Tour v475
MRNA
MODERNA INC
$57.80 -0.21%
7/31 10:30

Option Volume

Detail
Current (07/31 10:30am) 13,224
Calls: 8,364 (63%)
Puts: 4,860 (37%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +170.48%
Calls: +146.36% (Calls)
Puts: +225.30% (Puts)
Prior 7-Day Total 194,819
Calls: 145,258 (75%)
Puts: 49,561 (25%)
Prior 7-Day Average 27,831
Calls: 20,751 (75%)
Puts: 7,080 (25%)
Current vs Prior 7-Day Avg -52.49%
Calls: -59.69%
Puts: -31.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:30am) $2.54M
Calls: $1.40M (55%)
Puts: $1.14M (45%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior +10.24%
Calls: -31.76%
Puts: +357.18%
Prior 7-Day Total $27.36M
Calls: $17.63M (64%)
Puts: $9.73M (36%)
Prior 7-Day Average $3.91M
Calls: $2.52M (64%)
Puts: $1.39M (36%)
Current vs Prior 7-Day Avg -34.97%
Calls: -44.28%
Puts: -18.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:30am) 0.58
Prior (06/29) 0.44
Current vs Prior +32.04%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -5.73%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:30am) 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 4.46% | 11.80%17.08% | 25.19%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -50.78% | -15.50%-9.79% | -2.35%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -39.24% | -0.82%-9.79% | -2.35%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -50.78% | -15.50%-9.26% | -2.80%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 77.80% | 17.29%
Calls: 56.92% | 14.08%
Puts: 98.67% | 20.49%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +166.26% | +0.93%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +127.59% | -20.86%
Liquidity Expensive
+
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🤖 AI Insights

Unusually high activity with volume up 170% vs prior - elevated interest. Bullish P/C ratio of 0.58. P/C ratio rising 32% - increased hedging/bearish positioning.

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
10:30BULLISHBULLISHBULLISH
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 1 of results (avg 9.9%, best 9.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 289.1510.10$9.639.9%--0.6631

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 317.5010.35$8.9331.9%11.003
$50.00Jul 316.058.80$7.4337.0%11.0016
$54.00Jul 313.154.70$3.9339.4%21.00197
$51.00Jul 315.058.15$6.6047.0%--0.9717
$48.00Jul 318.0511.15$9.6032.3%210.9428
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 316.459.25$7.8535.7%100.98100
$64.00Jul 315.458.00$6.7337.9%--0.9863
$66.00Jul 317.4510.25$8.8531.6%--0.98287
$69.00Jul 3110.4513.25$11.8523.6%10.9767
$63.00Jul 314.457.25$5.8547.9%--0.97249

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 9.0K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.100.30$0.20100.0%1.4K0.1615.7K
$61.00Jul 310.050.18$0.12108.3%6300.10477
$57.00Jul 310.971.71$1.3455.2%5450.61761
$65.00Sep 112.844.45$3.6544.1%4590.381
$62.00Jul 310.020.09$0.06116.7%4360.05953
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.500.99$0.7565.3%4360.40378
$56.00Jul 310.100.65$0.38144.7%3310.25559
$58.00Jul 310.501.98$1.24119.4%3220.55138
$49.50Aug 70.340.67$0.5164.7%3050.128
$55.00Jul 310.120.15$0.1421.4%2210.12830

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 206.5%, max 662.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21564.8%88.2%540.5%--644
$48.00Jul 31Aug 21490.9%83.2%490.3%21394
$67.00Jul 31Aug 28411.0%81.7%403.0%19511
$69.00Jul 31Aug 28349.1%82.5%323.4%209137
$68.00Jul 31Aug 21346.1%84.5%309.8%21298
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28564.8%74.1%662.2%11.3K
$48.00Jul 31Aug 21490.9%83.2%490.3%10432
$49.50Jul 31Aug 7479.4%99.6%381.4%30647
$68.00Jul 31Aug 14346.1%79.4%335.7%--186
$67.00Jul 31Aug 7411.0%94.5%334.7%2193

