Tour v394
MRNA
MODERNA INC
$57.02 -1.81%
$56.69 (-0.58%)🌙
as of 07/23 06:05 PM
7/23 18:06

Option Volume

Detail
Current (07/23) 23,616
Calls: 18,180 (77%)
Puts: 5,436 (23%)
Prior (07/22) 81,527
Calls: 67,448 (83%)
Puts: 14,079 (17%)
Current vs Prior -71.03%
Calls: -73.05% (Calls)
Puts: -61.39% (Puts)
Prior 7-Day Total 275,372
Calls: 205,762 (75%)
Puts: 69,610 (25%)
Prior 7-Day Average 39,338
Calls: 29,394 (75%)
Puts: 9,944 (25%)
Current vs Prior 7-Day Avg -39.97%
Calls: -38.15%
Puts: -45.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $8.67M
Calls: $6.05M (70%)
Puts: $2.62M (30%)
Prior (07/22) $17.17M
Calls: $9.48M (55%)
Puts: $7.69M (45%)
Current vs Prior -49.48%
Calls: -36.15%
Puts: -65.91%
Prior 7-Day Total $76.78M
Calls: $41.71M (54%)
Puts: $35.07M (46%)
Prior 7-Day Average $10.97M
Calls: $5.96M (54%)
Puts: $5.01M (46%)
Current vs Prior 7-Day Avg -20.92%
Calls: +1.56%
Puts: -47.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.30
Prior (07/22) 0.21
Current vs Prior +43.25%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -57.53%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 577,462
Calls: 270,910 (47%)
Puts: 306,552 (53%)
Prior (07/22) 257,360
Calls: 150,954 (59%)
Puts: 106,406 (41%)
Current vs Prior +124.38%
Prior 7-Day Total 3,551,807
Calls: 1,748,497 (49%)
Puts: 1,803,310 (51%)
Prior 7-Day Average 507,401
Calls: 249,785 (49%)
Puts: 257,615 (51%)
Current vs Prior 7-Day Avg +13.81%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.03% | 14.08%21.48% | 27.53%
Prior 6.11% | 13.66%22.77% | 29.10%
Current vs Prior -17.67% | +3.13%-5.63% | -5.39%
Prior 7-Day Avg 6.70% | 12.80%12.37% | 24.94%
Current vs 7-Day Avg -24.84% | +10.05%+73.71% | +10.39%
Prior 7-Day Eod 6.11% | 13.66%22.77% | 29.10%
Current vs 7-Day Eod -17.67% | +3.13%-5.63% | -5.39%
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
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($6.05M). Below-average activity with volume down 71% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (18,180 calls vs 5,436 puts). P/C ratio rising 43% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 7 of results (avg 8.8%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 215.656.05$5.856.8%1910.55--
$55.00Aug 216.507.15$6.839.5%180.611.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 212.442.65$2.558.2%320.265.4K
$63.00Jul 317.107.75$7.438.7%20.71259
$61.00Aug 147.107.75$7.438.7%--0.5840
$66.00Aug 710.2011.25$10.739.8%--0.6961
$55.00Aug 214.354.80$4.579.8%80.3911.5K

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. 92 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 247.5010.10$8.8029.5%21.00205
$52.00Jul 243.506.10$4.8054.2%20.957
$53.00Jul 242.584.95$3.7762.9%110.9452
$54.00Jul 242.064.20$3.1368.4%60.8740
$47.00Jul 318.9511.60$10.2725.8%50.8617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 2410.0012.50$11.2522.2%2320.99171
$65.00Jul 246.959.50$8.2331.0%230.98383
$62.00Jul 244.006.55$5.2848.3%200.95354
$64.00Jul 245.558.45$7.0041.4%30.94230
$63.00Jul 244.957.55$6.2541.6%80.93150

