Tour v475
MRNA
MODERNA INC
$57.80 -0.21%
7/31 10:00

Option Volume

Detail
Current (07/31 10:00am) 8,579
Calls: 6,004 (70%)
Puts: 2,575 (30%)
Prior --
Calls: 14,313 (46%)
Puts: 16,581 (54%)
Current vs Prior +0.00%
Calls: -58.05% (Calls)
Puts: -84.47% (Puts)
Prior 7-Day Total 178,862
Calls: 136,092 (76%)
Puts: 42,770 (24%)
Prior 7-Day Average 25,551
Calls: 19,441 (76%)
Puts: 6,110 (24%)
Current vs Prior 7-Day Avg -66.42%
Calls: -69.12%
Puts: -57.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:00am) $1.49M
Calls: $1.05M (70%)
Puts: $440.5K (30%)
Prior --
Calls: $3.62M (65%)
Puts: $1.93M (35%)
Current vs Prior +0.00%
Calls: -70.97%
Puts: -77.13%
Prior 7-Day Total $25.57M
Calls: $16.95M (66%)
Puts: $8.63M (34%)
Prior 7-Day Average $3.65M
Calls: $2.42M (66%)
Puts: $1.23M (34%)
Current vs Prior 7-Day Avg -59.20%
Calls: -56.63%
Puts: -64.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:00am) 0.43
Prior 1.00
Current vs Prior -57.11%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -23.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:00am) 586,407
Calls: 269,051 (46%)
Puts: 317,356 (54%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 5.31% | 10.88%16.87% | 25.36%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -41.43% | -22.07%-10.89% | -1.68%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -27.70% | -8.53%-10.89% | -1.68%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -41.43% | -22.07%-10.37% | -2.13%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 64.28% | 42.45%
Calls: 42.99% | 42.27%
Puts: 85.56% | 42.63%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +119.99% | +147.81%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +88.04% | +94.30%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.05M). Extreme bullish P/C ratio of 0.43 - heavy call buying (6,004 calls vs 2,575 puts). P/C ratio dropping 57% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
10:00BULLISHBULLISHBULLISH
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. 82 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 317.2510.00$8.6331.9%--1.0016
$47.00Jul 3110.2513.00$11.6323.6%--0.9222
$54.00Jul 313.256.15$4.7061.7%10.92197
$48.00Jul 319.2511.00$10.1317.3%--0.9128
$51.00Jul 316.259.00$7.6336.0%--0.9017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 313.256.35$4.8064.6%--0.95249
$66.00Jul 316.159.85$8.0046.2%--0.94287
$65.00Jul 315.058.25$6.6548.1%--0.94100
$68.00Jul 318.2511.90$10.0736.2%--0.94171
$64.00Jul 314.207.05$5.6350.6%--0.9363

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 5.6K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.300.54$0.4257.1%1.2K0.2415.7K
$61.00Jul 310.030.23$0.13153.8%5030.11477
$65.00Sep 112.024.60$3.3177.9%4590.381
$62.00Jul 310.020.23$0.13161.5%3770.09953
$65.00Aug 70.621.19$0.9162.6%2820.22355
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.501.07$0.7972.2%2310.39378
$56.00Jul 310.100.67$0.39146.2%1360.24559
$55.00Jul 310.020.28$0.15173.3%1200.12830
$54.00Jul 310.050.24$0.14135.7%660.10412
$50.00Jul 310.010.03$0.02100.0%410.011.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 237.5%, max 639.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21533.1%85.0%527.4%--394
$47.00Jul 31Aug 21546.4%88.6%516.9%--644
$69.00Jul 31Aug 28450.1%87.8%412.8%206137
$67.00Jul 31Aug 28389.2%84.8%359.1%17511
$68.00Jul 31Aug 21378.5%83.0%356.2%12298
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28546.4%73.9%639.1%11.3K
$48.00Jul 31Aug 21533.1%85.0%527.4%4432
$49.50Jul 31Aug 7500.9%95.9%422.1%747
$49.00Jul 31Aug 21399.0%82.5%383.6%111.2K
$51.00Jul 31Aug 28382.8%84.9%350.9%10376