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 110 found (best R:R 9.00, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$63.00Aug 14$0.10$0.90$0.109.00$62.10
$68.00$69.00Aug 7$0.13$0.87$0.136.69$68.13
$67.00$68.00Aug 21$0.14$0.86$0.146.14$67.14
$67.00$68.00Jul 31$0.15$0.85$0.155.67$67.15
$65.00$66.00Aug 14$0.15$0.85$0.155.67$65.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$48.00$47.50Jul 31$0.11$0.39$0.113.55$47.89
$51.00$50.00Aug 7$0.23$0.77$0.233.35$50.77
$49.00$48.00Aug 21$0.23$0.77$0.233.35$48.77
$56.00$55.00Jul 31$0.24$0.76$0.243.17$55.76
$50.00$49.00Aug 21$0.25$0.75$0.253.00$49.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 8.09, avg 1.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$54.00Jul 31$2.67$2.67$0.338.09$53.67
$54.00$55.00Jul 31$0.89$0.89$0.118.09$54.89
$48.50$50.00Aug 7$1.33$1.33$0.177.82$49.83
$51.00$52.00Aug 7$0.85$0.85$0.155.67$51.85
$54.00$55.00Aug 28$0.85$0.85$0.155.67$54.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$66.00Aug 14$1.78$1.78$0.228.09$66.22
$64.00$63.00Jul 31$0.88$0.88$0.127.33$63.12
$67.00$66.00Aug 7$0.86$0.86$0.146.14$66.14
$64.00$63.00Aug 14$0.85$0.85$0.155.67$63.15
$63.00$62.00Aug 7$0.82$0.82$0.184.56$62.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.05, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.00Jul 31Aug 7$0.22490.9%147.9%
$69.00Jul 31Aug 7$0.30349.1%93.5%
$67.00Jul 31Aug 7$0.34411.0%94.5%
$47.00Jul 31Aug 7$0.40564.8%111.0%
$68.00Jul 31Aug 7$0.41346.1%96.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.08564.8%111.0%
$69.00Jul 31Aug 7$0.10349.1%93.5%
$49.50Jul 31Aug 7$0.17479.4%99.6%
$48.50Jul 31Aug 7$0.28405.1%100.6%
$68.00Jul 31Aug 7$0.30346.1%96.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 3.62% of stock, avg 15.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$1.34$0.75$2.09$54.91$59.093.62%
$58.00Jul 31$0.85$1.24$2.09$55.91$60.093.62%
$59.00Jul 31$0.41$1.97$2.38$56.62$61.384.12%
$56.00Jul 31$2.12$0.38$2.50$53.50$58.504.33%
$60.00Jul 31$0.20$2.60$2.80$57.20$62.804.84%
$55.00Jul 31$3.04$0.14$3.18$51.82$58.185.50%
$54.00Jul 31$3.93$0.07$4.00$50.00$58.006.92%
$61.00Jul 31$0.12$3.92$4.04$56.96$65.046.99%
$62.00Jul 31$0.06$5.08$5.14$56.86$67.148.89%
$63.00Jul 31$0.03$5.85$5.88$57.12$68.8810.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.45% of stock, avg 9.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$55.00Jul 31$0.12$0.14$0.26$54.74$61.26
$60.00$55.00Jul 31$0.20$0.14$0.34$54.66$60.34
$67.00$55.00Jul 31$0.22$0.14$0.36$54.64$67.36
$61.00$47.00Jul 31$0.12$0.27$0.39$46.61$61.39
$61.00$49.50Jul 31$0.12$0.34$0.46$49.04$61.46
$60.00$47.00Jul 31$0.20$0.27$0.47$46.53$60.47
$67.00$47.00Jul 31$0.22$0.27$0.49$46.51$67.49
$61.00$56.00Jul 31$0.12$0.38$0.50$55.50$61.50
$60.00$49.50Jul 31$0.20$0.34$0.54$48.96$60.54
$59.00$55.00Jul 31$0.41$0.14$0.55$54.45$59.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 142 found (best R:R 12.64, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/4851/54Jul 31$2.78$0.2212.64$45.22$53.78
47/4852/54Aug 7$1.81$0.199.53$46.19$53.81
48/4856/57Jul 31$0.89$0.118.09$47.11$56.89
47/4861/62Aug 14$0.88$0.127.33$47.12$61.88
50/5161/62Aug 14$0.88$0.127.33$50.12$61.88
48/4957/58Aug 21$0.88$0.127.33$48.12$57.88
57/5863/64Aug 14$0.87$0.136.69$57.13$63.87
52/5460/61Sep 4$1.74$0.266.69$52.26$61.74
47/4855/56Aug 14$0.86$0.146.14$47.14$55.86
50/5155/56Aug 14$0.86$0.146.14$50.14$55.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$58.00$59.00Jul 31$0.05$0.9519.00
$56.00$57.00$58.00Aug 7$0.06$0.9415.67
$64.00$65.00$66.00Aug 14$0.08$0.9211.50
$55.00$56.00$57.00Aug 7$0.09$0.9110.11
$61.00$62.00$63.00Aug 7$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Aug 21$0.05$0.9519.00
$49.00$50.00$51.00Aug 14$0.06$0.9415.67
$55.00$56.00$57.00Aug 7$0.09$0.9110.11
$57.00$58.00$59.00Aug 7$0.09$0.9110.11
$51.00$52.00$53.00Jul 31$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. 54 found (best net $-1.89, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$1.89$6.11
$59.00$65.001:2Sep 11-$1.57$4.43
$66.00$68.001:2Aug 14-$0.16$1.84
$51.00$54.001:2Jul 31-$1.26$1.74
$61.00$62.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$51.001:2Aug 14-$0.31$3.69
$50.00$47.001:2Aug 28-$0.08$2.92
$52.00$50.001:2Sep 4-$0.36$1.64
$55.00$54.001:2Jul 31$0.00$1.00
$52.00$51.001:2Jul 31-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 9.00%, avg 3.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$5.200.522.1%9.00%11.07%2--
$59.00Sep 4$4.950.512.1%8.56%10.64%2--
$60.00Sep 4$4.550.493.8%7.87%11.68%--11
$59.00Aug 28$4.450.502.1%7.70%9.78%--141
$58.00Aug 28$4.250.530.3%7.35%7.70%14
$61.00Sep 4$4.200.465.5%7.27%12.80%--53
$58.00Aug 21$4.150.530.3%7.18%7.53%--187
$60.00Aug 28$4.000.473.8%6.92%10.73%5127
$58.00Sep 11$4.000.540.3%6.92%7.27%11
$59.00Aug 21$3.750.492.1%6.49%8.56%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 8,364
Total Puts 4,860
Put/Call Ratio 0.58
Net Difference 3,504

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 145,258
Total Puts 49,561
Average Put/Call Ratio 0.62
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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