Tour v477
MRNA
MODERNA INC
$55.92 -3.45%
7/31 15:14

Option Volume

Detail
Current (07/31) 110,899
Calls: 97,527 (88%)
Puts: 13,372 (12%)
Prior (07/30) 29,209
Calls: 13,898 (48%)
Puts: 15,311 (52%)
Current vs Prior +279.67%
Calls: +601.73% (Calls)
Puts: -12.66% (Puts)
Prior 7-Day Total 219,279
Calls: 154,397 (70%)
Puts: 64,882 (30%)
Prior 7-Day Average 31,325
Calls: 22,056 (70%)
Puts: 9,268 (30%)
Current vs Prior 7-Day Avg +254.02%
Calls: +342.16%
Puts: +44.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $12.00M
Calls: $7.58M (63%)
Puts: $4.42M (37%)
Prior (07/30) $8.16M
Calls: $4.68M (57%)
Puts: $3.49M (43%)
Current vs Prior +47.05%
Calls: +62.13%
Puts: +26.81%
Prior 7-Day Total $68.97M
Calls: $40.28M (58%)
Puts: $28.69M (42%)
Prior 7-Day Average $9.85M
Calls: $5.75M (58%)
Puts: $4.10M (42%)
Current vs Prior 7-Day Avg +21.80%
Calls: +31.74%
Puts: +7.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.14
Prior (07/30) 1.10
Current vs Prior -87.55%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -76.46%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 586,407
Calls: 269,051 (46%)
Puts: 317,356 (54%)
Prior (07/30) 576,925
Calls: 264,207 (46%)
Puts: 312,718 (54%)
Current vs Prior +1.64%
Prior 7-Day Total 2,902,209
Calls: 1,408,605 (49%)
Puts: 1,493,604 (51%)
Prior 7-Day Average 414,601
Calls: 201,229 (49%)
Puts: 213,372 (51%)
Current vs Prior 7-Day Avg +41.44%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.49% | 10.98%16.38% | 23.43%
Prior 8.53% | 11.39%18.82% | 25.92%
Current vs Prior -70.86% | -3.64%-12.96% | -9.60%
Prior 7-Day Avg 9.21% | 14.23%20.68% | 27.23%
Current vs 7-Day Avg -73.00% | -22.84%-20.77% | -13.98%
Prior 7-Day Eod 8.53% | 11.40%18.82% | 25.92%
Current vs 7-Day Eod -70.86% | -3.64%-12.96% | -9.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 93.40% | 13.61%
Calls: 74.68% | 9.23%
Puts: 112.12% | 17.99%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +219.64% | -20.55%
Prior 7-Day Avg 30.86% | 38.66%
Calls: 20.65% | 34.73%
Puts: 41.07% | 42.60%
Current vs 7-Day Avg +202.69% | -64.80%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($7.58M). Unusually high activity with volume up 280% vs prior - elevated interest. Volume explosion - 254% above 7-day average (110,899 vs avg 31,325). Extreme bullish P/C ratio of 0.14 - heavy call buying (97,527 calls vs 13,372 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 NEUTRAL
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 19 of results (avg 8.7%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 71.171.25$1.216.6%6.0K0.30354
$56.00Aug 72.612.81$2.717.4%380.5128
$52.00Aug 75.005.45$5.238.6%50.749
$57.00Aug 72.162.36$2.268.8%490.4656
$56.00Aug 284.755.20$4.979.1%200.5438
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Aug 289.059.75$9.407.4%70.676
$57.00Aug 73.153.40$3.287.6%1280.5430
$55.00Aug 213.603.90$3.758.0%210.4311.3K
$63.00Aug 148.008.70$8.358.4%10.7427
$61.00Aug 75.906.45$6.188.9%10.7434

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.69, cheapest $0.41)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 70.380.44$0.4114.6%3480.12355
$64.00Aug 70.430.50$0.4714.9%5.5K0.1455
$63.00Aug 70.600.69$0.6513.8%11.3K0.18119
$62.00Aug 70.730.86$0.8016.2%2.9K0.21208
$61.00Aug 70.931.04$0.9911.1%320.25216
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 70.610.71$0.6615.2%5250.17320
$51.00Aug 70.820.93$0.8812.5%2180.2117

