Tour v477
MRNA
MODERNA INC
$56.06 -3.21%
7/31 14:06

Option Volume

Detail
Current (07/31 2:05pm) 107,515
Calls: 95,286 (89%)
Puts: 12,229 (11%)
Prior (07/30) 14,415
Calls: 7,173 (50%)
Puts: 7,242 (50%)
Current vs Prior +645.86%
Calls: +1228.40% (Calls)
Puts: +68.86% (Puts)
Prior 7-Day Total 462,772
Calls: 391,237 (85%)
Puts: 71,535 (15%)
Prior 7-Day Average 66,110
Calls: 55,891 (85%)
Puts: 10,219 (15%)
Current vs Prior 7-Day Avg +62.63%
Calls: +70.49%
Puts: +19.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 2:05pm) $12.36M
Calls: $8.15M (66%)
Puts: $4.21M (34%)
Prior (07/30) $5.06M
Calls: $2.78M (55%)
Puts: $2.28M (45%)
Current vs Prior +144.42%
Calls: +193.86%
Puts: +84.31%
Prior 7-Day Total $58.58M
Calls: $39.30M (67%)
Puts: $19.28M (33%)
Prior 7-Day Average $8.37M
Calls: $5.61M (67%)
Puts: $2.75M (33%)
Current vs Prior 7-Day Avg +47.70%
Calls: +45.23%
Puts: +52.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 2:05pm) 0.13
Prior (07/30) 1.01
Current vs Prior -87.29%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg -71.16%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 2:05pm) 586,407
Calls: 269,051 (46%)
Puts: 317,356 (54%)
Prior (07/30) 576,925
Calls: 264,207 (46%)
Puts: 312,718 (54%)
Current vs Prior +1.64%
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% | 11.08%16.45% | 24.31%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -68.13% | -20.67%-13.12% | -5.75%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -60.66% | -6.89%-13.12% | -5.75%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -68.13% | -20.67%-12.61% | -6.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 60.26% | 14.39%
Calls: 63.75% | 15.28%
Puts: 56.77% | 13.51%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +106.23% | -16.00%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +76.28% | -34.13%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($8.15M). Massive premium surge with dollar volume up 144% vs prior. Unusually high activity with volume up 646% vs prior - elevated interest. Extreme bullish P/C ratio of 0.13 - heavy call buying (95,286 calls vs 12,229 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
14:05BULLISHBULLISHBULLISH
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 8.9%, best 7.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 284.855.25$5.057.9%200.5538
$56.00Aug 214.204.60$4.409.1%30.54100
$58.00Aug 283.954.35$4.159.6%50.494
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Aug 217.107.65$7.387.5%--0.6222
$65.00Aug 219.9010.75$10.338.2%60.746.8K
$60.00Aug 75.055.50$5.288.5%2040.691.9K
$63.00Aug 147.908.65$8.289.1%10.7427
$61.00Aug 75.806.35$6.079.1%10.7234

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 70.790.96$0.8819.3%380.2117

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
$46.00Jul 318.7011.55$10.1328.1%21.007
$46.50Jul 318.2011.05$9.6329.6%21.007
$48.00Jul 316.659.40$8.0334.2%231.0028
$47.00Jul 317.6010.45$9.0231.6%20.9922
$45.00Jul 319.5512.25$10.9024.8%80.9949
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 311.203.70$2.45102.0%3231.00138
$60.00Jul 313.354.55$3.9530.4%241.00931
$61.00Jul 313.556.50$5.0358.6%21.00102
$62.00Jul 315.557.50$6.5329.9%51.0096
$63.00Jul 315.958.65$7.3037.0%--1.00249

Most actively traded options today. High liquidity = easy entry/exit. 217 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 71.491.94$1.7226.2%11.5K0.3752
$63.00Aug 70.620.78$0.7022.9%11.3K0.19119
$60.00Aug 71.211.45$1.3318.0%5.9K0.32354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.631.51$1.0782.2%5690.76378
$56.00Jul 310.240.60$0.4285.7%5110.46559
$50.00Aug 70.510.75$0.6338.1%5040.16320
$49.50Aug 70.330.69$0.5170.6%3320.148
$58.00Jul 311.203.70$2.45102.0%3231.00138

