Tour v290
MRNA
MODERNA INC
$79.76 +10.01%
$80.58 (+1.03%)🌙
as of 07/02 06:03 PM
7/2 18:03

Option Volume

Detail
Current (07/02) 120,950
Calls: 99,101 (82%)
Puts: 21,849 (18%)
Prior (07/01) 47,938
Calls: 36,470 (76%)
Puts: 11,468 (24%)
Current vs Prior +152.31%
Calls: +171.73% (Calls)
Puts: +90.52% (Puts)
Prior 7-Day Total 408,299
Calls: 286,338 (70%)
Puts: 121,961 (30%)
Prior 7-Day Average 58,328
Calls: 40,905 (70%)
Puts: 17,423 (30%)
Current vs Prior 7-Day Avg +107.36%
Calls: +142.27%
Puts: +25.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $85.64M
Calls: $77.18M (90%)
Puts: $8.45M (10%)
Prior (07/01) $19.52M
Calls: $14.15M (73%)
Puts: $5.37M (27%)
Current vs Prior +338.67%
Calls: +445.29%
Puts: +57.45%
Prior 7-Day Total $150.24M
Calls: $104.50M (70%)
Puts: $45.74M (30%)
Prior 7-Day Average $21.46M
Calls: $14.93M (70%)
Puts: $6.53M (30%)
Current vs Prior 7-Day Avg +299.00%
Calls: +417.02%
Puts: +29.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.22
Prior (07/01) 0.31
Current vs Prior -29.89%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -58.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 592,650
Calls: 313,998 (53%)
Puts: 278,652 (47%)
Prior (07/01) 577,622
Calls: 304,303 (53%)
Puts: 273,319 (47%)
Current vs Prior +2.60%
Prior 7-Day Total 3,622,452
Calls: 1,994,479 (54%)
Puts: 1,692,485 (46%)
Prior 7-Day Average 517,493
Calls: 284,925 (54%)
Puts: 241,783 (46%)
Current vs Prior 7-Day Avg +14.52%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.76% | 10.83%14.77% | 29.29%
Prior 4.15% | 10.48%-- | --
Current vs Prior +160.92% | +40.89%-- | --
Prior 7-Day Avg 6.64% | 11.57%-- | --
Current vs 7-Day Avg +63.02% | +27.61%-- | --
Prior 7-Day Eod 4.15% | 10.48%-- | --
Current vs 7-Day Eod +160.92% | +40.89%-- | --
Sentiment BEARISH--

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 33.40% | 35.77%
Calls: 33.99% | 28.84%
Puts: 33.57% | 40.54%
Current vs 7-Day Avg -6.80% | +18.12%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($77.18M) vs puts ($8.45M). Massive premium surge with dollar volume up 339% vs prior. Dollar volume significantly above 7-day average (299% higher). Unusually high activity with volume up 152% vs prior - elevated interest.

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

📈 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 11 of results (avg 7.2%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 172.652.70$2.681.9%4.4K0.30381
$81.00Jul 103.503.60$3.552.8%2620.4799
$88.00Jul 101.571.69$1.637.4%620.26--
$85.00Jul 102.222.40$2.317.8%7.1K0.3492
$70.00Jul 1711.1512.15$11.658.6%5.9K0.788.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 173.303.55$3.437.3%3540.3448
$72.00Jul 172.332.51$2.427.4%410.2632
$85.00Jul 178.759.50$9.138.2%870.6010

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. 111 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 214.6017.05$15.8315.5%2031.00346
$65.00Jul 213.8015.60$14.7012.2%3.0K1.003.4K
$66.00Jul 212.2014.90$13.5519.9%2.6K1.003.5K
$67.00Jul 211.4514.20$12.8321.4%171.00233
$68.00Jul 210.4513.05$11.7522.1%4.5K1.004.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Jul 21.484.25$2.8796.5%50.972
$81.00Jul 20.143.20$1.67183.2%1150.954
$90.00Jul 1010.6512.75$11.7017.9%10.791
$80.00Jul 20.000.97$0.49198.0%2590.772
$90.00Jul 1711.3513.40$12.3816.6%340.701

