Tour v492
MRNA
MODERNA INC
$53.86 -4.26%
$54.36 (+0.93%)🌙
as of 08/06 06:12 PM
8/6 18:12

Option Volume

Detail
Current (08/06) 78,192
Calls: 66,088 (85%)
Puts: 12,104 (15%)
Prior (08/05) 23,170
Calls: 10,900 (47%)
Puts: 12,270 (53%)
Current vs Prior +237.47%
Calls: +506.31% (Calls)
Puts: -1.35% (Puts)
Prior 7-Day Total 242,283
Calls: 160,771 (66%)
Puts: 81,512 (34%)
Prior 7-Day Average 34,611
Calls: 22,967 (66%)
Puts: 11,644 (34%)
Current vs Prior 7-Day Avg +125.91%
Calls: +187.75%
Puts: +3.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $10.79M
Calls: $6.11M (57%)
Puts: $4.68M (43%)
Prior (08/05) $5.81M
Calls: $3.38M (58%)
Puts: $2.42M (42%)
Current vs Prior +85.85%
Calls: +80.63%
Puts: +93.14%
Prior 7-Day Total $53.68M
Calls: $25.15M (47%)
Puts: $28.54M (53%)
Prior 7-Day Average $7.67M
Calls: $3.59M (47%)
Puts: $4.08M (53%)
Current vs Prior 7-Day Avg +40.70%
Calls: +70.03%
Puts: +14.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.18
Prior (08/05) 1.13
Current vs Prior -83.73%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -79.94%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 389,971
Calls: 183,893 (47%)
Puts: 206,078 (53%)
Prior (08/05) 311,630
Calls: 150,499 (48%)
Puts: 161,131 (52%)
Current vs Prior +25.14%
Prior 7-Day Total 2,890,967
Calls: 1,387,678 (48%)
Puts: 1,503,289 (52%)
Prior 7-Day Average 412,995
Calls: 198,239 (48%)
Puts: 214,755 (52%)
Current vs Prior 7-Day Avg -5.57%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.46% | 8.99%11.36% | 20.39%
Prior 6.45% | 11.14%14.68% | 21.56%
Current vs Prior -30.94% | -19.37%-22.61% | -5.45%
Prior 7-Day Avg 8.99% | 13.07%17.24% | 24.38%
Current vs 7-Day Avg -50.41% | -31.23%-34.10% | -16.40%
Prior 7-Day Eod 6.45% | 11.14%14.68% | 21.56%
Current vs 7-Day Eod -30.94% | -19.37%-22.61% | -5.45%
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 62.67% | 22.63%
Calls: 61.09% | 22.40%
Puts: 64.25% | 22.86%
Current vs 7-Day Avg +38.51% | -37.26%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 86% vs prior. Unusually high activity with volume up 237% vs prior - elevated interest. Volume explosion - 126% above 7-day average (78,192 vs avg 34,611). Extreme bullish P/C ratio of 0.18 - heavy call buying (66,088 calls vs 12,104 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 BEARISH
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. 78 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Aug 77.8011.90$9.8541.6%11.00--
$48.00Aug 74.307.25$5.7851.0%11.005
$47.00Aug 76.008.30$7.1532.2%40.996
$47.50Aug 75.507.75$6.6333.9%80.996
$50.00Aug 72.895.15$4.0256.2%10.9712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 72.985.35$4.1756.8%21.00311
$59.00Aug 73.806.10$4.9546.5%251.0047
$60.00Aug 74.757.05$5.9039.0%861.002.5K
$61.00Aug 75.758.30$7.0336.3%31.0035
$62.00Aug 77.4010.10$8.7530.9%51.00201

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 68.1K, top 10.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 140.500.75$0.6339.7%10.7K0.19423
$56.00Aug 141.261.70$1.4829.7%10.1K0.3931
$59.00Aug 70.010.08$0.05140.0%7.8K0.0411.4K
$63.00Aug 70.000.01$0.01100.0%7.6K0.0111.4K
$60.00Aug 70.030.07$0.0580.0%6.7K0.047.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 140.650.80$0.7320.5%9320.21368
$50.00Aug 211.301.50$1.4014.3%6500.277.0K
$55.00Aug 71.241.68$1.4630.1%5320.67691
$53.00Aug 70.320.54$0.4351.2%4230.31307
$52.00Aug 140.891.70$1.3062.3%3380.34200