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 107 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.50Jul 319.2012.25$10.7328.4%11.006
$46.50Jul 318.2011.25$9.7331.3%21.007
$47.00Jul 317.7010.45$9.0730.3%21.0022
$47.50Jul 317.2010.05$8.6333.0%11.009
$48.00Jul 316.709.60$8.1535.6%231.0028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 319.7512.65$11.2025.9%20.99118
$63.00Jul 316.458.15$7.3023.3%--0.99249
$64.00Jul 316.759.15$7.9530.2%10.9963
$62.00Jul 315.557.05$6.3023.8%110.9996
$61.00Jul 314.306.50$5.4040.7%20.99102

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 98.6K, top 18.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.000.01$0.01100.0%18.6K0.0115.7K
$63.00Jul 310.000.01$0.01100.0%14.2K0.0114.6K
$59.00Aug 71.451.60$1.539.8%11.5K0.3552
$63.00Aug 70.600.69$0.6513.8%11.3K0.18119
$60.00Aug 71.171.25$1.216.6%6.0K0.30354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.180.55$0.37100.0%6010.56559
$57.00Jul 310.801.24$1.0243.1%5760.91378
$50.00Aug 70.610.71$0.6615.2%5250.17320
$50.00Jul 310.000.02$0.01200.0%3660.011.5K
$49.00Aug 211.381.59$1.4914.1%3450.22695

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 538.5%, max 2105.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 41763.2%79.9%2105.7%1049
$46.00Jul 31Aug 211106.9%83.1%1232.0%2293
$66.00Jul 31Sep 4935.4%79.8%1071.7%78280
$48.50Jul 31Aug 71021.8%94.8%977.8%55
$67.00Jul 31Sep 4638.5%82.8%671.7%24512
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 41763.2%79.9%2105.7%81.7K
$46.00Jul 31Aug 211106.9%83.1%1232.0%7143
$48.50Jul 31Aug 141021.8%83.7%1121.5%3563
$66.00Jul 31Aug 14935.4%84.4%1008.3%--310
$49.50Jul 31Aug 14853.5%84.7%907.7%739

