NEW Tour v251
MRNA
MODERNA INC
$72.50 +3.53%
$72.44 (-0.08%)🌙
as of 07/01 06:03 PM
7/1 18:03

Option Volume

Detail
Current (07/01) 47,938
Calls: 36,470 (76%)
Puts: 11,468 (24%)
Prior (06/30) 52,932
Calls: 32,749 (62%)
Puts: 20,183 (38%)
Current vs Prior -9.43%
Calls: +11.36% (Calls)
Puts: -43.18% (Puts)
Prior 7-Day Total 404,551
Calls: 274,825 (68%)
Puts: 129,726 (32%)
Prior 7-Day Average 57,793
Calls: 39,260 (68%)
Puts: 18,532 (32%)
Current vs Prior 7-Day Avg -17.05%
Calls: -7.11%
Puts: -38.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $19.52M
Calls: $14.15M (73%)
Puts: $5.37M (27%)
Prior (06/30) $22.72M
Calls: $13.45M (59%)
Puts: $9.27M (41%)
Current vs Prior -14.06%
Calls: +5.23%
Puts: -42.07%
Prior 7-Day Total $146.81M
Calls: $100.84M (69%)
Puts: $45.97M (31%)
Prior 7-Day Average $20.97M
Calls: $14.41M (69%)
Puts: $6.57M (31%)
Current vs Prior 7-Day Avg -6.92%
Calls: -1.74%
Puts: -18.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.31
Prior (06/30) 0.62
Current vs Prior -48.98%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -47.69%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 577,622
Calls: 304,303 (53%)
Puts: 273,319 (47%)
Prior (06/30) 550,987
Calls: 289,176 (52%)
Puts: 261,811 (48%)
Current vs Prior +4.83%
Prior 7-Day Total 3,559,046
Calls: 1,951,382 (55%)
Puts: 1,607,664 (45%)
Prior 7-Day Average 508,435
Calls: 278,768 (55%)
Puts: 229,666 (45%)
Current vs Prior 7-Day Avg +13.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 10.48% | 17.05%10.48% | 17.05%17.05% | 27.26%
Prior 6.94% | 11.38%-- | ---- | --
Current vs Prior -40.18% | -7.89%-- | ---- | --
Prior 7-Day Avg 7.27% | 11.73%-- | ---- | --
Current vs 7-Day Avg -42.93% | -10.61%-- | ---- | --
Prior 7-Day Eod 6.94% | 11.38%-- | ---- | --
Current vs 7-Day Eod -40.18% | -7.89%-- | ---- | --
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 28.19% | 28.58%
Calls: 31.25% | 24.54%
Puts: 25.14% | 32.63%
Current vs 7-Day Avg +10.42% | +47.81%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($14.15M). Extreme bullish P/C ratio of 0.31 - heavy call buying (36,470 calls vs 11,468 puts). P/C ratio dropping 49% - 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 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 2 of results (avg 5.0%, best 4.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 102.852.98$2.924.5%2.5K0.4529
$70.00Jul 176.056.40$6.235.6%750.628.4K
PUTS (0)
No puts meet the criteria

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. 107 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 211.0514.00$12.5323.5%291.00535
$61.00Jul 210.3512.25$11.3016.8%41.00263
$62.00Jul 29.3511.70$10.5222.3%121.003.1K
$63.00Jul 28.0011.15$9.5732.9%121.003.3K
$64.00Jul 27.309.85$8.5729.8%131.00349
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Jul 29.3512.40$10.8828.0%--0.9516
$80.00Jul 26.859.45$8.1531.9%10.941
$79.00Jul 25.058.10$6.5746.4%10.938
$82.00Jul 28.0510.75$9.4028.7%10.9120
$81.00Jul 27.0510.05$8.5535.1%10.916

