Tour v492
MRNA
MODERNA INC
$56.26 -1.29%
$56.36 (+0.19%)🌙
as of 08/05 06:20 PM
8/5 18:20

Option Volume

Detail
Current (08/05) 23,170
Calls: 10,900 (47%)
Puts: 12,270 (53%)
Prior (08/04) 20,691
Calls: 8,157 (39%)
Puts: 12,534 (61%)
Current vs Prior +11.98%
Calls: +33.63% (Calls)
Puts: -2.11% (Puts)
Prior 7-Day Total 242,560
Calls: 163,172 (67%)
Puts: 79,388 (33%)
Prior 7-Day Average 34,651
Calls: 23,310 (67%)
Puts: 11,341 (33%)
Current vs Prior 7-Day Avg -33.13%
Calls: -53.24%
Puts: +8.19%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $5.81M
Calls: $3.38M (58%)
Puts: $2.42M (42%)
Prior (08/04) $5.81M
Calls: $2.13M (37%)
Puts: $3.68M (63%)
Current vs Prior -0.03%
Calls: +59.06%
Puts: -34.15%
Prior 7-Day Total $55.94M
Calls: $26.73M (48%)
Puts: $29.21M (52%)
Prior 7-Day Average $7.99M
Calls: $3.82M (48%)
Puts: $4.17M (52%)
Current vs Prior 7-Day Avg -27.35%
Calls: -11.44%
Puts: -41.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 1.13
Prior (08/04) 1.54
Current vs Prior -26.74%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +30.75%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 311,630
Calls: 150,499 (48%)
Puts: 161,131 (52%)
Prior (08/04) 266,093
Calls: 149,218 (56%)
Puts: 116,875 (44%)
Current vs Prior +17.11%
Prior 7-Day Total 3,137,161
Calls: 1,491,477 (48%)
Puts: 1,645,684 (52%)
Prior 7-Day Average 448,165
Calls: 213,068 (48%)
Puts: 235,097 (52%)
Current vs Prior 7-Day Avg -30.47%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 6.45% | 11.14%14.68% | 21.56%
Prior 7.56% | 12.00%14.74% | 21.28%
Current vs Prior -14.68% | -7.14%-0.39% | +1.30%
Prior 7-Day Avg 9.70% | 13.39%18.08% | 25.07%
Current vs 7-Day Avg -33.45% | -16.74%-18.80% | -14.01%
Prior 7-Day Eod 7.56% | 12.00%14.74% | 21.28%
Current vs 7-Day Eod -14.68% | -7.14%-0.39% | +1.30%
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 54.72% | 26.64%
Calls: 50.98% | 25.48%
Puts: 58.46% | 27.80%
Current vs 7-Day Avg +58.64% | -46.70%
Liquidity Expensive
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.13. P/C ratio dropping 27% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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. 69 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 148.4011.30$9.8529.4%10.96--
$47.50Aug 77.6010.60$9.1033.0%50.932
$49.50Aug 146.208.80$7.5034.7%40.921
$47.00Aug 78.1010.90$9.5029.5%100.903
$52.00Aug 73.605.80$4.7046.8%50.899
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Aug 78.6011.75$10.1830.9%120.99--
$65.00Aug 77.5010.75$9.1335.6%40.96649
$64.00Aug 76.059.80$7.9347.3%10.96--
$63.00Aug 75.458.15$6.8039.7%130.9553
$62.00Aug 74.707.80$6.2549.6%130.94201

