Tour v422
MRNA
MODERNA INC
$55.63 +2.89%
$55.75 (+0.22%)🌙
as of 07/27 06:05 PM
7/27 18:05

Option Volume

Detail
Current (07/27) 23,447
Calls: 13,301 (57%)
Puts: 10,146 (43%)
Prior (07/24) 36,719
Calls: 26,633 (73%)
Puts: 10,086 (27%)
Current vs Prior -36.14%
Calls: -50.06% (Calls)
Puts: +0.59% (Puts)
Prior 7-Day Total 303,125
Calls: 232,730 (77%)
Puts: 70,395 (23%)
Prior 7-Day Average 43,303
Calls: 33,247 (77%)
Puts: 10,056 (23%)
Current vs Prior 7-Day Avg -45.85%
Calls: -59.99%
Puts: +0.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $8.07M
Calls: $4.96M (62%)
Puts: $3.10M (38%)
Prior (07/24) $15.83M
Calls: $9.61M (61%)
Puts: $6.22M (39%)
Current vs Prior -49.06%
Calls: -48.35%
Puts: -50.16%
Prior 7-Day Total $87.67M
Calls: $48.94M (56%)
Puts: $38.74M (44%)
Prior 7-Day Average $12.52M
Calls: $6.99M (56%)
Puts: $5.53M (44%)
Current vs Prior 7-Day Avg -35.60%
Calls: -28.98%
Puts: -43.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.76
Prior (07/24) 0.38
Current vs Prior +101.42%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +36.29%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/27) 557,824
Calls: 254,298 (46%)
Puts: 303,526 (54%)
Prior (07/24) 352,483
Calls: 172,885 (49%)
Puts: 179,598 (51%)
Current vs Prior +58.26%
Prior 7-Day Total 3,546,819
Calls: 1,719,784 (48%)
Puts: 1,827,035 (52%)
Prior 7-Day Average 506,688
Calls: 245,683 (48%)
Puts: 261,005 (52%)
Current vs Prior 7-Day Avg +10.09%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 11.41% | 13.37%20.55% | 26.39%
Prior 12.54% | 16.37%20.34% | 27.30%
Current vs Prior -8.97% | -18.29%+1.00% | -3.33%
Prior 7-Day Avg 7.30% | 13.97%16.44% | 26.03%
Current vs 7-Day Avg +56.38% | -4.27%+25.02% | +1.37%
Prior 7-Day Eod 12.54% | 16.37%20.34% | 27.30%
Current vs 7-Day Eod -8.97% | -18.29%+1.00% | -3.33%
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

Moderately bullish flow with 62% call dollar volume ($4.96M). P/C ratio rising 101% - increased hedging/bearish positioning. Rising open interest (up 58%) indicates new positions being established.

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 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 2 of results (avg 7.2%, best 5.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 215.506.00$5.758.7%1480.551.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 144.254.50$4.385.7%1060.43138

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. 87 found (avg delta 0.68, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 319.5012.05$10.7823.7%20.9247
$45.50Jul 319.0011.60$10.3025.2%40.918
$46.00Jul 318.1011.15$9.6331.7%30.913
$47.00Jul 317.7510.25$9.0027.8%30.9020
$45.00Aug 710.8012.50$11.6514.6%30.902
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 3110.1512.00$11.0816.7%120.90288
$65.00Jul 319.4011.30$10.3518.4%310.87150
$64.00Jul 317.6510.25$8.9529.1%30.8463
$63.00Jul 317.359.40$8.3824.5%130.81259
$65.00Aug 79.2011.85$10.5225.2%--0.79758

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 9.9K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 311.131.35$1.2417.7%5570.3014.8K
$63.00Jul 310.650.80$0.7320.5%5320.1914.0K
$65.00Aug 70.921.26$1.0931.2%3190.2164
$57.00Jul 312.072.63$2.3523.8%3090.45404
$56.00Jul 312.493.05$2.7720.2%2770.51162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 310.120.50$0.31122.6%1.6K0.0947
$45.00Jul 310.050.37$0.21152.4%7300.06350
$60.00Jul 315.456.35$5.9015.3%6480.70848
$50.00Jul 310.681.28$0.9861.2%3180.21774
$51.00Aug 212.734.40$3.5746.8%2510.337

