Tour v476
MRNA
MODERNA INC
$57.78 -0.24%
7/31 11:00

Option Volume

Detail
Current (07/31 11:00am) 17,816
Calls: 11,923 (67%)
Puts: 5,893 (33%)
Prior --
Calls: 14,313 (46%)
Puts: 16,581 (54%)
Current vs Prior +0.00%
Calls: -16.70% (Calls)
Puts: -64.46% (Puts)
Prior 7-Day Total 197,672
Calls: 146,372 (74%)
Puts: 51,300 (26%)
Prior 7-Day Average 28,238
Calls: 20,910 (74%)
Puts: 7,328 (26%)
Current vs Prior 7-Day Avg -36.91%
Calls: -42.98%
Puts: -19.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 11:00am) $3.30M
Calls: $2.09M (63%)
Puts: $1.21M (37%)
Prior --
Calls: $3.62M (65%)
Puts: $1.93M (35%)
Current vs Prior +0.00%
Calls: -42.29%
Puts: -37.12%
Prior 7-Day Total $28.68M
Calls: $18.05M (63%)
Puts: $10.63M (37%)
Prior 7-Day Average $4.10M
Calls: $2.58M (63%)
Puts: $1.52M (37%)
Current vs Prior 7-Day Avg -19.48%
Calls: -19.06%
Puts: -20.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 11:00am) 0.49
Prior 1.00
Current vs Prior -50.57%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -22.30%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 11:00am) 586,407
Calls: 269,051 (46%)
Puts: 317,356 (54%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 4.12% | 11.37%16.96% | 25.27%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -54.58% | -18.57%-10.40% | -2.05%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -43.93% | -4.43%-10.40% | -2.05%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -54.58% | -18.57%-9.87% | -2.50%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 71.11% | 25.46%
Calls: 71.54% | 26.91%
Puts: 70.67% | 24.01%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +143.36% | +48.63%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +108.02% | +16.54%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($2.09M). Extreme bullish P/C ratio of 0.49 - heavy call buying (11,923 calls vs 5,893 puts). P/C ratio dropping 51% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
11:00BULLISHBULLISHBULLISH
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 5 of results (avg 8.3%, best 6.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 285.856.25$6.056.6%110.5938
$60.00Aug 71.902.06$1.988.1%7860.40354
$64.00Aug 212.332.55$2.449.0%10.3531
$59.00Aug 284.555.00$4.789.4%10.51141
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 285.606.10$5.858.5%--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. 96 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 319.1012.10$10.6028.3%21.0022
$50.00Jul 316.058.80$7.4337.0%11.0016
$53.00Jul 314.056.15$5.1041.2%11.007
$51.00Jul 316.158.20$7.1828.6%10.9517
$48.50Jul 317.5510.60$9.0733.6%10.953
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 315.258.15$6.7043.3%--0.9963
$65.00Jul 316.459.00$7.7333.0%100.98100
$66.00Jul 317.4510.15$8.8030.7%--0.98287
$63.00Jul 314.256.55$5.4042.6%--0.96249
$67.00Jul 318.2511.15$9.7029.9%10.95118

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 12.8K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.120.18$0.1540.0%2.6K0.1415.7K
$60.00Aug 71.902.06$1.988.1%7860.40354
$61.00Jul 310.030.13$0.08125.0%6440.08477
$64.00Jul 310.000.01$0.01100.0%5700.01703
$57.00Jul 310.901.78$1.3465.7%5490.65761
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.100.87$0.49157.1%4370.36378
$56.00Jul 310.100.43$0.27122.2%3350.21559
$58.00Jul 310.511.57$1.04101.9%3220.56138
$49.50Aug 70.110.67$0.39143.6%3050.108
$55.00Jul 310.010.23$0.12183.3%2270.11830

