Tour v477
MRNA
MODERNA INC
$54.82 -5.35%
$54.65 (-0.31%)🌙
as of 07/31 06:01 PM
7/31 18:02

Option Volume

Detail
Current (07/31) 114,810
Calls: 99,032 (86%)
Puts: 15,778 (14%)
Prior (07/30) 29,209
Calls: 13,898 (48%)
Puts: 15,311 (52%)
Current vs Prior +293.06%
Calls: +612.56% (Calls)
Puts: +3.05% (Puts)
Prior 7-Day Total 248,651
Calls: 184,476 (74%)
Puts: 64,175 (26%)
Prior 7-Day Average 35,521
Calls: 26,353 (74%)
Puts: 9,167 (26%)
Current vs Prior 7-Day Avg +223.21%
Calls: +275.78%
Puts: +72.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $11.61M
Calls: $6.42M (55%)
Puts: $5.19M (45%)
Prior (07/30) $8.16M
Calls: $4.68M (57%)
Puts: $3.49M (43%)
Current vs Prior +42.20%
Calls: +37.20%
Puts: +48.91%
Prior 7-Day Total $63.80M
Calls: $38.38M (60%)
Puts: $25.42M (40%)
Prior 7-Day Average $9.11M
Calls: $5.48M (60%)
Puts: $3.63M (40%)
Current vs Prior 7-Day Avg +27.34%
Calls: +17.00%
Puts: +42.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.16
Prior (07/30) 1.10
Current vs Prior -85.54%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -72.16%
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 3,231,256
Calls: 1,526,702 (47%)
Puts: 1,704,554 (53%)
Prior 7-Day Average 461,608
Calls: 218,100 (47%)
Puts: 243,507 (53%)
Current vs Prior 7-Day Avg +27.04%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.63% | 10.49%16.16% | 24.08%
Prior 8.53% | 11.39%18.82% | 25.92%
Current vs Prior +22.98% | +17.66%-14.12% | -7.09%
Prior 7-Day Avg 9.72% | 14.33%20.33% | 26.92%
Current vs 7-Day Avg +7.88% | -6.41%-20.49% | -10.56%
Prior 7-Day Eod 2.49% | 10.98%18.82% | 25.92%
Current vs 7-Day Eod +321.97% | +22.11%-14.12% | -7.09%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +197.06% | -17.10%
Prior 7-Day Avg 39.75% | 34.57%
Calls: 20.73% | 34.11%
Puts: 40.90% | 42.03%
Current vs 7-Day Avg +118.35% | -58.92%
Liquidity Expensive
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🤖 AI Insights

Unusually high activity with volume up 293% vs prior - elevated interest. Volume explosion - 223% above 7-day average (114,810 vs avg 35,521). Extreme bullish P/C ratio of 0.16 - heavy call buying (99,032 calls vs 15,778 puts). P/C ratio dropping 86% - sentiment shifting bullish.

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 -- 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. 105 found (avg delta 0.77, highest 1.01)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Jul 319.7512.85$11.3027.4%41.018
$46.50Jul 317.4010.50$8.9534.6%21.007
$47.00Jul 316.5510.00$8.2841.7%21.0022
$48.00Jul 315.809.00$7.4043.2%231.0028
$50.00Jul 313.806.90$5.3557.9%61.0016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.621.39$1.0077.0%9501.00559
$57.00Jul 310.153.25$1.70182.4%6081.00378
$58.00Jul 311.394.10$2.7498.9%3541.00138
$59.00Jul 312.734.70$3.7253.0%211.0060
$60.00Jul 314.205.90$5.0533.7%2611.00931

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 101.4K, 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 70.871.32$1.1040.9%11.5K0.2852
$63.00Aug 70.390.54$0.4731.9%11.4K0.14119
$60.00Aug 70.801.10$0.9531.6%6.2K0.25354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.621.39$1.0077.0%9501.00559
$50.00Aug 70.681.00$0.8438.1%7580.21320
$57.00Jul 310.153.25$1.70182.4%6081.00378
$56.00Aug 72.963.50$3.2316.7%4420.5560
$55.00Jul 310.170.46$0.3290.6%4330.53830

