Tour v477
MRNA
MODERNA INC
$56.68 -2.14%
7/31 13:05

Option Volume

Detail
Current (07/31 1:00pm) 104,183
Calls: 92,540 (89%)
Puts: 11,643 (11%)
Prior --
Calls: 14,313 (46%)
Puts: 16,581 (54%)
Current vs Prior +0.00%
Calls: +546.55% (Calls)
Puts: -29.78% (Puts)
Prior 7-Day Total 282,519
Calls: 223,854 (79%)
Puts: 58,665 (21%)
Prior 7-Day Average 40,359
Calls: 31,979 (79%)
Puts: 8,380 (21%)
Current vs Prior 7-Day Avg +158.14%
Calls: +189.38%
Puts: +38.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 1:00pm) $13.34M
Calls: $9.47M (71%)
Puts: $3.87M (29%)
Prior --
Calls: $3.62M (65%)
Puts: $1.93M (35%)
Current vs Prior +0.00%
Calls: +161.95%
Puts: +100.84%
Prior 7-Day Total $38.73M
Calls: $25.17M (65%)
Puts: $13.56M (35%)
Prior 7-Day Average $5.53M
Calls: $3.60M (65%)
Puts: $1.94M (35%)
Current vs Prior 7-Day Avg +141.15%
Calls: +163.44%
Puts: +99.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 1:00pm) 0.13
Prior 1.00
Current vs Prior -87.42%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -77.75%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 1:00pm) 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 2.89% | 11.29%16.76% | 24.40%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -68.09% | -19.14%-11.46% | -5.41%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -60.61% | -5.09%-11.46% | -5.41%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -68.09% | -19.14%-10.94% | -5.85%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 66.13% | 15.68%
Calls: 62.94% | 17.91%
Puts: 69.33% | 13.44%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +126.32% | -8.46%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +93.45% | -28.23%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($9.47M). Dollar volume significantly above 7-day average (141% higher). Volume explosion - 158% above 7-day average (104,183 vs avg 40,359). Extreme bullish P/C ratio of 0.13 - heavy call buying (92,540 calls vs 11,643 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
13:00BULLISHBULLISHBULLISH
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 5 of results (avg 9.2%, best 8.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 285.756.35$6.059.9%1510.60141
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 213.403.70$3.558.5%130.4011.3K
$61.00Aug 216.707.30$7.008.6%--0.6022
$62.00Aug 146.707.35$7.039.2%60.6733
$56.00Aug 284.404.85$4.639.7%30.4336

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. 100 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 3110.0012.80$11.4024.6%21.007
$46.50Jul 319.5012.00$10.7523.3%21.007
$48.00Jul 318.2010.75$9.4826.9%231.0028
$47.00Jul 319.1511.55$10.3523.2%20.9922
$50.00Jul 316.008.35$7.1832.7%10.9916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 312.403.85$3.1346.3%221.00931
$62.00Jul 314.256.45$5.3541.1%51.0096
$63.00Jul 314.857.05$5.9537.0%--1.00249
$64.00Jul 315.658.50$7.0840.3%11.0063
$65.00Jul 316.859.00$7.9327.1%101.00100

Most actively traded options today. High liquidity = easy entry/exit. 196 active (total vol 93.6K, top 18.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.010.03$0.02100.0%18.2K0.0315.7K
$63.00Jul 310.000.01$0.01100.0%14.2K0.0114.6K
$59.00Aug 71.792.32$2.0525.9%11.4K0.4152
$63.00Aug 70.751.20$0.9845.9%11.3K0.24119
$60.00Aug 71.461.97$1.7229.7%5.9K0.36354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.380.90$0.6481.2%5060.56378
$50.00Aug 70.250.68$0.4791.5%4940.13320
$56.00Jul 310.080.38$0.23130.4%4760.27559
$49.50Aug 70.410.67$0.5448.1%3250.148
$58.00Jul 310.881.87$1.3871.7%3230.81138