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 60.2%, max 474.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Aug 7Aug 21382.5%66.6%474.7%2918
$46.50Aug 7Aug 14231.3%77.7%197.8%71
$45.00Aug 7Sep 18205.2%73.8%178.0%7307
$64.00Aug 7Sep 4145.1%72.9%99.0%5.5K5.6K
$47.00Aug 7Aug 21126.4%67.2%88.2%5628
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.50Aug 7Aug 14231.3%77.7%197.8%2113
$45.00Aug 7Sep 18205.2%73.8%178.0%4601.9K
$44.00Aug 7Sep 18155.9%72.9%113.9%9652
$62.00Aug 7Sep 11126.2%72.4%74.3%15201
$47.00Aug 7Sep 18126.4%74.5%69.6%31550

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 90 found (best R:R 14.38, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$60.00Sep 4$0.22$2.78$0.2212.64$57.22
$61.00$64.00Aug 28$0.29$2.71$0.299.34$61.29
$56.00$57.00Aug 7$0.11$0.89$0.118.09$56.11
$55.00$56.00Aug 28$0.11$0.89$0.118.09$55.11
$59.00$60.00Aug 28$0.12$0.88$0.127.33$59.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$45.00Sep 4$0.13$1.87$0.1314.38$46.87
$51.00$50.00Sep 4$0.11$0.89$0.118.09$50.89
$46.00$45.00Sep 18$0.12$0.88$0.127.33$45.88
$46.50$45.00Aug 7$0.19$1.31$0.196.89$46.31
$52.00$51.00Aug 7$0.15$0.85$0.155.67$51.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 111 found (best R:R 8.09, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$52.00Aug 7$1.78$1.78$0.228.09$51.78
$50.00$53.00Aug 21$2.65$2.65$0.357.57$52.65
$46.00$47.00Aug 21$0.85$0.85$0.155.67$46.85
$53.00$54.00Aug 7$0.75$0.75$0.253.00$53.75
$47.00$49.00Aug 21$1.50$1.50$0.503.00$48.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$59.00$57.00Sep 11$1.78$1.78$0.228.09$57.22
$64.00$63.00Aug 14$0.88$0.88$0.127.33$63.12
$59.00$58.00Aug 21$0.88$0.88$0.127.33$58.12
$57.00$56.00Aug 21$0.81$0.81$0.194.26$56.19
$58.00$57.00Aug 14$0.80$0.80$0.204.00$57.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $0.78, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Aug 7Aug 14$0.15126.4%79.6%
$47.50Aug 7Aug 14$0.20117.7%75.2%
$46.50Aug 7Aug 14$0.27231.3%77.7%
$62.00Aug 7Aug 14$0.34126.2%76.9%
$63.00Aug 7Aug 14$0.38117.0%84.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Aug 7Aug 14$0.10126.2%76.9%
$46.00Aug 14Aug 21$0.1579.8%66.6%
$49.00Aug 7Aug 14$0.3192.9%61.3%
$47.50Aug 7Aug 14$0.32117.7%75.2%
$48.00Aug 7Aug 14$0.3495.3%71.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 3.06% of stock, avg 13.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$54.00Aug 7$0.87$0.78$1.65$52.35$55.653.06%
$55.00Aug 7$0.54$1.46$2.00$53.00$57.003.71%
$53.00Aug 7$1.62$0.43$2.05$50.95$55.053.81%
$56.00Aug 7$0.24$2.09$2.33$53.67$58.334.33%
$52.00Aug 7$2.24$0.20$2.44$49.56$54.444.53%
$57.00Aug 7$0.13$3.02$3.15$53.85$60.155.85%
$50.00Aug 7$4.02$0.03$4.05$45.95$54.057.52%
$53.00Aug 14$2.62$1.60$4.22$48.78$57.227.84%
$58.00Aug 7$0.06$4.17$4.23$53.77$62.237.85%
$54.00Aug 14$2.29$2.22$4.51$49.49$58.518.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 0.48% of stock, avg 6.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.00$52.00Aug 7$0.06$0.20$0.26$51.74$58.26
