Tour v475
MRNA
MODERNA INC
$58.76 +1.45%
7/31 09:50

Option Volume

Detail
Current (07/31 9:50am) 7,106
Calls: 5,102 (72%)
Puts: 2,004 (28%)
Prior (06/29) 3,042
Calls: 2,502 (82%)
Puts: 540 (18%)
Current vs Prior +133.60%
Calls: +103.92% (Calls)
Puts: +271.11% (Puts)
Prior 7-Day Total 170,128
Calls: 130,586 (77%)
Puts: 39,542 (23%)
Prior 7-Day Average 24,304
Calls: 18,655 (77%)
Puts: 5,648 (23%)
Current vs Prior 7-Day Avg -70.76%
Calls: -72.65%
Puts: -64.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 9:50am) $1.38M
Calls: $1.02M (74%)
Puts: $355.2K (26%)
Prior (06/29) $1.66M
Calls: $1.57M (95%)
Puts: $87.9K (5%)
Current vs Prior -17.18%
Calls: -35.13%
Puts: +304.27%
Prior 7-Day Total $23.94M
Calls: $15.73M (66%)
Puts: $8.21M (34%)
Prior 7-Day Average $3.42M
Calls: $2.25M (66%)
Puts: $1.17M (34%)
Current vs Prior 7-Day Avg -59.77%
Calls: -54.57%
Puts: -69.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 9:50am) 0.39
Prior (06/29) 0.22
Current vs Prior +81.99%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -22.05%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 9:50am) 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 4,227,500
Calls: 2,095,333 (50%)
Puts: 2,132,167 (50%)
Prior 7-Day Average 603,928
Calls: 299,333 (50%)
Puts: 304,595 (50%)
Current vs Prior 7-Day Avg -2.90%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.68% | 12.95%16.98% | 25.02%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -48.39% | -7.25%-10.28% | -3.02%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -36.29% | +8.86%-10.28% | -3.02%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -48.39% | -7.25%-9.75% | -3.47%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 57.80% | 35.41%
Calls: 50.00% | 16.97%
Puts: 65.59% | 53.86%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +97.81% | +106.71%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +69.08% | +62.08%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.02M). Unusually high activity with volume up 134% vs prior - elevated interest. Extreme bullish P/C ratio of 0.39 - heavy call buying (5,102 calls vs 2,004 puts). P/C ratio rising 82% - 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
09:50BULLISHBULLISHBULLISH
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 -- 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. 2 found (avg $0.61, cheapest $0.47)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Jul 310.430.50$0.4714.9%4840.26477
$60.00Jul 310.710.81$0.7613.2%1.0K0.3815.7K
PUTS (0)
No puts meet the criteria

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 317.2510.10$8.6832.8%--0.9916
$48.00Jul 319.2512.30$10.7828.3%--0.9628
$51.00Jul 316.259.40$7.8340.2%--0.9217
$54.00Jul 313.256.40$4.8365.2%10.90197
$55.00Jul 312.365.55$3.9680.6%100.905.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 315.007.85$6.4344.3%--1.00100
$69.00Jul 319.1511.80$10.4825.3%--1.0067
$70.00Jul 3110.0012.80$11.4024.6%--1.00289
$64.00Jul 314.106.65$5.3847.4%--0.9863
$66.00Jul 316.158.85$7.5036.0%--0.98287

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 4.8K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.710.81$0.7613.2%1.0K0.3815.7K
$61.00Jul 310.430.50$0.4714.9%4840.26477
$65.00Sep 112.865.35$4.1060.7%4590.411
$62.00Jul 310.200.30$0.2540.0%3270.16953
$65.00Aug 70.611.20$0.9164.8%2730.22355
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.000.89$0.45197.8%1660.24378
$55.00Jul 310.010.36$0.19184.2%1080.11830
$56.00Jul 310.100.43$0.27122.2%910.16559
$54.00Jul 310.050.38$0.22150.0%640.10412
$50.00Jul 310.010.05$0.03133.3%360.021.5K