Most actively traded options today. High liquidity = easy entry/exit. 190 active (total vol 36.9K, top 3.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 102.332.90$2.6221.8%3.8K0.41320
$79.00Jul 101.482.03$1.7631.2%3.0K0.29193
$73.00Jul 20.771.20$0.9943.4%3.0K0.423.4K
$74.00Jul 102.852.98$2.924.5%2.5K0.4529
$78.00Jul 101.681.95$1.8214.8%2.1K0.3160
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 171.782.32$2.0526.3%5870.24230
$73.00Jul 21.361.81$1.5928.3%5590.581
$69.00Jul 101.862.40$2.1325.4%4690.3345
$59.00Jul 100.070.95$0.51172.5%3490.09359
$69.00Jul 20.160.35$0.2673.1%3020.15124

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 59.9%, max 220.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$58.00Jul 2Jul 31278.9%87.0%220.7%--245
$59.00Jul 2Jul 31266.1%90.3%194.6%--165
$63.50Jul 2Jul 17165.8%76.4%116.9%1294
$61.00Jul 2Aug 7192.3%92.3%108.3%4413
$82.00Jul 2Jul 10175.7%86.5%103.1%263125
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$59.00Jul 2Aug 7266.1%100.5%164.6%9212
$58.00Jul 2Aug 7278.9%107.4%159.6%3523
$61.00Jul 2Jul 31192.3%86.8%121.4%46321
$63.50Jul 2Jul 17165.8%76.4%116.9%789
$60.00Jul 2Aug 7186.0%92.0%102.2%1341.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 10.54, avg 2.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.00$85.00Jul 10$0.26$2.74$0.2610.54$82.26
$70.00$71.00Jul 10$0.10$0.90$0.109.00$70.10
$76.00$77.00Jul 2$0.11$0.89$0.118.09$76.11
$82.00$83.00Jul 2$0.12$0.88$0.127.33$82.12
$75.00$76.00Jul 2$0.13$0.87$0.136.69$75.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$69.00$68.00Jul 2$0.12$0.88$0.127.33$68.88
$67.00$65.00Aug 7$0.27$1.73$0.276.41$66.73
$67.00$66.00Jul 10$0.14$0.86$0.146.14$66.86
$70.00$69.00Jul 31$0.15$0.85$0.155.67$69.85
$71.00$70.00Jul 31$0.15$0.85$0.155.67$70.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 7.33, avg 1.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$66.00$67.00Jul 24$0.88$0.88$0.127.33$66.88
$70.00$71.00Jul 24$0.87$0.87$0.136.69$70.87
$61.00$62.00Jul 10$0.85$0.85$0.155.67$61.85
$69.00$70.00Jul 17$0.85$0.85$0.155.67$69.85
$63.00$64.00Jul 31$0.85$0.85$0.155.67$63.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$67.00Aug 7$0.86$0.86$0.146.14$67.14
$82.00$81.00Jul 2$0.85$0.85$0.155.67$81.15
$79.00$78.00Jul 10$0.85$0.85$0.155.67$78.15
$85.00$80.00Jul 17$4.11$4.11$0.894.62$80.89
$68.00$67.00Jul 17$0.82$0.82$0.184.56$67.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.33, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.00Jul 2Jul 10$0.07278.9%90.0%
$63.00Jul 2Jul 10$0.11133.4%80.3%
$60.00Jul 2Jul 10$0.15186.0%94.1%
$62.00Jul 2Jul 10$0.38146.7%91.5%
$61.00Jul 2Jul 10$0.45192.3%83.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$59.00Jul 2Jul 10$0.26266.1%102.4%
$61.00Jul 2Jul 10$0.29192.3%83.5%
$60.00Jul 2Jul 10$0.42186.0%94.1%
$63.50Jul 2Jul 10$0.49165.8%78.9%
$63.00Jul 2Jul 10$0.55133.4%80.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 97 found (cheapest 3.56% of stock, avg 15.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$73.00Jul 2$0.99$1.59$2.58$70.42$75.583.56%
$72.00Jul 2$1.42$1.20$2.62$69.38$74.623.61%
$71.00Jul 2$2.05$0.74$2.79$68.21$73.793.85%
$74.00Jul 2$0.73$2.20$2.93$71.07$76.934.04%
$70.00Jul 2$2.77$0.45$3.22$66.78$73.224.44%
$75.00Jul 2$0.48$3.53$4.01$70.99$79.015.53%
$69.00Jul 2$3.98$0.26$4.24$64.76$73.245.85%
$68.00Jul 2$4.58$0.14$4.72$63.28$72.726.51%
$67.00Jul 2$5.13$0.10$5.23$61.77$72.237.21%
$66.00Jul 2$6.63$0.06$6.69$59.31$72.699.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.52% of stock, avg 8.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$77.00$68.00Jul 2$0.24$0.14$0.38$67.62$77.38
$76.00$68.00Jul 2$0.35$0.14$0.49$67.51$76.49
$77.00$69.00Jul 2$0.24$0.26$0.50$68.50$77.50
$76.00$69.00Jul 2$0.35$0.26$0.61$68.39$76.61
$75.00$68.00Jul 2$0.48$0.14$0.62$67.38$75.62
$77.00$70.00Jul 2$0.24$0.45$0.69$69.31$77.69
$75.00$69.00Jul 2$0.48$0.26$0.74$68.26$75.74
$76.00$70.00Jul 2$0.35$0.45$0.80$69.20$76.80
$74.00$68.00Jul 2$0.73$0.14$0.87$67.13$74.87
$75.00$70.00Jul 2$0.48$0.45$0.93$69.07$75.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 8.09, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
58/5965/66Jul 17$0.89$0.118.09$58.11$65.89
64/6567/68Jul 17$0.89$0.118.09$64.11$67.89
61/6268/69Jul 24$0.89$0.118.09$61.11$68.89
62/6367/68Jul 17$0.88$0.127.33$62.12$67.88
60/6164/65Jul 17$0.87$0.136.69$60.13$64.87
61/6265/66Jul 24$0.87$0.136.69$61.13$65.87
61/6264/65Jul 17$0.86$0.146.14$61.14$64.86
58/5964/65Jul 17$0.84$0.165.25$58.16$64.84
60/6164/64Jul 17$0.84$0.165.25$60.16$64.34
61/6264/64Jul 17$0.83$0.174.88$61.17$64.33

