Tour v477
MRNA
MODERNA INC
$55.80 -3.67%
7/31 15:00

Option Volume

Detail
Current (07/31 3:00pm) 110,447
Calls: 97,355 (88%)
Puts: 13,092 (12%)
Prior --
Calls: 14,313 (46%)
Puts: 16,581 (54%)
Current vs Prior +0.00%
Calls: +580.19% (Calls)
Puts: -21.04% (Puts)
Prior 7-Day Total 477,369
Calls: 404,381 (85%)
Puts: 72,988 (15%)
Prior 7-Day Average 68,195
Calls: 57,768 (85%)
Puts: 10,426 (15%)
Current vs Prior 7-Day Avg +61.96%
Calls: +68.53%
Puts: +25.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 3:00pm) $11.58M
Calls: $7.23M (62%)
Puts: $4.34M (38%)
Prior --
Calls: $3.62M (65%)
Puts: $1.93M (35%)
Current vs Prior +0.00%
Calls: +100.00%
Puts: +125.51%
Prior 7-Day Total $59.57M
Calls: $39.72M (67%)
Puts: $19.86M (33%)
Prior 7-Day Average $8.51M
Calls: $5.67M (67%)
Puts: $2.84M (33%)
Current vs Prior 7-Day Avg +36.05%
Calls: +27.48%
Puts: +53.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 3:00pm) 0.13
Prior 1.00
Current vs Prior -86.55%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg -69.73%
Sentiment BULLISH

Open Interest

Detail
Current (07/31 3:00pm) 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 2.51% | 10.61%16.36% | 23.57%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior -72.33% | -24.02%-13.56% | -8.65%
Prior 7-Day Avg 7.35% | 11.90%18.93% | 25.80%
Current vs 7-Day Avg -65.85% | -10.83%-13.56% | -8.65%
Prior 7-Day Eod 9.07% | 13.96%18.82% | 25.92%
Current vs 7-Day Eod -72.33% | -24.02%-13.06% | -9.06%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior +197.06% | -17.10%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg +153.91% | -35.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($7.23M). Extreme bullish P/C ratio of 0.13 - heavy call buying (97,355 calls vs 13,092 puts). P/C ratio dropping 87% - 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
15:00BULLISHBULLISHBULLISH
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 6 of results (avg 8.9%, best 7.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 71.071.15$1.117.2%5.9K0.29354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Aug 71.101.20$1.158.7%220.2626
$63.00Aug 289.059.90$9.489.0%70.676
$55.00Aug 213.654.00$3.839.1%210.4311.3K
$60.00Aug 216.557.20$6.889.4%140.613.4K
$62.00Aug 147.358.10$7.739.7%90.7133

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.76, cheapest $0.47)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Aug 70.430.50$0.4714.9%5.5K0.1455
$62.00Aug 70.690.79$0.7413.5%2.9K0.21208
$61.00Aug 70.831.00$0.9218.5%320.25216
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 70.840.97$0.9114.3%2060.2217

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 103 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.50Jul 319.2012.25$10.7328.4%11.006
$46.00Jul 318.7011.75$10.2329.8%21.007
$46.50Jul 318.2011.25$9.7331.3%21.007
$47.00Jul 317.7010.45$9.0730.3%21.0022
$47.50Jul 317.2010.05$8.6333.0%11.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 316.458.15$7.3023.3%--0.99249
$64.00Jul 316.759.15$7.9530.2%10.9963
$62.00Jul 315.557.05$6.3023.8%110.9996
$61.00Jul 314.306.50$5.4040.7%20.99102
$60.00Jul 313.404.95$4.1837.1%310.99931

Most actively traded options today. High liquidity = easy entry/exit. 210 active (total vol 98.0K, top 18.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.000.01$0.01100.0%18.6K0.0115.7K
$63.00Jul 310.000.01$0.01100.0%14.2K0.0114.6K
$59.00Aug 71.331.51$1.4212.7%11.5K0.3452
$63.00Aug 70.520.65$0.5922.0%11.3K0.17119
$60.00Aug 71.071.15$1.117.2%5.9K0.29354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.991.68$1.3451.5%5710.90378
$56.00Jul 310.210.64$0.43100.0%5600.63559
$50.00Aug 70.580.75$0.6725.4%5240.17320
$50.00Jul 310.000.02$0.01200.0%3660.011.5K
$49.00Aug 211.421.63$1.5313.7%3450.22695