$57.00$52.00Aug 7$0.13$0.20$0.33$51.67$57.33
$58.00$46.50Aug 7$0.06$0.27$0.33$46.17$58.33
$57.00$46.50Aug 7$0.13$0.27$0.40$46.10$57.40
$56.00$52.00Aug 7$0.24$0.20$0.44$51.56$56.44
$58.00$53.00Aug 7$0.06$0.43$0.49$52.51$58.49
$56.00$46.50Aug 7$0.24$0.27$0.51$45.99$56.51
$57.00$53.00Aug 7$0.13$0.43$0.56$52.44$57.56
$56.00$53.00Aug 7$0.24$0.43$0.67$52.33$56.67
$55.00$52.00Aug 7$0.54$0.20$0.74$51.26$55.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 116 found (best R:R 20.43, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
51/5455/56Sep 4$2.86$0.1420.43$51.14$57.86
46/4950/53Aug 28$2.85$0.1519.00$46.15$52.85
51/5460/64Sep 4$3.79$0.2118.05$50.21$63.79
46/4750/53Aug 21$2.81$0.1914.79$44.19$52.81
50/5356/57Aug 28$2.70$0.309.00$50.30$58.70
55/5657/58Aug 21$0.89$0.118.09$55.11$57.89
50/5158/59Aug 21$0.88$0.127.33$50.12$58.88
49/5057/58Aug 21$0.87$0.136.69$49.13$57.87
51/5456/57Sep 4$2.59$0.416.32$51.41$58.59
53/5456/57Aug 21$0.85$0.155.67$53.15$56.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 19.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Sep 18$0.25$4.7519.00
$57.00$58.00$59.00Aug 7$0.06$0.9415.67
$55.00$56.00$57.00Aug 14$0.09$0.9110.11
$54.00$55.00$56.00Aug 14$0.11$0.898.09
$61.00$62.00$63.00Aug 21$0.14$0.866.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$52.00$53.00Aug 7$0.08$0.9211.50
$57.00$58.00$59.00Aug 21$0.08$0.9211.50
$49.00$50.00$51.00Sep 4$0.08$0.9211.50
$52.00$53.00$54.00Aug 7$0.12$0.887.33
$50.00$51.00$52.00Aug 7$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. 63 found (best net $-0.98, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Sep 18-$1.50$3.50
$50.00$55.001:2Sep 18-$2.35$2.65
$50.00$53.001:2Aug 21-$0.63$2.37
$61.00$64.001:2Aug 28-$0.82$2.18
$57.00$60.001:2Sep 11-$0.88$2.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 18-$0.98$4.02
$54.00$51.001:2Sep 4-$0.08$2.92
$60.00$55.001:2Sep 18-$2.69$2.31
$47.00$45.001:2Sep 4-$0.86$1.14
$54.00$53.001:2Aug 7-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 8.82%, avg 2.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Sep 18$4.750.522.1%8.82%10.94%42503
$55.00Sep 11$3.600.512.1%6.68%8.80%1156
$55.00Sep 4$3.250.502.1%6.03%8.15%2228
$54.00Aug 28$3.100.530.3%5.76%6.02%123
$56.00Sep 11$3.000.484.0%5.57%9.54%314
$60.00Sep 18$3.000.3911.4%5.57%16.97%1553.9K
$54.00Aug 21$2.820.530.3%5.24%5.50%546
$57.00Sep 11$2.810.465.8%5.22%11.05%12211
$55.00Aug 28$2.800.492.1%5.20%7.32%2--
$55.00Aug 21$2.390.482.1%4.44%6.55%4261.2K

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 66,088
Total Puts 12,104
Put/Call Ratio 0.18
Net Difference 53,984

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 160,771
Total Puts 81,512
Average Put/Call Ratio 0.91
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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