Tour v396
MRNA
MODERNA INC
$54.07 -5.17%
$53.98 (-0.17%)🌙
as of 07/25 01:44 AM
7/24 01:44

Option Volume

Detail
Current (07/25) 36,719
Calls: 26,633 (73%)
Puts: 10,086 (27%)
Prior (07/23) 23,616
Calls: 18,180 (77%)
Puts: 5,436 (23%)
Current vs Prior +55.48%
Calls: +46.50% (Calls)
Puts: +85.54% (Puts)
Prior 7-Day Total 266,406
Calls: 206,097 (77%)
Puts: 60,309 (23%)
Prior 7-Day Average 44,401
Calls: 29,442 (77%)
Puts: 8,615 (23%)
Current vs Prior 7-Day Avg -17.30%
Calls: -9.54%
Puts: +17.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/25) $15.83M
Calls: $9.61M (61%)
Puts: $6.22M (39%)
Prior (07/23) $8.67M
Calls: $6.05M (70%)
Puts: $2.62M (30%)
Current vs Prior +82.53%
Calls: +58.83%
Puts: +137.24%
Prior 7-Day Total $71.84M
Calls: $39.32M (55%)
Puts: $32.52M (45%)
Prior 7-Day Average $11.97M
Calls: $5.62M (55%)
Puts: $4.65M (45%)
Current vs Prior 7-Day Avg +32.24%
Calls: +71.11%
Puts: +33.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 0.38
Prior (07/23) 0.30
Current vs Prior +26.65%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -35.80%
Sentiment BULLISH

Open Interest

Detail
Current (07/25) 352,483
Calls: 172,885 (49%)
Puts: 179,598 (51%)
Prior (07/23) 577,462
Calls: 270,910 (47%)
Puts: 306,552 (53%)
Current vs Prior -38.96%
Prior 7-Day Total 3,194,336
Calls: 1,546,899 (48%)
Puts: 1,647,437 (52%)
Prior 7-Day Average 532,389
Calls: 257,816 (48%)
Puts: 274,572 (52%)
Current vs Prior 7-Day Avg -33.79%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 12.54% | 16.37%20.34% | 27.30%
Prior 5.03% | 14.08%21.48% | 27.53%
Current vs Prior +149.13% | +16.22%-5.30% | -0.86%
Prior 7-Day Avg 6.43% | 13.57%15.78% | 25.82%
Current vs 7-Day Avg +95.13% | +20.60%+28.89% | +5.72%
Prior 7-Day Eod 5.03% | 14.08%21.48% | 27.53%
Current vs 7-Day Eod +149.13% | +16.22%-5.30% | -0.86%
Sentiment BEARISHBULLISH

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 61% call dollar volume ($9.61M). Elevated premium activity with dollar volume up 83% vs prior. Above-average activity with volume up 55% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (26,633 calls vs 10,086 puts).

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 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 5 of results (avg 7.4%, best 3.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 214.704.85$4.783.1%1420.521.2K
$55.00Jul 312.522.78$2.659.8%4.8K0.4824
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 215.405.70$5.555.4%2760.4811.5K
$53.00Aug 214.354.75$4.558.8%10.422
$54.00Aug 214.905.40$5.159.7%160.452

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. 84 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Jul 249.3511.50$10.4320.6%251.007
$46.00Jul 247.209.55$8.3828.0%51.0036
$50.00Jul 243.005.50$4.2558.8%90.99--
$51.00Jul 242.284.75$3.5170.4%20.99212
$52.00Jul 241.004.00$2.50120.0%30.998
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 241.494.05$2.7792.4%641.001.0K
$58.00Jul 242.485.70$4.0978.7%491.00464
$59.00Jul 242.806.05$4.4373.4%981.00169
$60.00Jul 244.507.10$5.8044.8%1291.00796
$63.00Jul 247.6510.25$8.9529.1%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 194 active (total vol 21.2K, top 4.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 311.371.87$1.6230.9%4.9K0.34102
$55.00Jul 312.522.78$2.659.8%4.8K0.4824
$60.00Jul 240.000.01$0.01100.0%6960.01557
$55.00Jul 240.000.43$0.22195.5%5110.2855
$61.00Jul 240.000.29$0.14207.1%4820.08533
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 240.251.69$0.97148.5%3980.761.9K
$51.00Aug 282.684.60$3.6452.7%3840.35--
$52.00Sep 44.106.55$5.3246.1%3840.38--
$55.00Aug 215.405.70$5.555.4%2760.4811.5K
$54.00Jul 312.703.15$2.9315.4%2590.47114

