Tour v475
MRNA
MODERNA INC
$56.61 -2.27%
7/31 10:10

Option Volume

Detail
Current (07/31 10:10am) 10,803
Calls: 7,266 (67%)
Puts: 3,537 (33%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +120.97%
Calls: +114.02% (Calls)
Puts: +136.75% (Puts)
Prior 7-Day Total 184,263
Calls: 139,476 (76%)
Puts: 44,787 (24%)
Prior 7-Day Average 26,323
Calls: 19,925 (76%)
Puts: 6,398 (24%)
Current vs Prior 7-Day Avg -58.96%
Calls: -63.53%
Puts: -44.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:10am) $1.73M
Calls: $1.12M (65%)
Puts: $610.0K (35%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior -24.89%
Calls: -45.46%
Puts: +145.03%
Prior 7-Day Total $26.04M
Calls: $17.15M (66%)
Puts: $8.89M (34%)
Prior 7-Day Average $3.72M
Calls: $2.45M (66%)
Puts: $1.27M (34%)
Current vs Prior 7-Day Avg -53.45%
Calls: -54.21%
Puts: -51.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:10am) 0.49
Prior (06/29) 0.44
Current vs Prior +10.62%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -15.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:10am) 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 4.93% | 11.85%16.07% | 23.90%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -45.65% | -15.12%-15.08% | -7.35%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -32.91% | -0.37%-15.08% | -7.35%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -45.65% | -15.12%-14.58% | -7.77%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.77% | 41.62%
Calls: 30.59% | 36.02%
Puts: 58.96% | 47.22%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +53.22% | +142.97%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +30.96% | +90.50%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($1.12M). Unusually high activity with volume up 121% vs prior - elevated interest. Extreme bullish P/C ratio of 0.49 - heavy call buying (7,266 calls vs 3,537 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
10:10BULLISHBULLISHBULLISH
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 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 316.058.60$7.3234.8%11.0016
$47.00Jul 319.0511.60$10.3324.7%--0.9222
$48.00Jul 317.8510.15$9.0025.6%200.9028
$51.00Jul 315.057.65$6.3540.9%--0.8817
$46.00Aug 2110.8013.45$12.1321.8%--0.88286
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 315.458.30$6.8841.4%--0.9963
$66.00Jul 317.4510.50$8.9834.0%--0.98287
$63.00Jul 314.457.65$6.0552.9%--0.97249
$67.00Jul 318.4511.60$10.0231.4%--0.97118
$62.00Jul 313.456.80$5.1365.3%50.9696

Most actively traded options today. High liquidity = easy entry/exit. 116 active (total vol 7.1K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.070.17$0.1283.3%1.3K0.1015.7K
$61.00Jul 310.010.18$0.10170.0%6130.07477
$65.00Sep 112.464.70$3.5862.6%4590.381
$62.00Jul 310.010.08$0.05140.0%4120.04953
$58.00Jul 310.240.82$0.53109.4%3910.314.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 310.952.78$1.8698.4%3210.69138
$56.00Jul 310.480.98$0.7368.5%3180.41559
$57.00Jul 310.921.71$1.3259.8%2460.56378
$55.00Jul 310.310.64$0.4868.8%1820.28830
$54.00Jul 310.140.41$0.2896.4%1020.17412

