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 -78.48%
Calls: -81.68%
Puts: -57.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:35am) 1.10
Prior (10/06) 1.25
Current vs Prior -12.21%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +18.80%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:35am) 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 8.15% | 12.18%8.15% | 29.06%
Prior 7.84% | 11.35%11.35% | 28.25%
Current vs Prior +3.88% | +7.30%-28.22% | +2.87%
Prior 7-Day Avg 8.27% | 13.37%13.56% | 27.10%
Current vs 7-Day Avg -1.53% | -8.93%-39.93% | +7.22%
Prior 7-Day Eod 7.84% | 11.35%10.32% | 27.69%
Current vs 7-Day Eod +3.88% | +7.30%-21.06% | +4.94%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.00% | 12.75%
Calls: 3.26% | 8.82%
Puts: 2.74% | 16.67%
Prior 2.33% | 2.08%
Calls: 2.03% | 1.85%
Puts: 2.63% | 2.30%
Current vs Prior +28.76% | +512.98%
Prior 7-Day Avg 22.21% | 14.09%
Calls: 22.27% | 13.22%
Puts: 22.15% | 14.95%
Current vs 7-Day Avg -86.49% | -9.49%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($30.99M). Below-average activity with volume down 52% vs prior. Slightly bearish P/C ratio of 1.10.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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
10:35BULLISHNEUTRALMIXED
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 139 of results (avg 6.6%, best 1.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1626.1526.50$26.331.3%1290.884.9K
$202.50Oct 1624.0024.35$24.181.4%30.86623
$207.50Oct 1619.8520.20$20.021.7%50.80678
$210.00Oct 1618.0018.40$18.202.2%2680.771.9K
$217.50Oct 1613.0013.30$13.152.3%870.654.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1638.6539.20$38.921.4%50.88--
$230.00Oct 1612.0012.25$12.132.1%2360.5767
$250.00Oct 1627.3027.90$27.602.2%150.81477
$245.00Oct 1623.0523.60$23.332.4%130.7610
$225.00Oct 169.009.25$9.132.7%7580.481.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.73, cheapest $0.59)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 160.560.61$0.598.5%5770.061.5K
$195.00Oct 160.860.92$0.896.7%2140.08792
$192.50Oct 160.690.74$0.726.9%1190.07342

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 117 found (avg delta 0.71, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1644.0545.80$44.933.9%100.972.9K
$182.50Oct 1641.4043.95$42.686.0%--0.9661
$185.00Oct 1639.3042.35$40.837.5%40.961.4K
$187.50Oct 1636.2539.85$38.059.5%20.95132
$190.00Oct 1634.5037.50$36.008.3%700.941.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 1638.6539.20$38.921.4%50.88--
$260.00Oct 1634.7038.35$36.5310.0%--0.8727
$250.00Oct 1627.3027.90$27.602.2%150.81477
$260.00Oct 2337.1540.40$38.788.4%--0.8027
$245.00Oct 1623.0523.60$23.332.4%130.7610

Most actively traded options today. High liquidity = easy entry/exit. 219 active (total vol 21.4K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 169.059.35$9.203.3%1.5K0.523.7K
$250.00Oct 162.552.68$2.625.0%7930.191.7K
$235.00Oct 165.305.60$5.455.5%6350.363.9K
$230.00Oct 167.007.25$7.133.5%5970.431.2K
$270.00Oct 160.971.06$1.028.8%5860.08712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 161.331.40$1.375.1%1.1K0.122.0K
$180.00Oct 160.280.35$0.3221.9%1.1K0.033.8K
$220.00Oct 166.556.80$6.683.7%1.1K0.401.1K
$210.00Oct 163.053.30$3.187.9%8840.231.9K
$225.00Oct 169.009.25$9.132.7%7580.481.1K