Most actively traded options today. High liquidity = easy entry/exit. 231 active (total vol 92.5K, top 7.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 173.554.20$3.8816.8%7.8K0.403.6K
$80.00Jul 103.654.00$3.839.1%7.6K0.50125
$85.00Jul 102.222.40$2.317.8%7.1K0.3492
$70.00Jul 1711.1512.15$11.658.6%5.9K0.788.4K
$72.00Jul 27.109.55$8.3229.4%4.6K1.004.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 101.082.10$1.5964.2%7140.2497
$68.00Jul 20.000.01$0.01100.0%6590.00393
$78.00Jul 20.000.03$0.02150.0%5700.043
$71.00Jul 100.671.47$1.0774.8%5200.1822
$81.00Jul 104.355.85$5.1029.4%5080.53--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 519.4%, max 1637.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$71.00Jul 2Aug 71720.0%99.0%1637.4%14120
$73.00Jul 2Aug 71408.0%99.0%1322.2%1.8K3.6K
$64.00Jul 2Aug 71367.0%104.0%1214.4%204347
$65.00Jul 2Aug 7966.0%102.0%847.1%3.1K3.5K
$66.00Jul 2Jul 31899.0%99.0%808.1%2.6K3.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$71.00Jul 2Aug 141720.0%99.0%1637.4%90117
$64.00Jul 2Jul 311367.0%91.0%1402.2%3185
$73.00Jul 2Aug 141408.0%96.0%1366.7%524485
$65.00Jul 2Aug 14966.0%101.0%856.4%20283
$66.00Jul 2Aug 14899.0%100.0%799.0%121424

