Tour v475
MRNA
MODERNA INC
$57.64 -0.49%
7/31 10:25

Option Volume

Detail
Current (07/31 10:25am) 12,663
Calls: 8,219 (65%)
Puts: 4,444 (35%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +159.01%
Calls: +142.09% (Calls)
Puts: +197.46% (Puts)
Prior 7-Day Total 192,959
Calls: 144,305 (75%)
Puts: 48,654 (25%)
Prior 7-Day Average 27,565
Calls: 20,615 (75%)
Puts: 6,950 (25%)
Current vs Prior 7-Day Avg -54.06%
Calls: -60.13%
Puts: -36.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:25am) $2.07M
Calls: $1.31M (63%)
Puts: $765.8K (37%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior -10.11%
Calls: -36.47%
Puts: +207.62%
Prior 7-Day Total $27.02M
Calls: $17.45M (65%)
Puts: $9.57M (35%)
Prior 7-Day Average $3.86M
Calls: $2.49M (65%)
Puts: $1.37M (35%)
Current vs Prior 7-Day Avg -46.31%
Calls: -47.58%
Puts: -44.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:25am) 0.54
Prior (06/29) 0.44
Current vs Prior +22.87%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -11.18%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:25am) 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 4.22% | 11.66%16.66% | 25.47%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -53.51% | -16.51%-12.01% | -1.27%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -42.61% | -2.01%-12.01% | -1.27%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -53.51% | -16.51%-11.50% | -1.72%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 68.64% | 23.30%
Calls: 37.29% | 20.29%
Puts: 100.00% | 26.30%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +134.91% | +36.02%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +100.79% | +6.65%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($1.31M). Unusually high activity with volume up 159% vs prior - elevated interest. Bullish P/C ratio of 0.54.

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
10:25BULLISHBULLISHBULLISH
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 -- 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. 88 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.50Jul 317.5010.15$8.8230.0%11.003
$50.00Jul 316.058.60$7.3234.8%11.0016
$51.00Jul 315.057.65$6.3540.9%--1.0017
$48.00Jul 318.0510.55$9.3026.9%210.9528
$54.00Jul 313.304.50$3.9030.8%20.95197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 316.459.25$7.8535.7%100.98100
$66.00Jul 317.4510.40$8.9333.0%--0.98287
$64.00Jul 315.458.00$6.7337.9%--0.9763
$69.00Jul 3110.4513.35$11.9024.4%--0.9767
$63.00Jul 314.557.40$5.9847.7%--0.97249

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 8.9K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.140.28$0.2166.7%1.4K0.1615.7K
$61.00Jul 310.050.18$0.12108.3%6250.10477
$57.00Jul 310.961.40$1.1837.3%5420.59761
$65.00Sep 111.584.20$2.8990.7%4590.341
$62.00Jul 310.020.09$0.06116.7%4340.05953
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.500.99$0.7565.3%4360.41378
$56.00Jul 310.100.69$0.39151.3%3310.26559
$58.00Jul 310.502.00$1.25120.0%3220.57138
$49.50Aug 70.360.67$0.5259.6%3030.128
$55.00Jul 310.120.26$0.1973.7%2210.15830

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 200.3%, max 650.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21556.9%87.7%534.8%--644
$67.00Jul 31Aug 28412.0%80.3%413.1%19511
$48.00Jul 31Aug 21414.7%82.7%401.5%21394
$69.00Jul 31Aug 28349.8%81.5%329.4%209137
$68.00Jul 31Aug 21346.9%82.3%321.5%17298
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28556.9%74.2%650.5%11.3K
$48.00Jul 31Aug 21414.7%82.7%401.5%10432
$49.00Jul 31Aug 21404.7%84.3%379.8%121.2K
$49.50Jul 31Aug 7471.7%98.7%377.8%30447
$67.00Jul 31Aug 7412.0%90.2%356.7%2193