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 15.2K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 311.251.70$1.4830.4%4.2K0.2910.0K
$60.00Jul 312.062.48$2.2718.5%4.1K0.4010.7K
$65.00Jul 310.771.34$1.0653.8%4200.22540
$59.00Aug 214.655.20$4.9311.2%3910.506
$60.00Jul 240.140.27$0.2161.9%3880.15551
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 240.841.11$0.9827.6%4150.491.1K
$57.00Jul 313.103.80$3.4520.3%2370.4730
$68.00Jul 2410.0012.50$11.2522.2%2320.99171
$50.00Jul 310.641.21$0.9361.3%1980.18637
$57.00Aug 215.305.90$5.6010.7%1820.4511

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 129.9%, max 412.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 24Aug 21450.6%88.0%412.2%6317
$47.00Jul 24Aug 21419.7%99.0%323.8%3685
$49.00Jul 24Aug 21358.4%85.4%319.7%41.4K
$50.00Jul 24Aug 28327.8%92.2%255.4%691
$66.00Jul 24Aug 14261.5%93.6%179.4%64.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 24Aug 21450.6%88.0%412.2%10294
$47.00Jul 24Aug 28419.7%96.6%334.4%1189
$49.00Jul 24Aug 28358.4%89.6%299.9%125
$50.00Jul 24Sep 4327.8%87.7%273.9%187
$66.00Jul 24Aug 28261.5%92.4%183.0%353

