Tour v472
MRNA
MODERNA INC
$57.92 +6.29%
$58.01 (+0.16%)🌙
as of 07/30 06:04 PM
7/30 18:04

Option Volume

Detail
Current (07/30) 29,209
Calls: 13,898 (48%)
Puts: 15,311 (52%)
Prior (07/29) 10,630
Calls: 6,271 (59%)
Puts: 4,359 (41%)
Current vs Prior +174.78%
Calls: +121.62% (Calls)
Puts: +251.25% (Puts)
Prior 7-Day Total 207,143
Calls: 147,694 (71%)
Puts: 59,449 (29%)
Prior 7-Day Average 29,591
Calls: 21,099 (71%)
Puts: 8,492 (29%)
Current vs Prior 7-Day Avg -1.29%
Calls: -34.13%
Puts: +80.28%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $8.16M
Calls: $4.68M (57%)
Puts: $3.49M (43%)
Prior (07/29) $4.60M
Calls: $2.38M (52%)
Puts: $2.22M (48%)
Current vs Prior +77.28%
Calls: +96.09%
Puts: +57.06%
Prior 7-Day Total $68.87M
Calls: $38.63M (56%)
Puts: $30.24M (44%)
Prior 7-Day Average $9.84M
Calls: $5.52M (56%)
Puts: $4.32M (44%)
Current vs Prior 7-Day Avg -17.05%
Calls: -15.28%
Puts: -19.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 1.10
Prior (07/29) 0.70
Current vs Prior +58.49%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +77.37%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 576,925
Calls: 264,207 (46%)
Puts: 312,718 (54%)
Prior (07/29) 281,582
Calls: 141,600 (50%)
Puts: 139,982 (50%)
Current vs Prior +104.89%
Prior 7-Day Total 2,874,502
Calls: 1,400,616 (49%)
Puts: 1,473,886 (51%)
Prior 7-Day Average 410,643
Calls: 200,088 (49%)
Puts: 210,555 (51%)
Current vs Prior 7-Day Avg +40.49%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.53% | 11.39%18.82% | 25.92%
Prior 9.89% | 15.51%20.79% | 26.57%
Current vs Prior -13.78% | -26.52%-9.49% | -2.48%
Prior 7-Day Avg 8.98% | 14.65%21.02% | 27.43%
Current vs 7-Day Avg -4.97% | -22.19%-10.47% | -5.52%
Prior 7-Day Eod 9.89% | 15.51%20.79% | 26.57%
Current vs 7-Day Eod -13.78% | -26.52%-9.49% | -2.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Prior 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs Prior -6.14% | -59.46%
Prior 7-Day Avg 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs 7-Day Avg -6.14% | -59.46%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 77% vs prior. Unusually high activity with volume up 175% vs prior - elevated interest. Slightly bearish P/C ratio of 1.10. P/C ratio rising 58% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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 5.7%, best 3.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 310.650.67$0.663.0%8320.2214.2K
$60.00Aug 143.403.70$3.558.5%30.4630
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.72, cheapest $0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 310.650.67$0.663.0%8320.2214.2K
$62.00Jul 310.760.91$0.8417.9%1.0K0.26467
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Jul 310.600.69$0.6513.8%2210.18237

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 96 found (avg delta 0.71, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 319.1513.05$11.1035.1%10.9721
$48.00Jul 318.9511.45$10.2024.5%210.968
$48.50Jul 317.6510.95$9.3035.5%10.942
$49.50Jul 317.5010.05$8.7829.0%10.935
$50.00Jul 317.009.60$8.3031.3%--0.9216
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 317.9010.80$9.3531.0%30.94120
$68.00Jul 319.0011.40$10.2023.5%90.92176
$66.00Jul 317.109.50$8.3028.9%--0.90287
$65.00Jul 316.158.60$7.3833.2%140.87112
$69.00Jul 3110.3012.35$11.3318.1%200.8763

