Tour v475
MRNA
MODERNA INC
$57.30 -1.08%
7/31 10:20

Option Volume

Detail
Current (07/31 10:20am) 12,322
Calls: 7,968 (65%)
Puts: 4,354 (35%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +152.04%
Calls: +134.70% (Calls)
Puts: +191.43% (Puts)
Prior 7-Day Total 190,256
Calls: 142,912 (75%)
Puts: 47,344 (25%)
Prior 7-Day Average 27,179
Calls: 20,416 (75%)
Puts: 6,763 (25%)
Current vs Prior 7-Day Avg -54.66%
Calls: -60.97%
Puts: -35.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:20am) $2.00M
Calls: $1.22M (61%)
Puts: $777.4K (39%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior -13.32%
Calls: -40.63%
Puts: +212.25%
Prior 7-Day Total $26.59M
Calls: $17.31M (65%)
Puts: $9.28M (35%)
Prior 7-Day Average $3.80M
Calls: $2.47M (65%)
Puts: $1.33M (35%)
Current vs Prior 7-Day Avg -47.40%
Calls: -50.62%
Puts: -41.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:20am) 0.55
Prior (06/29) 0.44
Current vs Prior +24.17%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -8.45%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:20am) 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 4.26% | 11.71%16.72% | 24.17%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -53.04% | -16.14%-11.68% | -6.30%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -42.03% | -1.57%-11.68% | -6.30%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -53.04% | -16.14%-11.16% | -6.73%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 95.63% | 23.36%
Calls: 67.27% | 22.22%
Puts: 124.00% | 24.50%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +227.28% | +36.37%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +179.74% | +6.92%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($1.22M). Unusually high activity with volume up 152% vs prior - elevated interest. Bullish P/C ratio of 0.55.

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
10:20BULLISHBULLISHBULLISH
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 1 of results (avg 8.9%, best 8.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 219.109.95$9.528.9%40.706.8K

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. 86 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 316.058.60$7.3234.8%11.0016
$48.00Jul 318.0010.15$9.0723.7%210.9528
$48.50Jul 317.5010.20$8.8530.5%10.953
$54.00Jul 312.254.25$3.2561.5%10.93197
$47.00Jul 319.0511.60$10.3324.7%--0.9222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 316.459.25$7.8535.7%100.98100
$68.00Jul 319.4512.35$10.9026.6%--0.98171
$66.00Jul 317.4510.40$8.9333.0%--0.98287
$64.00Jul 315.458.00$6.7337.9%--0.9863
$63.00Jul 314.557.70$6.1351.4%--0.97249

Most actively traded options today. High liquidity = easy entry/exit. 129 active (total vol 8.3K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.100.17$0.1450.0%1.4K0.1215.7K
$61.00Jul 310.030.12$0.08112.5%6250.07477
$57.00Jul 310.651.39$1.0272.5%5380.56761
$65.00Sep 112.464.20$3.3352.3%4590.381
$62.00Jul 310.010.09$0.05160.0%4300.05953
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.501.00$0.7566.7%4330.44378
$56.00Jul 310.100.86$0.48158.3%3260.30559
$58.00Jul 310.492.35$1.42131.0%3220.61138
$49.50Aug 70.390.67$0.5352.8%3010.138
$55.00Jul 310.170.37$0.2774.1%1860.18830

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 204.2%, max 666.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21545.0%85.5%537.5%--644
$51.00Jul 31Sep 4335.6%63.7%427.1%--35
$48.00Jul 31Aug 21404.6%80.1%405.2%21394
$67.00Jul 31Aug 28417.3%84.7%392.5%19511
$48.50Jul 31Aug 7395.6%96.9%308.3%25
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28545.0%71.1%666.6%11.3K
$48.00Jul 31Aug 21404.6%80.1%405.2%10432
$49.50Jul 31Aug 7459.8%96.9%374.7%30247
$49.00Jul 31Aug 21394.3%83.5%372.0%121.2K
$51.00Jul 31Aug 28335.6%79.3%323.0%12376