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 790.7%, max 3693.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 42889.2%81.6%3439.5%4049
$46.00Jul 31Aug 212023.1%82.0%2368.2%2293
$48.50Jul 31Aug 71371.6%88.1%1456.7%55
$44.00Jul 31Aug 211136.9%73.7%1443.4%459
$47.50Jul 31Aug 7900.4%82.7%988.1%410
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 112889.2%76.2%3693.4%61.7K
$46.00Jul 31Aug 212023.1%82.0%2368.2%7143
$44.00Jul 31Aug 211136.9%73.7%1443.4%37525
$48.50Jul 31Aug 141371.6%91.7%1396.5%3563
$45.50Jul 31Aug 71201.9%94.9%1166.3%51.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 19.00, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$64.00Sep 4$0.10$1.90$0.1019.00$62.10
$54.00$55.00Aug 21$0.13$0.87$0.136.69$54.13
$59.00$60.00Aug 7$0.15$0.85$0.155.67$59.15
$60.00$61.00Aug 21$0.15$0.85$0.155.67$60.15
$56.00$59.00Sep 4$0.47$2.53$0.475.38$56.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$44.00Aug 7$0.13$0.87$0.136.69$44.87
$48.00$45.00Sep 4$0.39$2.61$0.396.69$47.61
$63.00$62.00Aug 14$0.18$0.82$0.184.56$62.82
$51.00$50.00Aug 7$0.24$0.76$0.243.17$50.76
$60.00$59.00Aug 21$0.25$0.75$0.253.00$59.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 11.50, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.50$50.00Jul 31$1.38$1.38$0.1211.50$49.88
$50.00$52.00Aug 14$1.75$1.75$0.257.00$51.75
$45.00$50.00Aug 14$4.08$4.08$0.924.43$49.08
$47.00$48.00Aug 21$0.77$0.77$0.233.35$47.77
$48.00$48.50Aug 7$0.38$0.38$0.123.17$48.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$58.00Aug 14$1.78$1.78$0.228.09$58.22
$52.00$50.00Sep 4$1.76$1.76$0.247.33$50.24
$64.00$63.00Aug 14$0.85$0.85$0.155.67$63.15
$65.00$64.00Aug 14$0.85$0.85$0.155.67$64.15
$59.00$58.00Aug 7$0.83$0.83$0.174.88$58.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.97, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 31Aug 7$0.172889.2%96.7%
$65.00Jul 31Aug 7$0.24813.5%87.5%
$63.00Jul 31Aug 7$0.46672.4%89.8%
$62.00Jul 31Aug 7$0.51598.9%85.9%
$48.00Jul 31Aug 7$0.53738.5%83.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$44.00Jul 31Aug 7$0.071136.9%86.3%
$45.50Jul 31Aug 7$0.201201.9%94.9%
$47.00Jul 31Aug 7$0.26836.2%85.2%
$48.50Jul 31Aug 7$0.261371.6%88.1%
$47.50Jul 31Aug 7$0.28900.4%82.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 1.48% of stock, avg 15.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 31$0.49$0.32$0.81$54.19$55.811.48%
$56.00Jul 31$0.08$1.00$1.08$54.92$57.081.97%
$54.00Jul 31$1.67$0.01$1.68$52.32$55.683.06%
$57.00Jul 31$0.03$1.70$1.73$55.27$58.733.16%
$53.00Jul 31$2.41$0.01$2.42$50.58$55.424.41%
$58.00Jul 31$0.01$2.74$2.75$55.25$60.755.02%
$52.00Jul 31$3.52$0.01$3.53$48.47$55.536.44%
$59.00Jul 31$0.01$3.72$3.73$55.27$62.736.80%
$51.00Jul 31$4.43$0.01$4.44$46.56$55.448.10%