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 237.0%, max 611.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Jul 31Sep 4436.2%80.3%443.0%76280
$48.50Jul 31Aug 7505.6%96.0%427.0%35
$47.00Jul 31Aug 21410.7%81.2%405.9%2644
$47.50Jul 31Aug 7490.0%99.4%392.9%310
$46.00Jul 31Aug 21418.4%87.4%378.6%2293
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.50Jul 31Aug 14611.0%85.9%611.6%739
$48.50Jul 31Aug 14505.6%80.3%529.8%3563
$45.50Jul 31Aug 7680.3%110.7%514.8%--1.4K
$47.00Jul 31Aug 28410.7%79.7%415.5%221.3K
$66.00Jul 31Aug 14436.2%86.3%405.5%--310

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 9.53, avg 2.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$64.00Sep 4$0.20$1.80$0.209.00$62.20
$64.00$65.00Aug 7$0.12$0.88$0.127.33$64.12
$65.00$66.00Aug 7$0.12$0.88$0.127.33$65.12
$66.00$67.00Aug 7$0.12$0.88$0.127.33$66.12
$67.00$68.00Aug 21$0.14$0.86$0.146.14$67.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$50.00Sep 4$0.19$1.81$0.199.53$51.81
$56.00$55.00Jul 31$0.17$0.83$0.174.88$55.83
$56.00$55.00Aug 28$0.18$0.82$0.184.56$55.82
$49.00$48.00Sep 4$0.19$0.81$0.194.26$48.81
$48.50$48.00Jul 31$0.10$0.40$0.104.00$48.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 159 found (best R:R 8.09, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$52.00Aug 14$1.78$1.78$0.228.09$51.78
$52.00$54.00Aug 7$1.77$1.77$0.237.70$53.77
$49.00$51.00Sep 4$1.75$1.75$0.257.00$50.75
$51.00$52.00Aug 7$0.85$0.85$0.155.67$51.85
$50.00$51.00Aug 7$0.83$0.83$0.174.88$50.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$67.00Aug 14$0.87$0.87$0.136.69$67.13
$65.00$64.00Jul 31$0.85$0.85$0.155.67$64.15
$67.00$66.00Jul 31$0.83$0.83$0.174.88$66.17
$66.00$65.00Aug 7$0.80$0.80$0.204.00$65.20
$67.00$66.00Aug 7$0.80$0.80$0.204.00$66.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $0.99, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.17410.7%98.2%
$46.00Jul 31Aug 7$0.28418.4%96.8%
$68.00Jul 31Aug 7$0.29355.4%92.1%
$67.00Jul 31Aug 7$0.36329.4%91.4%
$66.00Jul 31Aug 7$0.42436.2%93.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.50Jul 31Aug 7$0.15680.3%110.7%
$46.00Jul 31Aug 7$0.17418.4%96.8%
$49.50Jul 31Aug 7$0.18611.0%95.7%
$46.50Jul 31Aug 7$0.20398.9%96.6%
$47.00Jul 31Aug 7$0.26410.7%98.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 93 found (cheapest 1.91% of stock, avg 15.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$0.44$0.64$1.08$55.92$58.081.91%
$56.00Jul 31$1.00$0.23$1.23$54.77$57.232.17%
$58.00Jul 31$0.15$1.38$1.53$56.47$59.532.70%
$59.00Jul 31$0.06$2.04$2.10$56.90$61.103.71%
$55.00Jul 31$2.28$0.06$2.34$52.66$57.344.13%
$54.00Jul 31$2.91$0.05$2.96$51.04$56.965.22%
$60.00Jul 31$0.02$3.13$3.15$56.85$63.155.56%
$61.00Jul 31$0.03$4.10$4.13$56.87$65.137.29%
$53.00Jul 31$4.38$0.03$4.41$48.59$57.417.78%
