Tour v490
MRNA
MODERNA INC
$56.99 +3.36%
$57.20 (+0.37%)🌙
as of 08/04 06:16 PM
8/4 18:16

Option Volume

Detail
Current (08/04) 20,691
Calls: 8,157 (39%)
Puts: 12,534 (61%)
Prior (08/03) 29,642
Calls: 13,847 (47%)
Puts: 15,795 (53%)
Current vs Prior -30.20%
Calls: -41.09% (Calls)
Puts: -20.65% (Puts)
Prior 7-Day Total 258,588
Calls: 181,648 (70%)
Puts: 76,940 (30%)
Prior 7-Day Average 36,941
Calls: 25,949 (70%)
Puts: 10,991 (30%)
Current vs Prior 7-Day Avg -43.99%
Calls: -68.57%
Puts: +14.03%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $5.81M
Calls: $2.13M (37%)
Puts: $3.68M (63%)
Prior (08/03) $11.24M
Calls: $3.05M (27%)
Puts: $8.19M (73%)
Current vs Prior -48.32%
Calls: -30.31%
Puts: -55.03%
Prior 7-Day Total $65.97M
Calls: $34.22M (52%)
Puts: $31.75M (48%)
Prior 7-Day Average $9.42M
Calls: $4.89M (52%)
Puts: $4.54M (48%)
Current vs Prior 7-Day Avg -38.37%
Calls: -56.50%
Puts: -18.84%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/04) 1.54
Prior (08/03) 1.14
Current vs Prior +34.71%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +120.92%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 266,093
Calls: 149,218 (56%)
Puts: 116,875 (44%)
Prior (08/03) 569,757
Calls: 259,352 (46%)
Puts: 310,405 (54%)
Current vs Prior -53.30%
Prior 7-Day Total 3,223,551
Calls: 1,515,144 (47%)
Puts: 1,708,407 (53%)
Prior 7-Day Average 460,507
Calls: 216,449 (47%)
Puts: 244,058 (53%)
Current vs Prior 7-Day Avg -42.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 7.56% | 12.00%14.74% | 21.28%
Prior 9.05% | 12.79%15.52% | 23.45%
Current vs Prior -16.43% | -6.13%-5.05% | -9.23%
Prior 7-Day Avg 10.41% | 14.01%18.88% | 25.93%
Current vs 7-Day Avg -27.32% | -14.33%-21.94% | -17.93%
Prior 7-Day Eod 9.05% | 12.79%15.52% | 23.45%
Current vs 7-Day Eod -16.43% | -6.13%-5.05% | -9.23%
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 46.76% | 30.65%
Calls: 40.87% | 28.56%
Puts: 52.66% | 32.73%
Current vs 7-Day Avg +85.62% | -53.67%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($3.68M). Extreme bearish P/C ratio of 1.54 - heavy put buying. P/C ratio rising 35% - increased hedging/bearish positioning. Declining open interest (down 53%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 5 of results (avg 7.8%, best 5.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 184.955.30$5.136.8%2130.483.9K
$65.00Sep 183.353.65$3.508.6%3060.371.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 187.558.00$7.785.8%1940.521.0K
$55.00Sep 184.755.15$4.958.1%1130.401.2K
$50.00Sep 182.723.00$2.869.8%1090.273.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.67, cheapest $0.48)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Aug 70.450.51$0.4812.5%5510.193.2K
$60.00Aug 70.800.92$0.8614.0%6890.307.0K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 70.600.73$0.6719.4%310.23253

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 76.108.55$7.3333.4%40.9412
$49.50Aug 76.509.00$7.7532.3%30.946
$49.00Aug 76.7510.05$8.4039.3%10.93--
$46.00Aug 2110.0013.10$11.5526.8%110.93286
$47.00Aug 78.3012.20$10.2538.0%60.931
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Aug 78.6011.80$10.2031.4%40.9877
$68.00Aug 710.2012.25$11.2318.3%30.9684
$65.00Aug 76.858.75$7.8024.4%10.96--
$66.00Aug 77.7510.20$8.9827.3%10.9472
$64.00Aug 75.858.40$7.1335.8%30.92--

