Tour v475
MRNA
MODERNA INC
$57.40 -0.90%
7/31 09:40

Option Volume

Detail
Current (07/31 9:40am) 3,907
Calls: 3,273 (84%)
Puts: 634 (16%)
Prior (06/29) 1,937
Calls: 1,584 (82%)
Puts: 353 (18%)
Current vs Prior +101.70%
Calls: +106.63% (Calls)
Puts: +79.60% (Puts)
Prior 7-Day Total 160,530
Calls: 123,220 (77%)
Puts: 37,310 (23%)
Prior 7-Day Average 32,106
Calls: 17,602 (77%)
Puts: 5,330 (23%)
Current vs Prior 7-Day Avg -87.83%
Calls: -81.41%
Puts: -88.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 9:40am) $863.9K
Calls: $649.9K (75%)
Puts: $214.0K (25%)
Prior (06/29) $1.06M
Calls: $1.00M (94%)
Puts: $59.3K (6%)
Current vs Prior -18.57%
Calls: -35.12%
Puts: +260.86%
Prior 7-Day Total $21.86M
Calls: $14.17M (65%)
Puts: $7.69M (35%)
Prior 7-Day Average $4.37M
Calls: $2.02M (65%)
Puts: $1.10M (35%)
Current vs Prior 7-Day Avg -80.24%
Calls: -67.89%
Puts: -80.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 9:40am) 0.19
Prior (06/29) 0.22
Current vs Prior -13.08%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -67.09%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 9:40am) 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 3,054,686
Calls: 1,557,231 (51%)
Puts: 1,497,455 (49%)
Prior 7-Day Average 610,937
Calls: 311,446 (51%)
Puts: 299,491 (49%)
Current vs Prior 7-Day Avg -4.02%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.37% | 12.07%16.99% | 25.09%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -40.83% | -13.54%-10.27% | -2.75%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -26.95% | +1.48%-10.27% | -2.75%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -40.83% | -13.54%-9.74% | -3.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 62.92% | 50.33%
Calls: 38.51% | 48.65%
Puts: 87.33% | 52.01%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +115.33% | +193.81%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +84.06% | +130.37%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($649.9K) vs puts ($214.0K). Unusually high activity with volume up 102% vs prior - elevated interest. Extreme bullish P/C ratio of 0.19 - heavy call buying (3,273 calls vs 634 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
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 -- 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. 81 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 316.759.50$8.1333.8%--0.9816
$48.00Jul 318.8011.35$10.0725.3%--0.9628
$51.00Jul 315.708.40$7.0538.3%--0.9417
$47.00Jul 319.6512.50$11.0825.7%--0.9422
$54.00Jul 312.905.70$4.3065.1%--0.89197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 314.107.10$5.6053.6%--1.00249
$65.00Jul 315.858.50$7.1836.9%--1.00100
$64.00Jul 315.108.20$6.6546.6%--0.9863
$68.00Jul 318.6512.00$10.3332.4%--0.96171
$62.00Jul 313.055.60$4.3259.0%50.9596

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 2.9K, top 660)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.300.44$0.3737.8%6600.2315.7K
$65.00Sep 112.404.85$3.6367.5%4110.391
$61.00Jul 310.120.38$0.25104.0%2770.16477
$60.00Aug 71.662.56$2.1142.7%1810.42354
$57.00Jul 311.301.92$1.6138.5%1340.60761
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.501.41$0.9694.8%1320.41378
$54.00Jul 310.010.36$0.19184.2%580.12412
$55.00Jul 310.260.63$0.4582.2%540.21830
$56.00Jul 310.300.96$0.63104.8%490.30559
$50.00Jul 310.010.05$0.03133.3%330.021.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 227.1%, max 556.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21527.6%85.8%514.8%--644
$48.00Jul 31Aug 21409.5%84.8%382.8%--394
$67.00Jul 31Aug 21379.5%84.6%348.8%10549
$68.00Jul 31Aug 21365.4%85.2%328.6%3298
$66.00Jul 31Aug 14340.6%87.7%288.4%6295
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28527.6%80.3%556.9%--1.3K
$46.00Jul 31Aug 21583.3%89.7%550.4%--143
$48.00Jul 31Aug 21409.5%84.8%382.8%4432
$67.00Jul 31Aug 7379.5%85.5%344.1%--193
$49.50Jul 31Aug 7410.5%93.7%338.3%347

