Tour v477
MRNA
MODERNA INC
$56.25 -2.88%
7/31 14:00

Option Volume

Detail
Current (07/31 2:00pm) 107,403
Calls: 95,197 (89%)
Puts: 12,206 (11%)
Prior --
Calls: 14,313 (46%)
Puts: 16,581 (54%)
Current vs Prior +0.00%
Calls: +565.11% (Calls)
Puts: -26.39% (Puts)
Prior 7-Day Total 373,185
Calls: 307,963 (83%)
Puts: 65,222 (17%)
Prior 7-Day Average 53,312
Calls: 43,994 (83%)
Puts: 9,317 (17%)
Current vs Prior 7-Day Avg +101.46%
Calls: +116.38%
Puts: +31.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 2:00pm) $12.35M
Calls: $8.15M (66%)
Puts: $4.20M (34%)
Prior --
Calls: $3.62M (65%)
Puts: $1.93M (35%)
Current vs Prior +0.00%
Calls: +125.45%
Puts: +118.03%
Prior 7-Day Total $49.52M
Calls: $33.24M (67%)
Puts: $16.29M (33%)
Prior 7-Day Average $7.07M
Calls: $4.75M (67%)
Puts: $2.33M (33%)
Current vs Prior 7-Day Avg +74.61%
Calls: +71.71%
Puts: +80.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 2:00pm) 0.13
Prior 1.00
Current vs Prior -87.18%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -74.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 2:00pm) 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 2.95% | 11.15%16.76% | 24.27%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -67.46% | -20.17%-11.44% | -5.93%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -59.83% | -6.31%-11.44% | -5.93%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -67.46% | -20.17%-10.92% | -6.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 57.83% | 15.37%
Calls: 55.00% | 11.22%
Puts: 60.65% | 19.52%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +97.91% | -10.27%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +69.17% | -29.65%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($8.15M). Dollar volume significantly above 7-day average (75% higher). Volume explosion - 101% above 7-day average (107,403 vs avg 53,312). Extreme bullish P/C ratio of 0.13 - heavy call buying (95,197 calls vs 12,206 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
14:00BULLISHBULLISHBULLISH
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 12 of results (avg 9.1%, best 7.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 284.905.35$5.138.8%200.5538
$55.00Aug 285.355.85$5.608.9%1510.58141
$58.00Aug 71.902.09$2.009.5%2.7K0.42142
$64.00Aug 211.721.90$1.819.9%20.2931
$52.00Aug 75.255.80$5.539.9%50.759
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 219.9510.70$10.337.3%60.746.8K
$56.00Aug 284.554.90$4.727.4%30.4536
$63.00Aug 147.808.50$8.158.6%10.7327
$61.00Aug 75.706.25$5.989.2%10.7134
$55.00Aug 213.553.90$3.729.4%210.4211.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.66, cheapest $0.46)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 70.420.50$0.4617.4%3400.14355
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 70.770.94$0.8619.8%380.2017

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 107 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 319.5512.25$10.9024.8%81.0049
$45.50Jul 319.2012.05$10.6326.8%11.006
$46.00Jul 318.7011.55$10.1328.1%21.007
$46.50Jul 318.2011.05$9.6329.6%21.007
$47.00Jul 317.6010.45$9.0231.6%21.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 319.6012.65$11.1327.4%20.99118
$63.00Jul 315.958.65$7.3037.0%--0.99249
$64.00Jul 316.559.15$7.8533.1%10.9963
$65.00Jul 318.1510.60$9.3826.1%220.98100
$66.00Jul 319.0011.65$10.3325.7%--0.98287

Most actively traded options today. High liquidity = easy entry/exit. 216 active (total vol 95.7K, top 18.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.010.02$0.0250.0%18.4K0.0215.7K
$63.00Jul 310.000.01$0.01100.0%14.2K0.0114.6K
$59.00Aug 71.501.94$1.7225.6%11.5K0.3852
$63.00Aug 70.650.82$0.7423.0%11.3K0.20119
$60.00Aug 71.261.44$1.3513.3%5.9K0.32354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.631.57$1.1085.5%5690.73378
$50.00Aug 70.550.73$0.6428.1%5040.16320
$56.00Jul 310.240.73$0.49100.0%5010.47559
$49.50Aug 70.330.69$0.5170.6%3320.148
$58.00Jul 311.203.70$2.45102.0%3230.92138