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 210.9%, max 428.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21454.2%86.0%428.2%--394
$51.00Jul 31Sep 4404.7%88.4%357.9%--35
$67.00Jul 31Aug 28340.6%80.9%321.0%17511
$68.00Jul 31Aug 21328.4%85.7%283.3%4298
$70.00Jul 31Sep 4296.3%80.6%267.5%531.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21454.2%86.0%428.2%4432
$49.00Jul 31Aug 21416.6%83.9%396.8%101.2K
$51.00Jul 31Aug 28404.7%84.1%381.2%9376
$49.50Jul 31Aug 7460.1%96.1%378.7%547
$68.00Jul 31Aug 14328.4%85.2%285.5%--186

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 16.65, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$69.00Aug 14$0.17$2.83$0.1716.65$66.17
$68.00$69.00Jul 31$0.10$0.90$0.109.00$68.10
$57.00$58.00Aug 7$0.10$0.90$0.109.00$57.10
$54.00$55.00Aug 21$0.13$0.87$0.136.69$54.13
$60.00$61.00Aug 7$0.15$0.85$0.155.67$60.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.00$53.00Jul 31$0.11$0.89$0.118.09$53.89
$55.00$54.00Sep 4$0.12$0.88$0.127.33$54.88
$49.00$48.00Aug 14$0.13$0.87$0.136.69$48.87
$49.00$48.00Aug 21$0.15$0.85$0.155.67$48.85
$57.00$56.00Jul 31$0.18$0.82$0.184.56$56.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 13.29, avg 1.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$51.00Aug 7$0.89$0.89$0.118.09$50.89
$58.00$59.00Aug 7$0.88$0.88$0.127.33$58.88
$54.00$55.00Jul 31$0.87$0.87$0.136.69$54.87
$50.00$51.00Jul 31$0.85$0.85$0.155.67$50.85
$55.00$56.00Jul 31$0.85$0.85$0.155.67$55.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$66.00Aug 14$1.86$1.86$0.1413.29$66.14
$60.00$59.00Jul 31$0.89$0.89$0.118.09$59.11
$70.00$68.00Aug 7$1.68$1.68$0.325.25$68.32
$61.00$60.00Jul 31$0.83$0.83$0.174.88$60.17
$64.00$63.00Jul 31$0.83$0.83$0.174.88$63.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.19, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 31Aug 7$0.26296.3%92.2%
$69.00Jul 31Aug 7$0.31275.1%90.8%
$68.00Jul 31Aug 7$0.50328.4%101.8%
$67.00Jul 31Aug 7$0.51340.6%100.0%
$66.00Jul 31Aug 7$0.57261.5%91.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 31Aug 7$0.13296.3%92.2%
$49.50Jul 31Aug 7$0.18460.1%96.1%
$68.00Jul 31Aug 7$0.32328.4%101.8%
$49.00Jul 31Aug 7$0.43416.6%109.3%
$51.00Jul 31Aug 7$0.54404.7%103.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 3.78% of stock, avg 14.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Jul 31$1.11$1.11$2.22$56.78$61.223.78%
$58.00Jul 31$1.64$0.93$2.57$55.43$60.574.37%
$57.00Jul 31$2.19$0.45$2.64$54.36$59.644.49%
$60.00Jul 31$0.76$2.00$2.76$57.24$62.764.70%
$61.00Jul 31$0.47$2.83$3.30$57.70$64.305.62%
$56.00Jul 31$3.11$0.27$3.38$52.62$59.385.75%
$55.00Jul 31$3.96$0.19$4.15$50.85$59.157.06%
$62.00Jul 31$0.25$3.93$4.18$57.82$66.187.11%
$63.00Jul 31$0.17$4.55$4.72$58.28$67.728.03%
$54.00Jul 31$4.83$0.22$5.05$48.95$59.058.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.61% of stock, avg 8.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.00$55.00Jul 31$0.17$0.19$0.36$54.64$63.36