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
$75.00$80.00$85.00Jul 31$0.37$4.6312.51
$60.00$61.00$62.00Jul 10$0.08$0.9211.50
$66.00$67.00$68.00Jul 10$0.08$0.9211.50
$70.00$71.00$72.00Jul 2$0.09$0.9110.11
$59.00$60.00$61.00Jul 17$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Jul 2$0.05$0.9519.00
$64.00$65.00$66.00Jul 10$0.06$0.9415.67
$68.00$69.00$70.00Jul 2$0.07$0.9313.29
$67.00$68.00$69.00Jul 2$0.08$0.9211.50
$68.00$69.00$70.00Jul 10$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. 57 found (best net $-0.72, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$85.001:2Jul 17-$0.72$4.28
$75.00$80.001:2Jul 17-$0.88$4.12
$80.00$85.001:2Jul 24-$1.16$3.84
$75.00$80.001:2Jul 24-$1.56$3.44
$82.00$85.001:2Jul 10-$0.46$2.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$60.001:2Aug 7-$0.90$4.10
$79.00$75.001:2Jul 2-$0.49$3.51
$80.00$73.001:2Aug 7-$4.26$2.74
$69.00$65.001:2Jul 31-$1.66$2.34
$80.00$75.001:2Jul 17-$3.34$1.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 9.59%, avg 3.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$73.00Aug 7$6.950.540.7%9.59%10.28%69
$75.00Aug 7$6.900.513.5%9.52%12.97%49
$73.00Jul 31$6.000.540.7%8.28%8.97%96
$75.00Jul 31$5.350.493.5%7.38%10.83%24284
$80.00Aug 7$5.250.4210.3%7.24%17.59%126315
$73.00Jul 24$5.200.540.7%7.17%7.86%262
$75.00Jul 24$4.500.483.5%6.21%9.66%6435
$80.00Jul 31$4.150.4010.3%5.72%16.07%11329
$85.00Aug 7$4.000.3617.2%5.52%22.76%611
$75.00Jul 17$3.350.463.5%4.62%8.07%5025.0K

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 36,470
Total Puts 11,468
Put/Call Ratio 0.31
Net Difference 25,002

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 274,825
Total Puts 129,726
Average Put/Call Ratio 0.60
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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