Tour v472
MRNA
MODERNA INC
$56.79 +4.21%
7/30 14:06

Option Volume

Detail
Current (07/30 2:05pm) 14,415
Calls: 7,173 (50%)
Puts: 7,242 (50%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +194.85%
Calls: +111.28% (Calls)
Puts: +384.74% (Puts)
Prior 7-Day Total 155,557
Calls: 123,270 (79%)
Puts: 32,287 (21%)
Prior 7-Day Average 22,222
Calls: 17,610 (79%)
Puts: 4,612 (21%)
Current vs Prior 7-Day Avg -35.13%
Calls: -59.27%
Puts: +57.01%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30 2:05pm) $5.06M
Calls: $2.78M (55%)
Puts: $2.28M (45%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior +119.35%
Calls: +34.94%
Puts: +816.64%
Prior 7-Day Total $22.47M
Calls: $16.82M (75%)
Puts: $5.64M (25%)
Prior 7-Day Average $3.21M
Calls: $2.40M (75%)
Puts: $806.4K (25%)
Current vs Prior 7-Day Avg +57.56%
Calls: +15.47%
Puts: +183.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30 2:05pm) 1.01
Prior (06/29) 0.44
Current vs Prior +129.43%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +150.85%
Sentiment BEARISH

Open Interest

Detail
Current (07/30 2:05pm) 576,925
Calls: 264,207 (46%)
Puts: 312,718 (54%)
Prior (06/29) 540,643
Calls: 286,648 (53%)
Puts: 253,995 (47%)
Current vs Prior +6.71%
Prior 7-Day Total 4,053,926
Calls: 2,170,565 (54%)
Puts: 1,883,361 (46%)
Prior 7-Day Average 579,132
Calls: 310,080 (54%)
Puts: 269,051 (46%)
Current vs Prior 7-Day Avg -0.38%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 9.07% | 13.96%18.93% | 25.80%
Prior 2.17% | 8.45%-- | --
Current vs Prior +317.24% | +65.31%-- | --
Prior 7-Day Avg 7.83% | 12.29%-- | --
Current vs 7-Day Avg +15.87% | +13.65%-- | --
Prior 7-Day Eod 2.17% | 8.45%-- | --
Current vs 7-Day Eod +317.24% | +65.31%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Prior 59.56% | 18.69%
Calls: 70.00% | 27.96%
Puts: 49.12% | 9.42%
Current vs Prior -50.94% | -8.35%
Prior 7-Day Avg 38.20% | 14.01%
Calls: 45.84% | 18.34%
Puts: 30.55% | 9.67%
Current vs 7-Day Avg -23.50% | +22.31%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 119% vs prior. Dollar volume significantly above 7-day average (58% higher). Unusually high activity with volume up 195% vs prior - elevated interest. Slightly bearish P/C ratio of 1.01.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHNEUTRALMIXED
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 11 of results (avg 8.8%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Aug 71.892.00$1.945.7%10.35203
$65.00Aug 212.252.44$2.348.1%480.313.1K
$59.00Aug 284.404.80$4.608.7%--0.48140
$54.00Aug 216.256.85$6.559.2%40.6347
$55.00Aug 215.706.25$5.989.2%310.591.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 149.5010.30$9.908.1%720.72111
$65.00Aug 2810.2511.25$10.759.3%--0.6631

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.42, cheapest $0.42)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 310.400.44$0.429.5%2620.1514.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 90 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 318.7010.70$9.7020.6%11.0021
$48.50Jul 317.259.70$8.4828.9%10.962
$45.50Jul 3110.0512.60$11.3322.5%10.956
$46.00Jul 319.6011.60$10.6018.9%20.956
$48.00Jul 317.709.60$8.6522.0%210.948
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 319.7012.10$10.9022.0%--0.94120
$68.00Jul 3110.5513.25$11.9022.7%--0.92176
$66.00Jul 318.7511.40$10.0726.3%--0.92287
$65.00Jul 317.8510.45$9.1528.4%110.91112
$64.00Jul 316.959.50$8.2331.0%10.8763

