Tour v475
MRNA
MODERNA INC
$58.50 +1.00%
7/31 09:55

Option Volume

Detail
Current (07/31 9:55am) 7,797
Calls: 5,539 (71%)
Puts: 2,258 (29%)
Prior (06/29) 4,105
Calls: 2,855 (70%)
Puts: 1,250 (30%)
Current vs Prior +89.94%
Calls: +94.01% (Calls)
Puts: +80.64% (Puts)
Prior 7-Day Total 174,972
Calls: 133,826 (76%)
Puts: 41,146 (24%)
Prior 7-Day Average 24,996
Calls: 19,118 (76%)
Puts: 5,878 (24%)
Current vs Prior 7-Day Avg -68.81%
Calls: -71.03%
Puts: -61.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 9:55am) $1.47M
Calls: $1.08M (74%)
Puts: $385.4K (26%)
Prior (06/29) $1.89M
Calls: $1.77M (94%)
Puts: $121.6K (6%)
Current vs Prior -22.57%
Calls: -39.02%
Puts: +216.94%
Prior 7-Day Total $24.97M
Calls: $16.52M (66%)
Puts: $8.45M (34%)
Prior 7-Day Average $3.57M
Calls: $2.36M (66%)
Puts: $1.21M (34%)
Current vs Prior 7-Day Avg -58.93%
Calls: -54.25%
Puts: -68.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 9:55am) 0.41
Prior (06/29) 0.44
Current vs Prior -6.89%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -22.98%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 9:55am) 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 4.41% | 11.91%17.03% | 25.13%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -51.37% | -14.68%-10.06% | -2.59%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -39.96% | +0.14%-10.06% | -2.59%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -51.37% | -14.68%-9.53% | -3.04%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 105.34% | 37.94%
Calls: 40.00% | 21.54%
Puts: 170.69% | 54.33%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +260.51% | +121.48%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +208.15% | +73.66%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.08M). Above-average activity with volume up 90% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (5,539 calls vs 2,258 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
09:55BULLISHBULLISHBULLISH
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 -- 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. 87 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 317.259.80$8.5329.9%--0.9916
$48.00Jul 319.2511.75$10.5023.8%--0.9628
$51.00Jul 316.259.40$7.8340.2%--0.9517
$47.00Jul 3110.2513.40$11.8326.6%--0.9422
$54.00Jul 313.256.40$4.8365.2%10.91197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 318.2510.80$9.5326.8%--1.00171
$69.00Jul 319.2011.80$10.5024.8%--1.0067
$70.00Jul 3110.1512.80$11.4823.1%--1.00289
$65.00Jul 315.007.85$6.4344.3%--0.95100
$66.00Jul 316.158.85$7.5036.0%--0.94287

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 5.3K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.470.74$0.6144.3%1.1K0.3215.7K
$61.00Jul 310.180.53$0.3697.2%4930.21477
$65.00Sep 112.865.15$4.0157.1%4590.411
$62.00Jul 310.110.29$0.2090.0%3550.14953
$65.00Aug 70.741.19$0.9746.4%2820.22355
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.330.78$0.5680.4%2310.29378
$55.00Jul 310.180.36$0.2766.7%1080.14830
$56.00Jul 310.100.50$0.30133.3%960.18559
$54.00Jul 310.050.25$0.15133.3%650.09412
$50.00Jul 310.010.03$0.02100.0%380.011.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 219.6%, max 596.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21560.5%87.7%538.8%--644
$48.00Jul 31Aug 21442.8%86.8%410.1%--394
$67.00Jul 31Aug 28359.8%81.7%340.5%17511
$70.00Jul 31Sep 4310.7%81.8%280.0%531.4K
$68.00Jul 31Aug 21294.6%80.7%265.0%10298
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28560.5%80.4%596.7%11.3K
$48.00Jul 31Aug 21442.8%86.8%410.1%4432
$49.00Jul 31Aug 21404.7%84.7%377.8%111.2K
$49.50Jul 31Aug 7447.0%100.3%345.6%547
$68.00Jul 31Aug 14294.6%69.9%321.5%--186