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 621.6%, max 2123.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 24Jul 312075.2%93.3%2123.2%130206
$62.00Jul 24Aug 211872.4%99.2%1786.7%31275
$49.00Jul 24Jul 311914.0%101.7%1781.1%631
$61.00Jul 24Sep 41063.8%90.2%1078.7%485583
$45.00Jul 24Aug 71153.2%99.0%1064.8%1249
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.00Jul 24Aug 141872.4%93.0%1913.4%56354
$45.00Jul 24Sep 41153.2%87.3%1220.7%26179
$61.00Jul 24Aug 281063.8%94.2%1029.1%86287
$63.00Jul 24Sep 4766.2%77.1%894.0%51
$64.00Jul 24Aug 28836.8%91.3%816.7%218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 7.33, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.00$59.00Jul 31$0.14$0.86$0.146.14$58.14
$61.00$62.00Jul 31$0.14$0.86$0.146.14$61.14
$60.00$61.00Jul 31$0.16$0.84$0.165.25$60.16
$58.00$60.00Sep 4$0.33$1.67$0.335.06$58.33
$53.00$54.00Sep 4$0.17$0.83$0.174.88$53.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$60.00Aug 28$0.12$0.88$0.127.33$60.88
$58.00$57.00Aug 21$0.13$0.87$0.136.69$57.87
$46.00$45.00Jul 31$0.18$0.82$0.184.56$45.82
$48.00$47.00Aug 14$0.19$0.81$0.194.26$47.81
$50.00$49.00Aug 7$0.20$0.80$0.204.00$49.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 6.69, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$46.00Jul 24$0.87$0.87$0.136.69$45.87
$46.00$47.00Jul 31$0.85$0.85$0.155.67$46.85
$62.00$63.00Aug 21$0.83$0.83$0.174.88$62.83
$58.00$59.00Aug 21$0.80$0.80$0.204.00$58.80
$47.00$48.00Jul 24$0.78$0.78$0.223.55$47.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$54.00Jul 24$0.87$0.87$0.136.69$54.13
$61.00$60.00Jul 24$0.85$0.85$0.155.67$60.15
$62.00$60.00Jul 31$1.68$1.68$0.325.25$60.32
$62.00$60.00Aug 7$1.68$1.68$0.325.25$60.32
$57.00$56.00Jul 24$0.82$0.82$0.184.56$56.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.36, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.00Jul 24Jul 31$0.171047.2%108.6%
$62.00Jul 24Jul 31$0.181872.4%111.9%
$45.00Jul 24Jul 31$0.381153.2%102.0%
$46.00Jul 24Jul 31$0.52843.5%106.1%
$48.00Jul 24Jul 31$0.702075.2%93.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 24Jul 31$0.281153.2%102.0%
$63.00Jul 24Jul 31$0.55766.2%108.8%
$48.00Aug 14Aug 21$0.5583.9%86.9%
$62.00Jul 24Jul 31$0.651872.4%111.9%
$47.00Jul 31Aug 7$0.78105.4%102.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 0.94% of stock, avg 16.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$54.00Jul 24$0.41$0.10$0.51$53.49$54.510.94%
$55.00Jul 24$0.22$0.97$1.19$53.81$56.192.20%
$53.00Jul 24$1.59$0.04$1.63$51.37$54.633.01%
$56.00Jul 24$0.50$1.95$2.45$53.55$58.454.53%
$52.00Jul 24$2.50$0.01$2.51$49.49$54.514.64%
$57.00Jul 24$0.01$2.77$2.78$54.22$59.785.14%
$51.00Jul 24$3.51$0.01$3.52$47.48$54.526.51%
$58.00Jul 24$0.01$4.09$4.10$53.90$62.107.58%
$50.00Jul 24$4.25$0.01$4.26$45.74$54.267.88%