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 212.6%, max 551.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21547.6%84.0%551.7%23394
$69.00Jul 31Aug 28441.2%82.2%436.8%215137
$68.00Jul 31Aug 28416.1%81.8%408.8%38286
$67.00Jul 31Aug 28361.4%80.3%350.1%21511
$48.50Jul 31Aug 7429.6%106.4%304.0%35
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21547.6%84.0%551.7%10432
$49.50Jul 31Aug 14466.5%89.4%421.6%739
$68.00Jul 31Aug 14416.1%81.1%412.7%--186
$49.00Jul 31Aug 21415.9%83.3%399.3%131.2K
$48.50Jul 31Aug 14429.6%91.5%369.6%2763

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 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$67.00Aug 7$0.10$0.90$0.109.00$66.10
$62.00$63.00Aug 7$0.11$0.89$0.118.09$62.11
$67.00$68.00Aug 28$0.13$0.87$0.136.69$67.13
$63.00$64.00Aug 7$0.14$0.86$0.146.14$63.14
$67.00$68.00Aug 21$0.16$0.84$0.165.25$67.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$55.00Jul 31$0.15$0.85$0.155.67$55.85
$47.50$47.00Jul 31$0.10$0.40$0.104.00$47.40
$49.00$48.00Aug 21$0.20$0.80$0.204.00$48.80
$57.00$56.00Jul 31$0.22$0.78$0.223.55$56.78
$52.00$51.00Aug 14$0.25$0.75$0.253.00$51.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 9.00, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$52.00Aug 7$0.87$0.87$0.136.69$51.87
$52.00$54.00Aug 14$1.65$1.65$0.354.71$53.65
$54.00$55.00Jul 31$0.82$0.82$0.184.56$54.82
$57.00$58.00Aug 7$0.81$0.81$0.194.26$57.81
$50.00$51.00Aug 7$0.80$0.80$0.204.00$50.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.00$66.00Jul 31$0.90$0.90$0.109.00$66.10
$69.00$68.00Jul 31$0.90$0.90$0.109.00$68.10
$56.00$55.00Aug 14$0.90$0.90$0.109.00$55.10
$67.00$66.00Aug 14$0.83$0.83$0.174.88$66.17
$68.00$67.00Aug 14$0.82$0.82$0.184.56$67.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.02, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$69.00Jul 31Aug 7$0.21441.2%94.9%
$68.00Jul 31Aug 7$0.30416.1%95.1%
$67.00Jul 31Aug 7$0.36361.4%95.8%
$51.00Jul 31Aug 7$0.37319.7%99.5%
$47.00Jul 31Aug 7$0.48341.0%114.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.00Jul 31Aug 7$0.13547.6%105.4%
$49.50Jul 31Aug 7$0.13466.5%91.0%
$47.50Jul 31Aug 7$0.24467.5%105.2%
$49.00Jul 31Aug 7$0.24415.9%94.0%
$69.00Jul 31Aug 7$0.28441.2%94.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 86 found (cheapest 3.01% of stock, avg 15.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 31$0.70$1.04$1.74$56.26$59.743.01%
$57.00Jul 31$1.34$0.49$1.83$55.17$58.833.17%
$59.00Jul 31$0.33$1.65$1.98$57.02$60.983.43%
$56.00Jul 31$2.03$0.27$2.30$53.70$58.303.98%
$60.00Jul 31$0.15$2.26$2.41$57.59$62.414.17%
$55.00Jul 31$3.08$0.12$3.20$51.80$58.205.54%
$61.00Jul 31$0.08$3.69$3.77$57.23$64.776.52%
$54.00Jul 31$3.90$0.11$4.01$49.99$58.016.94%
$62.00Jul 31$0.07$4.60$4.67$57.33$66.678.08%
$53.00Jul 31$5.10$0.05$5.15$47.85$58.158.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.31% of stock, avg 8.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$62.00$54.00Jul 31$0.07$0.11$0.18$53.82$62.18