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 42.7%, max 86.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 31Sep 4137.0%73.6%86.3%816
$48.00Jul 31Aug 21139.2%78.9%76.5%1376
$54.00Jul 31Sep 4127.6%78.2%63.1%6269
$63.00Jul 31Aug 28127.5%82.1%55.4%53714.0K
$56.00Jul 31Aug 28128.2%84.0%52.5%310168
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 31Aug 28137.0%74.0%85.1%322804
$48.00Jul 31Aug 21139.2%78.9%76.5%14397
$45.00Jul 31Sep 4136.8%82.4%66.1%739359
$54.00Jul 31Sep 4127.6%78.2%63.1%108362
$52.00Jul 31Sep 4130.4%81.2%60.5%26512

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 12.33, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$63.00$65.00Aug 28$0.15$1.85$0.1512.33$63.15
$61.00$66.00Sep 4$0.51$4.49$0.518.80$61.51
$65.00$66.00Jul 31$0.12$0.88$0.127.33$65.12
$63.00$64.00Aug 7$0.12$0.88$0.127.33$63.12
$63.00$64.00Jul 31$0.14$0.86$0.146.14$63.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$45.00Aug 7$0.29$1.71$0.295.90$46.71
$47.00$45.00Aug 14$0.33$1.67$0.335.06$46.67
$47.00$46.00Aug 21$0.21$0.79$0.213.76$46.79
$49.00$48.50Jul 31$0.12$0.38$0.123.17$48.88
$47.50$47.00Jul 31$0.13$0.37$0.132.85$47.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 10.11, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$53.00Jul 31$1.82$1.82$0.1810.11$52.82
$50.00$52.00Aug 28$1.80$1.80$0.209.00$51.80
$61.00$62.00Aug 21$0.89$0.89$0.118.09$61.89
$50.00$51.00Sep 4$0.87$0.87$0.136.69$50.87
$54.00$55.00Aug 14$0.85$0.85$0.155.67$54.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$63.00$62.00Jul 31$0.88$0.88$0.127.33$62.12
$63.00$62.00Aug 14$0.88$0.88$0.127.33$62.12
$50.00$49.00Aug 7$0.84$0.84$0.165.25$49.16
$55.00$53.00Aug 14$1.65$1.65$0.354.71$53.35
$51.00$50.00Aug 21$0.81$0.81$0.194.26$50.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $0.73, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.00Aug 21Aug 28$0.3598.9%84.5%
$54.00Jul 31Aug 7$0.38127.6%99.3%
$62.00Jul 31Aug 7$0.39126.8%89.2%
$55.00Jul 31Aug 7$0.46125.6%97.0%
$48.00Jul 31Aug 7$0.48139.2%101.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Jul 31Aug 7$0.12127.5%100.4%
$65.00Jul 31Aug 7$0.17126.3%101.9%
$45.00Jul 31Aug 7$0.22136.8%98.1%
$59.00Jul 31Aug 7$0.25128.4%106.2%
$58.00Jul 31Aug 7$0.28124.5%106.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 10.41% of stock, avg 18.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 31$3.22$2.57$5.79$49.21$60.7910.41%
$56.00Jul 31$2.77$3.13$5.90$50.10$61.9010.61%
$54.00Jul 31$3.80$2.15$5.95$48.05$59.9510.70%
$57.00Jul 31$2.35$3.70$6.05$50.95$63.0510.88%
$53.00Jul 31$4.38$1.81$6.19$46.81$59.1911.13%
$58.00Jul 31$1.89$4.32$6.21$51.79$64.2111.16%
$59.00Jul 31$1.65$5.00$6.65$52.35$65.6511.95%
$55.00Aug 7$3.68$3.40$7.08$47.92$62.0812.73%
$60.00Jul 31$1.24$5.90$7.14$52.86$67.1412.83%
$54.00Aug 7$4.18$3.00$7.18$46.82$61.1812.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 4.48% of stock, avg 12.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$52.00Jul 31$1.05$1.44$2.49$49.51$63.49
$60.00$52.00Jul 31$1.24$1.44$2.68$49.32$62.68
$61.00$53.00Jul 31$1.05$1.81$2.86$50.14$63.86
$60.00$53.00Jul 31$1.24$1.81$3.05$49.95$63.05
$59.00$52.00Jul 31$1.65$1.44$3.09$48.91$62.09
$61.00$54.00Jul 31$1.05$2.15$3.20$50.80$64.20
$58.00$52.00Jul 31$1.89$1.44$3.33$48.67$61.33
$60.00$54.00Jul 31$1.24$2.15$3.39$50.61$63.39
$59.00$53.00Jul 31$1.65$1.81$3.46$49.54$62.46
$61.00$55.00Jul 31$1.05$2.57$3.62$51.38$64.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 17.18, avg credit $1.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
53/5565/66Aug 14$1.89$0.1117.18$53.11$66.89
45/4951/54Sep 4$3.69$0.3111.90$45.31$54.69
52/5460/63Aug 28$2.76$0.2411.50$51.24$62.76
47/4848/49Jul 31$0.90$0.109.00$46.60$48.90
47/4959/60Aug 28$1.79$0.218.52$47.21$60.79
51/5254/55Aug 21$0.89$0.118.09$51.11$54.89
45/4755/56Aug 28$1.77$0.237.70$45.23$56.77
47/4954/55Aug 28$1.77$0.237.70$47.23$55.77
47/4850/54Aug 14$3.45$0.556.27$44.55$53.45
55/5663/64Aug 14$0.86$0.146.14$55.14$63.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$47.50$48.00Jul 31$0.05$0.459.00
$64.00$65.00$66.00Aug 14$0.11$0.898.09
$54.00$55.00$56.00Jul 31$0.13$0.876.69
$57.00$58.00$59.00Jul 31$0.22$0.783.55
$59.00$60.00$61.00Jul 31$0.22$0.783.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$58.00$59.00Jul 31$0.06$0.9415.67
$53.00$54.00$55.00Jul 31$0.08$0.9211.50
$54.00$55.00$56.00Jul 31$0.14$0.866.14
$58.00$59.00$60.00Jul 31$0.22$0.783.55
$45.00$47.00$49.00Aug 28$0.69$1.311.90

