Tour v452
MRNA
MODERNA INC
$55.81 +0.31%
$55.73 (-0.13%)🌙
as of 07/28 06:10 PM
7/28 18:10

Option Volume

Detail
Current (07/28) 14,131
Calls: 8,666 (61%)
Puts: 5,465 (39%)
Prior (07/27) 23,447
Calls: 13,301 (57%)
Puts: 10,146 (43%)
Current vs Prior -39.73%
Calls: -34.85% (Calls)
Puts: -46.14% (Puts)
Prior 7-Day Total 246,430
Calls: 176,880 (72%)
Puts: 69,550 (28%)
Prior 7-Day Average 35,204
Calls: 25,268 (72%)
Puts: 9,935 (28%)
Current vs Prior 7-Day Avg -59.86%
Calls: -65.70%
Puts: -45.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $6.46M
Calls: $3.11M (48%)
Puts: $3.35M (52%)
Prior (07/27) $8.07M
Calls: $4.96M (62%)
Puts: $3.10M (38%)
Current vs Prior -19.89%
Calls: -37.29%
Puts: +7.97%
Prior 7-Day Total $76.49M
Calls: $42.80M (56%)
Puts: $33.69M (44%)
Prior 7-Day Average $10.93M
Calls: $6.11M (56%)
Puts: $4.81M (44%)
Current vs Prior 7-Day Avg -40.87%
Calls: -49.08%
Puts: -30.43%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 0.63
Prior (07/27) 0.76
Current vs Prior -17.33%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -2.38%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 298,573
Calls: 153,751 (51%)
Puts: 144,822 (49%)
Prior (07/27) 557,824
Calls: 254,298 (46%)
Puts: 303,526 (54%)
Current vs Prior -46.48%
Prior 7-Day Total 3,484,391
Calls: 1,677,852 (48%)
Puts: 1,806,539 (52%)
Prior 7-Day Average 497,770
Calls: 239,693 (48%)
Puts: 258,077 (52%)
Current vs Prior 7-Day Avg -40.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.93% | 15.23%19.98% | 27.83%
Prior 11.41% | 13.37%20.55% | 26.39%
Current vs Prior -4.25% | +13.88%-2.76% | +5.45%
Prior 7-Day Avg 8.31% | 14.53%18.75% | 26.61%
Current vs 7-Day Avg +31.59% | +4.84%+6.57% | +4.59%
Prior 7-Day Eod 11.41% | 13.37%20.55% | 26.39%
Current vs 7-Day Eod -4.25% | +13.88%-2.76% | +5.45%
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

Bullish P/C ratio of 0.63. Declining open interest (down 46%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 8.9%, best 8.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 141.601.75$1.688.9%60.26--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.62, cheapest $0.54)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 310.500.59$0.5416.7%1730.1614.2K
$62.00Jul 310.650.75$0.7014.3%1870.20340
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.67, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 319.7012.00$10.8521.2%10.96--
$45.00Aug 710.1012.65$11.3822.4%60.913
$47.00Aug 77.6510.95$9.3035.5%20.87--
$46.50Aug 78.8011.35$10.0725.3%20.86--
$49.50Jul 315.658.15$6.9036.2%20.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 319.6511.70$10.6819.2%10.92--
$65.00Jul 318.8010.80$9.8020.4%80.89--
$64.00Jul 317.359.90$8.6329.5%10.88--
$63.00Jul 316.809.30$8.0531.1%40.83253
$62.00Jul 315.958.15$7.0531.2%10.80101

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 3.9K, top 330)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.921.15$1.0322.3%3300.2715.0K
$56.00Jul 311.912.81$2.3638.1%2190.49326
$62.00Jul 310.650.75$0.7014.3%1870.20340
$63.00Jul 310.500.59$0.5416.7%1730.1614.2K
$54.00Jul 312.564.60$3.5857.0%1480.62262
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.841.53$1.1958.0%2360.164.8K
$50.00Jul 310.401.21$0.81100.0%1860.19812
$57.00Jul 312.424.30$3.3656.0%1520.57175
$47.50Jul 310.120.55$0.34126.5%1300.1051
$55.00Jul 311.823.20$2.5155.0%1220.44410