$62.00Jul 31$0.02$5.35$5.37$56.63$67.379.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.19% of stock, avg 10.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$59.00$54.00Jul 31$0.06$0.05$0.11$53.89$59.11
$59.00$55.00Jul 31$0.06$0.06$0.12$54.88$59.12
$58.00$54.00Jul 31$0.15$0.05$0.20$53.80$58.20
$58.00$55.00Jul 31$0.15$0.06$0.21$54.79$58.21
$59.00$56.00Jul 31$0.06$0.23$0.29$55.71$59.29
$58.00$56.00Jul 31$0.15$0.23$0.38$55.62$58.38
$59.00$49.50Jul 31$0.06$0.36$0.42$49.08$59.42
$57.00$54.00Jul 31$0.44$0.05$0.49$53.51$57.49
$57.00$55.00Jul 31$0.44$0.06$0.50$54.50$57.50
$58.00$49.50Jul 31$0.15$0.36$0.51$48.99$58.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 194 found (best R:R 17.18, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
49/5050/52Aug 14$1.89$0.1117.18$47.61$51.89
48/4950/52Aug 21$1.89$0.1117.18$47.11$51.89
52/5456/58Aug 28$1.81$0.199.53$52.19$57.81
48/4850/51Jul 31$0.90$0.109.00$47.60$50.90
53/5456/57Aug 21$0.90$0.109.00$53.10$56.90
56/5759/60Aug 14$0.87$0.136.69$56.13$59.87
54/5566/67Sep 4$0.87$0.136.69$54.13$66.87
54/5556/58Aug 28$1.73$0.276.41$53.27$57.73
51/5255/56Aug 28$0.86$0.146.14$51.14$55.86
55/5659/60Aug 14$0.85$0.155.67$55.15$59.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$66.00$67.00$68.00Aug 7$0.05$0.9519.00
$66.00$67.00$68.00Jul 31$0.06$0.9415.67
$62.00$63.00$64.00Aug 14$0.06$0.9415.67
$60.00$61.00$62.00Aug 21$0.06$0.9415.67
$58.00$59.00$60.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Aug 21$0.08$0.9211.50
$57.00$58.00$59.00Aug 7$0.09$0.9110.11
$48.00$48.50$49.00Aug 14$0.05$0.459.00
$58.00$59.00$60.00Aug 21$0.10$0.909.00
$56.00$57.00$58.00Aug 21$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-1.97, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$0.36$5.64
$50.00$55.001:2Sep 11-$2.78$2.22
$62.00$63.001:2Jul 31$0.00$1.00
$65.00$67.001:2Aug 21-$1.10$0.90
$65.00$66.001:2Jul 31-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.00$59.001:2Sep 11-$1.97$6.03
$55.00$50.001:2Sep 11-$1.26$3.74
$50.00$47.001:2Aug 28-$0.47$2.53
$54.00$52.001:2Aug 14-$0.83$1.17
$59.00$55.001:2Sep 11-$3.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 8.65%, avg 3.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$4.900.542.3%8.65%10.97%11
$59.00Sep 11$4.550.524.1%8.03%12.12%2--
$58.00Aug 28$4.200.512.3%7.41%9.74%54
$57.00Aug 21$4.150.530.6%7.32%7.89%58345
$59.00Sep 4$4.150.514.1%7.32%11.41%8--
$59.00Aug 28$3.850.484.1%6.79%10.89%1141
$58.00Aug 21$3.750.502.3%6.62%8.94%2187
$60.00Sep 4$3.700.475.9%6.53%12.39%--11
$60.00Aug 28$3.550.455.9%6.26%12.12%7127
$61.00Sep 4$3.450.457.6%6.09%13.71%--53

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 92,540
Total Puts 11,643
Put/Call Ratio 0.13
Net Difference 80,897

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 223,854
Total Puts 58,665
Average Put/Call Ratio 0.57
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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