$59.00Jul 24$0.01$4.43$4.44$54.56$63.448.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.33% of stock, avg 12.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$53.00Jul 24$0.14$0.04$0.18$52.82$61.18
$61.00$54.00Jul 24$0.14$0.10$0.24$53.76$61.24
$55.00$53.00Jul 24$0.22$0.04$0.26$52.74$55.26
$55.00$54.00Jul 24$0.22$0.10$0.32$53.68$55.32
$56.00$53.00Jul 24$0.50$0.04$0.54$52.46$56.54
$56.00$54.00Jul 24$0.50$0.10$0.60$53.40$56.60
$62.00$53.00Jul 24$0.75$0.04$0.79$52.21$62.79
$62.00$54.00Jul 24$0.75$0.10$0.85$53.15$62.85
$59.00$50.00Jul 31$1.48$1.23$2.71$47.29$61.71
$58.00$50.00Jul 31$1.62$1.23$2.85$47.15$60.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 108 found (best R:R 13.29, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
53/5455/57Aug 21$1.86$0.1413.29$52.14$56.86
50/5256/57Sep 4$1.84$0.1611.50$50.16$57.84
50/5156/58Aug 7$1.80$0.209.00$49.20$57.80
52/5354/55Aug 7$0.90$0.109.00$52.10$54.90
54/5559/60Aug 21$0.90$0.109.00$54.10$59.90
44/4554/55Aug 21$0.88$0.127.33$44.12$54.88
47/4952/53Aug 7$1.75$0.257.00$47.25$53.75
45/4752/53Aug 7$1.73$0.276.41$45.27$53.73
49/5055/57Aug 21$1.72$0.286.14$48.28$56.72
48/4955/57Aug 21$1.70$0.305.67$47.30$56.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$52.00$53.00Sep 4$0.05$0.9519.00
$51.00$52.00$53.00Jul 31$0.08$0.9211.50
$53.00$54.00$55.00Aug 7$0.08$0.9211.50
$54.00$55.00$56.00Jul 31$0.09$0.9110.11
$59.00$60.00$61.00Jul 31$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$44.00$45.00$46.00Aug 21$0.07$0.9313.29
$51.00$53.00$55.00Aug 14$0.15$1.8512.33
$62.00$63.00$64.00Jul 24$0.08$0.9211.50
$52.00$53.00$54.00Jul 31$0.08$0.9211.50
$50.00$51.00$52.00Jul 31$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-1.63, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$52.001:2Aug 7-$1.92$5.08
$57.00$62.001:2Aug 14-$0.31$4.69
$60.00$64.001:2Aug 28-$1.97$2.03
$56.00$59.001:2Aug 28-$1.56$1.44
$60.00$61.001:2Jul 24-$0.27$0.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$63.00$56.001:2Sep 4-$1.63$5.37
$50.00$45.001:2Jul 24-$0.05$4.95
$50.00$45.001:2Sep 4-$0.43$4.57
$50.00$47.001:2Aug 28-$0.49$2.51
$47.00$45.001:2Aug 7-$0.32$1.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 10.54%, avg 4.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 4$5.700.551.7%10.54%12.26%17--
$55.00Aug 28$5.050.541.7%9.34%11.06%13
$56.00Sep 4$4.950.533.6%9.15%12.72%12--
$55.00Aug 21$4.700.521.7%8.69%10.41%1421.2K
$56.00Aug 28$4.600.523.6%8.51%12.08%11--
$57.00Sep 4$4.200.505.4%7.77%13.19%1--
$55.00Aug 14$4.000.501.7%7.40%9.12%55
$58.00Sep 4$4.000.477.3%7.40%14.67%2--
$60.00Sep 4$4.000.4411.0%7.40%18.37%6--
$56.00Aug 14$3.600.473.6%6.66%10.23%10--

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 26,633
Total Puts 10,086
Put/Call Ratio 0.38
Net Difference 16,547

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 206,097
Total Puts 60,309
Average Put/Call Ratio 0.59
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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