Tour v475
MRNA
MODERNA INC
$58.85 +1.61%
7/31 09:45

Option Volume

Detail
Current (07/31 9:45am) 5,691
Calls: 4,093 (72%)
Puts: 1,598 (28%)
Prior (06/29) 2,620
Calls: 2,144 (82%)
Puts: 476 (18%)
Current vs Prior +117.21%
Calls: +90.90% (Calls)
Puts: +235.71% (Puts)
Prior 7-Day Total 164,437
Calls: 126,493 (77%)
Puts: 37,944 (23%)
Prior 7-Day Average 27,406
Calls: 18,070 (77%)
Puts: 5,420 (23%)
Current vs Prior 7-Day Avg -79.23%
Calls: -77.35%
Puts: -70.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 9:45am) $1.22M
Calls: $912.1K (75%)
Puts: $306.0K (25%)
Prior (06/29) $1.40M
Calls: $1.32M (94%)
Puts: $78.5K (6%)
Current vs Prior -12.74%
Calls: -30.76%
Puts: +289.61%
Prior 7-Day Total $22.72M
Calls: $14.82M (65%)
Puts: $7.91M (35%)
Prior 7-Day Average $3.79M
Calls: $2.12M (65%)
Puts: $1.13M (35%)
Current vs Prior 7-Day Avg -67.84%
Calls: -56.91%
Puts: -72.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 9:45am) 0.39
Prior (06/29) 0.22
Current vs Prior +75.85%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -25.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 9:45am) 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 3,641,093
Calls: 1,826,282 (50%)
Puts: 1,814,811 (50%)
Prior 7-Day Average 606,848
Calls: 304,380 (50%)
Puts: 302,468 (50%)
Current vs Prior 7-Day Avg -3.37%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.69% | 12.05%16.50% | 24.78%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -37.22% | -13.71%-12.82% | -3.95%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -22.50% | +1.28%-12.82% | -3.95%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -37.22% | -13.71%-12.31% | -4.38%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.51% | 46.41%
Calls: 41.57% | 38.96%
Puts: 51.45% | 53.86%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +59.17% | +170.93%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +36.05% | +112.43%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($912.1K). Unusually high activity with volume up 117% vs prior - elevated interest. Extreme bullish P/C ratio of 0.39 - heavy call buying (4,093 calls vs 1,598 puts). P/C ratio rising 76% - increased hedging/bearish positioning.

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
09:45BULLISHBULLISHBULLISH
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 1 of results (avg 9.2%, best 9.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 212.402.63$2.519.2%10.323.0K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.75, cheapest $0.75)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.680.82$0.7518.7%7990.3415.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 82 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 318.8011.95$10.3830.3%--1.0028
$50.00Jul 316.759.70$8.2335.8%--1.0016
$51.00Jul 315.758.80$7.2841.9%--1.0017
$54.00Jul 312.905.90$4.4068.2%--1.00197
$55.00Jul 312.265.00$3.6375.5%81.005.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Jul 319.2512.30$10.7828.3%--0.9767
$70.00Jul 3110.3513.35$11.8525.3%--0.95289
$65.00Jul 315.458.40$6.9342.6%--0.94100
$66.00Jul 316.459.40$7.9337.2%--0.94287
$68.00Jul 318.2511.35$9.8031.6%--0.93171

