Tour v475
MRNA
MODERNA INC
$57.73 -0.33%
7/31 10:35

Option Volume

Detail
Current (07/31 10:35am) 13,517
Calls: 8,431 (62%)
Puts: 5,086 (38%)
Prior (06/29) 4,889
Calls: 3,395 (69%)
Puts: 1,494 (31%)
Current vs Prior +176.48%
Calls: +148.34% (Calls)
Puts: +240.43% (Puts)
Prior 7-Day Total 196,477
Calls: 145,909 (74%)
Puts: 50,568 (26%)
Prior 7-Day Average 28,068
Calls: 20,844 (74%)
Puts: 7,224 (26%)
Current vs Prior 7-Day Avg -51.84%
Calls: -59.55%
Puts: -29.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 10:35am) $2.55M
Calls: $1.41M (55%)
Puts: $1.14M (45%)
Prior (06/29) $2.31M
Calls: $2.06M (89%)
Puts: $249.0K (11%)
Current vs Prior +10.52%
Calls: -31.61%
Puts: +358.59%
Prior 7-Day Total $28.13M
Calls: $17.87M (64%)
Puts: $10.26M (36%)
Prior 7-Day Average $4.02M
Calls: $2.55M (64%)
Puts: $1.47M (36%)
Current vs Prior 7-Day Avg -36.58%
Calls: -44.89%
Puts: -22.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 10:35am) 0.60
Prior (06/29) 0.44
Current vs Prior +37.08%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -3.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 10:35am) 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 4.35% | 11.92%17.15% | 25.26%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -52.06% | -14.65%-9.41% | -2.10%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -40.81% | +0.17%-9.41% | -2.10%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -52.06% | -14.65%-8.88% | -2.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 82.38% | 18.02%
Calls: 66.09% | 20.66%
Puts: 98.67% | 15.38%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +181.93% | +5.20%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +140.98% | -17.52%
Liquidity Expensive
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🤖 AI Insights

Unusually high activity with volume up 176% vs prior - elevated interest. Bullish P/C ratio of 0.60. P/C ratio rising 37% - 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
10:35BULLISHBULLISHBULLISH
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 4 of results (avg 9.3%, best 8.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 215.355.90$5.639.8%20.60100
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 148.309.05$8.688.6%--0.7254
$65.00Aug 289.2510.15$9.709.3%--0.6531
$59.00Aug 285.556.10$5.829.5%--0.4982

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. 90 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 316.058.80$7.4337.0%11.0016
$54.00Jul 313.154.70$3.9339.4%20.99197
$51.00Jul 315.058.35$6.7049.3%--0.9717
$48.50Jul 317.5010.50$9.0033.3%10.963
$48.00Jul 318.0511.15$9.6032.3%220.9428
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 316.459.25$7.8535.7%100.98100
$64.00Jul 315.458.00$6.7337.9%--0.9863
$63.00Jul 314.457.25$5.8547.9%--0.97249
$68.00Jul 319.4512.25$10.8525.8%--0.96171
$69.00Jul 3110.4513.25$11.8523.6%10.9667

Most actively traded options today. High liquidity = easy entry/exit. 139 active (total vol 9.1K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.140.29$0.2268.2%1.4K0.1715.7K
$61.00Jul 310.050.17$0.11109.1%6320.10477
$57.00Jul 310.891.65$1.2759.8%5460.60761
$65.00Sep 112.844.40$3.6243.1%4590.371
$62.00Jul 310.020.09$0.06116.7%4420.05953
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.500.99$0.7565.3%4360.40378
$56.00Jul 310.110.42$0.27114.8%3320.22559
$58.00Jul 310.501.98$1.24119.4%3220.56138
$49.50Aug 70.360.67$0.5259.6%3050.118
$55.00Jul 310.120.20$0.1650.0%2220.13830

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 213.6%, max 660.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 21566.7%88.7%538.9%1644
$48.00Jul 31Aug 21492.3%83.5%489.4%22394
$67.00Jul 31Aug 28416.4%81.2%412.7%19511
$69.00Jul 31Aug 28388.7%82.1%373.5%209137
$68.00Jul 31Aug 21350.6%84.1%317.1%21298
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 28566.7%74.5%660.5%11.3K
$48.00Jul 31Aug 21492.3%83.5%489.4%10432
$49.50Jul 31Aug 7466.2%93.1%400.6%30647
$67.00Jul 31Aug 14416.4%88.2%372.0%2122
$68.00Jul 31Aug 14350.6%80.0%338.1%--186

