NEW Tour v246
MRNA
MODERNA INC
$70.03 +0.47%
$69.93 (-0.14%)🌙
as of 06/30 06:03 PM
6/30 18:03

Option Volume

Detail
Current (06/30) 52,932
Calls: 32,749 (62%)
Puts: 20,183 (38%)
Prior (06/29) 37,441
Calls: 22,063 (59%)
Puts: 15,378 (41%)
Current vs Prior +41.37%
Calls: +48.43% (Calls)
Puts: +31.25% (Puts)
Prior 7-Day Total 490,722
Calls: 345,913 (70%)
Puts: 144,809 (30%)
Prior 7-Day Average 70,103
Calls: 49,416 (70%)
Puts: 20,687 (30%)
Current vs Prior 7-Day Avg -24.49%
Calls: -33.73%
Puts: -2.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $22.72M
Calls: $13.45M (59%)
Puts: $9.27M (41%)
Prior (06/29) $19.45M
Calls: $15.07M (77%)
Puts: $4.38M (23%)
Current vs Prior +16.81%
Calls: -10.72%
Puts: +111.48%
Prior 7-Day Total $192.68M
Calls: $151.33M (79%)
Puts: $41.35M (21%)
Prior 7-Day Average $27.53M
Calls: $21.62M (79%)
Puts: $5.91M (21%)
Current vs Prior 7-Day Avg -17.47%
Calls: -37.78%
Puts: +56.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.62
Prior (06/29) 0.70
Current vs Prior -11.58%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +9.72%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 550,987
Calls: 289,176 (52%)
Puts: 261,811 (48%)
Prior (06/29) 540,643
Calls: 286,648 (53%)
Puts: 253,995 (47%)
Current vs Prior +1.91%
Prior 7-Day Total 3,748,576
Calls: 2,070,572 (55%)
Puts: 1,678,004 (45%)
Prior 7-Day Average 535,510
Calls: 295,796 (55%)
Puts: 239,714 (45%)
Current vs Prior 7-Day Avg +2.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 11.38% | 15.35%11.38% | 15.35%15.35% | 27.77%
Prior 8.29% | 12.96%-- | ---- | --
Current vs Prior -16.31% | -12.15%-- | ---- | --
Prior 7-Day Avg 7.88% | 12.14%-- | ---- | --
Current vs 7-Day Avg -11.95% | -6.26%-- | ---- | --
Prior 7-Day Eod 8.29% | 12.96%-- | ---- | --
Current vs 7-Day Eod -16.31% | -12.15%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Prior 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 27.69% | 27.48%
Calls: 30.19% | 23.77%
Puts: 25.18% | 31.19%
Current vs 7-Day Avg +12.43% | +53.73%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.62.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 10 of results (avg 8.4%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 103.653.80$3.724.0%1080.52207
$69.00Jul 104.004.35$4.188.4%140.5642
$70.00Jul 22.092.28$2.188.7%6330.524.2K
$70.00Jul 174.855.30$5.078.9%5850.538.8K
$72.00Jul 102.682.94$2.819.3%1750.44110
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 20.620.67$0.657.7%5530.20401
$67.00Jul 102.132.31$2.228.1%400.3542
$72.00Jul 246.807.50$7.159.8%230.51--
$75.00Jul 106.657.35$7.0010.0%60.67--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.63, cheapest $0.42)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 20.540.65$0.6018.3%1.1K0.202.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 20.380.45$0.4216.7%3540.15328
$66.00Jul 20.620.67$0.657.7%5530.20401
$67.00Jul 20.780.94$0.8618.6%850.26253

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 110 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 211.8514.35$13.1019.1%40.98195
$60.00Jul 29.0510.95$10.0019.0%2870.97683
$58.00Jul 211.0513.35$12.2018.9%20.96216
$59.00Jul 210.1012.35$11.2320.0%20.96139
$61.00Jul 27.8510.45$9.1528.4%1830.96383
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Jul 211.2513.40$12.3317.4%791.00--
$83.00Jul 211.7514.35$13.0519.9%641.00--
$81.00Jul 29.8012.35$11.0823.0%160.94--
$80.00Jul 28.8011.45$10.1326.2%10.941
$79.00Jul 27.9010.45$9.1827.8%70.911