Most actively traded options today. High liquidity = easy entry/exit. 170 active (total vol 8.3K, top 689)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 70.800.92$0.8614.0%6890.307.0K
$62.00Aug 70.450.51$0.4812.5%5510.193.2K
$57.00Aug 71.412.42$1.9252.6%3580.53134
$65.00Sep 183.353.65$3.508.6%3060.371.2K
$65.00Aug 211.201.50$1.3522.2%3040.244.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Aug 70.010.68$0.35191.4%6070.0940
$50.00Aug 70.070.20$0.1492.9%4590.06894
$60.00Sep 187.558.00$7.785.8%1940.521.0K
$57.00Sep 115.055.60$5.3210.3%1770.44--
$48.00Aug 70.020.55$0.29182.8%1430.08142

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 36.2%, max 244.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Aug 7Aug 21257.0%74.6%244.4%23290
$47.50Aug 7Aug 14160.5%94.0%70.8%4--
$47.00Aug 7Aug 14163.5%97.9%67.0%81
$48.50Aug 7Aug 14167.0%105.7%57.9%24
$68.00Aug 7Sep 4115.6%81.5%41.8%211199
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Aug 7Sep 18163.5%74.7%119.0%30457
$48.00Aug 7Sep 18146.1%76.5%90.9%147623
$49.00Aug 7Sep 18121.4%76.7%58.2%17574
$66.00Aug 7Aug 14111.3%79.8%39.5%295
$46.00Aug 14Sep 18108.1%77.7%39.2%10302

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 25.67, avg 2.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$63.00$64.00Aug 7$0.10$0.90$0.109.00$63.10
$61.00$62.00Aug 7$0.11$0.89$0.118.09$61.11
$66.00$67.00Aug 7$0.11$0.89$0.118.09$66.11
$58.00$59.00Aug 21$0.11$0.89$0.118.09$58.11
$61.00$62.00Aug 21$0.13$0.87$0.136.69$61.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$46.00Aug 28$0.15$3.85$0.1525.67$49.85
$47.00$46.00Sep 18$0.11$0.89$0.118.09$46.89
$53.00$52.00Aug 7$0.16$0.84$0.165.25$52.84
$49.00$48.00Sep 11$0.17$0.83$0.174.88$48.83
$54.00$53.00Aug 7$0.19$0.81$0.194.26$53.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 110 found (best R:R 6.14, avg 1.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$56.00$57.00Aug 21$0.86$0.86$0.146.14$56.86
$48.50$49.50Aug 14$0.84$0.84$0.165.25$49.34
$59.00$60.00Aug 14$0.81$0.81$0.194.26$59.81
$46.00$50.00Aug 21$3.23$3.23$0.774.19$49.23
$50.00$51.00Aug 7$0.78$0.78$0.223.55$50.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$58.00Aug 7$1.67$1.67$0.335.06$58.33
$51.00$50.00Sep 11$0.83$0.83$0.174.88$50.17
$64.00$60.00Aug 7$3.16$3.16$0.843.76$60.84
$54.00$53.00Aug 28$0.76$0.76$0.243.17$53.24
$65.00$61.00Aug 21$3.02$3.02$0.983.08$61.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.91, cheapest $0.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$68.00Aug 7Aug 14$0.25115.6%81.4%
$47.00Aug 7Aug 14$0.27163.5%97.9%
$46.00Aug 7Aug 21$0.42257.0%74.6%
$50.00Aug 7Aug 14$0.5099.3%91.2%
$67.00Aug 7Aug 14$0.53102.2%88.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Aug 7Aug 14$0.14163.5%97.9%
$66.00Aug 7Aug 14$0.47111.3%79.8%
$51.00Aug 7Aug 14$0.50100.2%78.2%
$50.00Aug 7Aug 14$0.6999.3%91.2%
$60.00Aug 7Aug 14$0.7593.5%83.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 6.37% of stock, avg 15.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Aug 7$1.92$1.71$3.63$53.37$60.636.37%
$58.00Aug 7$1.45$2.30$3.75$54.25$61.756.58%
$56.00Aug 7$2.60$1.34$3.94$52.06$59.946.91%
$55.00Aug 7$3.06$1.02$4.08$50.92$59.087.16%
$54.00Aug 7$3.80$0.67$4.47$49.53$58.477.84%
$60.00Aug 7$0.86$3.97$4.83$55.17$64.838.48%
$53.00Aug 7$4.53$0.48$5.01$47.99$58.018.79%
$58.00Aug 14$2.65$3.22$5.87$52.13$63.8710.30%
$55.00Aug 14$4.14$1.94$6.08$48.92$61.0810.67%
$57.00Aug 14$3.18$3.00$6.18$50.82$63.1810.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 1.68% of stock, avg 7.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.00$53.00Aug 7$0.48$0.48$0.96$52.04$62.96
$61.00$53.00Aug 7$0.59$0.48$1.07$51.93$62.07
$62.00$54.00Aug 7$0.48$0.67$1.15$52.85$63.15
$61.00$54.00Aug 7$0.59$0.67$1.26$52.74$62.26
$60.00$53.00Aug 7$0.86$0.48$1.34$51.66$61.34
$62.00$55.00Aug 7$0.48$1.02$1.50$53.50$63.50
$60.00$54.00Aug 7$0.86$0.67$1.53$52.47$61.53
$61.00$55.00Aug 7$0.59$1.02$1.61$53.39$62.61
$59.00$53.00Aug 7$1.25$0.48$1.73$51.27$60.73
$62.00$56.00Aug 7$0.48$1.34$1.82$54.18$63.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 15.67, avg credit $1.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5760/61Aug 21$1.88$0.1215.67$55.12$61.88
56/5762/63Aug 14$0.88$0.127.33$56.12$62.88
47/4862/63Aug 14$0.87$0.136.69$47.13$62.87
48/4955/56Sep 11$0.87$0.136.69$48.13$55.87
47/4850/55Aug 14$4.33$0.676.46$43.67$54.33
58/6062/63Aug 14$1.73$0.276.41$58.27$63.73
52/5363/64Aug 28$0.84$0.165.25$52.16$63.84
51/5759/65Sep 11$4.82$1.184.08$52.18$63.82
47/4855/57Aug 14$1.60$0.404.00$46.40$56.60
54/5560/61Aug 21$0.80$0.204.00$54.20$60.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Aug 14$0.08$0.9211.50
$55.00$60.00$65.00Sep 18$0.42$4.5810.90
$59.00$60.00$61.00Aug 14$0.09$0.9110.11
$59.00$60.00$61.00Aug 7$0.12$0.887.33
$61.00$62.00$63.00Aug 21$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$52.00$53.00Aug 14$0.05$0.9519.00
$51.00$52.00$53.00Aug 7$0.07$0.9313.29
$51.00$52.00$53.00Aug 28$0.10$0.909.00
$55.00$60.00$65.00Sep 18$0.57$4.437.77
$50.00$55.00$60.00Sep 18$0.74$4.265.76

