Tour v381
MRNA
MODERNA INC
$59.66 +0.29%
$59.67 (+0.03%)🌙
as of 07/21 06:05 PM
7/21 18:05

Option Volume

Detail
Current (07/21) 17,073
Calls: 7,195 (42%)
Puts: 9,878 (58%)
Prior (07/20) 16,157
Calls: 7,354 (46%)
Puts: 8,803 (54%)
Current vs Prior +5.67%
Calls: -2.16% (Calls)
Puts: +12.21% (Puts)
Prior 7-Day Total 331,441
Calls: 247,120 (75%)
Puts: 84,321 (25%)
Prior 7-Day Average 47,348
Calls: 35,302 (75%)
Puts: 12,045 (25%)
Current vs Prior 7-Day Avg -63.94%
Calls: -79.62%
Puts: -18.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $8.06M
Calls: $3.03M (38%)
Puts: $5.03M (62%)
Prior (07/20) $10.01M
Calls: $4.28M (43%)
Puts: $5.72M (57%)
Current vs Prior -19.43%
Calls: -29.31%
Puts: -12.04%
Prior 7-Day Total $94.12M
Calls: $56.29M (60%)
Puts: $37.82M (40%)
Prior 7-Day Average $13.45M
Calls: $8.04M (60%)
Puts: $5.40M (40%)
Current vs Prior 7-Day Avg -40.04%
Calls: -62.36%
Puts: -6.82%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.37
Prior (07/20) 1.20
Current vs Prior +14.69%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +121.54%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 549,218
Calls: 256,218 (47%)
Puts: 293,000 (53%)
Prior (07/20) 543,833
Calls: 253,805 (47%)
Puts: 290,028 (53%)
Current vs Prior +0.99%
Prior 7-Day Total 3,939,684
Calls: 1,923,859 (49%)
Puts: 2,015,825 (51%)
Prior 7-Day Average 562,812
Calls: 274,837 (49%)
Puts: 287,975 (51%)
Current vs Prior 7-Day Avg -2.42%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.91% | 14.30%21.22% | 27.27%
Prior 7.48% | 14.54%22.74% | 27.48%
Current vs Prior -7.68% | -1.67%-6.70% | -0.77%
Prior 7-Day Avg 7.37% | 12.41%8.61% | 23.94%
Current vs 7-Day Avg -6.24% | +15.18%+146.39% | +13.93%
Prior 7-Day Eod 7.48% | 14.54%22.74% | 27.48%
Current vs 7-Day Eod -7.68% | -1.67%-6.70% | -0.77%
Sentiment BULLISHBULLISH

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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($5.03M). Bearish P/C ratio of 1.37 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 26 of results (avg 7.7%, best 3.7%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 2811.9512.60$12.275.3%--0.7810
$60.00Jul 241.571.72$1.659.1%1970.48444
$60.00Aug 215.706.25$5.989.2%2140.541.1K
$55.00Jul 316.357.00$6.689.7%--0.7124
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Aug 216.606.85$6.733.7%40.4820
$62.00Aug 146.556.85$6.704.5%--0.5240
$61.00Aug 145.956.25$6.104.9%30.4934
$65.00Aug 148.458.90$8.685.2%20.5959
$57.00Aug 214.504.75$4.635.4%110.38--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.78, cheapest $0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 240.600.70$0.6515.4%5440.25317
$71.00Jul 310.810.99$0.9020.0%40.17306
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 249.6013.45$11.5233.4%981.00172
$52.00Jul 246.459.50$7.9838.2%20.948
$50.00Jul 248.4010.70$9.5524.1%20.9473
$53.00Jul 245.507.40$6.4529.5%180.9348
$48.50Jul 3110.7012.80$11.7517.9%30.913
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 2410.9012.85$11.8816.4%--0.9639
$70.00Jul 249.3010.80$10.0514.9%40.95280
$68.00Jul 247.3510.60$8.9836.2%10.94170
$69.00Jul 248.9010.70$9.8018.4%--0.9353
$67.00Jul 246.258.80$7.5333.9%120.9245