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 289.6%, max 675.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 4629.1%81.1%675.5%949
$66.00Jul 31Sep 4458.5%79.1%479.4%78280
$46.00Jul 31Aug 21470.7%84.5%457.3%2293
$47.00Jul 31Aug 21459.7%82.6%456.3%2644
$47.50Jul 31Aug 7491.1%93.3%426.4%310
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 4629.1%81.1%675.5%81.7K
$67.00Jul 31Sep 11419.9%71.1%490.2%3118
$45.50Jul 31Aug 7666.2%114.6%481.5%11.4K
$47.00Jul 31Aug 28459.7%80.0%474.5%221.3K
$46.00Jul 31Aug 21470.7%84.5%457.3%7143

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 8.09, avg 2.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$60.00Jul 31$0.11$0.89$0.118.09$59.11
$62.00$63.00Aug 7$0.11$0.89$0.118.09$62.11
$60.00$61.00Aug 7$0.12$0.88$0.127.33$60.12
$65.00$66.00Aug 14$0.13$0.87$0.136.69$65.13
$66.00$67.00Aug 7$0.15$0.85$0.155.67$66.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$53.00$52.00Aug 28$0.13$0.87$0.136.69$52.87
$47.00$46.00Aug 21$0.14$0.86$0.146.14$46.86
$48.00$47.00Aug 14$0.17$0.83$0.174.88$47.83
$59.00$58.00Jul 31$0.19$0.81$0.194.26$58.81
$47.00$45.00Aug 28$0.39$1.61$0.394.13$46.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 163 found (best R:R 8.09, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$54.00$55.00Jul 31$0.89$0.89$0.118.09$54.89
$45.00$46.00Aug 7$0.89$0.89$0.118.09$45.89
$49.00$50.00Aug 21$0.85$0.85$0.155.67$49.85
$49.00$50.00Sep 4$0.83$0.83$0.174.88$49.83
$45.00$50.00Aug 14$4.02$4.02$0.984.10$49.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$66.00$65.00Aug 7$0.85$0.85$0.155.67$65.15
$64.00$63.00Aug 28$0.85$0.85$0.155.67$63.15
$63.00$62.00Aug 14$0.82$0.82$0.184.56$62.18
$63.00$62.00Jul 31$0.80$0.80$0.204.00$62.20
$67.00$66.00Jul 31$0.80$0.80$0.204.00$66.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $0.91, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Jul 31Aug 7$0.25470.7%108.3%
$47.50Jul 31Aug 7$0.27491.1%93.3%
$47.00Jul 31Aug 7$0.28459.7%93.3%
$46.50Jul 31Aug 7$0.30447.4%103.4%
$67.00Jul 31Aug 7$0.30419.9%91.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.00Jul 31Aug 7$0.15458.5%95.6%
$45.00Jul 31Aug 7$0.18629.1%105.2%
$47.00Jul 31Aug 7$0.25459.7%93.3%
$65.00Jul 31Aug 7$0.25406.3%89.5%
$67.00Jul 31Aug 7$0.27419.9%91.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 1.87% of stock, avg 15.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 31$0.56$0.49$1.05$54.95$57.051.87%
$55.00Jul 31$1.21$0.12$1.33$53.67$56.332.36%
$57.00Jul 31$0.23$1.10$1.33$55.67$58.332.36%
$54.00Jul 31$2.10$0.03$2.13$51.87$56.133.79%
$58.00Jul 31$0.05$2.45$2.50$55.50$60.504.44%
$59.00Jul 31$0.13$2.64$2.77$56.23$61.774.92%
$53.00Jul 31$3.15$0.04$3.19$49.81$56.195.67%
$60.00Jul 31$0.02$3.75$3.77$56.23$63.776.70%
$61.00Jul 31$0.02$5.03$5.05$55.95$66.058.98%