$63.00$54.00Jul 31$0.17$0.22$0.39$53.61$63.39
$67.00$55.00Jul 31$0.22$0.19$0.41$54.59$67.41
$62.00$55.00Jul 31$0.25$0.19$0.44$54.56$62.44
$63.00$56.00Jul 31$0.17$0.27$0.44$55.56$63.44
$67.00$54.00Jul 31$0.22$0.22$0.44$53.56$67.44
$62.00$54.00Jul 31$0.25$0.22$0.47$53.53$62.47
$67.00$56.00Jul 31$0.22$0.27$0.49$55.51$67.49
$62.00$56.00Jul 31$0.25$0.27$0.52$55.48$62.52
$63.00$57.00Jul 31$0.17$0.45$0.62$56.38$63.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 17.18, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5465/67Aug 28$1.89$0.1117.18$52.11$66.89
52/5467/69Aug 28$1.84$0.1611.50$52.16$68.84
52/5463/65Aug 28$1.83$0.1710.76$52.17$64.83
48/4958/59Aug 21$0.88$0.127.33$48.12$58.88
50/5160/62Aug 21$1.74$0.266.69$49.26$61.74
53/5455/56Aug 7$0.86$0.146.14$53.14$55.86
55/5661/62Aug 14$0.86$0.146.14$55.14$61.86
57/5860/62Aug 21$1.70$0.305.67$56.30$61.70
53/5461/62Aug 7$0.84$0.165.25$53.16$61.84
50/5162/63Aug 21$0.84$0.165.25$50.16$62.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$60.00$61.00Jul 31$0.06$0.9415.67
$65.00$66.00$67.00Jul 31$0.06$0.9415.67
$60.00$61.00$62.00Jul 31$0.07$0.9313.29
$64.00$65.00$66.00Jul 31$0.10$0.909.00
$68.00$69.00$70.00Jul 31$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Aug 14$0.06$0.9415.67
$63.00$64.00$65.00Aug 7$0.07$0.9313.29
$54.00$55.00$56.00Aug 28$0.08$0.9211.50
$52.00$53.00$54.00Jul 31$0.09$0.9110.11
$53.00$54.00$55.00Aug 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 $-1.60, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.60$4.40
$66.00$69.001:2Aug 14-$0.87$2.13
$60.00$63.001:2Aug 28-$1.65$1.35
$51.00$54.001:2Jul 31-$1.83$1.17
$68.00$69.001:2Aug 7-$0.05$0.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$56.001:2Aug 14-$0.82$3.18
$55.00$51.001:2Aug 14-$0.92$3.08
$54.00$52.001:2Aug 28-$0.72$1.28
$54.00$53.001:2Jul 31$0.00$1.00
$53.00$52.001:2Jul 31-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.68%, avg 2.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$5.100.550.4%8.68%9.09%2--
$60.00Sep 4$4.800.522.1%8.17%10.28%--11
$59.00Sep 4$4.500.540.4%7.66%8.07%2--
$60.00Aug 28$4.400.502.1%7.49%9.60%4127
$61.00Sep 4$3.850.493.8%6.55%10.36%--53
$60.00Aug 21$3.750.482.1%6.38%8.49%101.3K
$59.00Aug 28$3.750.530.4%6.38%6.79%--141
$59.00Aug 21$3.250.510.4%5.53%5.94%--224
$62.00Sep 4$3.200.475.5%5.45%10.96%--102
$60.00Aug 14$2.870.472.1%4.88%6.99%232

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 5,102
Total Puts 2,004
Put/Call Ratio 0.39
Net Difference 3,098

Prior's Put/Call Breakdown

Total Calls 2,502
Total Puts 540
Put/Call Ratio 0.22
Net Difference 1,962

Prior 7-Day Put/Call Summary

Total Calls 130,586
Total Puts 39,542
Average Put/Call Ratio 0.50
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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