Tour v388
MRNA
MODERNA INC
$58.07 -2.67%
$58.16 (+0.15%)🌙
as of 07/22 06:18 PM
7/22 18:18

Option Volume

Detail
Current (07/22) 81,527
Calls: 67,448 (83%)
Puts: 14,079 (17%)
Prior (07/21) 17,073
Calls: 7,195 (42%)
Puts: 9,878 (58%)
Current vs Prior +377.52%
Calls: +837.43% (Calls)
Puts: +42.53% (Puts)
Prior 7-Day Total 226,430
Calls: 157,090 (69%)
Puts: 69,340 (31%)
Prior 7-Day Average 32,347
Calls: 22,441 (69%)
Puts: 9,905 (31%)
Current vs Prior 7-Day Avg +152.04%
Calls: +200.55%
Puts: +42.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $17.17M
Calls: $9.48M (55%)
Puts: $7.69M (45%)
Prior (07/21) $8.06M
Calls: $3.03M (38%)
Puts: $5.03M (62%)
Current vs Prior +112.99%
Calls: +213.14%
Puts: +52.78%
Prior 7-Day Total $74.57M
Calls: $41.03M (55%)
Puts: $33.54M (45%)
Prior 7-Day Average $10.65M
Calls: $5.86M (55%)
Puts: $4.79M (45%)
Current vs Prior 7-Day Avg +61.19%
Calls: +61.71%
Puts: +60.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.21
Prior (07/21) 1.37
Current vs Prior -84.80%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -73.22%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 257,360
Calls: 150,954 (59%)
Puts: 106,406 (41%)
Prior (07/21) 549,218
Calls: 256,218 (47%)
Puts: 293,000 (53%)
Current vs Prior -53.14%
Prior 7-Day Total 3,887,146
Calls: 1,884,529 (48%)
Puts: 2,002,617 (52%)
Prior 7-Day Average 555,306
Calls: 269,218 (48%)
Puts: 286,088 (52%)
Current vs Prior 7-Day Avg -53.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.11% | 13.66%22.77% | 29.10%
Prior 6.91% | 14.30%21.22% | 27.27%
Current vs Prior -11.48% | -4.49%+7.28% | +6.72%
Prior 7-Day Avg 7.02% | 12.60%10.31% | 24.20%
Current vs 7-Day Avg -12.88% | +8.34%+120.83% | +20.25%
Prior 7-Day Eod 6.91% | 14.30%21.22% | 27.27%
Current vs 7-Day Eod -11.48% | -4.49%+7.28% | +6.72%
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

Massive premium surge with dollar volume up 113% vs prior. Dollar volume significantly above 7-day average (61% higher). Unusually high activity with volume up 378% vs prior - elevated interest. Volume explosion - 152% above 7-day average (81,527 vs avg 32,347).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 19 of results (avg 7.5%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 312.893.00$2.953.7%10.4K0.45373
$60.00Aug 214.955.25$5.105.9%950.511.2K
$59.00Jul 313.253.45$3.356.0%30.4937
$50.00Aug 149.5510.30$9.937.6%170.7841
$60.00Aug 73.854.20$4.038.7%1930.4897
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 215.505.75$5.634.4%300.442
$61.00Aug 146.757.10$6.935.1%30.5437
$60.00Aug 216.657.00$6.835.1%1320.503.4K
$62.00Jul 316.006.40$6.206.5%90.6372
$60.00Aug 75.556.00$5.787.8%1.0K0.52866

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 59 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 247.058.50$7.7818.6%300.9875
$48.00Jul 249.0511.20$10.1321.2%500.97196
$52.00Jul 245.207.30$6.2533.6%100.9510
$47.00Jul 249.7012.20$10.9522.8%480.9456
$53.00Jul 243.806.40$5.1051.0%330.9354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Jul 249.8012.30$11.0522.6%11.0053
$65.00Jul 245.858.40$7.1335.8%60.94386
$66.00Jul 246.858.75$7.8024.4%120.9360
$68.00Jul 248.8011.35$10.0725.3%20.93170
$67.00Jul 247.1010.35$8.7337.2%180.9245

