Tour v456
MRNA
MODERNA INC
$54.49 -2.36%
$54.88 (+0.72%)🌙
as of 07/29 06:12 PM
7/29 18:12

Option Volume

Detail
Current (07/29) 10,630
Calls: 6,271 (59%)
Puts: 4,359 (41%)
Prior (07/28) 14,131
Calls: 8,666 (61%)
Puts: 5,465 (39%)
Current vs Prior -24.78%
Calls: -27.64% (Calls)
Puts: -20.24% (Puts)
Prior 7-Day Total 212,670
Calls: 148,777 (70%)
Puts: 63,893 (30%)
Prior 7-Day Average 30,381
Calls: 21,253 (70%)
Puts: 9,127 (30%)
Current vs Prior 7-Day Avg -65.01%
Calls: -70.49%
Puts: -52.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $4.60M
Calls: $2.38M (52%)
Puts: $2.22M (48%)
Prior (07/28) $6.46M
Calls: $3.11M (48%)
Puts: $3.35M (52%)
Current vs Prior -28.75%
Calls: -23.41%
Puts: -33.71%
Prior 7-Day Total $74.27M
Calls: $40.53M (55%)
Puts: $33.74M (45%)
Prior 7-Day Average $10.61M
Calls: $5.79M (55%)
Puts: $4.82M (45%)
Current vs Prior 7-Day Avg -56.61%
Calls: -58.82%
Puts: -53.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.70
Prior (07/28) 0.63
Current vs Prior +10.22%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +0.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 281,582
Calls: 141,600 (50%)
Puts: 139,982 (50%)
Prior (07/28) 298,573
Calls: 153,751 (51%)
Puts: 144,822 (49%)
Current vs Prior -5.69%
Prior 7-Day Total 3,136,753
Calls: 1,512,821 (48%)
Puts: 1,623,932 (52%)
Prior 7-Day Average 448,107
Calls: 216,117 (48%)
Puts: 231,990 (52%)
Current vs Prior 7-Day Avg -37.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 9.89% | 15.51%20.79% | 26.57%
Prior 10.93% | 15.23%19.98% | 27.83%
Current vs Prior -9.50% | +1.82%+4.08% | -4.50%
Prior 7-Day Avg 8.63% | 14.51%21.30% | 27.56%
Current vs 7-Day Avg +14.61% | +6.90%-2.37% | -3.57%
Prior 7-Day Eod 10.93% | 15.23%19.98% | 27.83%
Current vs 7-Day Eod -9.50% | +1.82%+4.08% | -4.50%
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

Bullish P/C ratio of 0.70.

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 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 -- of results (avg --%, best --%)

No options available for this category

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. 55 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 318.4511.00$9.7326.2%10.9647
$46.50Jul 317.109.50$8.3028.9%30.905
$47.00Jul 316.759.85$8.3037.3%40.8820
$47.50Jul 316.609.40$8.0035.0%40.876
$48.00Jul 316.058.95$7.5038.7%80.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 319.6011.80$10.7020.6%10.93112
$63.00Jul 317.6010.05$8.8227.8%10.91--
$64.00Jul 318.5010.85$9.6824.3%20.8963
$62.00Jul 316.759.05$7.9029.1%20.88--
$61.00Jul 315.808.90$7.3542.2%20.84--