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 8.09, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$61.00Jul 31$0.11$0.89$0.118.09$60.11
$64.00$65.00Aug 7$0.11$0.89$0.118.09$64.11
$68.00$69.00Aug 7$0.12$0.88$0.127.33$68.12
$55.00$56.00Aug 28$0.12$0.88$0.127.33$55.12
$65.00$66.00Aug 7$0.13$0.87$0.136.69$65.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$55.00Jul 31$0.11$0.89$0.118.09$55.89
$51.00$50.00Aug 7$0.20$0.80$0.204.00$50.80
$48.00$47.50Jul 31$0.11$0.39$0.113.55$47.89
$49.00$48.00Aug 21$0.23$0.77$0.233.35$48.77
$51.00$50.00Aug 14$0.26$0.74$0.262.85$50.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 12.04, avg 1.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$54.00Jul 31$2.77$2.77$0.2312.04$53.77
$48.50$50.00Aug 7$1.33$1.33$0.177.82$49.83
$54.00$55.00Jul 31$0.86$0.86$0.146.14$54.86
$51.00$52.00Aug 7$0.85$0.85$0.155.67$51.85
$47.00$48.00Jul 31$0.83$0.83$0.174.88$47.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$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
$63.00$62.00Aug 7$0.85$0.85$0.155.67$62.15
$62.00$61.00Aug 14$0.83$0.83$0.174.88$61.17
$63.00$62.00Jul 31$0.82$0.82$0.184.56$62.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.02, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.00Jul 31Aug 7$0.22492.3%147.2%
$69.00Jul 31Aug 7$0.27388.7%94.2%
$67.00Jul 31Aug 7$0.38416.4%97.4%
$68.00Jul 31Aug 7$0.40350.6%95.9%
$48.50Jul 31Aug 7$0.48405.9%99.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.08566.7%110.4%
$69.00Jul 31Aug 7$0.10388.7%94.2%
$49.50Jul 31Aug 7$0.21466.2%93.1%
$48.50Jul 31Aug 7$0.28405.9%99.9%
$68.00Jul 31Aug 7$0.30350.6%95.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 3.50% of stock, avg 15.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$1.27$0.75$2.02$54.98$59.023.50%
$58.00Jul 31$0.81$1.24$2.05$55.95$60.053.55%
$56.00Jul 31$2.08$0.27$2.35$53.65$58.354.07%
$59.00Jul 31$0.44$1.97$2.41$56.59$61.414.17%
$60.00Jul 31$0.22$2.59$2.81$57.19$62.814.87%
$55.00Jul 31$3.07$0.16$3.23$51.77$58.235.60%
$54.00Jul 31$3.93$0.08$4.01$49.99$58.016.95%
$61.00Jul 31$0.11$3.92$4.03$56.97$65.036.98%
$62.00Jul 31$0.06$5.03$5.09$56.91$67.098.82%
$63.00Jul 31$0.03$5.85$5.88$57.12$68.8810.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.33% of stock, avg 9.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$54.00Jul 31$0.11$0.08$0.19$53.81$61.19
$61.00$55.00Jul 31$0.11$0.16$0.27$54.73$61.27
$60.00$54.00Jul 31$0.22$0.08$0.30$53.70$60.30
$67.00$54.00Jul 31$0.22$0.08$0.30$53.70$67.30
$60.00$55.00Jul 31$0.22$0.16$0.38$54.62$60.38
$61.00$56.00Jul 31$0.11$0.27$0.38$55.62$61.38
$67.00$55.00Jul 31$0.22$0.16$0.38$54.62$67.38
$61.00$49.50Jul 31$0.11$0.31$0.42$49.08$61.42
$60.00$56.00Jul 31$0.22$0.27$0.49$55.51$60.49
$67.00$56.00Jul 31$0.22$0.27$0.49$55.51$67.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 24.00, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/4851/54Jul 31$2.88$0.1224.00$45.12$53.88
56/5960/63Aug 28$2.73$0.2710.11$56.27$62.73
52/5461/62Sep 4$1.76$0.247.33$52.24$62.76
50/5154/55Aug 7$0.87$0.136.69$50.13$54.87
47/4855/56Aug 14$0.86$0.146.14$47.14$55.86
47/4863/64Aug 14$0.86$0.146.14$47.14$63.86
49/5061/62Aug 14$0.86$0.146.14$49.14$61.86
50/5154/55Aug 14$0.86$0.146.14$50.14$54.86
60/6465/67Aug 28$3.43$0.576.02$60.57$68.43
56/5758/59Jul 31$0.85$0.155.67$56.15$58.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$58.00$59.00Aug 21$0.05$0.9519.00
$60.00$61.00$62.00Jul 31$0.06$0.9415.67
$48.00$49.00$50.00Aug 21$0.08$0.9211.50
$57.00$58.00$59.00Jul 31$0.09$0.9110.11
$64.00$65.00$66.00Jul 31$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Jul 31$0.05$0.9519.00
$48.00$49.00$50.00Aug 21$0.05$0.9519.00
$62.00$63.00$64.00Jul 31$0.06$0.9415.67
$55.00$56.00$57.00Aug 7$0.06$0.9415.67
$56.00$57.00$58.00Aug 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. 59 found (best net $-0.43, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$0.43$7.57
$59.00$65.001:2Sep 11-$1.26$4.74
$51.00$54.001:2Jul 31-$1.16$1.84
$66.00$68.001:2Aug 14-$0.22$1.78
$59.00$60.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.001:2Aug 28-$0.09$2.91
$52.00$50.001:2Sep 4-$0.31$1.69
$55.00$54.001:2Jul 31$0.00$1.00
$52.00$51.001:2Jul 31-$0.19$0.81
$53.00$51.001:2Aug 21-$1.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 9.09%, avg 3.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$5.250.512.2%9.09%11.29%2--
$59.00Sep 4$5.000.522.2%8.66%10.86%2--
$58.00Aug 28$4.500.530.5%7.79%8.26%14
$59.00Aug 28$4.450.502.2%7.71%9.91%--141
$60.00Sep 4$4.400.493.9%7.62%11.55%--11
$58.00Aug 21$4.350.530.5%7.54%8.00%--187
$61.00Sep 4$4.200.465.7%7.28%12.94%--53
$60.00Aug 28$4.050.473.9%7.02%10.95%5127
$58.00Sep 11$4.000.530.5%6.93%7.40%11
$59.00Aug 21$3.750.502.2%6.50%8.70%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 8,431
Total Puts 5,086
Put/Call Ratio 0.60
Net Difference 3,345

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 145,909
Total Puts 50,568
Average Put/Call Ratio 0.63
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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