Most actively traded options today. High liquidity = easy entry/exit. 147 active (total vol 57.7K, top 11.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 240.000.35$0.18194.4%11.0K0.0711.4K
$60.00Jul 312.893.00$2.953.7%10.4K0.45373
$63.00Jul 311.973.25$2.6149.0%10.0K0.3789
$66.00Jul 240.010.27$0.14185.7%8.1K0.077.6K
$64.00Jul 240.090.32$0.21109.5%6.1K0.107.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 75.556.00$5.787.8%1.0K0.52866
$57.00Jul 240.861.10$0.9824.5%9760.371.0K
$60.00Jul 242.522.82$2.6711.2%7300.681.3K
$60.00Jul 314.555.10$4.8211.4%3200.55601
$58.00Jul 241.291.50$1.4015.0%1740.47387

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 22.1%, max 116.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 24Jul 31194.3%103.2%88.3%4956
$68.00Jul 24Aug 28140.9%90.0%56.7%11.0K11.4K
$49.00Jul 24Jul 31173.0%111.3%55.4%1225
$48.00Jul 24Jul 31141.6%96.6%46.6%51204
$69.00Jul 24Aug 21107.8%89.1%21.1%292474
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 24Aug 21194.3%89.9%116.1%4--
$66.00Jul 24Aug 21114.2%91.7%24.6%1360
$51.00Jul 31Aug 21104.1%88.2%18.0%6--
$50.00Jul 24Aug 28104.3%89.0%17.2%2121
$68.00Jul 24Aug 7140.9%124.7%13.1%3170