Most actively traded options today. High liquidity = easy entry/exit. 143 active (total vol 5.4K, top 593)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 240.600.70$0.6515.4%5440.25317
$61.00Jul 241.151.38$1.2618.3%4210.40239
$60.00Aug 215.706.25$5.989.2%2140.541.1K
$60.00Jul 241.571.72$1.659.1%1970.48444
$65.00Jul 240.290.49$0.3951.3%1880.165.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 211.812.07$1.9413.4%5930.205.1K
$60.00Aug 216.006.35$6.185.7%2580.463.2K
$56.00Jul 240.450.68$0.5740.4%2070.20138
$60.00Jul 241.762.19$1.9821.7%1970.521.2K
$66.00Jul 317.609.30$8.4520.1%1500.70319

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 37.5%, max 171.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 24Aug 21235.0%86.5%171.6%41.4K
$51.00Jul 24Aug 21149.7%84.5%77.3%5207
$69.00Jul 24Aug 28105.4%82.7%27.5%10484
$48.00Jul 24Aug 21110.1%87.0%26.6%98539
$70.00Jul 24Aug 28107.7%87.7%22.8%739.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 24Aug 21235.0%86.5%171.6%1552
$51.00Jul 24Aug 21149.7%84.5%77.3%614
$48.00Jul 24Aug 21110.1%87.0%26.6%2346
$70.00Jul 24Aug 28107.7%87.7%22.8%4304
$50.00Jul 24Aug 28109.3%89.6%22.0%2121