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 15.67, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$67.00Aug 21$0.12$1.88$0.1215.67$65.12
$65.00$66.00Jul 31$0.10$0.90$0.109.00$65.10
$60.00$61.00Jul 24$0.11$0.89$0.118.09$60.11
$64.00$65.00Aug 14$0.11$0.89$0.118.09$64.11
$60.00$61.00Aug 7$0.15$0.85$0.155.67$60.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.00$53.00Jul 24$0.13$0.87$0.136.69$53.87
$55.00$54.00Jul 24$0.15$0.85$0.155.67$54.85
$59.00$58.00Jul 31$0.15$0.85$0.155.67$58.85
$49.00$47.00Aug 28$0.30$1.70$0.305.67$48.70
$48.00$47.00Jul 31$0.18$0.82$0.184.56$47.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 8.30, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$53.00Jul 31$1.67$1.67$0.335.06$52.67
$51.00$52.00Jul 24$0.80$0.80$0.204.00$51.80
$47.00$48.00Aug 21$0.77$0.77$0.233.35$47.77
$62.00$63.00Aug 14$0.74$0.74$0.262.85$62.74
$46.00$47.00Aug 21$0.73$0.73$0.272.70$46.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$61.00Aug 21$3.57$3.57$0.438.30$61.43
$65.00$64.00Aug 7$0.88$0.88$0.127.33$64.12
$64.00$63.00Jul 31$0.87$0.87$0.136.69$63.13
$62.00$61.00Aug 14$0.85$0.85$0.155.67$61.15
$58.00$57.00Aug 21$0.80$0.80$0.204.00$57.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.46, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Jul 24Jul 31$0.23450.6%163.1%
$67.00Jul 24Jul 31$0.27230.6%94.7%
$66.00Jul 24Jul 31$0.42261.5%107.8%
$47.00Jul 24Jul 31$0.47419.7%136.6%
$48.00Jul 24Jul 31$0.70131.3%135.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Jul 24Jul 31$0.10297.1%106.9%
$46.00Jul 24Jul 31$0.16450.6%163.1%
$67.00Jul 24Jul 31$0.80230.6%94.7%
$68.00Jul 24Jul 31$0.83132.1%117.2%
$48.00Jul 24Jul 31$1.09131.3%135.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 3.44% of stock, avg 17.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 24$0.98$0.98$1.96$55.04$58.963.44%
$56.00Jul 24$1.44$0.67$2.11$53.89$58.113.70%
$58.00Jul 24$0.59$1.89$2.48$55.52$60.484.35%
$59.00Jul 24$0.20$2.60$2.80$56.20$61.804.91%
$55.00Jul 24$2.56$0.34$2.90$52.10$57.905.09%
$54.00Jul 24$3.13$0.19$3.32$50.68$57.325.82%
$53.00Jul 24$3.77$0.06$3.83$49.17$56.836.72%
$60.00Jul 24$0.21$3.78$3.99$56.01$63.997.00%
$61.00Jul 24$0.10$4.32$4.42$56.58$65.427.75%
$52.00Jul 24$4.80$0.05$4.85$47.15$56.858.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.95% of stock, avg 11.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$59.00$55.00Jul 24$0.20$0.34$0.54$54.46$59.54
$60.00$55.00Jul 24$0.21$0.34$0.55$54.45$60.55
$67.00$55.00Jul 24$0.27$0.34$0.61$54.39$67.61
$59.00$56.00Jul 24$0.20$0.67$0.87$55.13$59.87
$60.00$56.00Jul 24$0.21$0.67$0.88$55.12$60.88
$66.00$55.00Jul 24$0.54$0.34$0.88$54.12$66.88
$58.00$55.00Jul 24$0.59$0.34$0.93$54.07$58.93
$67.00$56.00Jul 24$0.27$0.67$0.94$55.06$67.94
$59.00$57.00Jul 24$0.20$0.98$1.18$55.82$60.18
$60.00$57.00Jul 24$0.21$0.98$1.19$55.81$61.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 14.38, avg credit $1.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
62/6366/68Aug 14$1.87$0.1314.38$61.13$67.87
47/4851/53Jul 31$1.85$0.1512.33$46.15$52.85
58/5960/61Aug 7$0.88$0.127.33$58.12$60.88
59/6064/65Aug 7$0.88$0.127.33$59.12$64.88
56/6066/68Aug 14$3.52$0.487.33$56.48$69.52
64/6566/68Aug 14$1.75$0.257.00$63.25$67.75
56/5759/60Aug 21$0.87$0.136.69$56.13$59.87
58/5962/63Aug 21$0.87$0.136.69$58.13$62.87
56/6062/63Aug 14$3.46$0.546.41$56.54$65.46
50/5255/57Aug 7$1.72$0.286.14$50.28$56.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Jul 24$0.07$0.9313.29
$56.00$57.00$58.00Jul 24$0.07$0.9313.29
$60.00$61.00$62.00Jul 24$0.07$0.9313.29
$59.00$60.00$61.00Jul 31$0.07$0.9313.29
$61.00$62.00$63.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$56.00$57.00Jul 31$0.06$0.9415.67
$48.00$49.00$50.00Jul 31$0.07$0.9313.29
$59.00$60.00$61.00Aug 7$0.08$0.9211.50
$47.00$48.00$49.00Aug 21$0.09$0.9110.11
$52.00$53.00$54.00Jul 24$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-1.64, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$68.001:2Sep 4-$1.64$5.36
$50.00$57.001:2Aug 28-$2.83$4.17
$50.00$55.001:2Aug 14-$3.27$1.73
$66.00$68.001:2Aug 14-$0.63$1.37
$65.00$68.001:2Aug 28-$1.65$1.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Aug 21-$0.53$4.47
$55.00$50.001:2Aug 28-$1.27$3.73
$60.00$56.001:2Aug 14-$1.56$2.44
$58.00$57.001:2Jul 24-$0.07$0.93
$52.00$50.001:2Aug 7-$1.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 8.94%, avg 3.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Aug 21$5.100.531.7%8.94%10.66%184--
$59.00Aug 28$5.000.493.5%8.77%12.24%279--
$59.00Aug 21$4.650.503.5%8.16%11.63%3916
$58.00Aug 14$4.350.521.7%7.63%9.35%1--
$60.00Aug 21$4.250.475.2%7.45%12.68%211.3K
$60.00Aug 14$3.700.465.2%6.49%11.72%3313
$60.00Aug 28$3.650.465.2%6.40%11.63%11065
$61.00Sep 4$3.500.477.0%6.14%13.12%95--
$62.00Aug 21$3.450.438.7%6.05%14.78%102
$63.00Aug 21$3.250.4110.5%5.70%16.19%--11

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 18,180
Total Puts 5,436
Put/Call Ratio 0.30
Net Difference 12,744

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 205,762
Total Puts 69,610
Average Put/Call Ratio 0.70
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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