Most actively traded options today. High liquidity = easy entry/exit. 192 active (total vol 12.7K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Jul 310.760.91$0.8417.9%1.0K0.26467
$60.00Jul 311.281.47$1.3813.8%8810.3815.1K
$63.00Jul 310.650.67$0.663.0%8320.2214.2K
$65.00Jul 310.230.54$0.3979.5%7540.141.0K
$57.00Jul 312.432.96$2.7019.6%2980.59616
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 310.230.31$0.2729.6%8100.09950
$55.00Aug 213.353.80$3.5812.6%5860.3611.8K
$54.00Jul 310.601.18$0.8965.2%4710.23380
$56.00Jul 311.251.55$1.4021.4%3480.34389
$57.00Jul 311.762.11$1.9418.0%3040.41314

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 130.0%, max 261.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$69.00Jul 31Sep 4292.8%81.0%261.5%13126
$55.00Jul 31Sep 11202.6%72.0%181.6%2355.0K
$50.00Jul 31Aug 28226.3%89.2%153.8%--27
$48.00Jul 31Aug 21225.7%89.4%152.5%23374
$47.00Jul 31Aug 21232.6%92.2%152.3%1643
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 31Sep 11202.6%72.0%181.5%177763
$47.00Jul 31Aug 28232.6%84.2%176.3%1031.2K
$50.00Jul 31Sep 11226.3%86.9%160.4%850950
$48.00Jul 31Aug 21225.7%89.4%152.5%6429
$53.00Jul 31Aug 21212.5%84.5%151.5%224244

