Tour v476
MRNA
MODERNA INC
$56.87 -1.81%
7/31 12:00

Option Volume

Detail
Current (07/31 12:00pm) 92,918
Calls: 82,142 (88%)
Puts: 10,776 (12%)
Prior --
Calls: 14,313 (46%)
Puts: 16,581 (54%)
Current vs Prior +0.00%
Calls: +473.90% (Calls)
Puts: -35.01% (Puts)
Prior 7-Day Total 202,825
Calls: 150,076 (74%)
Puts: 52,749 (26%)
Prior 7-Day Average 28,975
Calls: 21,439 (74%)
Puts: 7,535 (26%)
Current vs Prior 7-Day Avg +220.68%
Calls: +283.14%
Puts: +43.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 12:00pm) $11.37M
Calls: $7.74M (68%)
Puts: $3.63M (32%)
Prior --
Calls: $3.62M (65%)
Puts: $1.93M (35%)
Current vs Prior +0.00%
Calls: +114.09%
Puts: +88.24%
Prior 7-Day Total $29.90M
Calls: $18.83M (63%)
Puts: $11.07M (37%)
Prior 7-Day Average $4.27M
Calls: $2.69M (63%)
Puts: $1.58M (37%)
Current vs Prior 7-Day Avg +166.15%
Calls: +187.80%
Puts: +129.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 12:00pm) 0.13
Prior 1.00
Current vs Prior -86.88%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -79.16%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 12:00pm) 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 3.66% | 11.25%16.67% | 24.20%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -59.67% | -19.41%-11.94% | -6.21%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -50.21% | -5.41%-11.94% | -6.21%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -59.67% | -19.41%-11.42% | -6.64%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 219.22% | 17.30%
Calls: 94.44% | 14.93%
Puts: 344.00% | 19.67%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +650.24% | +0.99%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +541.28% | -20.81%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($7.74M). Dollar volume significantly above 7-day average (166% higher). Volume explosion - 221% above 7-day average (92,918 vs avg 28,975). Extreme bullish P/C ratio of 0.13 - heavy call buying (82,142 calls vs 10,776 puts).

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
12:00BULLISHBULLISHBULLISH
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 6 of results (avg 9.2%, best 7.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 215.255.80$5.539.9%180.601.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 219.4510.20$9.827.6%50.716.8K
$60.00Aug 145.455.95$5.708.8%360.60230
$61.00Aug 216.657.30$6.989.3%--0.6022
$64.00Aug 289.059.95$9.509.5%--0.6517
$55.00Aug 213.353.70$3.539.9%90.4011.3K

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 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 319.7012.05$10.8821.6%21.007
$47.00Jul 318.5011.15$9.8227.0%21.0022
$48.00Jul 317.6010.15$8.8828.7%231.0028
$48.50Jul 317.159.65$8.4029.8%11.003
$50.00Jul 315.558.15$6.8538.0%11.0016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 315.207.95$6.5841.8%--0.98249
$68.00Jul 319.8513.05$11.4527.9%--0.97171
$67.00Jul 318.9012.30$10.6032.1%10.97118
$61.00Jul 312.895.50$4.2062.1%20.96102
$65.00Jul 317.509.85$8.6827.1%100.96100

Most actively traded options today. High liquidity = easy entry/exit. 186 active (total vol 82.9K, top 18.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.030.05$0.0450.0%18.0K0.0515.7K
$63.00Jul 310.000.02$0.01200.0%14.2K0.0114.6K
$59.00Aug 71.802.10$1.9515.4%9.2K0.4152
$63.00Aug 70.730.98$0.8629.1%9.0K0.22119
$60.00Aug 71.461.78$1.6219.8%5.8K0.36354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 70.400.74$0.5759.6%4820.14320
$57.00Jul 310.491.35$0.9293.5%4380.57378
$56.00Jul 310.250.43$0.3452.9%4290.33559
$49.50Aug 70.410.67$0.5448.1%3240.138
$58.00Jul 310.712.06$1.3997.1%3220.76138