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 305.2%, max 698.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 4645.7%80.9%698.0%949
$66.00Jul 31Sep 4467.1%79.3%489.3%78280
$46.00Jul 31Aug 21483.4%84.2%473.9%2293
$47.00Jul 31Aug 21472.2%82.5%472.1%2644
$47.50Jul 31Aug 7504.5%92.8%443.9%310
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 4645.7%80.9%698.0%81.7K
$45.50Jul 31Aug 7835.9%113.7%635.4%11.4K
$49.50Jul 31Aug 14555.0%86.4%542.7%739
$67.00Jul 31Sep 11427.8%68.0%528.9%3118
$47.00Jul 31Aug 28472.2%79.5%494.2%221.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 8.09, avg 2.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$60.00Jul 31$0.11$0.89$0.118.09$59.11
$66.00$67.00Aug 21$0.12$0.88$0.127.33$66.12
$60.00$61.00Aug 7$0.13$0.87$0.136.69$60.13
$65.00$66.00Aug 14$0.15$0.85$0.155.67$65.15
$63.00$64.00Aug 28$0.15$0.85$0.155.67$63.15
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$0.15$0.85$0.155.67$46.85
$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. 166 found (best R:R 8.09, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$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
$50.00$51.00Sep 4$0.85$0.85$0.155.67$50.85
$58.00$59.00Sep 11$0.83$0.83$0.174.88$58.83
$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
$61.00$60.00Aug 14$0.82$0.82$0.184.56$60.18
$67.00$66.00Jul 31$0.80$0.80$0.204.00$66.20
$61.00$60.00Aug 7$0.79$0.79$0.213.76$60.21
$63.00$62.00Jul 31$0.77$0.77$0.233.35$62.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $0.90, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Jul 31Aug 7$0.25483.4%107.4%
$47.50Jul 31Aug 7$0.27504.5%92.8%
$47.00Jul 31Aug 7$0.28472.2%93.8%
$67.00Jul 31Aug 7$0.29427.8%92.1%
$46.50Jul 31Aug 7$0.30459.5%102.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.00Jul 31Aug 7$0.15467.1%97.0%
$45.00Jul 31Aug 7$0.18645.7%104.4%
$45.50Jul 31Aug 7$0.20835.9%113.7%
$65.00Jul 31Aug 7$0.25413.7%89.8%
$47.00Jul 31Aug 7$0.26472.2%93.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 1.73% of stock, avg 15.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 31$0.55$0.42$0.97$55.03$56.971.73%
$57.00Jul 31$0.22$1.07$1.29$55.71$58.292.30%
$55.00Jul 31$1.27$0.11$1.38$53.62$56.382.46%
$54.00Jul 31$2.40$0.08$2.48$51.52$56.484.42%
$58.00Jul 31$0.05$2.45$2.50$55.50$60.504.46%
$59.00Jul 31$0.13$2.64$2.77$56.23$61.774.94%
$53.00Jul 31$3.15$0.04$3.19$49.81$56.195.69%
$60.00Jul 31$0.02$3.95$3.97$56.03$63.977.08%
$61.00Jul 31$0.02$5.03$5.05$55.95$66.059.01%
$51.00Jul 31$5.13$0.04$5.17$45.83$56.179.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.23% of stock, avg 10.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.00$54.00Jul 31$0.05$0.08$0.13$53.87$58.13
$58.00$55.00Jul 31$0.05$0.11$0.16$54.84$58.16
$58.00$49.50Jul 31$0.05$0.15$0.20$49.30$58.20
$59.00$54.00Jul 31$0.13$0.08$0.21$53.79$59.21
$59.00$55.00Jul 31$0.13$0.11$0.24$54.76$59.24
$59.00$49.50Jul 31$0.13$0.15$0.28$49.22$59.28
$57.00$54.00Jul 31$0.22$0.08$0.30$53.70$57.30
$57.00$55.00Jul 31$0.22$0.11$0.33$54.67$57.33
$57.00$49.50Jul 31$0.22$0.15$0.37$49.13$57.37
$58.00$56.00Jul 31$0.05$0.42$0.47$55.53$58.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 205 found (best R:R 9.00, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5760/61Aug 14$0.90$0.109.00$56.10$60.90
56/5759/60Aug 28$0.90$0.109.00$56.10$59.90
54/5556/57Aug 14$0.89$0.118.09$54.11$56.89
55/5658/59Aug 14$0.89$0.118.09$55.11$58.89
55/5659/60Aug 14$0.89$0.118.09$55.11$59.89
45/4652/53Aug 21$0.89$0.118.09$45.11$52.89
49/5055/56Aug 21$0.89$0.118.09$49.11$55.89
50/5153/54Aug 21$0.89$0.118.09$50.11$53.89
50/5154/55Aug 21$0.89$0.118.09$50.11$54.89
54/5564/65Aug 28$0.89$0.118.09$54.11$64.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Aug 21$0.05$0.9519.00
$62.00$64.00$66.00Sep 4$0.19$1.819.53
$52.00$53.00$54.00Aug 21$0.10$0.909.00
$49.00$50.00$51.00Sep 4$0.10$0.909.00
$59.00$60.00$61.00Jul 31$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Jul 31$0.05$0.9519.00
$59.00$60.00$61.00Aug 7$0.06$0.9415.67
$48.00$49.00$50.00Aug 21$0.06$0.9415.67
$53.00$54.00$55.00Aug 28$0.06$0.9415.67
$63.00$64.00$65.00Aug 7$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. 64 found (best net $-1.76, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.90$4.10
$60.00$63.001:2Aug 28-$1.41$1.59
$45.00$50.001:2Aug 14-$3.51$1.49
$61.00$62.001:2Jul 31$0.00$1.00
$66.00$67.001:2Jul 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-$1.04$3.96
$48.00$45.001:2Sep 4-$0.46$2.54
$47.00$45.001:2Aug 28-$0.57$1.43
$59.00$55.001:2Sep 11-$2.77$1.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.56%, avg 3.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 11$4.800.523.5%8.56%12.02%11
$58.00Aug 28$3.950.493.5%7.05%10.51%54
$59.00Sep 4$3.950.475.2%7.05%12.29%10--
$59.00Sep 11$3.800.485.2%6.78%12.02%4--
$57.00Aug 21$3.750.511.7%6.69%8.37%58345
$60.00Sep 4$3.700.457.0%6.60%13.63%--11
$58.00Aug 21$3.400.473.5%6.06%9.53%2187
$59.00Aug 28$3.400.465.2%6.06%11.31%1141
$60.00Aug 28$3.250.437.0%5.80%12.83%8127
$61.00Sep 4$3.100.428.8%5.53%14.34%--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 95,286
Total Puts 12,229
Put/Call Ratio 0.13
Net Difference 83,057

Prior's Put/Call Breakdown

Total Calls 7,173
Total Puts 7,242
Put/Call Ratio 1.01
Net Difference -69

Prior 7-Day Put/Call Summary

Total Calls 391,237
Total Puts 71,535
Average Put/Call Ratio 0.44
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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