Tour v475
MRNA
MODERNA INC
$57.40 -0.90%
7/31 10:05

Option Volume

Detail
Current (07/31 10:05am) 9,619
Calls: 6,575 (68%)
Puts: 3,044 (32%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +96.75%
Calls: +93.67% (Calls)
Puts: +103.75% (Puts)
Prior 7-Day Total 181,750
Calls: 138,003 (76%)
Puts: 43,747 (24%)
Prior 7-Day Average 25,964
Calls: 19,714 (76%)
Puts: 6,249 (24%)
Current vs Prior 7-Day Avg -62.95%
Calls: -66.65%
Puts: -51.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:05am) $1.57M
Calls: $1.08M (69%)
Puts: $488.7K (31%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior -31.80%
Calls: -47.31%
Puts: +96.28%
Prior 7-Day Total $25.85M
Calls: $17.09M (66%)
Puts: $8.76M (34%)
Prior 7-Day Average $3.69M
Calls: $2.44M (66%)
Puts: $1.25M (34%)
Current vs Prior 7-Day Avg -57.42%
Calls: -55.60%
Puts: -60.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:05am) 0.46
Prior (06/29) 0.44
Current vs Prior +5.21%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -18.11%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:05am) 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 4.15% | 11.67%16.67% | 24.48%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -54.28% | -16.41%-11.92% | -5.11%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -43.56% | -1.89%-11.92% | -5.11%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -54.28% | -16.41%-11.41% | -5.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.74% | 28.52%
Calls: 28.80% | 31.53%
Puts: 50.69% | 25.52%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +36.00% | +66.49%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +16.25% | +30.54%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($1.08M). Above-average activity with volume up 97% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (6,575 calls vs 3,044 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
10:05BULLISHBULLISHBULLISH
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. 83 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 317.259.60$8.4327.9%--0.9916
$47.00Jul 319.8512.65$11.2524.9%--0.9422
$48.00Jul 319.0510.15$9.6011.5%200.9128
$54.00Jul 313.054.65$3.8541.6%10.91197
$51.00Jul 316.058.65$7.3535.4%--0.9017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Jul 311.914.35$3.1378.0%11.00102
$62.00Jul 312.455.55$4.0077.5%51.0096
$63.00Jul 313.406.75$5.0865.9%--1.00249
$66.00Jul 316.459.80$8.1341.2%--1.00287
$65.00Jul 315.408.85$7.1348.4%--1.00100

Most actively traded options today. High liquidity = easy entry/exit. 114 active (total vol 6.3K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.120.38$0.25104.0%1.3K0.1915.7K
$61.00Jul 310.010.23$0.12183.3%5470.11477
$65.00Sep 112.654.85$3.7558.7%4590.381
$58.00Jul 310.401.15$0.7797.4%3850.484.9K
$62.00Jul 310.010.16$0.09166.7%3840.07953
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 310.761.49$1.1364.6%3190.53138
$57.00Jul 310.511.15$0.8377.1%2330.38378
$56.00Jul 310.170.60$0.39110.3%1760.23559
$55.00Jul 310.120.45$0.29113.8%1390.17830
$54.00Jul 310.030.27$0.15160.0%960.09412

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 226.8%, max 666.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21554.1%83.9%560.3%20394
$47.00Jul 31Aug 21553.0%88.4%525.8%--644
$51.00Jul 31Sep 4388.5%79.8%387.0%--35
$67.00Jul 31Aug 28388.8%84.2%361.6%18511
$68.00Jul 31Aug 21378.3%83.5%352.9%12298
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28553.0%72.2%666.3%11.3K
$48.00Jul 31Aug 21554.1%83.9%560.3%4432
$49.50Jul 31Aug 7507.5%89.5%467.2%1047
$49.00Jul 31Aug 21404.4%83.2%386.1%121.2K
$51.00Jul 31Aug 28388.5%82.7%369.6%11376