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 226.6%, max 437.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$68.00Jul 31Sep 4424.4%82.3%415.8%144283
$66.00Jul 31Aug 14430.6%87.3%393.4%67295
$67.00Jul 31Sep 4396.3%81.7%384.9%18512
$64.00Jul 31Sep 4346.0%74.6%363.7%596705
$48.50Jul 31Aug 7431.4%94.8%355.0%35
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.50Jul 31Aug 14431.4%80.3%437.3%3563
$49.50Jul 31Aug 14475.0%89.6%430.0%739
$68.00Jul 31Aug 14424.4%86.0%393.6%--186
$66.00Jul 31Aug 14430.6%87.3%393.4%--310
$47.50Jul 31Aug 7482.4%98.1%391.5%7185

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 10.11, avg 2.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$64.00$67.00Sep 4$0.27$2.73$0.2710.11$64.27
$59.00$60.00Jul 31$0.10$0.90$0.109.00$59.10
$58.00$59.00Jul 31$0.11$0.89$0.118.09$58.11
$66.00$67.00Aug 14$0.11$0.89$0.118.09$66.11
$67.00$68.00Aug 21$0.11$0.89$0.118.09$67.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.50$47.00Jul 31$0.10$0.40$0.104.00$47.40
$48.50$48.00Jul 31$0.10$0.40$0.104.00$48.40
$48.00$47.00Aug 21$0.21$0.79$0.213.76$47.79
$56.00$55.00Jul 31$0.22$0.78$0.223.55$55.78
$47.50$47.00Aug 7$0.11$0.39$0.113.55$47.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 154 found (best R:R 5.67, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$61.00Sep 4$0.82$0.82$0.184.56$60.82
$47.00$48.00Aug 21$0.80$0.80$0.204.00$47.80
$46.00$47.00Aug 21$0.77$0.77$0.233.35$46.77
$52.00$54.00Aug 21$1.52$1.52$0.483.17$53.52
$50.00$54.00Aug 28$3.00$3.00$1.003.00$53.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$64.00$63.00Jul 31$0.85$0.85$0.155.67$63.15
$68.00$67.00Jul 31$0.85$0.85$0.155.67$67.15
$67.00$66.00Aug 14$0.85$0.85$0.155.67$66.15
$66.00$65.00Aug 14$0.83$0.83$0.174.88$65.17
$66.00$65.00Jul 31$0.82$0.82$0.184.56$65.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $0.94, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.50Jul 31Aug 7$0.10431.4%94.8%
$47.00Jul 31Aug 7$0.28350.7%93.6%
$67.00Jul 31Aug 7$0.28396.3%89.2%
$68.00Jul 31Aug 7$0.30424.4%96.3%
$66.00Jul 31Aug 7$0.33430.6%90.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Jul 31Aug 7$0.05346.3%89.0%
$67.00Jul 31Aug 7$0.13396.3%89.2%
$64.00Jul 31Aug 7$0.20346.0%90.7%
$47.00Jul 31Aug 7$0.21350.7%93.6%
$47.50Jul 31Aug 7$0.22482.4%98.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 89 found (cheapest 2.62% of stock, avg 15.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$0.57$0.92$1.49$55.51$58.492.62%
$56.00Jul 31$1.16$0.34$1.50$54.50$57.502.64%
$58.00Jul 31$0.25$1.39$1.64$56.36$59.642.88%
$55.00Jul 31$1.75$0.12$1.87$53.13$56.873.29%
$59.00Jul 31$0.14$2.35$2.49$56.51$61.494.38%
$54.00Jul 31$2.97$0.07$3.04$50.96$57.045.35%
$60.00Jul 31$0.04$3.40$3.44$56.56$63.446.05%
$53.00Jul 31$3.70$0.06$3.76$49.24$56.766.61%
$61.00Jul 31$0.03$4.20$4.23$56.77$65.237.44%