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 436.4%, max 1743.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 41470.0%79.7%1743.6%1049
$48.50Jul 31Aug 7905.9%95.4%849.4%55
$66.00Jul 31Sep 4638.5%80.1%697.4%78280
$46.00Jul 31Aug 21614.9%82.6%644.4%2293
$47.00Jul 31Aug 21552.2%81.2%580.4%2644
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 31Sep 41470.0%79.7%1743.6%81.7K
$48.50Jul 31Aug 14905.9%83.5%985.3%3563
$49.50Jul 31Aug 14754.5%84.5%792.9%739
$45.50Jul 31Aug 7786.4%93.4%742.3%31.4K
$66.00Jul 31Aug 14638.5%83.1%668.4%--310

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 129 found (best R:R 7.33, avg 1.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$63.00$64.00Aug 7$0.12$0.88$0.127.33$63.12
$61.00$62.00Sep 4$0.12$0.88$0.127.33$61.12
$64.00$65.00Aug 14$0.13$0.87$0.136.69$64.13
$62.00$63.00Aug 7$0.15$0.85$0.155.67$62.15
$65.00$66.00Aug 21$0.16$0.84$0.165.25$65.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$47.00$46.00Aug 21$0.16$0.84$0.165.25$46.84
$48.00$47.00Aug 14$0.19$0.81$0.194.26$47.81
$53.00$52.00Aug 28$0.20$0.80$0.204.00$52.80
$48.00$47.00Aug 21$0.22$0.78$0.223.55$47.78
$51.00$50.00Aug 7$0.24$0.76$0.243.17$50.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 158 found (best R:R 9.00, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$47.00Aug 21$0.88$0.88$0.127.33$46.88
$52.00$53.00Jul 31$0.85$0.85$0.155.67$52.85
$52.00$53.00Aug 7$0.85$0.85$0.155.67$52.85
$45.00$49.00Sep 4$3.36$3.36$0.645.25$48.36
$45.00$50.00Aug 14$4.02$4.02$0.984.10$49.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$61.00Jul 31$0.90$0.90$0.109.00$61.10
$66.00$65.00Jul 31$0.87$0.87$0.136.69$65.13
$66.00$65.00Aug 7$0.82$0.82$0.184.56$65.18
$62.00$61.00Aug 14$0.80$0.80$0.204.00$61.20
$60.00$59.00Aug 28$0.80$0.80$0.204.00$59.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $0.90, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 31Aug 7$0.13552.2%92.0%
$47.50Jul 31Aug 7$0.15595.3%92.5%
$46.50Jul 31Aug 7$0.20583.5%100.7%
$45.00Jul 31Aug 7$0.321470.0%93.3%
$66.00Jul 31Aug 7$0.33638.5%92.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.50Jul 31Aug 7$0.13786.4%93.4%
$46.00Jul 31Aug 7$0.16614.9%89.9%
$66.00Jul 31Aug 7$0.20638.5%92.3%
$48.50Jul 31Aug 7$0.25905.9%95.4%
$65.00Jul 31Aug 7$0.25567.6%87.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 1.20% of stock, avg 15.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 31$0.24$0.43$0.67$55.33$56.671.20%
$55.00Jul 31$0.97$0.09$1.06$53.94$56.061.90%
$57.00Jul 31$0.05$1.34$1.39$55.61$58.392.49%
$54.00Jul 31$1.87$0.08$1.95$52.05$55.953.49%
$58.00Jul 31$0.03$2.40$2.43$55.57$60.434.35%
$59.00Jul 31$0.01$2.85$2.86$56.14$61.865.13%
$53.00Jul 31$3.15$0.04$3.19$49.81$56.195.72%
$52.00Jul 31$4.00$0.02$4.02$47.98$56.027.20%
$60.00Jul 31$0.01$4.18$4.19$55.81$64.197.51%