$61.00$54.00Jul 31$0.08$0.11$0.19$53.81$61.19
$62.00$55.00Jul 31$0.07$0.12$0.19$54.81$62.19
$61.00$55.00Jul 31$0.08$0.12$0.20$54.80$61.20
$60.00$54.00Jul 31$0.15$0.11$0.26$53.74$60.26
$60.00$55.00Jul 31$0.15$0.12$0.27$54.73$60.27
$62.00$49.50Jul 31$0.07$0.26$0.33$49.17$62.33
$61.00$49.50Jul 31$0.08$0.26$0.34$49.16$61.34
$62.00$56.00Jul 31$0.07$0.27$0.34$55.66$62.34
$61.00$56.00Jul 31$0.08$0.27$0.35$55.65$61.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 132 found (best R:R 14.79, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5960/63Aug 28$2.81$0.1914.79$56.19$62.81
50/5261/62Sep 4$1.84$0.1611.50$50.16$62.84
58/6061/62Aug 14$1.80$0.209.00$58.20$62.80
51/5261/62Aug 14$0.89$0.118.09$51.11$61.89
49/5054/55Aug 21$0.89$0.118.09$49.11$54.89
53/5456/57Aug 21$0.89$0.118.09$53.11$56.89
54/5560/61Sep 4$0.88$0.127.33$54.12$60.88
57/5860/61Aug 14$0.87$0.136.69$57.13$60.87
52/5458/59Aug 14$1.73$0.276.41$52.27$59.73
60/6465/67Aug 28$3.45$0.556.27$60.55$68.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$61.00$62.00Jul 31$0.06$0.9415.67
$65.00$66.00$67.00Jul 31$0.06$0.9415.67
$58.00$59.00$60.00Aug 21$0.07$0.9313.29
$50.00$52.00$54.00Aug 21$0.15$1.8512.33
$66.00$67.00$68.00Aug 7$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$58.00$59.00Jul 31$0.06$0.9415.67
$55.00$56.00$57.00Jul 31$0.07$0.9313.29
$54.00$55.00$56.00Aug 7$0.08$0.9211.50
$50.00$51.00$52.00Aug 28$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. 55 found (best net $-2.11, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$58.001:2Sep 11-$2.11$5.89
$59.00$65.001:2Sep 11-$1.14$4.86
$60.00$63.001:2Aug 28-$1.96$1.04
$57.00$58.001:2Jul 31-$0.06$0.94
$61.00$62.001:2Jul 31-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.001:2Aug 28-$0.09$2.91
$54.00$52.001:2Aug 14-$0.85$1.15
$51.00$50.001:2Aug 7$0.00$1.00
$57.00$56.001:2Jul 31-$0.05$0.95
$55.00$54.001:2Jul 31-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.83%, avg 3.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 11$5.100.532.1%8.83%10.94%2--
$59.00Sep 4$4.850.542.1%8.39%10.51%2--
$59.00Aug 28$4.550.512.1%7.87%9.99%1141
$58.00Aug 28$4.500.540.4%7.79%8.17%14
$60.00Sep 4$4.450.513.8%7.70%11.54%--11
$58.00Aug 21$4.200.540.4%7.27%7.65%--187
$60.00Aug 28$4.150.483.8%7.18%11.02%5127
$61.00Sep 4$4.100.485.6%7.10%12.67%--53
$58.00Sep 11$4.100.550.4%7.10%7.48%11
$59.00Aug 21$3.850.502.1%6.66%8.77%102224

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 11,923
Total Puts 5,893
Put/Call Ratio 0.49
Net Difference 6,030

Prior's Put/Call Breakdown

Total Calls 14,313
Total Puts 16,581
Put/Call Ratio 1.00
Net Difference -2,268

Prior 7-Day Put/Call Summary

Total Calls 146,372
Total Puts 51,300
Average Put/Call Ratio 0.64
Ratio Trend Falling

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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