Tour v366
MRNA
MODERNA INC
$59.49 -3.77%
$59.57 (+0.13%)🌙
as of 07/20 06:03 PM
7/20 18:03

Option Volume

Detail
Current (07/20) 16,157
Calls: 7,354 (46%)
Puts: 8,803 (54%)
Prior (07/17) 47,891
Calls: 36,769 (77%)
Puts: 11,122 (23%)
Current vs Prior -66.26%
Calls: -80.00% (Calls)
Puts: -20.85% (Puts)
Prior 7-Day Total 332,476
Calls: 250,189 (75%)
Puts: 82,287 (25%)
Prior 7-Day Average 47,496
Calls: 35,741 (75%)
Puts: 11,755 (25%)
Current vs Prior 7-Day Avg -65.98%
Calls: -79.42%
Puts: -25.11%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $10.01M
Calls: $4.28M (43%)
Puts: $5.72M (57%)
Prior (07/17) $8.67M
Calls: $5.38M (62%)
Puts: $3.29M (38%)
Current vs Prior +15.36%
Calls: -20.42%
Puts: +73.81%
Prior 7-Day Total $94.85M
Calls: $60.18M (63%)
Puts: $34.67M (37%)
Prior 7-Day Average $13.55M
Calls: $8.60M (63%)
Puts: $4.95M (37%)
Current vs Prior 7-Day Avg -26.15%
Calls: -50.19%
Puts: +15.56%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.20
Prior (07/17) 0.30
Current vs Prior +295.74%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +121.06%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 543,833
Calls: 253,805 (47%)
Puts: 290,028 (53%)
Prior (07/17) 646,211
Calls: 318,782 (49%)
Puts: 327,429 (51%)
Current vs Prior -15.84%
Prior 7-Day Total 3,992,165
Calls: 1,962,196 (49%)
Puts: 2,029,969 (51%)
Prior 7-Day Average 570,309
Calls: 280,313 (49%)
Puts: 289,995 (51%)
Current vs Prior 7-Day Avg -4.64%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.48% | 14.54%22.74% | 27.48%
Prior 8.65% | 15.37%2.12% | 21.16%
Current vs Prior -13.56% | -5.38%+973.25% | +29.90%
Prior 7-Day Avg 6.97% | 11.81%6.84% | 23.80%
Current vs 7-Day Avg +7.28% | +23.07%+232.44% | +15.48%
Prior 7-Day Eod 8.65% | 15.37%2.12% | 21.16%
Current vs 7-Day Eod -13.56% | -5.38%+973.25% | +29.90%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Prior 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 66% vs prior. Slightly bearish P/C ratio of 1.20. P/C ratio rising 296% - increased hedging/bearish positioning. Declining open interest (down 16%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 18 of results (avg 8.7%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 2811.8012.60$12.206.6%50.785
$60.00Aug 215.856.40$6.139.0%560.561.1K
$63.00Aug 144.004.40$4.209.5%30.4614
$65.00Aug 213.904.30$4.109.8%1100.432.1K
$70.00Aug 212.682.96$2.829.9%530.323.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 216.206.65$6.437.0%4020.453.2K
$63.00Aug 147.307.85$7.577.3%--0.5525
$64.00Jul 244.955.35$5.157.8%350.78234
$65.00Aug 148.659.35$9.007.8%120.5959
$60.00Aug 145.556.00$5.787.8%20.46225

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.90, cheapest $0.90)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 240.820.98$0.9017.8%1080.281.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 249.7012.80$11.2527.6%30.98171
$50.00Jul 248.5511.55$10.0529.9%250.9664
$52.00Jul 246.258.90$7.5835.0%40.944
$51.00Jul 246.8510.55$8.7042.5%50.93203
$53.00Jul 246.107.25$6.6817.2%50.9148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 2410.3512.90$11.6321.9%10.9340
$70.00Jul 249.3511.85$10.6023.6%50.91282
$69.00Jul 248.4010.90$9.6525.9%70.9149
$68.00Jul 248.2010.05$9.1320.3%380.89167
$67.00Jul 247.409.10$8.2520.6%90.8845