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 44.0%, max 70.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 31Aug 28139.7%82.0%70.3%304.8K
$50.00Jul 31Aug 28144.4%88.1%63.9%3--
$56.00Jul 31Aug 28130.5%79.7%63.9%228362
$53.00Jul 31Sep 4136.2%85.7%58.9%2--
$65.00Jul 31Sep 4136.3%88.8%53.4%621.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21155.3%91.1%70.5%471.2K
$50.00Jul 31Sep 4144.4%86.9%66.1%196812
$55.00Jul 31Sep 4139.7%84.6%65.2%123612
$45.00Jul 31Sep 4150.1%91.0%65.0%120633
$56.00Jul 31Aug 28130.5%79.7%63.9%40419

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 10.76, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$66.00Jul 31$0.12$0.88$0.127.33$65.12
$60.00$62.00Aug 21$0.25$1.75$0.257.00$60.25
$61.00$62.00Jul 31$0.13$0.87$0.136.69$61.13
$58.00$59.00Jul 31$0.16$0.84$0.165.25$58.16
$62.00$63.00Jul 31$0.16$0.84$0.165.25$62.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$48.00Aug 21$0.17$1.83$0.1710.76$49.83
$51.00$50.00Aug 14$0.11$0.89$0.118.09$50.89
$51.00$50.00Jul 31$0.12$0.88$0.127.33$50.88
$47.00$45.00Aug 7$0.29$1.71$0.295.90$46.71
$49.00$48.00Aug 7$0.16$0.84$0.165.25$48.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 8.09, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$56.00Jul 31$0.89$0.89$0.118.09$55.89
$45.00$49.50Jul 31$3.95$3.95$0.557.18$48.95
$45.00$46.50Aug 7$1.31$1.31$0.196.89$46.31
$61.00$62.00Aug 14$0.86$0.86$0.146.14$61.86
$54.00$55.00Aug 7$0.78$0.78$0.223.55$54.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$66.00$65.00Jul 31$0.88$0.88$0.127.33$65.12
$66.00$61.00Aug 14$4.17$4.17$0.835.02$61.83
$62.00$61.00Jul 31$0.82$0.82$0.184.56$61.18
$52.00$51.00Aug 14$0.82$0.82$0.184.56$51.18
$59.00$57.00Aug 7$1.50$1.50$0.503.00$57.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.38, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 31Aug 7$0.53150.1%109.9%
$65.00Jul 31Aug 7$0.65136.3%98.6%
$66.00Jul 31Aug 7$0.68130.7%101.3%
$51.00Jul 31Aug 7$0.80135.9%121.5%
$64.00Jul 31Aug 7$0.92128.2%102.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 31Aug 7$0.32150.1%109.9%
$47.00Jul 31Aug 7$0.38155.3%109.0%
$63.00Jul 31Aug 7$0.55135.5%116.9%
$50.00Jul 31Aug 7$0.62144.4%107.1%
$48.00Jul 31Aug 7$0.85140.7%120.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 9.34% of stock, avg 17.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 31$2.36$2.85$5.21$50.79$61.219.34%
$57.00Jul 31$1.87$3.36$5.23$51.77$62.239.37%
$54.00Jul 31$3.58$1.77$5.35$48.65$59.359.59%
$55.00Jul 31$3.25$2.51$5.76$49.24$60.7610.32%
$53.00Jul 31$4.22$1.57$5.79$47.21$58.7910.37%
$58.00Jul 31$1.62$4.32$5.94$52.06$63.9410.64%
$59.00Jul 31$1.46$4.63$6.09$52.91$65.0910.91%
$51.00Jul 31$5.73$0.93$6.66$44.34$57.6611.93%
$60.00Jul 31$1.03$5.70$6.73$53.27$66.7312.06%