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 3.6K, top 714)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.550.90$0.7347.9%2440.2215.0K
$55.00Jul 312.103.20$2.6541.5%2150.514.8K
$57.00Aug 213.704.40$4.0517.3%1780.48180
$55.00Aug 73.204.00$3.6022.2%1540.51122
$63.00Jul 310.170.33$0.2564.0%1480.1014.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 312.323.00$2.6625.6%7140.50366
$49.00Jul 310.161.50$0.83161.4%2460.19--
$60.00Jul 315.406.50$5.9518.5%730.79989
$55.00Aug 144.155.00$4.5818.6%550.49157
$57.00Jul 313.204.50$3.8533.8%510.62--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 65.1%, max 109.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$64.00Jul 31Sep 4174.7%85.6%104.2%25563
$55.00Jul 31Sep 4178.3%94.7%88.2%2174.9K
$48.00Jul 31Aug 28171.6%92.0%86.5%15--
$65.00Jul 31Sep 4162.8%90.7%79.4%501.0K
$54.00Jul 31Aug 28151.8%88.1%72.3%23369
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Sep 4190.6%90.9%109.8%201.2K
$49.00Jul 31Aug 21186.3%92.2%102.2%272508
$64.00Jul 31Aug 28174.7%89.4%95.4%1263
$51.00Jul 31Aug 28157.9%85.3%85.1%18252
$48.00Jul 31Aug 14171.6%95.4%79.9%2856

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 8.09, avg 2.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$63.00Jul 31$0.11$0.89$0.118.09$62.11
$64.00$65.00Aug 7$0.11$0.89$0.118.09$64.11
$61.00$62.00Jul 31$0.12$0.88$0.127.33$61.12
$58.00$59.00Aug 7$0.14$0.86$0.146.14$58.14
$64.00$65.00Jul 31$0.16$0.84$0.165.25$64.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$50.00Aug 14$0.11$0.89$0.118.09$50.89
$48.00$47.00Aug 14$0.16$0.84$0.165.25$47.84
$50.00$49.50Aug 7$0.12$0.38$0.123.17$49.88
$51.00$50.00Jul 31$0.25$0.75$0.253.00$50.75
$53.00$52.00Jul 31$0.26$0.74$0.262.85$52.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 7.57, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$51.00Jul 31$2.65$2.65$0.357.57$50.65
$48.50$50.00Aug 7$1.30$1.30$0.206.50$49.80
$57.00$58.00Aug 7$0.86$0.86$0.146.14$57.86
$45.50$46.00Aug 7$0.37$0.37$0.132.85$45.87
$50.00$51.00Aug 7$0.72$0.72$0.282.57$50.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$56.00$55.00Aug 7$0.87$0.87$0.136.69$55.13
$64.00$63.00Jul 31$0.86$0.86$0.146.14$63.14
$57.00$55.00Aug 21$1.60$1.60$0.404.00$55.40
$49.00$48.50Jul 31$0.39$0.39$0.113.55$48.61
$58.00$57.00Jul 31$0.75$0.75$0.253.00$57.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $1.31, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.45190.6%118.2%
$48.00Jul 31Aug 7$0.48171.6%116.7%
$47.50Jul 31Aug 7$0.55186.5%143.7%
$52.00Aug 7Aug 21$0.57114.9%94.5%
$51.00Jul 31Aug 7$0.68157.9%115.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.00Jul 31Aug 7$0.30147.0%119.3%
$45.00Jul 31Aug 7$0.48156.5%110.6%
$47.00Jul 31Aug 7$0.64190.6%118.2%
$49.00Jul 31Aug 7$1.06186.3%125.9%
$63.00Jul 31Aug 14$1.06145.0%106.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 8.83% of stock, avg 16.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$54.00Jul 31$2.73$2.08$4.81$49.19$58.818.83%
$55.00Jul 31$2.65$2.66$5.31$49.69$60.319.74%
$57.00Jul 31$1.62$3.85$5.47$51.53$62.4710.04%
$58.00Jul 31$1.19$4.60$5.79$52.21$63.7910.63%
$51.00Jul 31$4.85$1.02$5.87$45.13$56.8710.77%
$59.00Jul 31$0.92$5.33$6.25$52.75$65.2511.47%
$60.00Jul 31$0.73$5.95$6.68$53.32$66.6812.26%
$55.00Aug 7$3.60$3.85$7.45$47.55$62.4513.67%
$53.00Aug 7$4.57$2.97$7.54$45.46$60.5413.84%
$61.00Jul 31$0.48$7.35$7.83$53.17$68.8314.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 3.21% of stock, avg 10.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$51.00Jul 31$0.73$1.02$1.75$49.25$61.75
$59.00$51.00Jul 31$0.92$1.02$1.94$49.06$60.94
$60.00$52.00Jul 31$0.73$1.34$2.07$49.93$62.07
$58.00$51.00Jul 31$1.19$1.02$2.21$48.79$60.21
$59.00$52.00Jul 31$0.92$1.34$2.26$49.74$61.26
$60.00$53.00Jul 31$0.73$1.60$2.33$50.67$62.33
$59.00$53.00Jul 31$0.92$1.60$2.52$50.48$61.52
$58.00$52.00Jul 31$1.19$1.34$2.53$49.47$60.53
$57.00$51.00Jul 31$1.62$1.02$2.64$48.36$59.64
$58.00$53.00Jul 31$1.19$1.60$2.79$50.21$60.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 29.00, avg credit $1.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4651/54Jul 31$2.90$0.1029.00$42.60$53.90
50/5657/62Sep 4$5.78$0.2226.27$50.22$62.78
55/5764/65Aug 21$1.89$0.1117.18$55.11$65.89
51/5456/57Aug 21$2.83$0.1716.65$51.17$58.83
55/5760/61Aug 21$1.88$0.1215.67$55.12$61.88
45/4752/53Aug 7$1.86$0.1413.29$45.14$53.86
45/4748/50Aug 7$1.85$0.1512.33$45.15$50.35
51/5464/65Aug 14$2.75$0.2511.00$51.25$66.75
50/5155/56Jul 31$0.90$0.109.00$50.10$55.90
45/4654/55Aug 21$0.90$0.109.00$45.10$54.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Jul 31$0.08$0.9211.50
$55.00$56.00$57.00Aug 28$0.11$0.898.09
$60.00$61.00$62.00Jul 31$0.13$0.876.69
$57.00$58.00$59.00Jul 31$0.16$0.845.25
$48.00$51.00$54.00Jul 31$0.53$2.474.66
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$51.00$52.00Jul 31$0.07$0.9313.29
$53.00$54.00$55.00Jul 31$0.10$0.909.00
$49.00$50.00$51.00Aug 21$0.11$0.898.09
$51.00$53.00$55.00Aug 7$0.23$1.777.70
$63.00$64.00$65.00Jul 31$0.16$0.845.25