Most actively traded options today. High liquidity = easy entry/exit. 178 active (total vol 7.8K, top 654)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Aug 70.110.26$0.1978.9%6540.103.6K
$60.00Aug 70.340.43$0.3923.1%5860.197.0K
$63.00Aug 70.020.34$0.18177.8%4530.0911.4K
$61.00Aug 70.100.44$0.27125.9%3200.14362
$60.00Aug 141.141.40$1.2720.5%3120.29130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 140.072.69$1.38189.9%4100.2622
$56.00Aug 70.891.49$1.1950.4%3280.44343
$52.00Aug 70.120.33$0.2391.3%3070.11105
$50.00Aug 210.951.18$1.0721.5%2480.206.9K
$50.00Aug 70.060.20$0.13107.7%2290.061.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 47.1%, max 191.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Aug 7Sep 18219.4%75.2%191.7%24
$47.00Aug 7Aug 14212.1%91.7%131.2%113
$65.00Aug 7Sep 18129.4%77.4%67.2%1351.9K
$66.00Aug 7Aug 21125.5%81.0%55.0%82196
$64.00Aug 7Sep 4118.5%78.0%51.9%995.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Aug 7Sep 18219.4%75.2%191.7%45703
$47.00Aug 7Sep 18212.1%76.3%178.1%155473
$49.00Aug 7Sep 18175.5%76.9%128.3%6110
$65.00Aug 7Sep 18129.4%77.4%67.2%311.8K
$66.00Aug 7Aug 28125.5%75.5%66.2%13--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 9.00, avg 2.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$66.00Aug 21$0.11$0.89$0.118.09$65.11
$62.00$64.00Aug 28$0.23$1.77$0.237.70$62.23
$60.00$61.00Aug 7$0.12$0.88$0.127.33$60.12
$59.00$60.00Aug 7$0.17$0.83$0.174.88$59.17
$62.00$63.00Aug 14$0.17$0.83$0.174.88$62.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.00$57.00Aug 28$0.10$0.90$0.109.00$57.90
$53.00$52.00Aug 7$0.15$0.85$0.155.67$52.85
$55.00$54.00Aug 28$0.16$0.84$0.165.25$54.84
$55.00$54.00Aug 7$0.20$0.80$0.204.00$54.80
$47.00$46.00Aug 21$0.21$0.79$0.213.76$46.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 22.53, avg 1.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$52.00Aug 7$3.62$3.62$0.389.53$51.62
$50.00$52.00Aug 14$1.55$1.55$0.453.44$51.55
$53.00$55.00Aug 7$1.42$1.42$0.582.45$54.42
$50.00$54.00Aug 21$2.81$2.81$1.192.36$52.81
$48.00$48.50Aug 14$0.35$0.35$0.152.33$48.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$61.00Aug 21$3.83$3.83$0.1722.53$61.17
$60.00$57.00Aug 7$2.66$2.66$0.347.82$57.34
$54.00$53.00Aug 28$0.86$0.86$0.146.14$53.14
$55.00$54.00Aug 14$0.85$0.85$0.155.67$54.15
$61.00$59.00Aug 14$1.68$1.68$0.325.25$59.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.91, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.50Aug 7Aug 14$0.08170.2%114.3%
$66.00Aug 7Aug 14$0.15125.5%78.2%
$65.00Aug 7Aug 14$0.28129.4%85.8%
$54.00Aug 14Aug 21$0.3468.8%71.0%
$47.00Aug 7Aug 14$0.35212.1%91.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Aug 14Aug 21$0.0793.3%76.8%
$48.00Aug 7Aug 14$0.22219.4%104.1%
$64.00Aug 7Aug 14$0.30118.5%95.1%
$49.00Aug 7Aug 21$0.37175.5%72.1%
$65.00Aug 7Aug 14$0.40129.4%85.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 5.17% of stock, avg 15.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Aug 7$1.72$1.19$2.91$53.09$58.915.17%
$57.00Aug 7$1.21$1.91$3.12$53.88$60.125.55%
$55.00Aug 7$2.30$0.84$3.14$51.86$58.145.58%
$53.00Aug 7$3.72$0.38$4.10$48.90$57.107.29%