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 $-2.40, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$53.001:2Aug 7-$1.97$3.03
$60.00$63.001:2Aug 28-$0.64$2.36
$61.00$66.001:2Sep 4-$2.83$2.17
$56.00$60.001:2Aug 14-$1.89$2.11
$61.00$62.001:2Aug 7-$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$64.00$56.001:2Sep 4-$2.40$5.60
$49.00$45.001:2Sep 4-$0.11$3.89
$47.00$45.001:2Aug 7-$0.14$1.86
$47.00$45.001:2Aug 14-$0.57$1.43
$49.00$47.001:2Aug 28-$0.76$1.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 9.08%, avg 3.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$5.050.512.5%9.08%11.54%11
$56.00Aug 21$4.550.530.7%8.18%8.84%160--
$56.00Aug 14$4.250.530.7%7.64%8.30%210
$57.00Aug 21$4.200.512.5%7.55%10.01%21181
$60.00Sep 4$3.950.447.9%7.10%14.96%66
$59.00Aug 28$3.850.456.1%6.92%12.98%1140
$56.00Aug 28$3.600.510.7%6.47%7.14%336
$59.00Aug 21$3.450.456.1%6.20%12.26%91169
$60.00Aug 21$3.300.427.9%5.93%13.79%1511.3K
$60.00Aug 28$3.200.437.9%5.75%13.61%22104

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 13,301
Total Puts 10,146
Put/Call Ratio 0.76
Net Difference 3,155

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 232,730
Total Puts 70,395
Average Put/Call Ratio 0.56
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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