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 72 found (best R:R 9.00, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$63.00Aug 21$0.10$0.90$0.109.00$62.10
$62.00$63.00Jul 24$0.12$0.88$0.127.33$62.12
$68.00$69.00Jul 24$0.15$0.85$0.155.67$68.15
$61.00$62.00Jul 24$0.17$0.83$0.174.88$61.17
$64.00$65.00Aug 7$0.19$0.81$0.194.26$64.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$51.00Jul 31$0.11$0.89$0.118.09$51.89
$54.00$53.00Aug 21$0.12$0.88$0.127.33$53.88
$54.00$53.00Jul 24$0.13$0.87$0.136.69$53.87
$55.00$54.00Jul 24$0.14$0.86$0.146.14$54.86
$48.00$47.00Aug 21$0.19$0.81$0.194.26$47.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 6.14, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$56.00Jul 24$0.86$0.86$0.146.14$55.86
$47.00$48.00Jul 24$0.82$0.82$0.184.56$47.82
$63.00$64.00Jul 31$0.77$0.77$0.233.35$63.77
$50.00$56.00Jul 31$4.52$4.52$1.483.05$54.52
$46.50$47.00Jul 31$0.37$0.37$0.132.85$46.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$63.00$62.00Jul 24$0.85$0.85$0.155.67$62.15
$62.00$61.00Jul 31$0.80$0.80$0.204.00$61.20
$63.00$61.00Aug 14$1.60$1.60$0.404.00$61.40
$61.00$60.00Jul 24$0.78$0.78$0.223.55$60.22
$59.00$58.00Aug 7$0.78$0.78$0.223.55$58.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $1.65, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.00Jul 24Jul 31$0.35141.6%96.6%
$49.00Jul 24Jul 31$0.50173.0%111.3%
$47.00Jul 24Jul 31$0.53194.3%103.2%
$69.00Jul 24Jul 31$0.65107.8%100.5%
$68.00Jul 24Jul 31$0.81140.9%107.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 24Jul 31$0.17194.3%103.2%
$49.00Jul 31Aug 7$0.46111.3%98.9%
$50.00Jul 24Jul 31$0.77104.3%101.8%
$51.00Jul 31Aug 7$0.87104.1%102.2%
$48.00Jul 31Aug 7$0.9696.6%109.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 5.10% of stock, avg 15.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 24$1.56$1.40$2.96$55.04$60.965.10%
$57.00Jul 24$2.10$0.98$3.08$53.92$60.085.30%
$59.00Jul 24$1.12$1.99$3.11$55.89$62.115.36%
$56.00Jul 24$2.69$0.61$3.30$52.70$59.305.68%
$60.00Jul 24$0.76$2.67$3.43$56.57$63.435.91%
$55.00Jul 24$3.55$0.40$3.95$51.05$58.956.80%
$61.00Jul 24$0.52$3.45$3.97$57.03$64.976.84%
$54.00Jul 24$4.00$0.26$4.26$49.74$58.267.34%
$62.00Jul 24$0.35$4.40$4.75$57.25$66.758.18%
$53.00Jul 24$5.10$0.13$5.23$47.77$58.239.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 0.84% of stock, avg 10.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.00$54.00Jul 24$0.23$0.26$0.49$53.51$63.49
$62.00$54.00Jul 24$0.35$0.26$0.61$53.39$62.61
$63.00$55.00Jul 24$0.23$0.40$0.63$54.37$63.63
$62.00$55.00Jul 24$0.35$0.40$0.75$54.25$62.75
$61.00$54.00Jul 24$0.52$0.26$0.78$53.22$61.78
$63.00$56.00Jul 24$0.23$0.61$0.84$55.16$63.84
$61.00$55.00Jul 24$0.52$0.40$0.92$54.08$61.92
$62.00$56.00Jul 24$0.35$0.61$0.96$55.04$62.96
$60.00$54.00Jul 24$0.76$0.26$1.02$52.98$61.02
$61.00$56.00Jul 24$0.52$0.61$1.13$54.87$62.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 9.00, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
54/5560/61Aug 21$0.90$0.109.00$54.10$60.90
56/5763/64Aug 7$0.89$0.118.09$56.11$63.89
47/4859/60Aug 21$0.89$0.118.09$47.11$59.89
56/5764/65Aug 7$0.86$0.146.14$56.14$64.86
60/6263/64Aug 7$1.72$0.286.14$60.28$64.72
52/5360/61Aug 21$0.86$0.146.14$52.14$60.86
54/5557/58Jul 31$0.85$0.155.67$54.15$57.85
61/6365/68Aug 14$2.55$0.455.67$60.45$67.55
60/6264/65Aug 7$1.69$0.315.45$60.31$65.69
56/5758/59Jul 31$0.84$0.165.25$56.16$58.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Jul 24$0.05$0.9519.00
$61.00$62.00$63.00Jul 24$0.05$0.9519.00
$60.00$61.00$62.00Jul 24$0.07$0.9313.29
$58.00$59.00$60.00Jul 24$0.08$0.9211.50
$60.00$64.00$68.00Aug 28$0.34$3.6610.76
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Jul 24$0.07$0.9313.29
$52.00$53.00$54.00Jul 24$0.08$0.9211.50
$50.00$51.00$52.00Aug 21$0.08$0.9211.50
$58.00$59.00$60.00Jul 24$0.09$0.9110.11
$64.00$65.00$66.00Jul 24$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-1.07, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$64.00$68.001:2Aug 28-$2.13$1.87
$65.00$68.001:2Aug 14-$1.31$1.69
$60.00$64.001:2Aug 28-$2.95$1.05
$65.00$68.001:2Aug 21-$1.97$1.03
$62.00$63.001:2Jul 24-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$55.001:2Aug 14-$1.07$4.93
$55.00$50.001:2Aug 28-$0.87$4.13
$55.00$51.001:2Aug 7-$0.63$3.37
$60.00$55.001:2Aug 28-$2.09$2.91
$50.00$47.001:2Jul 24-$0.39$2.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 9.39%, avg 3.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 28$5.450.523.3%9.39%12.71%2--
$59.00Aug 21$5.250.541.6%9.04%10.64%42
$60.00Aug 21$4.950.513.3%8.52%11.85%951.2K
$61.00Aug 21$4.450.485.0%7.66%12.71%11
$62.00Aug 21$4.050.456.8%6.97%13.74%1--
$60.00Aug 7$3.850.483.3%6.63%9.95%19397
$64.00Aug 28$3.850.4310.2%6.63%16.84%1--
$63.00Aug 21$3.700.438.5%6.37%14.86%111
$61.00Aug 7$3.450.455.0%5.94%10.99%36178
$64.00Aug 21$3.400.4110.2%5.86%16.07%199

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 67,448
Total Puts 14,079
Put/Call Ratio 0.21
Net Difference 53,369

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 157,090
Total Puts 69,340
Average Put/Call Ratio 0.78
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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