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 8.09, avg 2.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$67.00Jul 31$0.11$0.89$0.118.09$66.11
$65.00$66.00Aug 7$0.11$0.89$0.118.09$65.11
$64.00$65.00Aug 14$0.11$0.89$0.118.09$64.11
$61.00$62.00Sep 4$0.11$0.89$0.118.09$61.11
$66.00$67.00Aug 14$0.13$0.87$0.136.69$66.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$46.00Aug 21$0.13$0.87$0.136.69$46.87
$53.00$52.00Sep 4$0.15$0.85$0.155.67$52.85
$48.00$47.00Aug 14$0.19$0.81$0.194.26$47.81
$46.00$45.50Jul 31$0.10$0.40$0.104.00$45.90
$53.00$52.00Aug 28$0.20$0.80$0.204.00$52.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 167 found (best R:R 9.00, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Aug 21$0.88$0.88$0.127.33$46.88
$52.00$53.00Jul 31$0.85$0.85$0.155.67$52.85
$54.00$55.00Jul 31$0.85$0.85$0.155.67$54.85
$45.00$49.00Sep 4$3.25$3.25$0.754.33$48.25
$45.00$50.00Aug 14$4.02$4.02$0.984.10$49.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$61.00Jul 31$0.90$0.90$0.109.00$61.10
$65.00$64.00Aug 28$0.88$0.88$0.127.33$64.12
$60.00$59.00Aug 28$0.87$0.87$0.136.69$59.13
$61.00$60.00Aug 7$0.80$0.80$0.204.00$60.20
$62.00$61.00Aug 14$0.80$0.80$0.204.00$61.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $0.91, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.13623.0%91.8%
$47.50Jul 31Aug 7$0.15671.8%92.3%
$66.00Jul 31Aug 7$0.18935.4%89.1%
$46.50Jul 31Aug 7$0.20657.6%91.5%
$67.00Jul 31Aug 7$0.22638.5%88.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.50Jul 31Aug 7$0.13884.6%93.1%
$66.00Jul 31Aug 7$0.20935.4%89.1%
$46.50Jul 31Aug 7$0.21657.6%91.5%
$48.50Jul 31Aug 7$0.251021.8%94.8%
$47.00Jul 31Aug 7$0.26623.0%91.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 103 found (cheapest 1.09% of stock, avg 15.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 31$0.24$0.37$0.61$55.39$56.611.09%
$57.00Jul 31$0.04$1.02$1.06$55.94$58.061.90%
$55.00Jul 31$1.02$0.06$1.08$53.92$56.081.93%
$54.00Jul 31$1.87$0.08$1.95$52.05$55.953.49%
$58.00Jul 31$0.02$2.40$2.42$55.58$60.424.33%
$53.00Jul 31$3.15$0.02$3.17$49.83$56.175.67%
$59.00Jul 31$0.01$3.32$3.33$55.67$62.335.95%
$52.00Jul 31$4.00$0.02$4.02$47.98$56.027.19%
$60.00Jul 31$0.01$4.30$4.31$55.69$64.317.71%
$51.00Jul 31$5.13$0.01$5.14$45.86$56.149.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 0.18% of stock, avg 10.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$55.00Jul 31$0.04$0.06$0.10$54.90$57.10
$57.00$54.00Jul 31$0.04$0.08$0.12$53.88$57.12
$66.00$55.00Jul 31$0.12$0.06$0.18$54.82$66.18
$66.00$54.00Jul 31$0.12$0.08$0.20$53.80$66.20
$57.00$49.50Jul 31$0.04$0.21$0.25$49.25$57.25
$56.00$55.00Jul 31$0.24$0.06$0.30$54.70$56.30
$57.00$48.50Jul 31$0.04$0.26$0.30$48.20$57.30
$56.00$54.00Jul 31$0.24$0.08$0.32$53.68$56.32
$66.00$49.50Jul 31$0.12$0.21$0.33$49.17$66.33
$66.00$48.50Jul 31$0.12$0.26$0.38$48.12$66.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 212 found (best R:R 8.52, avg credit $0.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/4850/52Aug 14$1.79$0.218.52$46.21$51.79
48/4950/52Aug 14$1.79$0.218.52$47.21$51.79
53/5456/57Aug 14$0.89$0.118.09$53.11$56.89
54/5558/59Aug 14$0.89$0.118.09$54.11$58.89
56/5758/59Aug 28$0.89$0.118.09$56.11$58.89
50/5154/55Aug 14$0.88$0.127.33$50.12$54.88
45/4652/54Aug 14$1.74$0.266.69$44.76$53.74
55/5658/59Aug 14$0.87$0.136.69$55.13$58.87
54/5559/60Aug 28$0.87$0.136.69$54.13$59.87
55/5663/64Aug 28$0.87$0.136.69$55.13$63.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 39.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$62.00$64.00$66.00Sep 4$0.05$1.9539.00
$54.00$55.00$56.00Aug 7$0.06$0.9415.67
$56.00$57.00$58.00Aug 7$0.06$0.9415.67
$63.00$64.00$65.00Aug 14$0.06$0.9415.67
$55.00$56.00$57.00Aug 21$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Jul 31$0.06$0.9415.67
$58.00$59.00$60.00Jul 31$0.06$0.9415.67
$51.00$52.00$53.00Aug 7$0.06$0.9415.67
$51.00$52.00$53.00Aug 14$0.07$0.9313.29
$54.00$55.00$56.00Aug 28$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-1.81, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.75$4.25
$60.00$63.001:2Aug 28-$1.49$1.51
$45.00$50.001:2Aug 14-$3.51$1.49
$50.00$55.001:2Sep 11-$3.57$1.43
$57.00$58.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.00$59.001:2Sep 11-$1.81$6.19
$55.00$50.001:2Sep 11-$0.34$4.66
$48.00$45.001:2Sep 4-$0.46$2.54
$47.00$45.001:2Aug 28-$0.54$1.46
$59.00$55.001:2Sep 11-$2.73$1.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 9.21%, avg 3.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Sep 4$5.150.540.1%9.21%9.35%1112
$56.00Sep 11$5.100.540.1%9.12%9.26%33
$56.00Aug 28$4.750.540.1%8.49%8.64%2038
$58.00Sep 11$4.700.503.7%8.40%12.12%11
$59.00Sep 11$4.050.475.5%7.24%12.75%4--
$56.00Aug 21$4.000.530.1%7.15%7.30%4100
$58.00Aug 28$3.900.483.7%6.97%10.69%64
$59.00Sep 4$3.800.465.5%6.80%12.30%10--
$57.00Aug 21$3.550.501.9%6.35%8.28%58345
$60.00Sep 4$3.500.447.3%6.26%13.56%--11

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 97,527
Total Puts 13,372
Put/Call Ratio 0.14
Net Difference 84,155

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 154,397
Total Puts 64,882
Average Put/Call Ratio 0.58
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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