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 9.00, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$62.00Jul 31$0.11$0.89$0.118.09$61.11
$60.00$61.00Jul 31$0.12$0.88$0.127.33$60.12
$63.00$64.00Aug 7$0.12$0.88$0.127.33$63.12
$60.00$61.00Aug 14$0.13$0.87$0.136.69$60.13
$62.00$63.00Aug 21$0.15$0.85$0.155.67$62.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$50.00Jul 31$0.10$0.90$0.109.00$50.90
$61.00$60.00Aug 21$0.12$0.88$0.127.33$60.88
$52.00$51.00Aug 28$0.12$0.88$0.127.33$51.88
$51.00$50.00Aug 7$0.13$0.87$0.136.69$50.87
$52.00$51.00Aug 7$0.14$0.86$0.146.14$51.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 11.00, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$54.00Jul 31$2.75$2.75$0.2511.00$53.75
$47.00$50.00Aug 7$2.73$2.73$0.2710.11$49.73
$50.00$51.00Aug 7$0.87$0.87$0.136.69$50.87
$46.00$47.00Aug 21$0.83$0.83$0.174.88$46.83
$48.00$49.00Aug 21$0.83$0.83$0.174.88$48.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$66.00$65.00Aug 7$0.87$0.87$0.136.69$65.13
$67.00$66.00Aug 7$0.83$0.83$0.174.88$66.17
$65.00$64.00Aug 14$0.83$0.83$0.174.88$64.17
$67.00$66.00Jul 31$0.82$0.82$0.184.56$66.18
$65.00$64.00Aug 7$0.80$0.80$0.204.00$64.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.02, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.00Jul 31Aug 7$0.19379.5%85.5%
$47.00Jul 31Aug 7$0.22527.6%152.5%
$68.00Jul 31Aug 7$0.40365.4%98.4%
$50.00Jul 31Aug 7$0.44257.6%105.9%
$66.00Jul 31Aug 7$0.49340.6%93.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Jul 31Aug 7$0.17410.5%93.7%
$46.00Jul 31Aug 7$0.18583.3%129.2%
$68.00Jul 31Aug 7$0.20365.4%98.4%
$66.00Jul 31Aug 7$0.22340.6%93.2%
$67.00Jul 31Aug 7$0.23379.5%85.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 4.37% of stock, avg 14.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 31$1.04$1.47$2.51$55.49$60.514.37%
$57.00Jul 31$1.61$0.96$2.57$54.43$59.574.48%
$59.00Jul 31$0.67$2.01$2.68$56.32$61.684.67%
$56.00Jul 31$2.08$0.63$2.71$53.29$58.714.72%
$60.00Jul 31$0.37$2.77$3.14$56.86$63.145.47%
$55.00Jul 31$2.88$0.45$3.33$51.67$58.335.80%
$61.00Jul 31$0.25$3.41$3.66$57.34$64.666.38%
$62.00Jul 31$0.14$4.32$4.46$57.54$66.467.77%
$54.00Jul 31$4.30$0.19$4.49$49.51$58.497.82%
$63.00Jul 31$0.07$5.60$5.67$57.33$68.679.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.57% of stock, avg 8.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.00$54.00Jul 31$0.14$0.19$0.33$53.67$62.33
$61.00$54.00Jul 31$0.25$0.19$0.44$53.56$61.44
$62.00$47.50Jul 31$0.14$0.39$0.53$46.97$62.53
$60.00$54.00Jul 31$0.37$0.19$0.56$53.44$60.56
$62.00$55.00Jul 31$0.14$0.45$0.59$54.41$62.59
$61.00$47.50Jul 31$0.25$0.39$0.64$46.86$61.64
$61.00$55.00Jul 31$0.25$0.45$0.70$54.30$61.70
$60.00$47.50Jul 31$0.37$0.39$0.76$46.74$60.76
$62.00$56.00Jul 31$0.14$0.63$0.77$55.23$62.77
$60.00$55.00Jul 31$0.37$0.45$0.82$54.18$60.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 22.08, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/4851/54Jul 31$2.87$0.1322.08$44.63$53.87
50/5152/54Aug 21$1.82$0.1810.11$49.18$53.82
50/5155/56Jul 31$0.90$0.109.00$50.10$55.90
50/5156/58Aug 28$1.79$0.218.52$49.21$57.79
57/5860/61Aug 7$0.89$0.118.09$57.11$60.89
47/4859/60Aug 14$0.89$0.118.09$47.11$59.89
52/5460/63Aug 28$2.65$0.357.57$51.35$62.65
46/4751/54Aug 7$2.64$0.367.33$44.36$53.64
56/6063/65Aug 14$3.52$0.487.33$56.48$66.52
49/5056/57Aug 21$0.88$0.127.33$49.12$56.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.00$54.00Aug 21$0.10$1.9019.00
$58.00$59.00$60.00Jul 31$0.07$0.9313.29
$55.00$56.00$57.00Aug 7$0.07$0.9313.29
$62.00$63.00$64.00Jul 31$0.10$0.909.00
$54.00$55.00$56.00Aug 28$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Aug 7$0.07$0.9313.29
$64.00$65.00$66.00Aug 7$0.07$0.9313.29
$60.00$61.00$62.00Aug 7$0.08$0.9211.50
$46.00$47.00$48.00Aug 21$0.09$0.9110.11
$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 $-0.96, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$0.96$5.04
$63.00$65.001:2Aug 14-$0.43$1.57
$51.00$54.001:2Jul 31-$1.55$1.45
$60.00$63.001:2Aug 28-$1.62$1.38
$62.00$63.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$51.001:2Aug 14-$0.32$3.68
$60.00$56.001:2Aug 14-$0.35$3.65
$50.00$47.001:2Aug 28-$0.29$2.71
$52.00$51.001:2Jul 31-$0.11$0.89
$54.00$53.001:2Jul 31-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 8.36%, avg 3.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$4.800.542.8%8.36%11.15%2--
$59.00Sep 4$4.350.532.8%7.58%10.37%2--
$60.00Sep 4$4.200.514.5%7.32%11.85%--11
$60.00Aug 28$3.850.504.5%6.71%11.24%3127
$58.00Aug 21$3.750.541.1%6.53%7.58%--187
$58.00Aug 28$3.700.551.1%6.45%7.49%14
$59.00Aug 28$3.700.532.8%6.45%9.23%--141
$61.00Sep 4$3.600.486.3%6.27%12.54%--53
$59.00Aug 21$3.200.502.8%5.57%8.36%--224
$60.00Aug 21$3.050.474.5%5.31%9.84%61.3K

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 3,273
Total Puts 634
Put/Call Ratio 0.19
Net Difference 2,639

Prior's Put/Call Breakdown

Total Calls 1,584
Total Puts 353
Put/Call Ratio 0.22
Net Difference 1,231

Prior 7-Day Put/Call Summary

Total Calls 123,220
Total Puts 37,310
Average Put/Call Ratio 0.59
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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