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 5.6K, top 404)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 310.521.20$0.8679.1%2720.1744
$65.00Jul 240.380.50$0.4427.3%2400.175.3K
$70.00Jul 240.060.32$0.19136.8%1800.079.7K
$66.00Jul 240.290.48$0.3948.7%1550.147.7K
$62.00Jul 240.961.18$1.0720.6%1430.33259
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 242.112.36$2.2411.2%4040.521.0K
$60.00Aug 216.206.65$6.437.0%4020.453.2K
$55.00Aug 213.654.00$3.839.1%3670.3311.1K
$50.00Aug 211.902.20$2.0514.6%1940.214.9K
$55.00Jul 240.400.55$0.4831.3%1550.171.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 22.4%, max 123.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 24Aug 21201.6%90.2%123.5%--1.4K
$51.00Jul 24Aug 21106.6%86.0%23.9%6203
$48.00Jul 24Aug 21105.7%89.2%18.6%3538
$71.00Jul 24Aug 2195.5%83.1%14.9%70293
$50.00Jul 24Aug 2896.4%84.6%13.9%3069
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 24Aug 21201.6%90.2%123.5%1551
$48.00Jul 24Aug 21105.7%89.2%18.6%16330
$50.00Jul 24Aug 2896.4%84.6%13.9%5089
$68.00Jul 24Aug 2897.1%86.1%12.8%40169
$51.00Jul 24Jul 31106.6%96.2%10.7%915