$51.00Jul 31$5.13$0.01$5.14$45.86$56.149.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.23% of stock, avg 10.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$54.00Jul 31$0.05$0.08$0.13$53.87$57.13
$57.00$55.00Jul 31$0.05$0.09$0.14$54.86$57.14
$57.00$49.50Jul 31$0.05$0.21$0.26$49.24$57.26
$57.00$48.50Jul 31$0.05$0.26$0.31$48.19$57.31
$56.00$54.00Jul 31$0.24$0.08$0.32$53.68$56.32
$56.00$55.00Jul 31$0.24$0.09$0.33$54.67$56.33
$56.00$49.50Jul 31$0.24$0.21$0.45$49.05$56.45
$56.00$48.50Jul 31$0.24$0.26$0.50$48.00$56.50
$57.00$45.00Jul 31$0.05$0.47$0.52$44.48$57.52
$56.00$45.00Jul 31$0.24$0.47$0.71$44.29$56.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 196 found (best R:R 10.76, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
45/4652/54Aug 14$1.83$0.1710.76$44.67$53.83
54/5564/65Aug 28$0.90$0.109.00$54.10$64.90
47/4850/52Aug 14$1.79$0.218.52$46.21$51.79
48/4950/52Aug 14$1.78$0.228.09$47.22$51.78
51/5254/55Aug 14$0.89$0.118.09$51.11$54.89
53/5456/57Aug 14$0.89$0.118.09$53.11$56.89
49/5053/54Aug 21$0.89$0.118.09$49.11$53.89
55/5663/64Aug 28$0.89$0.118.09$55.11$63.89
57/5863/64Aug 28$0.89$0.118.09$57.11$63.89
46/4748/49Aug 21$0.88$0.127.33$46.12$48.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Aug 21$0.05$0.9519.00
$60.00$61.00$62.00Aug 14$0.06$0.9415.67
$54.00$55.00$56.00Aug 14$0.07$0.9313.29
$61.00$62.00$63.00Aug 21$0.07$0.9313.29
$58.00$59.00$60.00Aug 7$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 14$0.06$0.9415.67
$46.00$47.00$48.00Aug 21$0.06$0.9415.67
$63.00$64.00$65.00Aug 7$0.07$0.9313.29
$50.00$51.00$52.00Aug 14$0.07$0.9313.29
$54.00$55.00$56.00Aug 21$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. 52 found (best net $-0.27, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 11-$1.64$4.36
$50.00$55.001:2Sep 11-$3.13$1.87
$60.00$63.001:2Aug 28-$1.46$1.54
$45.00$50.001:2Aug 14-$3.51$1.49
$54.00$55.001:2Jul 31-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Sep 11-$0.27$4.73
$48.00$45.001:2Sep 4-$0.46$2.54
$47.00$45.001:2Aug 28-$0.45$1.55
$59.00$55.001:2Sep 11-$2.80$1.20
$52.00$51.001:2Jul 31$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 9.14%, avg 3.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Sep 11$5.100.540.4%9.14%9.50%33
$56.00Sep 4$5.050.540.4%9.05%9.41%1112
$56.00Aug 28$4.650.540.4%8.33%8.69%2038
$58.00Sep 11$4.600.493.9%8.24%12.19%11
$59.00Sep 11$4.000.475.7%7.17%12.90%4--
$56.00Aug 21$3.800.530.4%6.81%7.17%4100
$58.00Aug 28$3.800.473.9%6.81%10.75%64
$59.00Sep 4$3.750.465.7%6.72%12.46%10--
$57.00Aug 21$3.550.492.1%6.36%8.51%58345
$60.00Sep 4$3.500.447.5%6.27%13.80%--11

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 97,355
Total Puts 13,092
Put/Call Ratio 0.13
Net Difference 84,263

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 404,381
Total Puts 72,988
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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