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 9.00, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$61.00Aug 7$0.11$0.89$0.118.09$60.11
$60.00$61.00Jul 31$0.13$0.87$0.136.69$60.13
$64.00$65.00Aug 7$0.13$0.87$0.136.69$64.13
$65.00$66.00Aug 7$0.13$0.87$0.136.69$65.13
$66.00$67.00Aug 7$0.17$0.83$0.174.88$66.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$55.00Jul 31$0.10$0.90$0.109.00$55.90
$55.00$54.00Jul 31$0.14$0.86$0.146.14$54.86
$47.00$46.00Aug 21$0.15$0.85$0.155.67$46.85
$48.00$47.00Aug 7$0.17$0.83$0.174.88$47.83
$64.00$63.00Aug 7$0.17$0.83$0.174.88$63.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 123 found (best R:R 9.26, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$54.00Aug 14$3.61$3.61$0.399.26$53.61
$47.00$48.00Aug 21$0.90$0.90$0.109.00$47.90
$48.50$50.00Aug 7$1.33$1.33$0.177.82$49.83
$46.00$47.00Aug 21$0.87$0.87$0.136.69$46.87
$49.00$51.00Sep 4$1.73$1.73$0.276.41$50.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.00$66.00Jul 31$0.90$0.90$0.109.00$66.10
$56.00$55.00Aug 28$0.90$0.90$0.109.00$55.10
$62.00$61.00Jul 31$0.87$0.87$0.136.69$61.13
$64.00$63.00Jul 31$0.87$0.87$0.136.69$63.13
$64.00$63.00Aug 14$0.85$0.85$0.155.67$63.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.11, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.05553.0%145.7%
$67.00Jul 31Aug 7$0.38388.8%100.1%
$50.00Jul 31Aug 7$0.39254.7%109.9%
$68.00Jul 31Aug 7$0.39378.3%104.4%
$49.00Aug 21Sep 4$0.5383.2%62.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.00Jul 31Aug 7$0.29388.8%100.1%
$68.00Jul 31Aug 7$0.35378.3%104.4%
$49.00Jul 31Aug 7$0.36404.4%100.8%
$66.00Jul 31Aug 7$0.40244.1%101.9%
$51.00Jul 31Aug 7$0.52388.5%95.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 3.31% of stock, avg 15.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 31$0.77$1.13$1.90$56.10$59.903.31%
$57.00Jul 31$1.25$0.83$2.08$54.92$59.083.62%
$59.00Jul 31$0.50$1.64$2.14$56.86$61.143.73%
$56.00Jul 31$2.10$0.39$2.49$53.51$58.494.34%
$60.00Jul 31$0.25$2.80$3.05$56.95$63.055.31%
$61.00Jul 31$0.12$3.13$3.25$57.75$64.255.66%
$55.00Jul 31$3.53$0.29$3.82$51.18$58.826.66%
$54.00Jul 31$3.85$0.15$4.00$50.00$58.006.97%
$62.00Jul 31$0.09$4.00$4.09$57.91$66.097.13%
$63.00Jul 31$0.03$5.08$5.11$57.89$68.118.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.71% of stock, avg 8.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$55.00Jul 31$0.12$0.29$0.41$54.59$61.41
$61.00$51.00Jul 31$0.12$0.30$0.42$50.58$61.42
$61.00$56.00Jul 31$0.12$0.39$0.51$55.49$61.51
$67.00$55.00Jul 31$0.22$0.29$0.51$54.49$67.51
$67.00$51.00Jul 31$0.22$0.30$0.52$50.48$67.52
$60.00$55.00Jul 31$0.25$0.29$0.54$54.46$60.54
$60.00$51.00Jul 31$0.25$0.30$0.55$50.45$60.55
$61.00$49.50Jul 31$0.12$0.44$0.56$48.94$61.56
$67.00$56.00Jul 31$0.22$0.39$0.61$55.39$67.61
$60.00$56.00Jul 31$0.25$0.39$0.64$55.36$60.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 118 found (best R:R 14.38, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5156/58Aug 28$1.87$0.1314.38$49.13$57.87
48/4950/52Aug 21$1.79$0.218.52$47.21$51.79
47/4854/55Aug 7$0.87$0.136.69$47.13$54.87
55/5659/60Aug 14$0.87$0.136.69$55.13$59.87
60/6164/65Aug 14$0.87$0.136.69$60.13$64.87
61/6264/65Aug 14$0.87$0.136.69$61.13$64.87
49/5054/55Aug 21$0.87$0.136.69$49.13$54.87
46/4750/52Aug 21$1.73$0.276.41$45.27$51.73
55/5660/61Aug 14$0.86$0.146.14$55.14$60.86
49/5055/56Aug 21$0.86$0.146.14$49.14$55.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$61.00$62.00Aug 21$0.07$0.9313.29
$63.00$65.00$67.00Aug 28$0.16$1.8411.50
$54.00$56.00$58.00Aug 14$0.17$1.8310.76
$60.00$61.00$62.00Jul 31$0.10$0.909.00
$66.00$67.00$68.00Aug 7$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$52.00$53.00Jul 31$0.08$0.9211.50
$48.00$49.00$50.00Aug 21$0.08$0.9211.50
$53.00$54.00$55.00Jul 31$0.15$0.855.67
$47.00$48.00$49.00Aug 21$0.15$0.855.67
$66.00$67.00$68.00Jul 31$0.20$0.804.00

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 $-1.73, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$1.73$6.27
$59.00$65.001:2Sep 11-$1.43$4.57
$51.00$54.001:2Jul 31-$0.35$2.65
$50.00$54.001:2Aug 14-$2.21$1.79
$51.00$54.001:2Aug 7-$1.93$1.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$56.001:2Aug 14-$1.03$2.97
$50.00$47.001:2Aug 28-$0.30$2.70
$54.00$53.001:2Jul 31-$0.17$0.83
$56.00$55.001:2Jul 31-$0.19$0.81
$53.00$52.001:2Jul 31-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 9.23%, avg 3.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$5.300.531.1%9.23%10.28%11
$59.00Sep 11$4.850.522.8%8.45%11.24%2--
$59.00Sep 4$4.550.502.8%7.93%10.71%2--
$58.00Aug 28$4.400.521.1%7.67%8.71%14
$60.00Sep 4$4.350.474.5%7.58%12.11%--11
$59.00Aug 28$4.200.492.8%7.32%10.10%--141
$61.00Sep 4$4.100.456.3%7.14%13.41%--53
$58.00Aug 21$4.000.531.1%6.97%8.01%--187
$60.00Aug 28$3.700.464.5%6.45%10.98%5127
$59.00Aug 21$3.500.492.8%6.10%8.89%101224

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 6,575
Total Puts 3,044
Put/Call Ratio 0.46
Net Difference 3,531

Prior's Put/Call Breakdown

Total Calls 3,395
Total Puts 1,494
Put/Call Ratio 0.44
Net Difference 1,901

Prior 7-Day Put/Call Summary

Total Calls 138,003
Total Puts 43,747
Average Put/Call Ratio 0.57
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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