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 208.6%, max 551.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21503.8%81.8%516.1%20394
$47.00Jul 31Aug 21511.7%86.3%493.1%--644
$67.00Jul 31Aug 28334.6%77.3%333.0%18511
$51.00Jul 31Sep 4341.1%82.6%312.9%--35
$65.00Jul 31Sep 11304.5%80.6%277.9%6061.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28511.7%78.5%551.8%11.3K
$48.00Jul 31Aug 21503.8%81.8%516.1%4432
$49.50Jul 31Aug 7459.8%93.0%394.2%1547
$45.50Jul 31Aug 7767.6%160.3%378.9%--1.4K
$49.00Jul 31Aug 21364.2%84.9%328.9%121.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 7.33, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$67.00Aug 7$0.15$0.85$0.155.67$66.15
$61.00$62.00Aug 21$0.15$0.85$0.155.67$61.15
$60.00$61.00Aug 7$0.16$0.84$0.165.25$60.16
$59.00$60.00Jul 31$0.17$0.83$0.174.88$59.17
$63.00$64.00Aug 21$0.17$0.83$0.174.88$63.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.00$53.00Jul 31$0.12$0.88$0.127.33$53.88
$51.00$50.00Aug 7$0.12$0.88$0.127.33$50.88
$47.00$46.00Aug 21$0.12$0.88$0.127.33$46.88
$53.00$52.00Aug 7$0.13$0.87$0.136.69$52.87
$57.00$56.00Aug 21$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. 125 found (best R:R 9.00, avg 1.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$56.00Jul 31$0.88$0.88$0.127.33$55.88
$51.00$54.00Aug 7$2.63$2.63$0.377.11$53.63
$48.50$50.00Aug 7$1.30$1.30$0.206.50$49.80
$49.00$51.00Sep 4$1.73$1.73$0.276.41$50.73
$46.00$47.00Aug 21$0.86$0.86$0.146.14$46.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$59.00Jul 31$0.90$0.90$0.109.00$59.10
$62.00$61.00Aug 7$0.88$0.88$0.127.33$61.12
$55.00$54.00Sep 4$0.87$0.87$0.136.69$54.13
$64.00$63.00Jul 31$0.83$0.83$0.174.88$63.17
$66.00$65.00Aug 7$0.82$0.82$0.184.56$65.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.11, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.22511.7%140.7%
$67.00Jul 31Aug 7$0.50334.6%103.3%
$65.00Jul 31Aug 7$0.54304.5%93.2%
$48.00Jul 31Aug 7$0.63503.8%138.8%
$50.00Jul 31Aug 7$0.66221.5%104.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Jul 31Aug 7$0.10459.8%93.0%
$45.50Jul 31Aug 7$0.26767.6%160.3%
$49.00Jul 31Aug 7$0.46364.2%101.9%
$67.00Jul 31Aug 7$0.53334.6%103.3%
$66.00Jul 31Aug 7$0.57281.5%104.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 3.83% of stock, avg 15.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$0.85$1.32$2.17$54.83$59.173.83%
$56.00Jul 31$1.47$0.73$2.20$53.80$58.203.89%
$58.00Jul 31$0.53$1.86$2.39$55.61$60.394.22%
$55.00Jul 31$2.35$0.48$2.83$52.17$57.835.00%
$59.00Jul 31$0.29$2.66$2.95$56.05$61.955.21%
$54.00Jul 31$2.93$0.28$3.21$50.79$57.215.67%
$60.00Jul 31$0.12$3.56$3.68$56.32$63.686.50%
$61.00Jul 31$0.10$4.12$4.22$56.78$65.227.45%
$62.00Jul 31$0.05$5.13$5.18$56.82$67.189.15%
$56.00Aug 7$3.47$2.44$5.91$50.09$61.9110.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.67% of stock, avg 8.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$54.00Jul 31$0.10$0.28$0.38$53.62$61.38
$60.00$54.00Jul 31$0.12$0.28$0.40$53.60$60.40
$61.00$49.50Jul 31$0.10$0.44$0.54$48.96$61.54
$60.00$49.50Jul 31$0.12$0.44$0.56$48.94$60.56
$59.00$54.00Jul 31$0.29$0.28$0.57$53.43$59.57
$61.00$55.00Jul 31$0.10$0.48$0.58$54.42$61.58
$60.00$55.00Jul 31$0.12$0.48$0.60$54.40$60.60
$59.00$49.50Jul 31$0.29$0.44$0.73$48.77$59.73
$59.00$55.00Jul 31$0.29$0.48$0.77$54.23$59.77
$58.00$54.00Jul 31$0.53$0.28$0.81$53.19$58.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 14.00, avg credit $1.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/4851/54Aug 7$2.80$0.2014.00$45.20$53.80
50/5156/57Jul 31$0.90$0.109.00$50.10$56.90
53/5456/57Aug 7$0.89$0.118.09$53.11$56.89
54/5556/57Aug 7$0.89$0.118.09$54.11$56.89
47/4850/54Aug 14$3.56$0.448.09$44.44$53.56
62/6364/65Aug 14$0.89$0.118.09$62.11$64.89
58/6063/64Aug 14$1.77$0.237.70$58.23$64.77
46/4756/57Jul 31$0.88$0.127.33$46.12$56.88
50/5156/57Aug 21$0.88$0.127.33$50.12$56.88
49/5054/55Jul 31$0.87$0.136.69$48.63$54.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Jul 31$0.07$0.9313.29
$57.00$58.00$59.00Jul 31$0.08$0.9211.50
$65.00$66.00$67.00Jul 31$0.08$0.9211.50
$63.00$64.00$65.00Jul 31$0.09$0.9110.11
$63.00$64.00$65.00Aug 14$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Jul 31$0.05$0.9519.00
$49.00$50.00$51.00Aug 21$0.06$0.9415.67
$52.00$53.00$54.00Jul 31$0.07$0.9313.29
$53.00$54.00$55.00Jul 31$0.08$0.9211.50
$50.00$51.00$52.00Aug 7$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-2.55, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$2.55$5.45
$59.00$65.001:2Sep 11-$1.31$4.69
$50.00$54.001:2Aug 14-$2.43$1.57
$51.00$54.001:2Aug 7-$1.97$1.03
$61.00$62.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.001:2Aug 28-$0.28$2.72
$53.00$52.001:2Jul 31-$0.06$0.94
$55.00$54.001:2Jul 31-$0.08$0.92
$57.00$56.001:2Jul 31-$0.14$0.86
$56.00$55.001:2Jul 31-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 8.66%, avg 3.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$4.900.552.5%8.66%11.11%11
$59.00Sep 11$4.500.534.2%7.95%12.17%2--
$59.00Sep 4$4.150.514.2%7.33%11.55%2--
$57.00Aug 21$4.050.550.7%7.15%7.84%56345
$58.00Aug 28$4.050.562.5%7.15%9.61%14
$60.00Sep 4$3.900.496.0%6.89%12.88%--11
$59.00Aug 28$3.600.524.2%6.36%10.58%--141
$61.00Sep 4$3.550.467.8%6.27%14.03%--53
$58.00Aug 21$3.400.512.5%6.01%8.46%--187
$60.00Aug 28$3.300.486.0%5.83%11.82%5127

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 7,266
Total Puts 3,537
Put/Call Ratio 0.49
Net Difference 3,729

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 139,476
Total Puts 44,787
Average Put/Call Ratio 0.58
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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