Tour v475
MRNA
MODERNA INC
$57.83 -0.16%
7/31 09:35

Option Volume

Detail
Current (07/31 9:35am) 2,262
Calls: 1,862 (82%)
Puts: 400 (18%)
Prior (06/29) 1,349
Calls: 1,063 (79%)
Puts: 286 (21%)
Current vs Prior +67.68%
Calls: +75.16% (Calls)
Puts: +39.86% (Puts)
Prior 7-Day Total 158,268
Calls: 121,358 (77%)
Puts: 36,910 (23%)
Prior 7-Day Average 39,567
Calls: 17,336 (77%)
Puts: 5,272 (23%)
Current vs Prior 7-Day Avg -94.28%
Calls: -89.26%
Puts: -92.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 9:35am) $344.1K
Calls: $231.3K (67%)
Puts: $112.8K (33%)
Prior (06/29) $717.3K
Calls: $669.3K (93%)
Puts: $48.0K (7%)
Current vs Prior -52.02%
Calls: -65.44%
Puts: +135.26%
Prior 7-Day Total $21.51M
Calls: $13.93M (65%)
Puts: $7.58M (35%)
Prior 7-Day Average $5.38M
Calls: $1.99M (65%)
Puts: $1.08M (35%)
Current vs Prior 7-Day Avg -93.60%
Calls: -88.38%
Puts: -89.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 9:35am) 0.21
Prior (06/29) 0.27
Current vs Prior -20.16%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg -68.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 9:35am) 586,407
Calls: 269,051 (46%)
Puts: 317,356 (54%)
Prior (06/29) 540,643
Calls: 286,648 (53%)
Puts: 253,995 (47%)
Current vs Prior +8.46%
Prior 7-Day Total 2,468,279
Calls: 1,288,180 (52%)
Puts: 1,180,099 (48%)
Prior 7-Day Average 617,069
Calls: 322,045 (52%)
Puts: 295,024 (48%)
Current vs Prior 7-Day Avg -4.97%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.17% | 11.85%16.86% | 24.94%
Prior 9.14% | 13.36%18.93% | 25.80%
Current vs Prior -43.44% | -11.32%-10.93% | -3.34%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -29.62% | -0.44%-10.93% | -3.34%
Prior 7-Day Eod 9.14% | 13.36%18.82% | 25.92%
Current vs 7-Day Eod -43.44% | -11.32%-10.41% | -3.78%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 65.91% | 52.82%
Calls: 51.01% | 58.99%
Puts: 80.82% | 46.65%
Prior 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs Prior +111.73% | +25.02%
Prior 7-Day Avg 35.84% | 23.42%
Calls: 37.28% | 25.04%
Puts: 34.41% | 21.80%
Current vs 7-Day Avg +83.90% | +125.53%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($231.3K). Light premium activity with dollar volume down 52% vs prior. Above-average activity with volume up 68% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (1,862 calls vs 400 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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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
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 -- 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. 77 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 316.759.00$7.8828.6%--0.9816
$48.00Jul 318.8011.65$10.2327.9%--0.9628
$51.00Jul 315.708.00$6.8533.6%--0.9317
$47.00Jul 319.6512.70$11.1827.3%--0.9322
$47.00Aug 79.9013.05$11.4827.4%--0.8916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Jul 3110.0512.35$11.2020.5%--1.0067
$65.00Jul 315.858.50$7.1836.9%--0.96100
$64.00Jul 315.107.40$6.2536.8%--0.9563
$63.00Jul 314.106.55$5.3246.1%--0.95249
$66.00Jul 316.859.50$8.1832.4%--0.93287

Most actively traded options today. High liquidity = easy entry/exit. 58 active (total vol 1.9K, top 545)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.400.56$0.4833.3%5450.2515.7K
$61.00Jul 310.090.31$0.20110.0%2090.19477
$65.00Jul 310.010.18$0.10170.0%1200.061.4K
$57.00Jul 311.302.31$1.8155.8%1160.62761
$65.00Aug 70.601.20$0.9066.7%1040.22355
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.381.32$0.85110.6%1190.38378
$55.00Jul 310.080.43$0.26134.6%430.16830
$50.00Jul 310.010.05$0.03133.3%320.021.5K
$56.00Jul 310.240.90$0.57115.8%270.27559
$53.00Aug 70.641.82$1.2395.9%200.2437

