Tour v487
MRNA
MODERNA INC
$55.14 +0.58%
$55.36 (+0.40%)🌙
as of 08/03 06:07 PM
8/3 18:07

Option Volume

Detail
Current (08/03) 29,642
Calls: 13,847 (47%)
Puts: 15,795 (53%)
Prior (07/31) 114,810
Calls: 99,032 (86%)
Puts: 15,778 (14%)
Current vs Prior -74.18%
Calls: -86.02% (Calls)
Puts: +0.11% (Puts)
Prior 7-Day Total 228,946
Calls: 167,801 (73%)
Puts: 61,145 (27%)
Prior 7-Day Average 38,157
Calls: 23,971 (73%)
Puts: 8,735 (27%)
Current vs Prior 7-Day Avg -22.32%
Calls: -42.24%
Puts: +80.82%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $11.24M
Calls: $3.05M (27%)
Puts: $8.19M (73%)
Prior (07/31) $11.61M
Calls: $6.42M (55%)
Puts: $5.19M (45%)
Current vs Prior -3.17%
Calls: -52.45%
Puts: +57.74%
Prior 7-Day Total $54.73M
Calls: $31.17M (57%)
Puts: $23.57M (43%)
Prior 7-Day Average $9.12M
Calls: $4.45M (57%)
Puts: $3.37M (43%)
Current vs Prior 7-Day Avg +23.20%
Calls: -31.48%
Puts: +143.20%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03) 1.14
Prior (07/31) 0.16
Current vs Prior +615.96%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +83.58%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 569,757
Calls: 259,352 (46%)
Puts: 310,405 (54%)
Prior (07/31) 586,407
Calls: 269,051 (46%)
Puts: 317,356 (54%)
Current vs Prior -2.84%
Prior 7-Day Total 2,653,794
Calls: 1,255,792 (47%)
Puts: 1,398,002 (53%)
Prior 7-Day Average 442,299
Calls: 209,298 (47%)
Puts: 233,000 (53%)
Current vs Prior 7-Day Avg +28.82%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 9.05% | 12.79%15.52% | 23.45%
Prior 10.49% | 13.41%16.16% | 24.08%
Current vs Prior -13.72% | -4.64%-3.95% | -2.61%
Prior 7-Day Avg 10.63% | 14.21%19.44% | 26.35%
Current vs 7-Day Avg -14.88% | -10.05%-20.15% | -11.00%
Prior 7-Day Eod 10.49% | 13.41%16.16% | 24.08%
Current vs 7-Day Eod -13.72% | -4.64%-3.95% | -2.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Prior 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 40.09% | 33.39%
Calls: 32.53% | 30.51%
Puts: 47.66% | 36.27%
Current vs 7-Day Avg +116.51% | -57.47%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($8.19M). Below-average activity with volume down 74% vs prior. Slightly bearish P/C ratio of 1.14. P/C ratio rising 616% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 140.580.64$0.619.8%650.15315
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 $0.61)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 140.580.64$0.619.8%650.15315
$60.00Aug 70.580.70$0.6418.8%1.7K0.226.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 74 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 79.1011.65$10.3824.6%100.9811
$46.00Aug 78.4011.40$9.9030.3%20.952
$47.50Aug 77.009.30$8.1528.2%10.932
$45.00Aug 149.3011.80$10.5523.7%50.9235
$48.00Aug 76.258.75$7.5033.3%30.922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Aug 79.6012.10$10.8523.0%10.9472
$65.00Aug 78.6011.15$9.8825.8%430.93692
$64.00Aug 77.6510.20$8.9328.6%10.91111
$63.00Aug 76.709.25$7.9832.0%--0.9053
$66.00Aug 149.8512.50$11.1823.7%10.8723