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 9.00, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$62.00Aug 7$0.10$0.90$0.109.00$61.10
$67.00$68.00Aug 21$0.10$0.90$0.109.00$67.10
$64.00$65.00Aug 21$0.17$0.83$0.174.88$64.17
$55.00$56.00Sep 4$0.17$0.83$0.174.88$55.17
$59.00$60.00Jul 31$0.18$0.82$0.184.56$59.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$46.00Aug 21$0.12$0.88$0.127.33$46.88
$55.00$54.00Jul 31$0.15$0.85$0.155.67$54.85
$51.00$50.00Aug 7$0.15$0.85$0.155.67$50.85
$51.00$50.00Jul 31$0.18$0.82$0.184.56$50.82
$64.00$63.00Aug 14$0.20$0.80$0.204.00$63.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 14.38, avg 1.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Aug 21$0.86$0.86$0.146.14$46.86
$50.00$51.00Aug 7$0.82$0.82$0.184.56$50.82
$54.00$55.00Aug 28$0.80$0.80$0.204.00$54.80
$54.00$55.00Aug 21$0.79$0.79$0.213.76$54.79
$48.00$49.00Aug 21$0.78$0.78$0.223.55$48.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$66.00Aug 14$1.87$1.87$0.1314.38$66.13
$59.00$58.00Jul 31$0.87$0.87$0.136.69$58.13
$48.00$47.00Aug 7$0.86$0.86$0.146.14$47.14
$67.00$66.00Aug 7$0.85$0.85$0.155.67$66.15
$68.00$67.00Jul 31$0.80$0.80$0.204.00$67.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.11, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.50Jul 31Aug 7$0.18395.6%96.9%
$47.00Jul 31Aug 7$0.27545.0%98.8%
$68.00Jul 31Aug 7$0.37310.9%94.9%
$67.00Jul 31Aug 7$0.41417.3%102.3%
$66.00Jul 31Aug 7$0.52264.8%91.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Jul 31Aug 7$0.19459.8%96.9%
$48.50Jul 31Aug 7$0.27395.6%96.9%
$49.00Jul 31Aug 7$0.34394.3%99.4%
$68.00Jul 31Aug 7$0.37310.9%94.9%
$67.00Jul 31Aug 7$0.45417.3%102.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 3.09% of stock, avg 15.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$1.02$0.75$1.77$55.23$58.773.09%
$56.00Jul 31$1.57$0.48$2.05$53.95$58.053.58%
$58.00Jul 31$0.64$1.42$2.06$55.94$60.063.60%
$59.00Jul 31$0.32$2.29$2.61$56.39$61.614.55%
$55.00Jul 31$2.55$0.27$2.82$52.18$57.824.92%
$60.00Jul 31$0.14$3.08$3.22$56.78$63.225.62%
$54.00Jul 31$3.25$0.12$3.37$50.63$57.375.88%
$61.00Jul 31$0.08$4.12$4.20$56.80$65.207.33%
$62.00Jul 31$0.05$5.03$5.08$56.92$67.088.87%
$59.00Aug 7$2.15$3.95$6.10$52.90$65.1010.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.35% of stock, avg 9.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$54.00Jul 31$0.08$0.12$0.20$53.80$61.20
$60.00$54.00Jul 31$0.14$0.12$0.26$53.74$60.26
$67.00$54.00Jul 31$0.22$0.12$0.34$53.66$67.34
$61.00$55.00Jul 31$0.08$0.27$0.35$54.65$61.35
$60.00$55.00Jul 31$0.14$0.27$0.41$54.59$60.41
$61.00$49.50Jul 31$0.08$0.34$0.42$49.08$61.42
$59.00$54.00Jul 31$0.32$0.12$0.44$53.56$59.44
$60.00$49.50Jul 31$0.14$0.34$0.48$49.02$60.48
$67.00$55.00Jul 31$0.22$0.27$0.49$54.51$67.49
$67.00$49.50Jul 31$0.22$0.34$0.56$48.94$67.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 9.00, avg credit $1.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5658/59Aug 14$0.90$0.109.00$55.10$58.90
57/5860/61Aug 14$0.90$0.109.00$57.10$60.90
49/5054/55Jul 31$0.89$0.118.09$48.61$54.89
52/5355/56Aug 7$0.89$0.118.09$52.11$55.89
55/5659/60Aug 14$0.89$0.118.09$55.11$59.89
50/5154/55Jul 31$0.88$0.127.33$50.12$54.88
55/5657/58Aug 21$0.88$0.127.33$55.12$57.88
54/5556/58Aug 28$1.76$0.247.33$53.24$57.76
57/5863/64Aug 14$0.87$0.136.69$57.13$63.87
60/6163/64Aug 14$0.87$0.136.69$60.13$63.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 27.57, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$56.00$58.00Aug 14$0.07$1.9327.57
$57.00$58.00$59.00Jul 31$0.06$0.9415.67
$63.00$64.00$65.00Aug 14$0.06$0.9415.67
$50.00$51.00$52.00Aug 7$0.07$0.9313.29
$55.00$56.00$57.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Jul 31$0.06$0.9415.67
$55.00$56.00$57.00Jul 31$0.06$0.9415.67
$53.00$54.00$55.00Aug 7$0.06$0.9415.67
$60.00$61.00$62.00Aug 7$0.06$0.9415.67
$64.00$65.00$66.00Aug 7$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.15, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$1.62$6.38
$59.00$65.001:2Sep 11-$0.76$5.24
$51.00$54.001:2Jul 31-$0.15$2.85
$66.00$68.001:2Aug 14-$0.16$1.84
$50.00$54.001:2Aug 14-$2.83$1.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$50.001:2Sep 11-$0.15$8.85
$56.00$55.001:2Jul 31-$0.06$0.94
$58.00$57.001:2Jul 31-$0.08$0.92
$53.00$52.001:2Jul 31-$0.15$0.85
$57.00$56.001:2Jul 31-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 8.20%, avg 3.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$4.700.571.2%8.20%9.42%11
$59.00Sep 11$4.600.543.0%8.03%10.99%2--
$58.00Aug 28$4.250.511.2%7.42%8.64%14
$59.00Sep 4$4.050.483.0%7.07%10.03%2--
$60.00Sep 4$3.850.464.7%6.72%11.43%--11
$58.00Aug 21$3.750.511.2%6.54%7.77%--187
$59.00Aug 28$3.700.483.0%6.46%9.42%--141
$61.00Sep 4$3.550.446.5%6.20%12.65%--53
$60.00Aug 28$3.500.454.7%6.11%10.82%5127
$59.00Aug 21$3.350.473.0%5.85%8.81%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 7,968
Total Puts 4,354
Put/Call Ratio 0.55
Net Difference 3,614

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 142,912
Total Puts 47,344
Average Put/Call Ratio 0.60
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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