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 9.00, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$63.00$64.00Aug 7$0.10$0.90$0.109.00$63.10
$67.00$68.00Aug 21$0.11$0.89$0.118.09$67.11
$61.00$62.00Aug 7$0.13$0.87$0.136.69$61.13
$64.00$65.00Jul 24$0.17$0.83$0.174.88$64.17
$63.00$64.00Jul 24$0.18$0.82$0.184.56$63.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$49.00Aug 7$0.10$0.90$0.109.00$49.90
$53.00$52.00Jul 24$0.11$0.89$0.118.09$52.89
$54.00$53.00Jul 24$0.12$0.88$0.127.33$53.88
$55.00$54.00Jul 24$0.12$0.88$0.127.33$54.88
$51.00$50.00Jul 24$0.14$0.86$0.146.14$50.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 15.67, avg 1.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$54.00Jul 31$2.82$2.82$0.1815.67$53.82
$55.00$56.00Jul 24$0.90$0.90$0.109.00$55.90
$53.00$54.00Jul 24$0.88$0.88$0.127.33$53.88
$48.00$53.00Aug 7$4.13$4.13$0.874.75$52.13
$62.00$63.00Aug 21$0.80$0.80$0.204.00$62.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$68.00Aug 28$1.80$1.80$0.209.00$68.20
$70.00$68.00Aug 21$1.77$1.77$0.237.70$68.23
$68.00$67.00Jul 24$0.88$0.88$0.127.33$67.12
$70.00$69.00Aug 7$0.87$0.87$0.136.69$69.13
$66.00$65.00Aug 14$0.85$0.85$0.155.67$65.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.44, cheapest $0.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Jul 24Jul 31$0.60201.6%94.2%
$69.00Jul 24Jul 31$0.7096.9%90.3%
$71.00Jul 24Jul 31$0.7695.5%99.2%
$70.00Jul 24Jul 31$0.96102.8%104.5%
$51.00Jul 24Jul 31$1.05106.6%96.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Jul 24Jul 31$0.66106.6%96.2%
$50.00Jul 24Jul 31$0.7196.4%100.5%
$68.00Jul 24Jul 31$0.7597.1%101.3%
$71.00Jul 24Jul 31$0.8095.5%99.2%
$67.00Jul 24Jul 31$0.8291.3%106.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 6.56% of stock, avg 17.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Jul 24$2.21$1.69$3.90$55.10$62.906.56%
$60.00Jul 24$1.77$2.24$4.01$55.99$64.016.74%
$58.00Jul 24$2.81$1.25$4.06$53.94$62.066.82%
$61.00Jul 24$1.42$2.85$4.27$56.73$65.277.18%
$57.00Jul 24$3.53$0.90$4.43$52.57$61.437.45%
$62.00Jul 24$1.07$3.55$4.62$57.38$66.627.77%
$56.00Jul 24$4.15$0.66$4.81$51.19$60.818.09%
$63.00Jul 24$0.79$4.38$5.17$57.83$68.178.69%
$55.00Jul 24$5.05$0.48$5.53$49.47$60.539.30%
$64.00Jul 24$0.61$5.15$5.76$58.24$69.769.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.83% of stock, avg 11.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$64.00$55.00Jul 24$0.61$0.48$1.09$53.91$65.09
$63.00$55.00Jul 24$0.79$0.48$1.27$53.73$64.27
$64.00$56.00Jul 24$0.61$0.66$1.27$54.73$65.27
$63.00$56.00Jul 24$0.79$0.66$1.45$54.55$64.45
$64.00$57.00Jul 24$0.61$0.90$1.51$55.49$65.51
$62.00$55.00Jul 24$1.07$0.48$1.55$53.45$63.55
$63.00$57.00Jul 24$0.79$0.90$1.69$55.31$64.69
$62.00$56.00Jul 24$1.07$0.66$1.73$54.27$63.73
$64.00$58.00Jul 24$0.61$1.25$1.86$56.14$65.86
$61.00$55.00Jul 24$1.42$0.48$1.90$53.10$62.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 129 found (best R:R 9.00, avg credit $1.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5657/58Jul 24$0.90$0.109.00$55.10$57.90
48/4960/61Aug 7$0.90$0.109.00$48.10$60.90
50/5154/55Jul 24$0.89$0.118.09$50.11$54.89
56/5762/63Aug 7$0.88$0.127.33$56.12$62.88
51/5256/58Jul 31$1.75$0.257.00$50.25$57.75
48/4961/62Aug 21$0.87$0.136.69$48.13$61.87
50/5157/58Jul 24$0.86$0.146.14$50.14$57.86
52/5354/55Jul 24$0.86$0.146.14$52.14$54.86
53/5462/63Jul 31$0.85$0.155.67$53.15$62.85
55/5661/62Aug 7$0.85$0.155.67$55.15$61.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 20.74, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 24$0.07$0.9313.29
$66.00$67.00$68.00Jul 24$0.07$0.9313.29
$68.00$69.00$70.00Jul 24$0.07$0.9313.29
$59.00$60.00$61.00Jul 24$0.09$0.9110.11
$62.00$63.00$64.00Jul 24$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$55.00$60.00Aug 14$0.23$4.7720.74
$66.00$67.00$68.00Aug 7$0.05$0.9519.00
$64.00$65.00$66.00Aug 28$0.05$0.9519.00
$54.00$55.00$56.00Jul 24$0.06$0.9415.67
$55.00$56.00$57.00Jul 24$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.62, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Aug 28-$3.06$1.94
$55.00$60.001:2Aug 21-$3.63$1.37
$68.00$70.001:2Aug 14-$0.90$1.10
$55.00$60.001:2Aug 28-$3.95$1.05
$56.00$60.001:2Aug 7-$3.02$0.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Aug 28-$0.62$4.38
$60.00$55.001:2Aug 14-$1.28$3.72
$60.00$55.001:2Aug 28-$1.63$3.37
$54.00$50.001:2Aug 21-$0.65$3.35
$54.00$53.001:2Jul 24-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 10.00%, avg 4.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 28$5.950.550.9%10.00%10.86%562
$60.00Aug 21$5.850.560.9%9.83%10.69%561.1K
$61.00Aug 21$5.100.542.5%8.57%11.11%1--
$60.00Aug 14$5.050.540.9%8.49%9.35%111
$62.00Aug 21$4.700.514.2%7.90%12.12%3--
$61.00Aug 14$4.650.512.5%7.82%10.35%112
$60.00Aug 7$4.550.540.9%7.65%8.51%594
$62.00Aug 14$4.350.494.2%7.31%11.53%612
$63.00Aug 21$4.350.485.9%7.31%13.21%9--
$64.00Aug 21$4.200.467.6%7.06%14.64%9--

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 7,354
Total Puts 8,803
Put/Call Ratio 1.20
Net Difference -1,449

Prior's Put/Call Breakdown

Total Calls 36,769
Total Puts 11,122
Put/Call Ratio 0.30
Net Difference 25,647

Prior 7-Day Put/Call Summary

Total Calls 250,189
Total Puts 82,287
Average Put/Call Ratio 0.54
Ratio Trend Rising

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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