Most actively traded options today. High liquidity = easy entry/exit. 208 active (total vol 30.9K, top 6.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 102.332.70$2.5214.7%6.0K0.4041
$77.00Jul 101.441.77$1.6120.5%5.9K0.28112
$75.00Jul 173.003.30$3.159.5%1.5K0.384.6K
$75.00Jul 20.540.65$0.6018.3%1.1K0.202.3K
$80.00Jul 20.080.20$0.1485.7%9380.06729
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 20.620.67$0.657.7%5530.20401
$68.00Jul 21.081.32$1.2020.0%4600.33234
$65.00Jul 20.380.45$0.4216.7%3540.15328
$72.00Jul 104.605.15$4.8811.3%3050.5612
$72.00Jul 317.208.95$8.0721.7%2550.49--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 23.1%, max 62.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$58.00Jul 2Jul 31150.1%92.3%62.6%3246
$57.00Jul 2Jul 24140.3%95.2%47.4%4216
$59.00Jul 2Jul 31136.4%95.4%42.9%5164
$79.00Jul 2Jul 10116.6%89.1%30.8%77231
$74.00Jul 2Jul 10109.5%83.9%30.4%5332.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$58.00Jul 2Aug 7150.1%96.1%56.2%3523
$59.00Jul 2Aug 7136.4%89.7%52.1%22211
$57.00Jul 2Jul 24140.3%95.2%47.4%2436
$74.00Jul 2Jul 10109.5%83.9%30.4%25--
$64.00Jul 2Jul 31108.7%84.6%28.5%73159