$56.00Aug 7$3.35$2.42$5.77$50.23$61.7710.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.32% of stock, avg 9.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$64.00$54.00Jul 31$0.11$0.07$0.18$53.82$64.18
$66.00$54.00Jul 31$0.13$0.07$0.20$53.80$66.20
$59.00$54.00Jul 31$0.14$0.07$0.21$53.79$59.21
$64.00$55.00Jul 31$0.11$0.12$0.23$54.77$64.23
$66.00$55.00Jul 31$0.13$0.12$0.25$54.75$66.25
$59.00$55.00Jul 31$0.14$0.12$0.26$54.74$59.26
$58.00$54.00Jul 31$0.25$0.07$0.32$53.68$58.32
$58.00$55.00Jul 31$0.25$0.12$0.37$54.63$58.37
$64.00$49.50Jul 31$0.11$0.26$0.37$49.13$64.37
$66.00$49.50Jul 31$0.13$0.26$0.39$49.11$66.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 181 found (best R:R 17.18, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5456/58Aug 28$1.89$0.1117.18$52.11$57.89
50/5152/54Aug 21$1.83$0.1710.76$49.17$53.83
50/5256/59Sep 4$2.73$0.2710.11$49.27$58.73
49/5052/54Aug 21$1.79$0.218.52$48.21$53.79
47/4855/56Aug 21$0.89$0.118.09$47.11$55.89
60/6465/67Aug 28$3.56$0.448.09$60.44$68.56
48/4850/51Aug 7$0.88$0.127.33$47.62$50.88
48/4952/54Aug 21$1.76$0.247.33$47.24$53.76
48/4950/51Aug 7$0.87$0.136.69$48.13$50.87
49/5054/55Aug 21$0.87$0.136.69$49.13$54.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.00$54.00Aug 14$0.07$1.9327.57
$59.00$60.00$61.00Aug 7$0.06$0.9415.67
$66.00$67.00$68.00Jul 31$0.07$0.9313.29
$60.00$61.00$62.00Aug 21$0.07$0.9313.29
$59.00$60.00$61.00Jul 31$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Aug 14$0.05$0.9519.00
$53.00$54.00$55.00Aug 7$0.06$0.9415.67
$55.00$56.00$57.00Aug 21$0.06$0.9415.67
$53.00$54.00$55.00Sep 4$0.06$0.9415.67
$50.00$51.00$52.00Aug 14$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-1.30, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.20$4.80
$60.00$63.001:2Aug 28-$0.61$2.39
$50.00$55.001:2Sep 11-$3.90$1.10
$65.00$67.001:2Aug 21-$0.99$1.01
$67.00$68.001:2Jul 31-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.00$59.001:2Sep 11-$1.30$6.70
$55.00$50.001:2Sep 11-$0.74$4.26
$50.00$47.001:2Aug 28-$0.52$2.48
$59.00$55.001:2Sep 11-$2.95$1.05
$52.00$51.001:2Jul 31-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 8.97%, avg 3.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$5.100.512.0%8.97%10.95%11
$58.00Aug 28$4.150.512.0%7.30%9.28%34
$57.00Aug 21$4.100.530.2%7.21%7.44%57345
$59.00Aug 28$4.000.483.8%7.03%10.78%1141
$60.00Sep 4$3.850.465.5%6.77%12.27%--11
$58.00Aug 21$3.800.492.0%6.68%8.67%--187
$59.00Sep 4$3.800.483.8%6.68%10.43%8--
$60.00Aug 28$3.250.455.5%5.71%11.22%6127
$59.00Aug 21$3.200.463.8%5.63%9.37%106224
$59.00Sep 11$3.200.473.8%5.63%9.37%2--

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 82,142
Total Puts 10,776
Put/Call Ratio 0.13
Net Difference 71,366

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 150,076
Total Puts 52,749
Average Put/Call Ratio 0.63
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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