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 $-1.50, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$54.001:2Aug 28-$1.95$4.05
$57.00$62.001:2Sep 4-$1.04$3.96
$60.00$64.001:2Aug 28-$0.98$3.02
$51.00$54.001:2Jul 31-$0.61$2.39
$61.00$64.001:2Aug 21-$1.48$1.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$64.00$56.001:2Aug 28-$1.50$6.50
$56.00$50.001:2Sep 4-$0.33$5.67
$60.00$55.001:2Aug 14-$1.23$3.77
$54.00$51.001:2Aug 14-$0.42$2.58
$47.00$45.001:2Aug 7-$0.03$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 10.00%, avg 3.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 4$5.450.570.9%10.00%10.94%216
$55.00Aug 28$4.950.530.9%9.08%10.02%817
$57.00Sep 4$4.600.524.6%8.44%13.05%52
$55.00Aug 21$4.550.540.9%8.35%9.29%91.3K
$56.00Aug 28$4.400.512.8%8.07%10.85%2036
$57.00Aug 28$4.100.484.6%7.52%12.13%51
$56.00Aug 21$4.000.522.8%7.34%10.11%20119
$55.00Aug 14$3.700.510.9%6.79%7.73%1--
$57.00Aug 21$3.700.484.6%6.79%11.40%178180
$60.00Aug 28$3.300.4010.1%6.06%16.17%1--

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 6,271
Total Puts 4,359
Put/Call Ratio 0.70
Net Difference 1,912

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 148,777
Total Puts 63,893
Average Put/Call Ratio 0.69
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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