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 9.00, avg 2.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$76.00$77.00Jul 2$0.10$0.90$0.109.00$76.10
$77.00$78.00Jul 10$0.11$0.89$0.118.09$77.11
$79.00$80.00Jul 10$0.11$0.89$0.118.09$79.11
$80.00$81.00Jul 10$0.11$0.89$0.118.09$80.11
$76.00$77.00Jul 10$0.12$0.88$0.127.33$76.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.00$57.00Jul 17$0.12$0.88$0.127.33$57.88
$62.00$61.00Jul 10$0.14$0.86$0.146.14$61.86
$66.00$65.00Jul 17$0.14$0.86$0.146.14$65.86
$61.00$60.00Jul 24$0.16$0.84$0.165.25$60.84
$66.00$65.00Jul 31$0.20$0.80$0.204.00$65.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 6.69, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$62.00Jul 10$0.87$0.87$0.136.69$61.87
$60.00$61.00Jul 2$0.85$0.85$0.155.67$60.85
$67.00$68.00Jul 10$0.85$0.85$0.155.67$67.85
$65.00$66.00Jul 17$0.85$0.85$0.155.67$65.85
$61.00$62.00Jul 31$0.85$0.85$0.155.67$61.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$76.00$75.00Jul 10$0.85$0.85$0.155.67$75.15
$75.00$74.00Jul 2$0.82$0.82$0.184.56$74.18
$78.00$76.00Jul 2$1.60$1.60$0.404.00$76.40
$77.00$76.00Jul 10$0.78$0.78$0.223.55$76.22
$62.00$61.00Jul 31$0.76$0.76$0.243.17$61.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.17, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.00Jul 2Jul 10$0.25150.1%84.2%
$60.00Jul 2Jul 10$0.30114.8%84.0%
$57.00Jul 2Jul 10$0.38140.3%126.6%
$59.00Jul 2Jul 10$0.52136.4%89.2%
$61.00Jul 2Jul 10$0.65115.5%94.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.00Jul 2Jul 10$0.25150.1%84.2%
$59.00Jul 2Jul 10$0.48136.4%89.2%
$60.00Jul 2Jul 10$0.55114.8%84.0%
$63.00Jul 2Jul 10$0.96107.1%82.3%
$61.00Jul 2Jul 10$0.98115.5%94.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 98 found (cheapest 6.07% of stock, avg 15.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$70.00Jul 2$2.18$2.07$4.25$65.75$74.256.07%
$71.00Jul 2$1.69$2.68$4.37$66.63$75.376.24%
$68.00Jul 2$3.20$1.20$4.40$63.60$72.406.28%
$69.00Jul 2$2.78$1.66$4.44$64.56$73.446.34%
$72.00Jul 2$1.36$3.30$4.66$67.34$76.666.65%
$67.00Jul 2$4.00$0.86$4.86$62.14$71.866.94%
$73.00Jul 2$1.04$4.00$5.04$67.96$78.047.20%
$74.00Jul 2$0.85$4.68$5.53$68.47$79.537.90%
$66.00Jul 2$4.93$0.65$5.58$60.42$71.587.97%
$65.00Jul 2$5.28$0.42$5.70$59.30$70.708.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 1.78% of stock, avg 10.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$75.00$66.00Jul 2$0.60$0.65$1.25$64.75$76.25
$75.00$67.00Jul 2$0.60$0.86$1.46$65.54$76.46
$74.00$66.00Jul 2$0.85$0.65$1.50$64.50$75.50
$73.00$66.00Jul 2$1.04$0.65$1.69$64.31$74.69
$74.00$67.00Jul 2$0.85$0.86$1.71$65.29$75.71
$75.00$68.00Jul 2$0.60$1.20$1.80$66.20$76.80
$73.00$67.00Jul 2$1.04$0.86$1.90$65.10$74.90
$72.00$66.00Jul 2$1.36$0.65$2.01$63.99$74.01
$74.00$68.00Jul 2$0.85$1.20$2.05$65.95$76.05
$72.00$67.00Jul 2$1.36$0.86$2.22$64.78$74.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 9.00, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
60/6166/67Jul 17$0.90$0.109.00$60.10$66.90
60/6163/64Jul 10$0.89$0.118.09$60.11$63.89
60/6165/66Jul 31$0.89$0.118.09$60.11$65.89
63/6467/68Jul 31$0.89$0.118.09$63.11$67.89
62/6364/64Jul 17$0.88$0.127.33$62.12$64.38
57/5861/62Jul 17$0.87$0.136.69$57.13$61.87
63/6566/67Jul 24$1.73$0.276.41$63.27$67.73
59/6063/65Aug 7$1.73$0.276.41$58.27$64.73
59/6069/70Aug 7$0.86$0.146.14$59.14$69.86
61/6264/64Jul 17$0.84$0.165.25$61.16$64.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$81.00$82.00$83.00Jul 2$0.06$0.9415.67
$66.00$67.00$68.00Jul 31$0.06$0.9415.67
$71.00$72.00$73.00Jul 10$0.07$0.9313.29
$79.00$80.00$81.00Jul 2$0.08$0.9211.50
$73.00$74.00$75.00Jul 10$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 17$0.07$0.9313.29
$59.00$60.00$61.00Jul 2$0.08$0.9211.50
$71.00$72.00$73.00Jul 2$0.08$0.9211.50
$67.00$68.00$69.00Jul 2$0.12$0.887.33
$66.00$67.00$68.00Jul 10$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. 37 found (best net $-0.59, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Jul 17-$0.59$4.41
$75.00$80.001:2Jul 24-$1.36$3.64
$75.00$80.001:2Jul 31-$2.21$2.79
$72.00$75.001:2Jul 17-$1.83$1.17
$75.00$80.001:2Aug 7-$3.88$1.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$61.001:2Jul 2-$0.08$0.92
$63.00$62.001:2Jul 2-$0.08$0.92
$59.00$58.001:2Jul 2-$0.13$0.87
$60.00$59.001:2Jul 2-$0.15$0.85
$59.00$58.001:2Jul 10-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 11.07%, avg 4.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$71.00Aug 7$7.750.541.4%11.07%12.45%1--
$73.00Aug 7$6.950.504.2%9.92%14.17%92
$72.00Aug 7$6.850.522.8%9.78%12.59%41
$75.00Aug 7$6.200.477.1%8.85%15.95%123
$71.00Jul 31$5.900.521.4%8.42%9.81%231
$72.00Jul 31$5.200.502.8%7.43%10.24%56226
$73.00Jul 31$5.200.484.2%7.43%11.67%145
$71.00Jul 24$5.150.531.4%7.35%8.74%64
$75.00Jul 31$4.750.457.1%6.78%13.88%151147
$72.00Jul 24$4.700.502.8%6.71%9.52%419

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 32,749
Total Puts 20,183
Put/Call Ratio 0.62
Net Difference 12,566

Prior's Put/Call Breakdown

Total Calls 22,063
Total Puts 15,378
Put/Call Ratio 0.70
Net Difference 6,685

Prior 7-Day Put/Call Summary

Total Calls 345,913
Total Puts 144,809
Average Put/Call Ratio 0.56
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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