Most actively traded options today. High liquidity = easy entry/exit. 157 active (total vol 13.1K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 211.031.24$1.1418.4%3.2K0.212.9K
$60.00Aug 70.580.70$0.6418.8%1.7K0.226.2K
$58.00Aug 71.001.37$1.1931.1%5740.343.0K
$62.00Aug 140.861.63$1.2462.1%3580.2624
$62.00Aug 70.300.53$0.4254.8%2780.153.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 211.531.83$1.6817.9%1.7K0.265.4K
$60.00Aug 74.905.95$5.4319.3%5940.791.9K
$55.00Aug 213.454.10$3.7817.2%2950.4611.3K
$53.00Aug 71.151.46$1.3123.7%2150.33117
$52.00Aug 140.802.39$1.6099.4%1840.3111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 29.3%, max 124.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Aug 14Aug 21119.9%79.5%50.7%2622
$51.00Aug 7Sep 4102.0%72.6%40.6%130
$53.00Aug 7Aug 28100.8%72.9%38.3%2833
$66.00Aug 7Sep 11104.9%78.3%33.9%67153
$54.00Aug 7Sep 4101.1%77.5%30.3%5229
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.50Aug 7Aug 14209.2%93.1%124.6%583
$45.00Aug 7Sep 11101.3%68.9%47.0%145495
$51.00Aug 7Aug 28102.0%70.0%45.7%84415
$46.00Aug 7Sep 4109.0%75.4%44.6%114
$48.00Aug 7Sep 4104.1%72.3%43.9%40115

