Tour v475
MRNA
MODERNA INC
$56.87 -1.81%
7/31 10:15

Option Volume

Detail
Current (07/31 10:15am) 11,566
Calls: 7,713 (67%)
Puts: 3,853 (33%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +136.57%
Calls: +127.19% (Calls)
Puts: +157.90% (Puts)
Prior 7-Day Total 187,269
Calls: 141,203 (75%)
Puts: 46,066 (25%)
Prior 7-Day Average 26,752
Calls: 20,171 (75%)
Puts: 6,580 (25%)
Current vs Prior 7-Day Avg -56.77%
Calls: -61.76%
Puts: -41.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:15am) $1.78M
Calls: $1.17M (66%)
Puts: $606.9K (34%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior -23.01%
Calls: -43.20%
Puts: +143.77%
Prior 7-Day Total $26.31M
Calls: $17.19M (65%)
Puts: $9.12M (35%)
Prior 7-Day Average $3.76M
Calls: $2.46M (65%)
Puts: $1.30M (35%)
Current vs Prior 7-Day Avg -52.77%
Calls: -52.43%
Puts: -53.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:15am) 0.50
Prior (06/29) 0.44
Current vs Prior +13.52%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -14.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:15am) 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 4.27% | 11.97%16.85% | 23.70%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -52.88% | -14.24%-11.01% | -8.12%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -41.83% | +0.65%-11.01% | -8.12%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -52.88% | -14.24%-10.49% | -8.54%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 45.28% | 26.45%
Calls: 33.55% | 26.17%
Puts: 57.02% | 26.73%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +54.96% | +54.41%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +32.46% | +21.07%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($1.17M). Unusually high activity with volume up 137% vs prior - elevated interest. Extreme bullish P/C ratio of 0.50 - heavy call buying (7,713 calls vs 3,853 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
10:15BULLISHBULLISHBULLISH
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 2 of results (avg 8.0%, best 7.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 288.559.25$8.907.9%--0.7511
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 219.5010.30$9.908.1%40.716.8K

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. 85 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 316.058.60$7.3234.8%11.0016
$48.50Jul 317.5010.20$8.8530.5%10.953
$47.00Jul 319.0511.60$10.3324.7%--0.9222
$51.00Jul 315.057.65$6.3540.9%--0.9217
$54.00Jul 312.254.15$3.2059.4%10.91197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 318.4511.80$10.1333.1%--0.99118
$65.00Jul 316.459.30$7.8836.2%--0.98100
$66.00Jul 317.4510.40$8.9333.0%--0.98287
$63.00Jul 314.457.75$6.1054.1%--0.97249
$62.00Jul 313.456.60$5.0362.6%50.9696

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 7.8K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.080.17$0.1369.2%1.4K0.1015.7K
$61.00Jul 310.010.13$0.07171.4%6210.06477
$57.00Jul 310.521.14$0.8374.7%5280.48761
$65.00Sep 112.464.55$3.5159.5%4590.381
$58.00Jul 310.290.81$0.5594.5%4220.334.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.521.21$0.8779.3%4330.53378
$56.00Jul 310.400.98$0.6984.1%3260.37559
$58.00Jul 310.492.36$1.42131.7%3220.67138
$55.00Jul 310.170.55$0.36105.6%1820.23830
$54.00Jul 310.070.20$0.1492.9%1050.11412

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 212.0%, max 630.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21517.5%80.1%546.0%21394
$47.00Jul 31Aug 21524.8%84.7%519.8%--644
$68.00Jul 31Aug 21471.5%86.2%446.8%12298
$51.00Jul 31Sep 4316.2%65.2%385.2%--35
$64.00Jul 31Aug 21279.8%83.6%234.9%76734
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28524.8%71.9%630.3%11.3K
$48.00Jul 31Aug 21517.5%80.1%546.0%4432
$68.00Jul 31Aug 14471.5%85.4%451.9%--186
$45.50Jul 31Aug 7817.1%161.3%406.6%--1.4K
$49.50Jul 31Aug 7474.0%94.0%404.2%1547