$51.00Jul 31$5.13$0.04$5.17$45.83$56.179.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.14% of stock, avg 10.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.00$54.00Jul 31$0.05$0.03$0.08$53.92$58.08
$59.00$54.00Jul 31$0.13$0.03$0.16$53.84$59.16
$58.00$55.00Jul 31$0.05$0.12$0.17$54.83$58.17
$59.00$55.00Jul 31$0.13$0.12$0.25$54.75$59.25
$57.00$54.00Jul 31$0.23$0.03$0.26$53.74$57.26
$57.00$55.00Jul 31$0.23$0.12$0.35$54.65$57.35
$58.00$56.00Jul 31$0.05$0.49$0.54$55.46$58.54
$59.00$56.00Jul 31$0.13$0.49$0.62$55.38$59.62
$57.00$56.00Jul 31$0.23$0.49$0.72$55.28$57.72
$61.00$52.00Aug 7$1.23$1.11$2.34$49.66$63.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 203 found (best R:R 9.00, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5154/55Aug 14$0.90$0.109.00$50.10$54.90
47/4852/53Aug 21$0.90$0.109.00$47.10$52.90
53/5455/56Aug 28$0.89$0.118.09$53.11$55.89
52/5357/58Aug 14$0.88$0.127.33$52.12$57.88
50/5153/54Aug 21$0.88$0.127.33$50.12$53.88
53/5455/56Aug 21$0.88$0.127.33$53.12$55.88
54/5556/57Aug 14$0.87$0.136.69$54.13$56.87
46/4748/49Aug 21$0.86$0.146.14$46.14$48.86
50/5154/55Aug 21$0.86$0.146.14$50.14$54.86
54/5564/65Aug 28$0.86$0.146.14$54.14$64.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$55.00$56.00Aug 28$0.06$0.9415.67
$57.00$58.00$59.00Aug 21$0.07$0.9313.29
$65.00$66.00$67.00Aug 14$0.08$0.9211.50
$54.00$55.00$56.00Aug 21$0.08$0.9211.50
$63.00$64.00$65.00Aug 21$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 7$0.05$0.9519.00
$63.00$64.00$65.00Aug 7$0.07$0.9313.29
$65.00$66.00$67.00Aug 7$0.07$0.9313.29
$53.00$54.00$55.00Aug 14$0.07$0.9313.29
$58.00$59.00$60.00Aug 28$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-1.76, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.85$4.15
$60.00$63.001:2Aug 28-$1.39$1.61
$45.00$50.001:2Aug 14-$3.51$1.49
$50.00$55.001:2Sep 11-$3.83$1.17
$62.00$63.001:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.00$59.001:2Sep 11-$1.76$6.24
$55.00$50.001:2Sep 11-$1.19$3.81
$48.00$45.001:2Sep 4-$0.48$2.52
$47.00$45.001:2Aug 28-$0.57$1.43
$59.00$55.001:2Sep 11-$2.67$1.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.44%, avg 3.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$4.750.503.1%8.44%11.56%11
$58.00Aug 28$4.000.493.1%7.11%10.22%54
$59.00Sep 4$3.900.474.9%6.93%11.82%10--
$57.00Aug 21$3.850.511.3%6.84%8.18%58345
$59.00Sep 11$3.800.474.9%6.76%11.64%4--
$60.00Sep 4$3.700.456.7%6.58%13.24%--11
$58.00Aug 21$3.400.473.1%6.04%9.16%2187
$59.00Aug 28$3.400.464.9%6.04%10.93%1141
$60.00Aug 28$3.250.436.7%5.78%12.44%8127
$61.00Sep 4$3.100.428.4%5.51%13.96%--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 95,197
Total Puts 12,206
Put/Call Ratio 0.13
Net Difference 82,991

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 307,963
Total Puts 65,222
Average Put/Call Ratio 0.50
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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