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 8.1%, max 16.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Oct 16Oct 23108.1%93.2%16.1%8264
$217.50Oct 16Oct 2393.1%83.2%12.0%944.8K
$247.50Oct 16Oct 23105.6%95.0%11.2%115184
$242.50Oct 16Oct 23102.0%92.3%10.4%474253
$237.50Oct 16Oct 2399.9%93.9%6.4%230183
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 16Nov 20106.3%105.0%1.2%15496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 200 found (best R:R 2.21, avg 2.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$240.00$250.00Nov 20$3.12$6.88$3.1249%2.21$243.12
$250.00$260.00Nov 6$2.40$7.60$2.4042%3.17$252.40
$250.00$260.00Nov 20$2.68$7.32$2.6845%2.73$252.68
$210.00$220.00Nov 20$4.83$5.17$4.8365%1.07$214.83
$250.00$260.00Nov 13$2.76$7.24$2.7644%2.62$252.76
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$212.50Oct 23$0.42$2.08$0.4236%4.95$214.58
$205.00$202.50Oct 23$0.20$2.30$0.2025%11.50$204.80
$230.00$225.00Oct 23$2.25$2.75$2.2553%1.22$227.75
$195.00$192.50Oct 23$0.18$2.32$0.1816%12.89$194.82
$195.00$192.50Nov 6$0.45$2.05$0.4526%4.56$194.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 1.25, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$242.50$245.00Oct 23$1.37$1.37$1.1365%1.21$243.87
$252.50$255.00Oct 23$0.77$0.77$1.7374%0.45$253.27
$250.00$252.50Oct 23$0.75$0.75$1.7572%0.43$250.75
$237.50$240.00Oct 23$1.00$1.00$1.5060%0.67$238.50
$230.00$232.50Oct 23$1.18$1.18$1.3253%0.89$231.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 20$5.55$5.55$4.4559%1.25$214.45
$210.00$200.00Nov 20$4.80$4.80$5.2065%0.92$205.20
$192.50$190.00Nov 6$1.57$1.57$0.9375%1.69$190.93
$220.00$215.00Nov 13$2.92$2.92$2.0859%1.40$217.08
$197.50$195.00Oct 30$1.50$1.50$1.0073%1.50$196.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $5.59, cheapest $4.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Oct 16Oct 23$4.8793.1%83.2%
$215.00Oct 16Oct 23$4.2793.0%84.0%
$222.50Oct 16Oct 23$4.5793.8%85.7%
$225.00Oct 16Oct 23$4.4095.5%87.9%
$235.00Oct 16Oct 23$4.5098.6%91.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Oct 16Oct 23$4.0593.0%83.2%
$215.00Oct 16Oct 23$4.0792.9%84.0%
$222.50Oct 16Oct 23$4.5794.0%85.7%
$225.00Oct 16Oct 23$4.6795.7%87.9%
$220.00Oct 16Oct 23$4.7293.6%87.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 8.09% of stock, avg 17.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Oct 16$10.38$7.83$18.21$204.29$240.718.09%
$225.00Oct 16$9.20$9.13$18.33$206.67$243.338.15%
$220.00Oct 16$11.73$6.68$18.41$201.59$238.418.18%
$227.50Oct 16$8.05$10.50$18.55$208.95$246.058.24%
$217.50Oct 16$13.15$5.60$18.75$198.75$236.258.33%
$230.00Oct 16$7.13$12.13$19.26$210.74$249.268.56%
$215.00Oct 16$14.78$4.63$19.41$195.59$234.418.63%
$232.50Oct 16$6.25$13.65$19.90$212.60$252.408.84%
$212.50Oct 16$16.27$3.88$20.15$192.35$232.658.96%
$235.00Oct 16$5.45$15.43$20.88$214.12$255.889.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 4.20% of stock, avg 14.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$4.83$4.63$9.46$205.54$246.96
$235.00$215.00Oct 16$5.45$4.63$10.08$204.92$245.08
$237.50$217.50Oct 16$4.83$5.60$10.43$207.07$247.93
$235.00$217.50Oct 16$5.45$5.60$11.05$206.45$246.05
$232.50$215.00Oct 16$6.25$4.63$10.88$204.12$243.38
$232.50$217.50Oct 16$6.25$5.60$11.85$205.65$244.35
$237.50$220.00Oct 16$4.83$6.68$11.51$208.49$249.01
$235.00$220.00Oct 16$5.45$6.68$12.13$207.87$247.13
$232.50$220.00Oct 16$6.25$6.68$12.93$207.07$245.43
$230.00$215.00Oct 16$7.13$4.63$11.76$203.24$241.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 3.24, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/182242/245Oct 23$1.91$0.5957%3.24$180.59$244.41
185/188242/245Oct 23$1.85$0.6554%2.85$185.65$244.35
195/198242/245Oct 23$1.96$0.5448%3.63$195.54$244.46
190/192242/245Oct 23$1.86$0.6451%2.91$190.64$244.36
205/208242/245Oct 23$2.14$0.3638%5.94$205.36$244.64
200/202252/255Oct 23$1.80$0.7051%2.57$200.70$254.30
200/202250/252Oct 23$1.78$0.7249%2.47$200.72$251.78
198/200242/245Oct 23$1.84$0.6646%2.79$198.16$244.34
180/182252/255Oct 23$1.31$1.1965%1.10$181.19$253.81
188/190242/245Oct 23$1.57$0.9353%1.69$188.43$244.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 119 found (best R:R 29.30, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.33$9.6710%29.30
$240.00$245.00$250.00Oct 30$0.09$4.916%54.56
$235.00$240.00$245.00Nov 13$0.07$4.935%70.43
$217.50$220.00$222.50Oct 16$0.07$2.439%34.71
$255.00$260.00$265.00Oct 30$0.09$4.915%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.33$9.679%29.30
$180.00$185.00$190.00Nov 13$0.07$4.935%70.43
$210.00$212.50$215.00Oct 16$0.05$2.458%49.00
$217.50$220.00$222.50Oct 16$0.07$2.439%34.71
$222.50$225.00$227.50Oct 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. 31 found (best net $-0.24, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$267.50$270.001:2Oct 16-$0.91$1.59
$265.00$267.501:2Oct 16-$0.99$1.51
$262.50$265.001:2Oct 16-$1.10$1.40
$260.00$270.001:2Oct 23-$2.65$7.35
$257.50$260.001:2Oct 16-$1.28$1.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$182.50$180.001:2Oct 16-$0.24$2.26
$187.50$185.001:2Oct 16-$0.29$2.21
$190.00$187.501:2Oct 16-$0.39$2.11
$192.50$190.001:2Oct 16-$0.46$2.04
$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. 67 found (best yield 9.33%, avg 5.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Nov 20$21.000.4511.1%9.33%20.44%87888
$260.00Nov 20$17.500.4015.6%7.78%23.33%8895
$230.00Nov 20$27.950.542.2%12.42%14.64%86699
$270.00Nov 20$14.350.3620.0%6.38%26.38%5544
$240.00Nov 20$23.000.496.7%10.22%16.89%41819
$250.00Nov 13$18.750.4411.1%8.33%19.44%215
$245.00Nov 13$20.000.468.9%8.89%17.78%220
$260.00Nov 13$15.450.3915.6%6.87%22.42%116
$235.00Nov 13$23.800.514.4%10.58%15.02%312
$240.00Nov 13$21.500.496.7%9.56%16.22%819

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 15,141
Total Puts 16,640
Put/Call Ratio 1.10
Net Difference -1,499

Prior's Put/Call Breakdown

Total Calls 29,519
Total Puts 36,954
Put/Call Ratio 1.25
Net Difference -7,435

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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