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 9.00, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$67.00Aug 7$0.10$0.90$0.109.00$66.10
$68.00$69.00Aug 7$0.10$0.90$0.109.00$68.10
$55.00$56.00Sep 4$0.10$0.90$0.109.00$55.10
$67.00$68.00Jul 31$0.15$0.85$0.155.67$67.15
$67.00$69.00Aug 28$0.33$1.67$0.335.06$67.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$53.00$52.00Aug 7$0.17$0.83$0.174.88$52.83
$52.00$50.00Sep 4$0.39$1.61$0.394.13$51.61
$56.00$55.00Jul 31$0.20$0.80$0.204.00$55.80
$51.00$50.00Aug 21$0.20$0.80$0.204.00$50.80
$51.00$50.00Aug 7$0.21$0.79$0.213.76$50.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 10.76, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$56.00$57.00Jul 31$0.89$0.89$0.118.09$56.89
$54.00$55.00Aug 28$0.83$0.83$0.174.88$54.83
$50.00$51.00Aug 7$0.82$0.82$0.184.56$50.82
$51.00$54.00Jul 31$2.45$2.45$0.554.45$53.45
$48.50$50.00Aug 7$1.18$1.18$0.323.69$49.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$66.00Aug 14$1.83$1.83$0.1710.76$66.17
$48.00$47.00Aug 7$0.86$0.86$0.146.14$47.14
$62.00$61.00Aug 14$0.83$0.83$0.174.88$61.17
$65.00$64.00Aug 7$0.78$0.78$0.223.55$64.22
$62.00$61.00Aug 7$0.77$0.77$0.233.35$61.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.07, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.00Jul 31Aug 7$0.23412.0%90.2%
$69.00Jul 31Aug 7$0.30349.8%94.8%
$47.00Jul 31Aug 7$0.37556.9%100.9%
$68.00Jul 31Aug 7$0.38346.9%95.6%
$48.50Jul 31Aug 7$0.41350.9%99.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Jul 31Aug 7$0.18471.7%98.7%
$68.00Jul 31Aug 7$0.30346.9%95.6%
$49.00Jul 31Aug 7$0.32404.7%100.5%
$48.50Jul 31Aug 7$0.33350.9%99.2%
$63.00Jul 31Aug 7$0.45184.8%95.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 3.35% of stock, avg 15.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$1.18$0.75$1.93$55.07$58.933.35%
$58.00Jul 31$0.75$1.25$2.00$56.00$60.003.47%
$59.00Jul 31$0.41$1.99$2.40$56.60$61.404.16%
$56.00Jul 31$2.07$0.39$2.46$53.54$58.464.27%
$60.00Jul 31$0.21$2.59$2.80$57.20$62.804.86%
$55.00Jul 31$2.98$0.19$3.17$51.83$58.175.50%
$54.00Jul 31$3.90$0.11$4.01$49.99$58.016.96%
$61.00Jul 31$0.12$3.99$4.11$56.89$65.117.13%
$62.00Jul 31$0.06$5.05$5.11$56.89$67.118.87%
$63.00Jul 31$0.03$5.98$6.01$56.99$69.0110.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.40% of stock, avg 8.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$54.00Jul 31$0.12$0.11$0.23$53.77$61.23
$61.00$55.00Jul 31$0.12$0.19$0.31$54.69$61.31
$60.00$54.00Jul 31$0.21$0.11$0.32$53.68$60.32
$67.00$54.00Jul 31$0.22$0.11$0.33$53.67$67.33
$60.00$55.00Jul 31$0.21$0.19$0.40$54.60$60.40
$67.00$55.00Jul 31$0.22$0.19$0.41$54.59$67.41
$61.00$49.50Jul 31$0.12$0.34$0.46$49.04$61.46
$61.00$56.00Jul 31$0.12$0.39$0.51$55.49$61.51
$59.00$54.00Jul 31$0.41$0.11$0.52$53.48$59.52
$60.00$49.50Jul 31$0.21$0.34$0.55$48.95$60.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 131 found (best R:R 9.34, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
46/4751/54Jul 31$2.71$0.299.34$44.29$53.71
53/5457/58Aug 21$0.90$0.109.00$53.10$57.90
54/5556/59Sep 4$2.70$0.309.00$52.30$58.70
55/5660/61Aug 14$0.89$0.118.09$55.11$60.89
60/6162/63Aug 14$0.89$0.118.09$60.11$62.89
49/5051/54Jul 31$2.64$0.367.33$46.86$53.64
55/5659/60Aug 14$0.88$0.127.33$55.12$59.88
57/5860/61Aug 14$0.88$0.127.33$57.12$60.88
55/5661/62Aug 14$0.87$0.136.69$55.13$61.87
56/5758/59Aug 14$0.87$0.136.69$56.13$58.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 32.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$65.00$67.00Aug 28$0.06$1.9432.33
$50.00$51.00$52.00Aug 7$0.07$0.9313.29
$59.00$60.00$61.00Aug 7$0.07$0.9313.29
$57.00$58.00$59.00Aug 7$0.08$0.9211.50
$57.00$58.00$59.00Jul 31$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.00$54.00Sep 4$0.07$1.9327.57
$57.00$58.00$59.00Aug 7$0.06$0.9415.67
$54.00$55.00$56.00Aug 28$0.07$0.9313.29
$62.00$63.00$64.00Aug 14$0.10$0.909.00
$56.00$57.00$58.00Aug 21$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.57, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$0.57$7.43
$66.00$68.001:2Aug 14-$0.21$1.79
$51.00$54.001:2Jul 31-$1.45$1.55
$61.00$62.001:2Jul 31$0.00$1.00
$62.00$63.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$51.001:2Aug 14-$0.09$3.91
$53.00$51.001:2Aug 21-$1.19$0.81
$58.00$57.001:2Jul 31-$0.25$0.75
$54.00$52.001:2Aug 28-$1.28$0.72
$51.00$50.001:2Aug 7-$0.32$0.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 8.33%, avg 3.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$4.800.512.4%8.33%10.69%2--
$59.00Sep 4$4.550.512.4%7.89%10.25%2--
$60.00Sep 4$4.300.484.1%7.46%11.55%--11
$58.00Aug 28$4.250.530.6%7.37%8.00%14
$59.00Aug 28$4.050.502.4%7.03%9.39%--141
$58.00Sep 11$4.000.520.6%6.94%7.56%11
$58.00Aug 21$3.950.520.6%6.85%7.48%--187
$61.00Sep 4$3.700.465.8%6.42%12.25%--53
$60.00Aug 28$3.550.474.1%6.16%10.25%5127
$58.00Aug 14$3.350.520.6%5.81%6.44%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 8,219
Total Puts 4,444
Put/Call Ratio 0.54
Net Difference 3,775

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 144,305
Total Puts 48,654
Average Put/Call Ratio 0.61
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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