$52.00Aug 7$4.70$0.23$4.93$47.07$56.938.76%
$60.00Aug 7$0.39$4.57$4.96$55.04$64.968.82%
$61.00Aug 7$0.27$5.48$5.75$55.25$66.7510.22%
$58.00Aug 14$2.08$3.70$5.78$52.22$63.7810.27%
$57.00Aug 14$2.51$3.46$5.97$51.03$62.9710.61%
$54.00Aug 14$4.38$1.73$6.11$47.89$60.1110.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 1.16% of stock, avg 9.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$53.00Aug 7$0.27$0.38$0.65$52.35$61.65
$60.00$53.00Aug 7$0.39$0.38$0.77$52.23$60.77
$61.00$54.00Aug 7$0.27$0.64$0.91$53.09$61.91
$61.00$48.00Aug 7$0.27$0.66$0.93$47.07$61.93
$59.00$53.00Aug 7$0.56$0.38$0.94$52.06$59.94
$60.00$54.00Aug 7$0.39$0.64$1.03$52.97$61.03
$60.00$48.00Aug 7$0.39$0.66$1.05$46.95$61.05
$61.00$55.00Aug 7$0.27$0.84$1.11$53.89$62.11
$59.00$54.00Aug 7$0.56$0.64$1.20$52.80$60.20
$59.00$48.00Aug 7$0.56$0.66$1.22$46.78$60.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 12.33, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/4853/55Aug 7$1.85$0.1512.33$46.15$54.85
46/4750/52Aug 14$1.85$0.1512.33$45.15$51.85
55/5764/65Aug 28$1.82$0.1810.11$55.18$65.82
47/4854/55Aug 28$0.90$0.109.00$47.10$54.90
58/6162/64Aug 28$2.70$0.309.00$58.30$64.70
54/5556/57Aug 21$0.89$0.118.09$54.11$56.89
55/5761/62Aug 28$1.78$0.228.09$55.22$62.78
53/5462/63Aug 21$0.88$0.127.33$53.12$62.88
52/5354/56Sep 4$1.76$0.247.33$51.24$55.76
56/5763/64Sep 4$0.88$0.127.33$56.12$63.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$60.00$61.00Aug 7$0.05$0.9519.00
$58.00$59.00$60.00Sep 4$0.05$0.9519.00
$63.00$64.00$65.00Sep 4$0.06$0.9415.67
$55.00$56.00$57.00Aug 7$0.07$0.9313.29
$57.00$58.00$59.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$50.00$52.00Sep 4$0.07$1.9327.57
$63.00$64.00$65.00Aug 7$0.07$0.9313.29
$51.00$52.00$53.00Aug 7$0.10$0.909.00
$50.00$55.00$60.00Sep 18$0.50$4.509.00
$52.00$53.00$54.00Aug 7$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-0.69, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$65.001:2Sep 18-$1.54$3.46
$61.00$65.001:2Sep 11-$0.85$3.15
$48.00$52.001:2Aug 7-$1.08$2.92
$55.00$60.001:2Sep 18-$2.30$2.70
$50.00$54.001:2Aug 21-$1.91$2.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18-$0.69$4.31
$60.00$55.001:2Sep 18-$2.46$2.54
$53.00$50.001:2Aug 28-$1.19$1.81
$65.00$61.001:2Aug 21-$2.62$1.38
$53.00$51.001:2Aug 21-$0.67$1.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.27%, avg 3.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 11$4.650.541.3%8.27%9.58%39181
$60.00Sep 18$4.200.466.7%7.47%14.11%2133.9K
$57.00Sep 4$4.150.511.3%7.38%8.69%145
$58.00Sep 11$4.150.513.1%7.38%10.47%32
$58.00Sep 4$3.850.483.1%6.84%9.94%2398
$59.00Sep 11$3.650.484.9%6.49%11.36%213
$57.00Aug 28$3.500.521.3%6.22%7.54%1--
$60.00Sep 11$3.500.466.7%6.22%12.87%131
$59.00Sep 4$3.350.454.9%5.95%10.82%317
$58.00Aug 28$3.150.483.1%5.60%8.69%3--

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 10,900
Total Puts 12,270
Put/Call Ratio 1.13
Net Difference -1,370

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 163,172
Total Puts 79,388
Average Put/Call Ratio 0.86
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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