Most actively traded options today. High liquidity = easy entry/exit. 157 active (total vol 5.7K, top 586)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.901.14$1.0223.5%3460.2915.1K
$63.00Jul 310.400.44$0.429.5%2620.1514.2K
$55.00Sep 46.607.45$7.0312.1%2440.5817
$55.00Aug 286.256.95$6.6010.6%2420.5918
$55.00Jul 312.924.00$3.4631.2%1890.625.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.50Jul 310.000.39$0.20195.0%5860.0525
$50.00Jul 310.320.40$0.3622.2%3640.12950
$54.00Jul 310.961.60$1.2850.0%2770.31380
$49.00Aug 211.602.00$1.8022.2%1940.22517
$48.50Aug 70.661.15$0.9153.8%1180.162

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 116.7%, max 173.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$68.00Jul 31Sep 4226.0%82.8%173.1%5280
$46.00Jul 31Aug 21253.9%93.8%170.7%2292
$51.00Jul 31Sep 4194.8%76.4%155.2%--35
$55.00Jul 31Sep 11196.1%77.4%153.4%1975.0K
$48.00Jul 31Aug 21215.1%92.0%133.8%22374
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 31Aug 21253.9%93.8%170.7%28137
$55.00Jul 31Sep 11196.1%77.4%153.4%88763
$51.00Jul 31Aug 28194.8%81.2%139.9%47261
$56.00Jul 31Sep 4190.8%79.7%139.5%76477
$47.00Jul 31Aug 28204.9%86.3%137.4%871.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 126 found (best R:R 9.00, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$64.00$65.00Jul 31$0.10$0.90$0.109.00$64.10
$62.00$63.00Jul 31$0.13$0.87$0.136.69$62.13
$64.00$65.00Aug 21$0.17$0.83$0.174.88$64.17
$61.00$62.00Aug 14$0.19$0.81$0.194.26$61.19
$61.00$62.00Jul 31$0.20$0.80$0.204.00$61.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$51.00Aug 14$0.13$0.87$0.136.69$51.87
$51.00$50.00Jul 31$0.15$0.85$0.155.67$50.85
$50.00$49.00Aug 14$0.17$0.83$0.174.88$49.83
$54.00$52.00Aug 28$0.37$1.63$0.374.41$53.63
$47.00$46.00Aug 21$0.19$0.81$0.194.26$46.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 151 found (best R:R 6.69, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$49.00Aug 21$0.87$0.87$0.136.69$48.87
$53.00$54.00Jul 31$0.85$0.85$0.155.67$53.85
$55.00$56.00Jul 31$0.84$0.84$0.165.25$55.84
$50.00$51.00Jul 31$0.83$0.83$0.174.88$50.83
$50.00$51.00Aug 7$0.83$0.83$0.174.88$50.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Aug 7$0.85$0.85$0.155.67$60.15
$67.00$66.00Jul 31$0.83$0.83$0.174.88$66.17
$68.00$67.00Aug 7$0.83$0.83$0.174.88$67.17
$61.00$60.00Aug 21$0.82$0.82$0.184.56$60.18
$64.00$63.00Aug 7$0.80$0.80$0.204.00$63.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.93, cheapest $0.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.50Jul 31Aug 7$0.55191.4%115.6%
$68.00Jul 31Aug 7$0.57226.0%116.3%
$47.00Jul 31Aug 7$0.60204.9%115.0%
$67.00Jul 31Aug 7$0.64190.0%109.3%
$48.00Jul 31Aug 7$0.75215.1%108.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Jul 31Aug 7$0.27186.5%112.0%
$66.00Jul 31Aug 7$0.31192.7%118.9%
$62.00Jul 31Aug 7$0.43180.4%113.9%
$48.00Jul 31Aug 7$0.45215.1%108.7%
$65.00Jul 31Aug 7$0.45184.4%110.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 8.08% of stock, avg 17.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$2.06$2.53$4.59$52.41$61.598.08%
$56.00Jul 31$2.62$2.10$4.72$51.28$60.728.31%
$58.00Jul 31$1.78$3.23$5.01$52.99$63.018.82%
$54.00Jul 31$3.78$1.28$5.06$48.94$59.068.91%