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 3.8K, top 799)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.680.82$0.7518.7%7990.3415.7K
$65.00Sep 112.865.00$3.9354.5%4590.391
$61.00Jul 310.330.65$0.4965.3%4000.25477
$65.00Aug 70.611.10$0.8657.0%2600.21355
$60.00Aug 71.612.95$2.2858.8%1970.43354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.000.60$0.30200.0%1430.24378
$55.00Jul 310.050.25$0.15133.3%1060.11830
$56.00Jul 310.200.38$0.2962.1%640.18559
$54.00Jul 310.050.19$0.12116.7%600.08412
$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 210.6%, max 406.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21434.1%85.7%406.3%--394
$70.00Jul 31Sep 4360.9%81.1%344.9%531.4K
$67.00Jul 31Aug 28356.5%81.3%338.3%17511
$68.00Jul 31Aug 21344.5%85.9%301.1%3298
$69.00Jul 31Aug 28306.5%81.3%276.9%103137
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21434.1%85.7%406.3%4432
$70.00Jul 31Aug 28360.9%76.1%374.0%--309
$49.00Jul 31Aug 21396.5%84.0%371.9%91.2K
$49.50Jul 31Aug 7437.9%94.4%364.1%347
$68.00Jul 31Aug 14344.5%92.9%270.9%--186