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 16.65, avg 2.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$69.00Aug 14$0.17$2.83$0.1716.65$66.17
$66.00$67.00Aug 7$0.11$0.89$0.118.09$66.11
$67.00$68.00Aug 7$0.11$0.89$0.118.09$67.11
$60.00$61.00Aug 7$0.14$0.86$0.146.14$60.14
$58.00$59.00Aug 14$0.14$0.86$0.146.14$58.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$59.00Aug 7$0.11$0.89$0.118.09$59.89
$55.00$54.00Jul 31$0.12$0.88$0.127.33$54.88
$55.00$54.00Sep 4$0.12$0.88$0.127.33$54.88
$55.00$54.00Aug 7$0.13$0.87$0.136.69$54.87
$57.00$56.00Aug 7$0.13$0.87$0.136.69$56.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 10.76, avg 1.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$50.00Aug 7$1.83$1.83$0.1710.76$49.83
$50.00$51.00Aug 7$0.89$0.89$0.118.09$50.89
$50.00$52.00Aug 21$1.72$1.72$0.286.14$51.72
$51.00$54.00Aug 7$2.55$2.55$0.455.67$53.55
$48.00$49.00Aug 21$0.85$0.85$0.155.67$48.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$64.00Jul 31$0.90$0.90$0.109.00$64.10
$70.00$68.00Aug 7$1.78$1.78$0.228.09$68.22
$70.00$68.00Aug 14$1.78$1.78$0.228.09$68.22
$60.00$59.00Jul 31$0.87$0.87$0.136.69$59.13
$61.00$60.00Jul 31$0.82$0.82$0.184.56$60.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.19, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 31Aug 7$0.26310.7%92.6%
$69.00Jul 31Aug 7$0.33289.5%92.6%
$67.00Jul 31Aug 7$0.45359.8%97.6%
$68.00Jul 31Aug 7$0.50294.6%98.9%
$51.00Jul 31Aug 7$0.60323.6%103.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 31Aug 7$0.15310.7%92.6%
$49.50Jul 31Aug 7$0.25447.0%100.3%
$68.00Jul 31Aug 7$0.32294.6%98.9%
$49.00Jul 31Aug 7$0.38404.7%105.9%
$51.00Jul 31Aug 7$0.68323.6%103.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 3.52% of stock, avg 15.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Jul 31$0.92$1.14$2.06$56.94$61.063.52%
$58.00Jul 31$1.44$0.80$2.24$55.76$60.243.83%
$57.00Jul 31$2.01$0.56$2.57$54.43$59.574.39%
$60.00Jul 31$0.61$2.01$2.62$57.38$62.624.48%
$61.00Jul 31$0.36$2.83$3.19$57.81$64.195.45%
$56.00Jul 31$3.04$0.30$3.34$52.66$59.345.71%
$55.00Jul 31$3.49$0.27$3.76$51.24$58.766.43%
$62.00Jul 31$0.20$3.95$4.15$57.85$66.157.09%
$63.00Jul 31$0.11$4.63$4.74$58.26$67.748.10%
$54.00Jul 31$4.83$0.15$4.98$49.02$58.988.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.60% of stock, avg 8.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.00$54.00Jul 31$0.20$0.15$0.35$53.65$62.35
$67.00$54.00Jul 31$0.22$0.15$0.37$53.63$67.37
$62.00$55.00Jul 31$0.20$0.27$0.47$54.53$62.47
$67.00$55.00Jul 31$0.22$0.27$0.49$54.51$67.49
$62.00$56.00Jul 31$0.20$0.30$0.50$55.50$62.50
$61.00$54.00Jul 31$0.36$0.15$0.51$53.49$61.51
$67.00$56.00Jul 31$0.22$0.30$0.52$55.48$67.52
$61.00$55.00Jul 31$0.36$0.27$0.63$54.37$61.63
$61.00$56.00Jul 31$0.36$0.30$0.66$55.34$61.66
$60.00$54.00Jul 31$0.61$0.15$0.76$53.24$60.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 148 found (best R:R 17.18, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5465/67Aug 28$1.89$0.1117.18$52.11$66.89
47/4850/52Aug 21$1.88$0.1215.67$46.12$51.88
48/4950/52Aug 21$1.87$0.1314.38$47.13$51.87
52/5463/65Aug 28$1.81$0.199.53$52.19$64.81
52/5467/69Aug 28$1.80$0.209.00$52.20$68.80
50/5152/54Aug 21$1.79$0.218.52$49.21$53.79
53/5455/56Aug 7$0.87$0.136.69$53.13$55.87
52/5469/70Aug 28$1.71$0.295.90$52.29$70.71
47/4850/54Aug 14$3.40$0.605.67$44.60$53.40
57/5860/61Aug 21$0.85$0.155.67$57.15$60.85

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 $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$67.00$69.00Aug 28$0.09$1.9121.22
$62.00$63.00$64.00Aug 7$0.05$0.9519.00
$47.00$48.00$49.00Aug 21$0.05$0.9519.00
$59.00$60.00$61.00Jul 31$0.06$0.9415.67
$65.00$66.00$67.00Jul 31$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$52.00$53.00Jul 31$0.06$0.9415.67
$61.00$62.00$63.00Aug 14$0.06$0.9415.67
$53.00$54.00$55.00Jul 31$0.07$0.9313.29
$63.00$64.00$65.00Aug 7$0.07$0.9313.29
$66.00$68.00$70.00Aug 14$0.16$1.8411.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-1.19, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.19$4.81
$66.00$69.001:2Aug 14-$0.87$2.13
$60.00$63.001:2Aug 28-$1.70$1.30
$51.00$54.001:2Jul 31-$1.83$1.17
$68.00$69.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$51.001:2Aug 14-$0.03$3.97
$60.00$56.001:2Aug 14-$1.27$2.73
$50.00$47.001:2Aug 28-$0.29$2.71
$54.00$52.001:2Aug 28-$0.76$1.24
$53.00$51.001:2Aug 21-$0.82$1.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 9.57%, avg 3.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$5.600.550.8%9.57%10.43%2--
$59.00Sep 4$5.200.540.8%8.89%9.74%2--
$59.00Aug 28$4.800.530.8%8.21%9.06%--141
$60.00Sep 4$4.800.522.6%8.21%10.77%--11
$60.00Aug 28$4.300.492.6%7.35%9.91%4127
$61.00Sep 4$4.300.494.3%7.35%11.62%--53
$59.00Aug 21$4.100.520.8%7.01%7.86%--224
$60.00Aug 21$3.750.482.6%6.41%8.97%101.3K
$59.00Aug 14$3.500.510.8%5.98%6.84%16
$61.00Aug 21$3.250.454.3%5.56%9.83%1025

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 5,539
Total Puts 2,258
Put/Call Ratio 0.41
Net Difference 3,281

Prior's Put/Call Breakdown

Total Calls 2,855
Total Puts 1,250
Put/Call Ratio 0.44
Net Difference 1,605

Prior 7-Day Put/Call Summary

Total Calls 133,826
Total Puts 41,146
Average Put/Call Ratio 0.53
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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