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 12.33, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$58.00Aug 28$0.15$1.85$0.1512.33$56.15
$61.00$62.00Aug 7$0.13$0.87$0.136.69$61.13
$62.00$63.00Aug 7$0.13$0.87$0.136.69$62.13
$63.00$64.00Aug 14$0.15$0.85$0.155.67$63.15
$65.00$66.00Aug 14$0.15$0.85$0.155.67$65.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$58.00Aug 7$0.15$0.85$0.155.67$58.85
$49.00$48.00Aug 21$0.19$0.81$0.194.26$48.81
$53.00$52.00Aug 28$0.22$0.78$0.223.55$52.78
$45.50$45.00Aug 14$0.12$0.38$0.123.17$45.38
$46.00$45.00Sep 4$0.24$0.76$0.243.17$45.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 9.00, avg 1.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$59.00Aug 28$0.90$0.90$0.109.00$58.90
$49.00$50.00Aug 21$0.89$0.89$0.118.09$49.89
$45.00$46.00Aug 14$0.82$0.82$0.184.56$45.82
$46.50$47.00Aug 14$0.40$0.40$0.104.00$46.90
$60.00$61.00Aug 28$0.77$0.77$0.233.35$60.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$63.00$62.00Aug 14$0.89$0.89$0.118.09$62.11
$60.00$59.00Aug 21$0.88$0.88$0.127.33$59.12
$64.00$63.00Aug 28$0.88$0.88$0.127.33$63.12
$63.00$62.00Aug 7$0.85$0.85$0.155.67$62.15
$65.00$63.00Aug 14$1.70$1.70$0.305.67$63.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.82, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 7Aug 14$0.17101.3%89.3%
$66.00Aug 7Aug 14$0.32104.9%83.9%
$65.00Aug 7Aug 14$0.45100.6%86.1%
$47.00Aug 14Aug 21$0.55119.9%79.5%
$64.00Aug 7Aug 14$0.57101.5%88.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Aug 7Aug 14$0.21109.0%81.8%
$45.00Aug 7Aug 14$0.29101.3%89.3%
$66.00Aug 7Aug 14$0.33104.9%83.9%
$48.00Aug 7Aug 14$0.35104.1%80.7%
$65.00Aug 7Aug 14$0.39100.6%86.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 7.96% of stock, avg 15.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Aug 7$2.33$2.06$4.39$50.61$59.397.96%
$56.00Aug 7$1.87$2.66$4.53$51.47$60.538.22%
$54.00Aug 7$2.86$1.71$4.57$49.43$58.578.29%
$57.00Aug 7$1.48$3.20$4.68$52.32$61.688.49%
$53.00Aug 7$3.40$1.31$4.71$48.29$57.718.54%
$52.00Aug 7$4.00$1.02$5.02$46.98$57.029.10%
$59.00Aug 7$0.91$4.13$5.04$53.96$64.049.14%
$58.00Aug 7$1.19$3.98$5.17$52.83$63.179.38%
$51.00Aug 7$5.23$0.73$5.96$45.04$56.9610.81%
$60.00Aug 7$0.64$5.43$6.07$53.93$66.0711.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 2.48% of stock, avg 9.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$51.00Aug 7$0.64$0.73$1.37$49.63$61.37
$59.00$51.00Aug 7$0.91$0.73$1.64$49.36$60.64
$60.00$52.00Aug 7$0.64$1.02$1.66$50.34$61.66
$58.00$51.00Aug 7$1.19$0.73$1.92$49.08$59.92
$59.00$52.00Aug 7$0.91$1.02$1.93$50.07$60.93
$60.00$53.00Aug 7$0.64$1.31$1.95$51.05$61.95
$57.00$51.00Aug 7$1.48$0.73$2.21$48.79$59.21
$58.00$52.00Aug 7$1.19$1.02$2.21$49.79$60.21
$59.00$53.00Aug 7$0.91$1.31$2.22$50.78$61.22
$60.00$54.00Aug 7$0.64$1.71$2.35$51.65$62.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 12.64, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5961/64Aug 28$2.78$0.2212.64$56.22$63.78
50/5154/55Aug 14$0.89$0.118.09$50.11$54.89
45/4656/57Aug 21$0.89$0.118.09$45.11$56.89
47/4854/55Aug 21$0.89$0.118.09$47.11$54.89
51/5254/55Aug 21$0.88$0.127.33$51.12$54.88
56/5964/65Aug 28$2.57$0.435.98$56.43$66.57
46/4650/51Aug 7$0.85$0.155.67$45.65$50.85
49/5054/55Aug 21$0.85$0.155.67$49.15$54.85
50/5157/58Aug 14$0.84$0.165.25$50.16$57.84
45/4654/55Aug 21$0.84$0.165.25$45.16$54.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 7$0.06$0.9415.67
$54.00$55.00$56.00Aug 7$0.07$0.9313.29
$55.00$56.00$57.00Aug 7$0.07$0.9313.29
$62.00$63.00$64.00Aug 7$0.07$0.9313.29
$48.00$49.00$50.00Aug 21$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Aug 14$0.08$0.9211.50
$48.00$49.00$50.00Aug 21$0.09$0.9110.11
$62.00$63.00$64.00Aug 7$0.10$0.909.00
$52.00$53.00$54.00Aug 7$0.11$0.898.09
$49.00$50.00$51.00Aug 21$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-1.20, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Sep 11-$1.20$3.80
$55.00$60.001:2Sep 11-$1.51$3.49
$56.00$60.001:2Sep 4-$2.03$1.97
$61.00$64.001:2Aug 28-$1.33$1.67
$50.00$53.001:2Aug 14-$2.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.00$52.001:2Aug 14-$0.73$1.27
$47.00$45.001:2Aug 28-$1.01$0.99
$51.00$50.001:2Aug 7-$0.21$0.79
$46.00$45.001:2Aug 21-$0.27$0.73
$52.00$51.001:2Aug 7-$0.44$0.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 8.07%, avg 2.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Sep 4$4.450.521.6%8.07%9.63%117
$56.00Aug 28$3.950.521.6%7.16%8.72%552
$56.00Aug 21$3.350.511.6%6.08%7.64%14101
$59.00Aug 28$3.050.427.0%5.53%12.53%2142
$60.00Sep 4$3.050.418.8%5.53%14.35%--11
$57.00Aug 21$2.880.473.4%5.22%8.60%267341
$60.00Sep 11$2.860.418.8%5.19%14.00%1--
$58.00Aug 28$2.850.475.2%5.17%10.36%128
$56.00Aug 14$2.630.491.6%4.77%6.33%1426
$58.00Aug 21$2.590.435.2%4.70%9.88%35196

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 13,847
Total Puts 15,795
Put/Call Ratio 1.14
Net Difference -1,948

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 167,801
Total Puts 61,145
Average Put/Call Ratio 0.62
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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