$61.00Jul 31$0.83$6.23$7.06$53.94$68.0612.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 3.51% of stock, avg 11.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$51.00Jul 31$1.03$0.93$1.96$49.04$61.96
$60.00$52.00Jul 31$1.03$1.27$2.30$49.70$62.30
$59.00$51.00Jul 31$1.46$0.93$2.39$48.61$61.39
$58.00$51.00Jul 31$1.62$0.93$2.55$48.45$60.55
$60.00$53.00Jul 31$1.03$1.57$2.60$50.40$62.60
$59.00$52.00Jul 31$1.46$1.27$2.73$49.27$61.73
$57.00$51.00Jul 31$1.87$0.93$2.80$48.20$59.80
$60.00$54.00Jul 31$1.03$1.77$2.80$51.20$62.80
$58.00$52.00Jul 31$1.62$1.27$2.89$49.11$60.89
$59.00$53.00Jul 31$1.46$1.57$3.03$49.97$62.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 178 found (best R:R 20.05, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4850/54Aug 28$3.81$0.1920.05$44.19$53.81
54/5558/59Jul 31$0.90$0.109.00$54.10$58.90
48/4955/56Aug 14$0.88$0.127.33$48.12$55.88
54/5559/60Aug 21$0.88$0.127.33$54.12$59.88
45/4761/62Aug 14$1.75$0.257.00$45.25$62.75
48/4850/51Jul 31$0.87$0.136.69$47.63$50.87
55/5665/66Aug 28$0.87$0.136.69$55.13$65.87
51/5256/57Aug 7$0.86$0.146.14$51.14$56.86
48/4954/55Aug 14$0.86$0.146.14$48.14$54.86
55/5662/63Aug 21$0.86$0.146.14$55.14$62.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$61.00$62.00Jul 31$0.07$0.9313.29
$63.00$64.00$65.00Aug 21$0.08$0.9211.50
$57.00$58.00$59.00Jul 31$0.09$0.9110.11
$58.00$59.00$60.00Aug 21$0.12$0.887.33
$63.00$64.00$65.00Jul 31$0.18$0.824.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Aug 7$0.09$0.9110.11
$47.50$48.00$48.50Jul 31$0.06$0.447.33
$55.00$56.00$57.00Jul 31$0.17$0.834.88
$61.00$62.00$63.00Jul 31$0.18$0.824.56
$52.00$53.00$54.00Aug 7$0.18$0.824.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-1.33, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$65.001:2Aug 28-$1.33$5.67
$58.00$64.001:2Sep 4-$1.37$4.63
$53.00$58.001:2Sep 4-$2.71$2.29
$45.00$49.501:2Jul 31-$2.95$1.55
$65.00$66.001:2Jul 31-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Sep 4-$0.52$4.48
$60.00$55.001:2Aug 14-$1.39$3.61
$48.00$45.001:2Aug 28-$0.24$2.76
$54.00$50.001:2Aug 28-$1.47$2.53
$47.00$45.001:2Aug 7-$0.20$1.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 8.42%, avg 3.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Aug 21$4.700.530.3%8.42%8.76%11122
$57.00Aug 21$4.300.512.1%7.70%9.84%20198
$56.00Aug 14$3.950.530.3%7.08%7.42%312
$58.00Aug 21$3.850.483.9%6.90%10.82%21188
$58.00Sep 4$3.650.493.9%6.54%10.46%1--
$56.00Aug 7$3.550.550.3%6.36%6.70%64
$59.00Aug 21$3.500.455.7%6.27%11.99%1--
$56.00Aug 28$3.400.520.3%6.09%6.43%936
$58.00Aug 28$3.200.473.9%5.73%9.66%2--
$60.00Aug 21$3.150.427.5%5.64%13.15%251.3K

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 8,666
Total Puts 5,465
Put/Call Ratio 0.63
Net Difference 3,201

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 176,880
Total Puts 69,550
Average Put/Call Ratio 0.65
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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