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 222.2%, max 580.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21542.6%86.2%529.8%--644
$48.00Jul 31Aug 21415.0%85.2%387.3%--394
$68.00Jul 31Aug 21408.0%84.8%381.0%--298
$67.00Jul 31Aug 21368.0%84.1%337.4%10549
$66.00Jul 31Aug 14329.3%82.4%299.6%6295
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28542.6%79.7%580.5%--1.3K
$48.00Jul 31Aug 21415.0%85.2%387.3%4432
$68.00Jul 31Aug 14408.0%83.7%387.3%--186
$67.00Jul 31Aug 7368.0%86.6%325.0%--193
$66.00Jul 31Aug 14329.3%82.4%299.6%--310

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 7.33, avg 2.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$67.00Aug 7$0.12$0.88$0.127.33$66.12
$66.00$69.00Aug 14$0.38$2.62$0.386.89$66.38
$62.00$63.00Aug 7$0.14$0.86$0.146.14$62.14
$67.00$68.00Aug 21$0.17$0.83$0.174.88$67.17
$63.00$65.00Aug 28$0.34$1.66$0.344.88$63.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$51.00Aug 7$0.12$0.88$0.127.33$51.88
$51.00$50.00Jul 31$0.13$0.87$0.136.69$50.87
$51.00$50.00Aug 7$0.13$0.87$0.136.69$50.87
$49.00$48.00Aug 14$0.16$0.84$0.165.25$48.84
$48.00$47.00Aug 21$0.16$0.84$0.165.25$47.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 14.00, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$50.00Aug 7$2.80$2.80$0.2014.00$49.80
$48.00$49.00Aug 21$0.87$0.87$0.136.69$48.87
$54.00$55.00Aug 7$0.86$0.86$0.146.14$54.86
$51.00$54.00Jul 31$2.52$2.52$0.485.25$53.52
$47.00$48.00Aug 21$0.81$0.81$0.194.26$47.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$67.00Aug 7$0.88$0.88$0.127.33$67.12
$59.00$58.00Aug 7$0.80$0.80$0.204.00$58.20
$65.00$64.00Aug 7$0.80$0.80$0.204.00$64.20
$60.00$59.00Aug 21$0.80$0.80$0.204.00$59.20
$61.00$60.00Jul 31$0.79$0.79$0.213.76$60.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.07, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.00Jul 31Aug 7$0.24368.0%86.6%
$69.00Jul 31Aug 7$0.26309.4%88.0%
$47.00Jul 31Aug 7$0.30542.6%136.7%
$68.00Jul 31Aug 7$0.36408.0%100.6%
$66.00Jul 31Aug 7$0.39329.3%86.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$68.00Jul 31Aug 7$0.18408.0%100.6%
$67.00Jul 31Aug 7$0.22368.0%86.6%
$48.00Jul 31Aug 7$0.38415.0%115.5%
$47.00Jul 31Aug 7$0.41542.6%136.7%
$48.50Jul 31Aug 7$0.42392.9%112.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 3.99% of stock, avg 14.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 31$1.13$1.18$2.31$55.69$60.313.99%
$59.00Jul 31$0.68$1.83$2.51$56.49$61.514.34%
$57.00Jul 31$1.81$0.85$2.66$54.34$59.664.60%
$60.00Jul 31$0.48$2.45$2.93$57.07$62.935.07%
$56.00Jul 31$2.45$0.57$3.02$52.98$59.025.22%
$61.00Jul 31$0.20$3.24$3.44$57.56$64.445.95%
$55.00Jul 31$3.22$0.26$3.48$51.52$58.486.02%
$62.00Jul 31$0.20$4.18$4.38$57.62$66.387.57%
$54.00Jul 31$4.33$0.20$4.53$49.47$58.537.83%
$63.00Jul 31$0.11$5.32$5.43$57.57$68.439.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.64% of stock, avg 8.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$53.00Jul 31$0.20$0.17$0.37$52.63$61.37
$62.00$53.00Jul 31$0.20$0.17$0.37$52.63$62.37
$61.00$54.00Jul 31$0.20$0.20$0.40$53.60$61.40
$62.00$54.00Jul 31$0.20$0.20$0.40$53.60$62.40
$68.00$53.00Jul 31$0.25$0.17$0.42$52.58$68.42
$68.00$54.00Jul 31$0.25$0.20$0.45$53.55$68.45
$61.00$55.00Jul 31$0.20$0.26$0.46$54.54$61.46
$62.00$55.00Jul 31$0.20$0.26$0.46$54.54$62.46
$68.00$55.00Jul 31$0.25$0.26$0.51$54.49$68.51
$60.00$53.00Jul 31$0.48$0.17$0.65$52.35$60.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 11.00, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
49/5051/54Jul 31$2.75$0.2511.00$46.75$53.75
55/5658/59Aug 7$0.90$0.109.00$55.10$58.90
50/5158/59Aug 21$0.90$0.109.00$50.10$58.90
50/5152/54Aug 21$1.79$0.218.52$49.21$53.79
52/5358/59Aug 7$0.89$0.118.09$52.11$58.89
53/5458/59Aug 7$0.89$0.118.09$53.11$58.89
54/5559/60Aug 28$0.89$0.118.09$54.11$59.89
49/5056/57Aug 21$0.88$0.127.33$49.12$56.88
49/5056/57Jul 31$0.87$0.136.69$48.63$56.87
52/5355/56Aug 7$0.87$0.136.69$52.13$55.87