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 $-0.22, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$0.24$5.76
$50.00$55.001:2Aug 14-$0.45$4.55
$59.00$64.001:2Sep 4-$0.76$4.24
$60.00$65.001:2Sep 18-$1.87$3.13
$55.00$60.001:2Sep 18-$3.08$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.00$51.001:2Sep 11-$0.22$5.78
$55.00$50.001:2Sep 18-$0.77$4.23
$64.00$60.001:2Aug 7-$0.81$3.19
$60.00$55.001:2Sep 18-$2.12$2.88
$50.00$46.001:2Aug 28-$1.24$2.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 9.74%, avg 3.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 11$5.550.580.0%9.74%9.76%191--
$60.00Sep 18$4.950.485.3%8.69%13.97%2133.9K
$58.00Sep 11$4.100.551.8%7.19%8.97%1--
$59.00Sep 11$3.450.523.5%6.05%9.58%1--
$57.00Aug 28$3.400.550.0%5.97%5.98%223
$65.00Sep 18$3.350.3714.1%5.88%19.93%3061.2K
$58.00Sep 4$3.300.521.8%5.79%7.56%953
$58.00Aug 21$3.250.481.8%5.70%7.47%92229
$59.00Sep 4$3.100.493.5%5.44%8.97%16
$60.00Aug 28$2.850.445.3%5.00%10.28%8149

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 8,157
Total Puts 12,534
Put/Call Ratio 1.54
Net Difference -4,377

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 181,648
Total Puts 76,940
Average Put/Call Ratio 0.70
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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