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 9.00, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$66.00Aug 7$0.10$0.90$0.109.00$65.10
$66.00$67.00Jul 31$0.13$0.87$0.136.69$66.13
$55.00$56.00Aug 14$0.13$0.87$0.136.69$55.13
$59.00$60.00Aug 7$0.14$0.86$0.146.14$59.14
$60.00$63.00Aug 28$0.42$2.58$0.426.14$60.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$55.00Aug 7$0.12$0.88$0.127.33$55.88
$49.00$48.00Aug 14$0.12$0.88$0.127.33$48.88
$48.00$47.00Aug 21$0.12$0.88$0.127.33$47.88
$51.00$50.00Aug 14$0.13$0.87$0.136.69$50.87
$53.00$52.00Jul 31$0.14$0.86$0.146.14$52.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 7.33, avg 1.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$54.00$55.00Jul 31$0.88$0.88$0.127.33$54.88
$51.00$52.00Aug 7$0.88$0.88$0.127.33$51.88
$51.00$53.00Jul 31$1.70$1.70$0.305.67$52.70
$62.00$63.00Aug 14$0.85$0.85$0.155.67$62.85
$55.00$56.00Sep 4$0.85$0.85$0.155.67$55.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Jul 31$0.88$0.88$0.127.33$60.12
$59.00$58.00Aug 7$0.88$0.88$0.127.33$58.12
$59.00$58.00Aug 21$0.88$0.88$0.127.33$58.12
$59.00$58.00Jul 31$0.86$0.86$0.146.14$58.14
$58.00$55.00Sep 11$2.57$2.57$0.435.98$55.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $0.75, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.08232.6%161.3%
$50.00Jul 31Aug 7$0.23226.3%104.7%
$51.00Jul 31Aug 7$0.35205.5%92.2%
$48.50Jul 31Aug 7$0.50249.4%121.0%
$55.00Jul 31Aug 7$0.53202.6%106.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$68.00Jul 31Aug 7$0.25219.9%108.7%
$48.00Jul 31Aug 7$0.36225.7%109.1%
$49.00Jul 31Aug 7$0.37203.5%100.7%
$51.00Jul 31Aug 7$0.37205.4%92.1%
$47.50Jul 31Aug 7$0.39227.3%114.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 89 found (cheapest 7.87% of stock, avg 16.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 31$2.32$2.24$4.56$53.44$62.567.87%
$56.00Jul 31$3.23$1.40$4.63$51.37$60.637.99%
$57.00Jul 31$2.70$1.94$4.64$52.36$61.648.01%
$59.00Jul 31$1.73$3.10$4.83$54.17$63.838.34%
$60.00Jul 31$1.38$3.66$5.04$54.96$65.048.70%
$55.00Jul 31$4.00$1.08$5.08$49.92$60.088.77%
$61.00Jul 31$1.07$4.54$5.61$55.39$66.619.69%
$54.00Jul 31$4.88$0.89$5.77$48.23$59.779.96%
$62.00Jul 31$0.84$5.20$6.04$55.96$68.0410.43%
$53.00Jul 31$5.68$0.65$6.33$46.67$59.3310.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 2.68% of stock, avg 11.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.00$54.00Jul 31$0.66$0.89$1.55$52.45$64.55
$62.00$54.00Jul 31$0.84$0.89$1.73$52.27$63.73
$63.00$55.00Jul 31$0.66$1.08$1.74$53.26$64.74
$62.00$55.00Jul 31$0.84$1.08$1.92$53.08$63.92
$61.00$54.00Jul 31$1.07$0.89$1.96$52.04$62.96
$63.00$56.00Jul 31$0.66$1.40$2.06$53.94$65.06
$61.00$55.00Jul 31$1.07$1.08$2.15$52.85$63.15
$62.00$56.00Jul 31$0.84$1.40$2.24$53.76$64.24
$60.00$54.00Jul 31$1.38$0.89$2.27$51.73$62.27
$60.00$55.00Jul 31$1.38$1.08$2.46$52.54$62.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 135 found (best R:R 12.64, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5866/67Sep 11$2.78$0.2212.64$55.22$68.78
55/5865/66Sep 11$2.77$0.2312.04$55.23$67.77
52/5461/62Sep 4$1.84$0.1611.50$52.16$62.84
49/5051/53Jul 31$1.83$0.1710.76$47.67$52.83
48/4851/53Jul 31$1.81$0.199.53$46.69$52.81
52/5455/56Sep 4$1.78$0.228.09$52.22$56.78
48/4855/56Jul 31$0.88$0.127.33$47.62$55.88
52/5457/60Sep 4$2.61$0.396.69$51.39$59.61
52/5459/60Aug 28$1.73$0.276.41$52.27$60.73
49/5055/56Aug 21$0.86$0.146.14$49.14$55.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 31$0.05$0.9519.00
$60.00$61.00$62.00Jul 31$0.08$0.9211.50
$63.00$64.00$65.00Jul 31$0.09$0.9110.11
$54.00$55.00$56.00Jul 31$0.11$0.898.09
$47.00$47.50$48.00Aug 7$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Aug 14$0.05$0.9519.00
$55.00$56.00$57.00Aug 21$0.05$0.9519.00
$50.00$51.00$52.00Aug 14$0.08$0.9211.50
$47.00$48.00$49.00Aug 21$0.09$0.9110.11
$52.00$53.00$54.00Jul 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. 43 found (best net $-1.08, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$65.001:2Sep 11-$1.08$5.92
$62.00$67.001:2Sep 4-$2.04$2.96
$66.00$68.001:2Aug 14-$0.19$1.81
$68.00$69.001:2Aug 7-$0.13$0.87
$65.00$66.001:2Jul 31-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.001:2Aug 28-$0.20$2.80
$55.00$50.001:2Sep 11-$2.20$2.80
$58.00$55.001:2Sep 11-$1.71$1.29
$54.00$52.001:2Aug 14-$0.92$1.08
$52.00$51.001:2Jul 31-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 8.98%, avg 3.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$5.200.550.1%8.98%9.12%1--
$58.00Aug 28$5.150.560.1%8.89%9.03%22
$59.00Aug 28$4.700.541.9%8.11%9.98%1140
$60.00Aug 21$4.000.483.6%6.91%10.50%1071.3K
$58.00Aug 14$3.900.530.1%6.73%6.87%104
$59.00Aug 21$3.900.511.9%6.73%8.60%11223
$58.00Aug 21$3.750.540.1%6.47%6.61%2185
$60.00Aug 28$3.750.503.6%6.47%10.07%3126
$61.00Sep 4$3.750.495.3%6.47%11.79%--53
$60.00Sep 4$3.500.503.6%6.04%9.63%66

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 13,898
Total Puts 15,311
Put/Call Ratio 1.10
Net Difference -1,413

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 147,694
Total Puts 59,449
Average Put/Call Ratio 0.62
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All