$59.00Jul 31$1.35$3.78$5.13$53.87$64.139.03%
$55.00Jul 31$3.46$1.70$5.16$49.84$60.169.09%
$60.00Jul 31$1.02$4.28$5.30$54.70$65.309.33%
$53.00Jul 31$4.63$1.02$5.65$47.35$58.659.95%
$61.00Jul 31$0.75$5.78$6.53$54.47$67.5311.50%
$51.00Jul 31$6.07$0.51$6.58$44.42$57.5811.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 2.59% of stock, avg 11.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$52.00Jul 31$0.75$0.72$1.47$50.53$62.47
$60.00$52.00Jul 31$1.02$0.72$1.74$50.26$61.74
$61.00$53.00Jul 31$0.75$1.02$1.77$51.23$62.77
$61.00$54.00Jul 31$0.75$1.28$2.03$51.97$63.03
$60.00$53.00Jul 31$1.02$1.02$2.04$50.96$62.04
$59.00$52.00Jul 31$1.35$0.72$2.07$49.93$61.07
$60.00$54.00Jul 31$1.02$1.28$2.30$51.70$62.30
$59.00$53.00Jul 31$1.35$1.02$2.37$50.63$61.37
$61.00$55.00Jul 31$0.75$1.70$2.45$52.55$63.45
$58.00$52.00Jul 31$1.78$0.72$2.50$49.50$60.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 7.33, avg credit $1.06)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5155/56Aug 7$0.88$0.127.33$50.12$55.88
54/5557/58Aug 7$0.88$0.127.33$54.12$57.88
50/5159/60Aug 14$0.88$0.127.33$50.12$59.88
54/5558/59Aug 21$0.88$0.127.33$54.12$58.88
54/5560/61Aug 14$0.87$0.136.69$54.13$60.87
48/4855/56Aug 7$0.86$0.146.14$47.64$55.86
52/5355/56Aug 7$0.86$0.146.14$52.14$55.86
53/5456/57Aug 7$0.85$0.155.67$53.15$56.85
47/4856/57Aug 14$0.85$0.155.67$47.15$56.85
48/4957/58Aug 14$0.85$0.155.67$48.15$57.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$60.00$61.00Jul 31$0.06$0.9415.67
$47.00$48.00$49.00Aug 21$0.06$0.9415.67
$65.00$66.00$67.00Aug 21$0.06$0.9415.67
$66.00$67.00$68.00Aug 28$0.06$0.9415.67
$60.00$61.00$62.00Jul 31$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Aug 14$0.05$0.9519.00
$50.00$51.00$52.00Jul 31$0.06$0.9415.67
$51.00$52.00$53.00Jul 31$0.09$0.9110.11
$50.00$51.00$52.00Aug 7$0.09$0.9110.11
$46.00$46.50$47.00Jul 31$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-1.49, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$65.001:2Sep 11-$1.49$5.51
$62.00$68.001:2Sep 4-$0.50$5.50
$66.00$68.001:2Aug 14-$0.76$1.24
$66.00$67.001:2Jul 31-$0.08$0.92
$64.00$65.001:2Jul 31-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 11-$1.97$3.03
$50.00$47.001:2Aug 28-$0.55$2.45
$60.00$56.001:2Aug 14-$1.86$2.14
$54.00$51.001:2Aug 21-$1.39$1.61
$51.00$50.001:2Jul 31-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 8.72%, avg 3.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$4.950.530.4%8.72%9.09%35
$57.00Aug 28$4.750.530.4%8.36%8.73%23
$57.00Aug 21$4.700.530.4%8.28%8.65%7334
$59.00Aug 28$4.400.483.9%7.75%11.64%--140
$58.00Aug 21$4.200.502.1%7.40%9.53%--185
$58.00Sep 11$4.150.522.1%7.31%9.44%1--
$57.00Aug 14$4.100.530.4%7.22%7.59%45
$60.00Aug 28$4.000.455.7%7.04%12.70%3126
$59.00Aug 21$3.850.473.9%6.78%10.67%10223
$61.00Sep 4$3.700.447.4%6.52%13.93%--53

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 7,173
Total Puts 7,242
Put/Call Ratio 1.01
Net Difference -69

Prior's Put/Call Breakdown

Total Calls 3,395
Total Puts 1,494
Put/Call Ratio 0.44
Net Difference 1,901

Prior 7-Day Put/Call Summary

Total Calls 123,270
Total Puts 32,287
Average Put/Call Ratio 0.40
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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