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 9.00, avg 2.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.00$68.00Aug 21$0.10$0.90$0.109.00$67.10
$64.00$65.00Aug 21$0.13$0.87$0.136.69$64.13
$63.00$64.00Aug 14$0.14$0.86$0.146.14$63.14
$59.00$60.00Jul 31$0.15$0.85$0.155.67$59.15
$67.00$68.00Aug 7$0.16$0.84$0.165.25$67.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$46.00Aug 21$0.11$0.89$0.118.09$46.89
$54.00$52.00Sep 4$0.27$1.73$0.276.41$53.73
$48.00$47.00Aug 7$0.17$0.83$0.174.88$47.83
$51.00$50.00Jul 31$0.18$0.82$0.184.56$50.82
$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. 128 found (best R:R 10.11, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$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
$55.00$56.00Jul 31$0.84$0.84$0.165.25$55.84
$54.00$55.00Aug 7$0.83$0.83$0.174.88$54.83
$52.00$54.00Aug 7$1.65$1.65$0.354.71$53.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$66.00Aug 14$1.82$1.82$0.1810.11$66.18
$62.00$61.00Aug 7$0.88$0.88$0.127.33$61.12
$64.00$63.00Jul 31$0.80$0.80$0.204.00$63.20
$55.00$54.00Aug 28$0.79$0.79$0.213.76$54.21
$60.00$59.00Aug 21$0.78$0.78$0.223.55$59.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.11, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.50Jul 31Aug 7$0.15377.8%139.1%
$68.00Jul 31Aug 7$0.15471.5%98.1%
$47.00Jul 31Aug 7$0.22524.8%141.7%
$67.00Jul 31Aug 7$0.55239.5%102.4%
$48.00Jul 31Aug 7$0.63517.5%139.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.50Jul 31Aug 7$0.06817.1%161.3%
$49.50Jul 31Aug 7$0.10474.0%94.0%
$68.00Jul 31Aug 7$0.37471.5%98.1%
$67.00Jul 31Aug 7$0.42239.5%102.4%
$49.00Jul 31Aug 7$0.53375.9%106.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 2.99% of stock, avg 15.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$0.83$0.87$1.70$55.30$58.702.99%
$58.00Jul 31$0.55$1.42$1.97$56.03$59.973.46%
$56.00Jul 31$1.56$0.69$2.25$53.75$58.253.96%
$59.00Jul 31$0.28$2.41$2.69$56.31$61.694.73%
$55.00Jul 31$2.40$0.36$2.76$52.24$57.764.85%
$54.00Jul 31$3.20$0.14$3.34$50.66$57.345.87%
$60.00Jul 31$0.13$3.37$3.50$56.50$63.506.15%
$61.00Jul 31$0.07$4.12$4.19$56.81$65.197.37%
$62.00Jul 31$0.03$5.03$5.06$56.94$67.068.90%
$63.00Jul 31$0.03$6.10$6.13$56.87$69.1310.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.47% of stock, avg 9.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$54.00Jul 31$0.13$0.14$0.27$53.73$60.27
$68.00$54.00Jul 31$0.25$0.14$0.39$53.61$68.39
$59.00$54.00Jul 31$0.28$0.14$0.42$53.58$59.42
$60.00$55.00Jul 31$0.13$0.36$0.49$54.51$60.49
$60.00$49.50Jul 31$0.13$0.44$0.57$48.93$60.57
$68.00$55.00Jul 31$0.25$0.36$0.61$54.39$68.61
$59.00$55.00Jul 31$0.28$0.36$0.64$54.36$59.64
$58.00$54.00Jul 31$0.55$0.14$0.69$53.31$58.69
$68.00$49.50Jul 31$0.25$0.44$0.69$48.81$68.69
$59.00$49.50Jul 31$0.28$0.44$0.72$48.78$59.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 17.18, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5052/54Aug 7$1.89$0.1117.18$48.11$53.89
50/5152/54Aug 7$1.84$0.1611.50$49.16$53.84
47/4852/54Aug 7$1.82$0.1810.11$46.18$53.82
48/4950/52Aug 21$1.80$0.209.00$47.20$51.80
47/4850/54Aug 14$3.56$0.448.09$44.44$53.56
46/4748/49Aug 21$0.89$0.118.09$46.11$48.89
47/5056/58Aug 28$2.66$0.347.82$47.34$58.66
50/5157/58Aug 21$0.88$0.127.33$50.12$57.88
53/5456/57Aug 21$0.88$0.127.33$53.12$56.88
47/4860/61Aug 14$0.87$0.136.69$47.13$60.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$65.00$67.00Aug 28$0.06$1.9432.33
$56.00$57.00$58.00Aug 21$0.06$0.9415.67
$62.00$63.00$64.00Jul 31$0.07$0.9313.29
$64.00$65.00$66.00Jul 31$0.07$0.9313.29
$58.00$59.00$60.00Aug 14$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$62.00$63.00$64.00Aug 7$0.05$0.9519.00
$58.00$59.00$60.00Aug 7$0.06$0.9415.67
$64.00$65.00$66.00Jul 31$0.07$0.9313.29
$66.00$67.00$68.00Aug 7$0.07$0.9313.29
$58.00$59.00$60.00Aug 21$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 $-1.24, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$1.24$6.76
$59.00$65.001:2Sep 11-$1.17$4.83
$51.00$54.001:2Jul 31-$0.05$2.95
$50.00$54.001:2Aug 14-$2.43$1.57
$65.00$67.001:2Aug 21-$1.03$0.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$53.00$52.001:2Jul 31-$0.08$0.92
$54.00$53.001:2Jul 31-$0.10$0.90
$52.00$51.001:2Jul 31-$0.30$0.70
$58.00$57.001:2Jul 31-$0.32$0.68
$54.00$52.001:2Aug 28-$1.37$0.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.62%, avg 3.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$4.900.542.0%8.62%10.60%11
$59.00Sep 11$4.500.533.8%7.91%11.66%2--
$57.00Aug 21$4.050.530.2%7.12%7.35%56345
$58.00Aug 28$4.050.512.0%7.12%9.11%14
$60.00Sep 4$4.050.455.5%7.12%12.63%--11
$59.00Sep 4$4.000.483.8%7.03%10.78%2--
$61.00Sep 4$3.750.447.3%6.59%13.86%--53
$59.00Aug 28$3.650.473.8%6.42%10.16%--141
$58.00Aug 21$3.400.502.0%5.98%7.97%--187
$60.00Aug 28$3.400.445.5%5.98%11.48%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 7,713
Total Puts 3,853
Put/Call Ratio 0.50
Net Difference 3,860

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 141,203
Total Puts 46,066
Average Put/Call Ratio 0.59
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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