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 10.11, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$69.00Aug 14$0.27$2.73$0.2710.11$66.27
$62.00$63.00Aug 21$0.15$0.85$0.155.67$62.15
$58.00$59.00Aug 28$0.17$0.83$0.174.88$58.17
$65.00$66.00Aug 14$0.18$0.82$0.184.56$65.18
$60.00$61.00Aug 7$0.19$0.81$0.194.26$60.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Sep 4$0.10$0.90$0.109.00$54.90
$49.00$48.00Aug 14$0.12$0.88$0.127.33$48.88
$56.00$55.00Jul 31$0.14$0.86$0.146.14$55.86
$49.00$48.00Aug 21$0.16$0.84$0.165.25$48.84
$52.00$50.00Sep 4$0.34$1.66$0.344.88$51.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 24.00, avg 1.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$54.00Jul 31$2.88$2.88$0.1224.00$53.88
$48.00$49.00Aug 21$0.83$0.83$0.174.88$48.83
$57.00$58.00Jul 31$0.80$0.80$0.204.00$57.80
$51.00$54.00Aug 7$2.39$2.39$0.613.92$53.39
$54.00$55.00Jul 31$0.77$0.77$0.233.35$54.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$63.00$62.00Aug 14$0.87$0.87$0.136.69$62.13
$67.00$66.00Jul 31$0.85$0.85$0.155.67$66.15
$68.00$67.00Aug 7$0.85$0.85$0.155.67$67.15
$56.00$55.00Sep 4$0.82$0.82$0.184.56$55.18
$66.00$65.00Aug 7$0.80$0.80$0.204.00$65.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.10, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 31Aug 7$0.22278.3%112.9%
$70.00Jul 31Aug 7$0.25360.9%101.7%
$69.00Jul 31Aug 7$0.35306.5%95.8%
$67.00Jul 31Aug 7$0.46356.5%99.0%
$68.00Jul 31Aug 7$0.50344.5%102.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Jul 31Aug 7$0.17437.9%94.4%
$68.00Jul 31Aug 7$0.43344.5%102.9%
$67.00Jul 31Aug 7$0.60356.5%99.0%
$49.00Jul 31Aug 7$0.61396.5%118.9%
$66.00Jul 31Aug 7$0.70277.9%101.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 4.55% of stock, avg 14.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 31$1.66$1.02$2.68$55.32$60.684.55%
$57.00Jul 31$2.46$0.30$2.76$54.24$59.764.69%
$59.00Jul 31$1.10$1.69$2.79$56.21$61.794.74%
$60.00Jul 31$0.75$2.30$3.05$56.95$63.055.18%
$56.00Jul 31$3.00$0.29$3.29$52.71$59.295.59%
$61.00Jul 31$0.49$3.01$3.50$57.50$64.505.95%
$55.00Jul 31$3.63$0.15$3.78$51.22$58.786.42%
$54.00Jul 31$4.40$0.12$4.52$49.48$58.527.68%
$62.00Jul 31$0.29$4.27$4.56$57.44$66.567.75%
$63.00Jul 31$0.20$4.83$5.03$57.97$68.038.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.54% of stock, avg 8.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.00$54.00Jul 31$0.20$0.12$0.32$53.68$63.32
$63.00$55.00Jul 31$0.20$0.15$0.35$54.65$63.35
$62.00$54.00Jul 31$0.29$0.12$0.41$53.59$62.41
$62.00$55.00Jul 31$0.29$0.15$0.44$54.56$62.44
$63.00$56.00Jul 31$0.20$0.29$0.49$55.51$63.49
$63.00$57.00Jul 31$0.20$0.30$0.50$56.50$63.50
$62.00$56.00Jul 31$0.29$0.29$0.58$55.42$62.58
$62.00$57.00Jul 31$0.29$0.30$0.59$56.41$62.59
$61.00$54.00Jul 31$0.49$0.12$0.61$53.39$61.61
$61.00$55.00Jul 31$0.49$0.15$0.64$54.36$61.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 178 found (best R:R 17.18, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5455/56Aug 28$1.89$0.1117.18$52.11$56.89
50/5051/54Aug 7$2.80$0.2014.00$47.20$53.80
53/5455/56Aug 7$0.89$0.118.09$53.11$55.89
57/5861/62Aug 7$0.89$0.118.09$57.11$61.89
52/5465/67Aug 28$1.78$0.228.09$52.22$66.78
49/5054/55Jul 31$0.88$0.127.33$48.62$54.88
50/5057/58Aug 7$0.88$0.127.33$49.12$57.88
49/5056/57Aug 21$0.88$0.127.33$49.12$56.88
50/5158/59Aug 21$0.87$0.136.69$50.13$58.87
56/5960/63Aug 28$2.60$0.406.50$56.40$62.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 21.22, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$67.00$69.00Aug 28$0.09$1.9121.22
$60.00$61.00$62.00Jul 31$0.06$0.9415.67
$57.00$58.00$59.00Aug 7$0.06$0.9415.67
$64.00$65.00$66.00Jul 31$0.07$0.9313.29
$65.00$66.00$67.00Jul 31$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Aug 14$0.06$0.9415.67
$68.00$69.00$70.00Jul 31$0.09$0.9110.11
$48.00$49.00$50.00Aug 21$0.09$0.9110.11
$53.00$54.00$55.00Aug 21$0.09$0.9110.11
$55.00$56.00$57.00Aug 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. 54 found (best net $-1.46, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.46$4.54
$66.00$69.001:2Aug 14-$0.67$2.33
$63.00$65.001:2Aug 14-$0.51$1.49
$51.00$54.001:2Jul 31-$1.52$1.48
$61.00$62.001:2Jul 31-$0.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$51.001:2Aug 14-$0.72$3.28
$60.00$56.001:2Aug 14-$0.85$3.15
$54.00$52.001:2Aug 28-$0.98$1.02
$52.00$51.001:2Jul 31$0.00$1.00
$55.00$54.001:2Jul 31-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 8.41%, avg 2.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$4.950.540.2%8.41%8.67%2--
$59.00Sep 4$4.350.530.2%7.39%7.65%2--
$60.00Sep 4$4.000.501.9%6.80%8.75%--11
$61.00Sep 4$3.800.483.6%6.46%10.11%--53
$59.00Aug 28$3.700.520.2%6.29%6.54%--141
$60.00Aug 28$3.500.491.9%5.95%7.90%4127
$59.00Aug 21$3.200.510.2%5.44%5.69%--224
$60.00Aug 21$3.050.471.9%5.18%7.14%101.3K
$62.00Sep 4$3.000.455.3%5.10%10.45%--102
$65.00Sep 11$2.860.3910.4%4.86%15.31%4591

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 4,093
Total Puts 1,598
Put/Call Ratio 0.39
Net Difference 2,495

Prior's Put/Call Breakdown

Total Calls 2,144
Total Puts 476
Put/Call Ratio 0.22
Net Difference 1,668

Prior 7-Day Put/Call Summary

Total Calls 126,493
Total Puts 37,944
Average Put/Call Ratio 0.52
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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