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 9.00, avg 2.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$70.00$71.00Aug 7$0.10$0.90$0.109.00$70.10
$65.00$66.00Jul 24$0.11$0.89$0.118.09$65.11
$62.00$63.00Jul 31$0.12$0.88$0.127.33$62.12
$66.00$67.00Jul 31$0.15$0.85$0.155.67$66.15
$61.00$62.00Aug 7$0.15$0.85$0.155.67$61.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Aug 7$0.10$0.90$0.109.00$54.90
$54.00$53.00Jul 24$0.11$0.89$0.118.09$53.89
$57.00$56.00Aug 21$0.13$0.87$0.136.69$56.87
$52.00$50.00Jul 31$0.35$1.65$0.354.71$51.65
$57.00$56.00Jul 24$0.19$0.81$0.194.26$56.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 9.00, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$55.00Aug 7$1.77$1.77$0.237.70$54.77
$49.00$50.00Jul 24$0.88$0.88$0.127.33$49.88
$48.00$49.00Aug 21$0.88$0.88$0.127.33$48.88
$62.00$63.00Aug 7$0.83$0.83$0.174.88$62.83
$50.00$51.00Jul 31$0.80$0.80$0.204.00$50.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$66.00$65.00Jul 24$0.90$0.90$0.109.00$65.10
$70.00$68.00Aug 14$1.77$1.77$0.237.70$68.23
$71.00$70.00Jul 31$0.87$0.87$0.136.69$70.13
$70.00$69.00Jul 31$0.85$0.85$0.155.67$69.15
$69.00$68.00Jul 24$0.82$0.82$0.184.56$68.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.51, cheapest $0.47)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Jul 24Jul 31$0.47149.7%97.3%
$48.00Jul 24Jul 31$0.61110.1%115.0%
$71.00Jul 24Jul 31$0.81107.1%105.5%
$69.00Jul 24Jul 31$0.86105.4%98.8%
$50.00Jul 24Jul 31$0.90109.3%104.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$71.00Jul 24Jul 31$0.62107.1%105.5%
$48.00Jul 24Jul 31$0.63110.1%115.0%
$50.00Jul 24Jul 31$0.69109.3%104.3%
$68.00Jul 24Jul 31$0.7092.9%101.8%
$69.00Jul 24Jul 31$0.98105.4%98.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 6.05% of stock, avg 17.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Jul 24$2.14$1.47$3.61$55.39$62.616.05%
$60.00Jul 24$1.65$1.98$3.63$56.37$63.636.08%
$61.00Jul 24$1.26$2.55$3.81$57.19$64.816.39%
$58.00Jul 24$2.76$1.09$3.85$54.15$61.856.45%
$62.00Jul 24$0.91$3.22$4.13$57.87$66.136.92%
$57.00Jul 24$3.38$0.76$4.14$52.86$61.146.94%
$63.00Jul 24$0.65$3.95$4.60$58.40$67.607.71%
$56.00Jul 24$4.28$0.57$4.85$51.15$60.858.13%
$55.00Jul 24$4.55$0.32$4.87$50.13$59.878.16%
$54.00Jul 24$5.50$0.24$5.74$48.26$59.749.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 1.76% of stock, avg 10.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$64.00$56.00Jul 24$0.48$0.57$1.05$54.95$65.05
$63.00$56.00Jul 24$0.65$0.57$1.22$54.78$64.22
$64.00$57.00Jul 24$0.48$0.76$1.24$55.76$65.24
$63.00$57.00Jul 24$0.65$0.76$1.41$55.59$64.41
$62.00$56.00Jul 24$0.91$0.57$1.48$54.52$63.48
$64.00$49.00Jul 24$0.48$1.07$1.55$47.45$65.55
$64.00$58.00Jul 24$0.48$1.09$1.57$56.43$65.57
$62.00$57.00Jul 24$0.91$0.76$1.67$55.33$63.67
$63.00$49.00Jul 24$0.65$1.07$1.72$47.28$64.72
$63.00$58.00Jul 24$0.65$1.09$1.74$56.26$64.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 12.79, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
60/6465/69Aug 28$3.71$0.2912.79$60.29$68.71
48/4951/54Jul 31$2.71$0.299.34$46.29$53.71
48/4958/59Jul 31$0.89$0.118.09$48.11$58.89
56/5758/59Jul 31$0.89$0.118.09$56.11$58.89
55/5657/58Jul 24$0.87$0.136.69$55.13$57.87
53/5562/63Aug 21$1.71$0.295.90$53.29$63.71
63/6468/70Aug 14$1.69$0.315.45$62.31$69.69
51/5362/63Aug 21$1.69$0.315.45$51.31$63.69
61/6268/70Aug 14$1.67$0.335.06$60.33$69.67
54/5560/61Aug 7$0.83$0.174.88$54.17$60.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$60.00$65.00Aug 28$0.07$4.9370.43
$51.00$55.00$59.00Aug 21$0.25$3.7515.00
$63.00$64.00$65.00Jul 24$0.08$0.9211.50
$61.00$62.00$63.00Jul 24$0.09$0.9110.11
$62.00$63.00$64.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 31$0.05$0.9519.00
$61.00$62.00$63.00Aug 7$0.05$0.9519.00
$60.00$61.00$62.00Aug 14$0.05$0.9519.00
$59.00$60.00$61.00Jul 24$0.06$0.9415.67
$61.00$62.00$63.00Jul 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. 39 found (best net $-0.02, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Aug 28-$1.82$3.18
$65.00$69.001:2Aug 28-$2.13$1.87
$67.00$68.001:2Jul 24-$0.07$0.93
$66.00$67.001:2Jul 24-$0.10$0.90
$69.00$70.001:2Jul 24-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Aug 14-$0.02$4.98
$60.00$55.001:2Aug 14-$0.85$4.15
$55.00$50.001:2Aug 28-$0.94$4.06
$60.00$55.001:2Aug 28-$1.73$3.27
$52.00$50.001:2Jul 31-$0.42$1.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 10.22%, avg 4.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 28$6.100.550.6%10.22%10.79%1962
$60.00Aug 21$5.700.540.6%9.55%10.12%2141.1K
$60.00Aug 14$5.200.540.6%8.72%9.29%511
$62.00Aug 21$4.800.503.9%8.05%11.97%11
$61.00Aug 14$4.750.512.2%7.96%10.21%--11
$60.00Aug 7$4.650.540.6%7.79%8.36%197
$63.00Aug 21$4.450.475.6%7.46%13.06%47
$62.00Aug 14$4.350.493.9%7.29%11.21%214
$63.00Aug 14$4.000.465.6%6.70%12.30%--15
$62.00Aug 7$3.800.473.9%6.37%10.29%14165

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 7,195
Total Puts 9,878
Put/Call Ratio 1.37
Net Difference -2,683

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 247,120
Total Puts 84,321
Average Put/Call Ratio 0.62
Ratio Trend Rising

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