$60.00Jul 31$0.01$5.05$5.06$54.94$65.069.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 0.44% of stock, avg 10.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$49.50Jul 31$0.03$0.21$0.24$49.26$57.24
$56.00$49.50Jul 31$0.08$0.21$0.29$49.21$56.29
$57.00$48.50Jul 31$0.03$0.26$0.29$48.21$57.29
$56.00$48.50Jul 31$0.08$0.26$0.34$48.16$56.34
$57.00$46.00Jul 31$0.03$0.43$0.46$45.54$57.46
$56.00$46.00Jul 31$0.08$0.43$0.51$45.49$56.51
$57.00$45.00Jul 31$0.03$1.00$1.03$43.97$58.03
$56.00$45.00Jul 31$0.08$1.00$1.08$43.92$57.08
$57.00$44.50Jul 31$0.03$1.07$1.10$43.40$58.10
$56.00$44.50Jul 31$0.08$1.07$1.15$43.35$57.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 104 found (best R:R 17.18, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/5059/60Aug 28$1.89$0.1117.18$48.11$60.89
50/5262/64Sep 4$1.86$0.1413.29$50.14$63.86
46/4652/54Aug 14$1.81$0.199.53$44.69$53.81
54/5556/58Aug 28$1.80$0.209.00$53.20$57.80
45/4657/58Aug 14$0.89$0.118.09$45.11$57.89
52/5357/58Aug 14$0.89$0.118.09$52.11$57.89
56/5764/65Aug 28$0.89$0.118.09$56.11$64.89
45/4656/57Aug 14$0.88$0.127.33$45.12$56.88
49/5052/54Aug 14$1.76$0.247.33$47.74$53.76
52/5356/57Aug 14$0.88$0.127.33$52.12$56.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$62.00$63.00$64.00Aug 21$0.11$0.898.09
$62.00$63.00$64.00Aug 7$0.12$0.887.33
$63.00$64.00$65.00Aug 28$0.14$0.866.14
$55.00$56.00$57.00Aug 7$0.15$0.855.67
$45.00$46.00$47.00Aug 21$0.17$0.834.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.05$0.9519.00
$51.00$52.00$53.00Aug 7$0.07$0.9313.29
$53.00$54.00$55.00Aug 7$0.07$0.9313.29
$50.00$51.00$52.00Aug 14$0.08$0.9211.50
$47.00$47.50$48.00Aug 7$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.01, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.89$4.11
$45.00$50.001:2Aug 14-$2.77$2.23
$50.00$55.001:2Sep 11-$3.11$1.89
$60.00$63.001:2Aug 28-$2.03$0.97
$63.00$64.001:2Aug 14-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Sep 11-$0.01$4.99
$55.00$50.001:2Sep 11-$0.68$4.32
$48.00$45.001:2Sep 4-$1.01$1.99
$47.00$45.001:2Aug 28-$0.08$1.92
$59.00$55.001:2Sep 11-$2.56$1.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 9.49%, avg 3.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 11$5.200.570.3%9.49%9.81%2877
$56.00Sep 11$4.700.542.1%8.57%10.73%33
$55.00Sep 4$4.550.580.3%8.30%8.63%163144
$56.00Sep 4$4.400.552.1%8.03%10.18%1112
$58.00Sep 11$4.050.495.8%7.39%13.19%11
$56.00Aug 28$4.000.512.1%7.30%9.45%2038
$59.00Sep 11$3.550.487.6%6.48%14.10%4--
$59.00Sep 4$3.450.477.6%6.29%13.92%10--
$56.00Aug 21$3.400.522.1%6.20%8.35%4100
$55.00Aug 21$3.350.560.3%6.11%6.44%261.2K

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 99,032
Total Puts 15,778
Put/Call Ratio 0.16
Net Difference 83,254

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 184,476
Total Puts 64,175
Average Put/Call Ratio 0.57
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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