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 $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Aug 7$0.06$0.9415.67
$50.00$52.00$54.00Aug 21$0.14$1.8613.29
$54.00$55.00$56.00Aug 21$0.07$0.9313.29
$60.00$61.00$62.00Aug 7$0.08$0.9211.50
$62.00$63.00$64.00Jul 31$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$56.00$57.00$58.00Jul 31$0.05$0.9519.00
$64.00$65.00$66.00Jul 31$0.07$0.9313.29
$56.00$57.00$58.00Aug 21$0.07$0.9313.29
$63.00$64.00$65.00Aug 14$0.08$0.9211.50
$48.00$49.00$50.00Aug 21$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-0.08, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$69.001:2Aug 28-$0.91$3.09
$66.00$69.001:2Aug 14-$0.47$2.53
$63.00$65.001:2Aug 14-$0.69$1.31
$51.00$54.001:2Jul 31-$1.81$1.19
$60.00$63.001:2Aug 28-$1.87$1.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$51.001:2Aug 14-$0.08$3.92
$60.00$56.001:2Aug 14-$0.95$3.05
$50.00$47.001:2Aug 28-$0.29$2.71
$54.00$51.001:2Aug 28-$1.02$1.98
$54.00$53.001:2Jul 31-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 6.48%, avg 2.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Aug 21$3.750.540.3%6.48%6.78%--187
$60.00Sep 4$3.500.513.8%6.05%9.80%--11
$59.00Aug 28$3.200.522.0%5.53%7.56%--141
$59.00Aug 21$3.150.502.0%5.45%7.47%--224
$60.00Aug 21$3.150.473.8%5.45%9.20%51.3K
$61.00Sep 4$3.000.485.5%5.19%10.67%--53
$62.00Sep 4$3.000.467.2%5.19%12.40%--102
$60.00Aug 28$2.810.493.8%4.86%8.61%--127
$58.00Aug 14$2.580.540.3%4.46%4.76%16
$58.00Aug 7$2.480.540.3%4.29%4.58%4142

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,862
Total Puts 400
Put/Call Ratio 0.21
Net Difference 1,462

Prior's Put/Call Breakdown

Total Calls 1,063
Total Puts 286
Put/Call Ratio 0.27
Net Difference 777

Prior 7-Day Put/Call Summary

Total Calls 121,358
Total Puts 36,910
Average Put/Call Ratio 0.68
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All