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 15.67, avg 2.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$63.00$65.00Aug 28$0.12$1.88$0.1215.67$63.12
$58.00$59.00Aug 28$0.10$0.90$0.109.00$58.10
$65.00$66.00Aug 7$0.11$0.89$0.118.09$65.11
$60.00$61.00Aug 21$0.12$0.88$0.127.33$60.12
$67.00$69.00Aug 28$0.26$1.74$0.266.69$67.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$48.00Aug 21$0.14$0.86$0.146.14$48.86
$55.00$54.00Aug 7$0.16$0.84$0.165.25$54.84
$51.00$50.00Aug 21$0.16$0.84$0.165.25$50.84
$66.00$65.00Aug 14$0.18$0.82$0.184.56$65.82
$50.00$49.00Aug 21$0.21$0.79$0.213.76$49.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 9.00, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$52.00Aug 21$1.80$1.80$0.209.00$51.80
$62.00$63.00Aug 14$0.89$0.89$0.118.09$62.89
$64.00$65.00Aug 14$0.89$0.89$0.118.09$64.89
$50.00$54.00Aug 14$3.53$3.53$0.477.51$53.53
$48.00$50.00Aug 7$1.72$1.72$0.286.14$49.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$50.00Aug 28$0.89$0.89$0.118.09$50.11
$52.00$51.00Aug 7$0.85$0.85$0.155.67$51.15
$64.00$63.00Jul 31$0.83$0.83$0.174.88$63.17
$59.00$58.00Aug 7$0.81$0.81$0.194.26$58.19
$67.00$66.00Aug 7$0.80$0.80$0.204.00$66.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.07, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$69.00Jul 31Aug 7$0.09450.1%88.7%
$47.00Jul 31Aug 7$0.22546.4%146.2%
$68.00Jul 31Aug 7$0.28378.5%89.5%
$67.00Jul 31Aug 7$0.35389.2%92.3%
$50.00Jul 31Aug 7$0.60250.9%119.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$68.00Jul 31Aug 7$0.21378.5%89.5%
$49.00Jul 31Aug 7$0.36399.0%106.7%
$51.00Jul 31Aug 7$0.38382.8%97.6%
$66.00Jul 31Aug 7$0.43305.1%96.2%
$47.00Jul 31Aug 7$0.57546.4%146.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 3.48% of stock, avg 15.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Jul 31$0.60$1.41$2.01$56.99$61.013.48%
$57.00Jul 31$1.68$0.79$2.47$54.53$59.474.27%
$58.00Jul 31$1.13$1.39$2.52$55.48$60.524.36%
$60.00Jul 31$0.42$2.36$2.78$57.22$62.784.81%
$56.00Jul 31$2.40$0.39$2.79$53.21$58.794.83%
$61.00Jul 31$0.13$3.03$3.16$57.84$64.165.47%
$55.00Jul 31$3.49$0.15$3.64$51.36$58.646.30%
$62.00Jul 31$0.13$4.33$4.46$57.54$66.467.72%
$54.00Jul 31$4.70$0.14$4.84$49.16$58.848.37%
$63.00Jul 31$0.06$4.80$4.86$58.14$67.868.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.48% of stock, avg 8.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$55.00Jul 31$0.13$0.15$0.28$54.72$61.28
$62.00$55.00Jul 31$0.13$0.15$0.28$54.72$62.28
$61.00$51.00Jul 31$0.13$0.30$0.43$50.57$61.43
$62.00$51.00Jul 31$0.13$0.30$0.43$50.57$62.43
$61.00$56.00Jul 31$0.13$0.39$0.52$55.48$61.52
$62.00$56.00Jul 31$0.13$0.39$0.52$55.48$62.52
$60.00$55.00Jul 31$0.42$0.15$0.57$54.43$60.57
$61.00$49.50Jul 31$0.13$0.44$0.57$48.93$61.57
$62.00$49.50Jul 31$0.13$0.44$0.57$48.93$62.57
$60.00$51.00Jul 31$0.42$0.30$0.72$50.28$60.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 114 found (best R:R 9.71, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5960/63Aug 28$2.72$0.289.71$56.28$62.72
47/4856/57Jul 31$0.90$0.109.00$46.60$56.90
52/5467/69Aug 28$1.79$0.218.52$52.21$68.79
55/5665/67Aug 28$1.77$0.237.70$54.23$66.77
46/4748/50Jul 31$1.76$0.247.33$45.24$49.76
55/5658/59Aug 7$0.88$0.127.33$55.12$58.88
53/5456/57Aug 21$0.88$0.127.33$53.12$56.88
52/5461/62Sep 4$1.74$0.266.69$52.26$62.74
52/5456/59Sep 4$2.59$0.416.32$51.41$58.59
55/5659/60Aug 7$0.86$0.146.14$55.14$59.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.05$0.9519.00
$57.00$58.00$59.00Aug 21$0.06$0.9415.67
$65.00$67.00$69.00Aug 28$0.15$1.8512.33
$66.00$67.00$68.00Aug 7$0.08$0.9211.50
$65.00$66.00$67.00Jul 31$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.06$0.9415.67
$53.00$54.00$55.00Jul 31$0.07$0.9313.29
$48.00$49.00$50.00Aug 21$0.07$0.9313.29
$60.00$61.00$62.00Aug 7$0.10$0.909.00
$51.00$52.00$53.00Jul 31$0.14$0.866.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.88, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$59.001:2Sep 11-$0.88$8.12
$59.00$65.001:2Sep 11-$0.59$5.41
$60.00$63.001:2Aug 28-$1.23$1.77
$50.00$54.001:2Aug 14-$2.54$1.46
$51.00$54.001:2Jul 31-$1.77$1.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$56.001:2Aug 14-$1.19$2.81
$50.00$47.001:2Aug 28-$0.25$2.75
$54.00$52.001:2Aug 28-$0.67$1.33
$53.00$51.001:2Aug 21-$0.86$1.14
$54.00$52.001:2Sep 4-$1.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 8.56%, avg 3.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$4.950.552.1%8.56%10.64%2--
$59.00Sep 4$4.700.542.1%8.13%10.21%2--
$59.00Aug 28$4.400.512.1%7.61%9.69%--141
$60.00Sep 4$4.250.513.8%7.35%11.16%--11
$58.00Aug 21$4.200.540.3%7.27%7.61%--187
$61.00Sep 4$4.200.485.5%7.27%12.80%--53
$58.00Aug 28$4.050.540.3%7.01%7.35%14
$59.00Aug 21$3.900.512.1%6.75%8.82%101224
$60.00Aug 28$3.900.483.8%6.75%10.55%5127
$58.00Aug 14$3.500.530.3%6.06%6.40%16

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 6,004
Total Puts 2,575
Put/Call Ratio 0.43
Net Difference 3,429

Prior's Put/Call Breakdown

Total Calls 14,313
Total Puts 16,581
Put/Call Ratio 1.00
Net Difference -2,268

Prior 7-Day Put/Call Summary

Total Calls 136,092
Total Puts 42,770
Average Put/Call Ratio 0.56
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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