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 8.09, avg 2.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.00$81.00Jul 2$0.11$0.89$0.118.09$80.11
$71.00$72.00Aug 7$0.11$0.89$0.118.09$71.11
$78.00$79.00Aug 14$0.15$0.85$0.155.67$78.15
$90.00$95.00Jul 24$0.82$4.18$0.825.10$90.82
$89.00$90.00Jul 10$0.18$0.82$0.184.56$89.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$65.00Jul 17$0.13$0.87$0.136.69$65.87
$67.00$66.00Aug 7$0.13$0.87$0.136.69$66.87
$67.00$66.00Jul 10$0.15$0.85$0.155.67$66.85
$80.00$79.00Jul 24$0.15$0.85$0.155.67$79.85
$71.00$70.00Aug 14$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. 154 found (best R:R 9.00, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$73.00$74.00Jul 2$0.90$0.90$0.109.00$73.90
$67.00$68.00Jul 31$0.90$0.90$0.109.00$67.90
$73.00$74.00Aug 7$0.88$0.88$0.127.33$73.88
$64.00$65.00Jul 10$0.85$0.85$0.155.67$64.85
$70.00$71.00Jul 10$0.85$0.85$0.155.67$70.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$85.00Jul 10$4.27$4.27$0.735.85$85.73
$81.00$80.00Aug 7$0.82$0.82$0.184.56$80.18
$81.00$80.00Jul 10$0.78$0.78$0.223.55$80.22
$83.00$82.00Jul 10$0.78$0.78$0.223.55$82.22
$78.00$77.00Jul 10$0.75$0.75$0.253.00$77.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.71, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Jul 2Jul 10$0.071367.0%122.0%
$70.00Jul 2Jul 10$0.25634.0%86.0%
$65.00Jul 2Jul 10$0.35966.0%96.0%
$68.00Jul 2Jul 10$0.45766.0%94.0%
$69.00Jul 2Jul 10$0.45700.0%83.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.00Jul 2Jul 10$0.33899.0%89.0%
$65.00Jul 2Jul 10$0.35966.0%96.0%
$67.00Jul 2Jul 10$0.48832.0%91.0%
$69.00Jul 2Jul 10$0.56700.0%83.0%
$73.00Jul 2Jul 10$0.591408.0%89.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 93 found (cheapest 0.78% of stock, avg 16.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Jul 2$0.13$0.49$0.62$79.38$80.620.78%
$79.00Jul 2$0.91$0.10$1.01$77.99$80.011.27%
$81.00Jul 2$0.02$1.67$1.69$79.31$82.692.12%
$78.00Jul 2$2.06$0.02$2.08$75.92$80.082.61%
$77.00Jul 2$2.67$0.02$2.69$74.31$79.693.37%
$82.00Jul 2$0.02$2.87$2.89$79.11$84.893.62%
$76.00Jul 2$3.70$0.01$3.71$72.29$79.714.65%
$75.00Jul 2$4.38$0.01$4.39$70.61$79.395.50%
$74.00Jul 2$5.95$0.01$5.96$68.04$79.967.47%
$77.00Jul 10$5.15$2.59$7.74$69.26$84.749.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 0.15% of stock, avg 12.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$81.00$79.00Jul 2$0.02$0.10$0.12$78.88$81.12
$80.00$79.00Jul 2$0.13$0.10$0.23$78.77$80.23
$81.00$73.00Jul 2$0.02$1.00$1.02$71.98$82.02
$81.00$71.00Jul 2$0.02$1.06$1.08$69.92$82.08
$80.00$73.00Jul 2$0.13$1.00$1.13$71.87$81.13
$80.00$71.00Jul 2$0.13$1.06$1.19$69.81$81.19
$95.00$70.00Jul 17$1.58$2.05$3.63$66.37$98.63
$95.00$71.00Jul 17$1.58$2.24$3.82$67.18$98.82
$95.00$72.00Jul 17$1.58$2.42$4.00$68.00$99.00
$85.00$76.00Jul 10$2.31$2.22$4.53$71.47$89.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 106 found (best R:R 9.00, avg credit $1.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
66/6771/72Jul 10$0.90$0.109.00$66.10$71.90
65/6670/71Aug 7$0.90$0.109.00$65.10$70.90
65/6674/75Aug 7$0.90$0.109.00$65.10$74.90
65/6672/73Jul 24$0.87$0.136.69$65.13$72.87
71/7274/75Jul 24$0.87$0.136.69$71.13$74.87
64/6573/75Jul 31$1.74$0.266.69$63.26$74.74
68/7074/75Aug 7$1.74$0.266.69$68.26$75.74
66/6775/76Jul 24$0.86$0.146.14$66.14$75.86
68/6970/71Jul 17$0.85$0.155.67$68.15$70.85
71/7273/75Jul 31$1.67$0.335.06$70.33$74.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$85.00$90.00$95.00Jul 17$0.10$4.9049.00
$70.00$71.00$72.00Jul 24$0.05$0.9519.00
$66.00$67.00$68.00Jul 31$0.05$0.9519.00
$88.00$89.00$90.00Jul 10$0.08$0.9211.50
$84.00$85.00$86.00Jul 10$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$80.00$85.00$90.00Jul 17$0.17$4.8328.41
$79.00$80.00$81.00Jul 10$0.06$0.9415.67
$75.00$76.00$77.00Jul 10$0.07$0.9313.29
$67.00$68.00$69.00Jul 17$0.07$0.9313.29
$78.00$79.00$80.00Jul 31$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. 45 found (best net $-0.01, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$90.001:2Jul 2-$0.01$4.99
$90.00$95.001:2Jul 17-$0.48$4.52
$85.00$90.001:2Jul 17-$1.48$3.52
$80.00$85.001:2Jul 17-$2.03$2.97
$90.00$95.001:2Jul 31-$2.13$2.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$75.001:2Jul 17-$0.81$4.19
$78.00$72.001:2Jul 31-$2.53$3.47
$69.00$65.001:2Jul 31-$0.86$3.14
$80.00$74.001:2Aug 7-$3.87$2.13
$85.00$80.001:2Jul 17-$2.97$2.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 11.72%, avg 4.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Aug 14$9.350.560.3%11.72%12.02%3--
$80.00Aug 7$8.850.560.3%11.10%11.40%287438
$82.00Aug 7$8.050.542.8%10.09%12.90%1--
$80.00Jul 31$8.000.550.3%10.03%10.33%147331
$85.00Aug 14$7.800.496.6%9.78%16.35%2--
$81.00Aug 7$7.700.551.6%9.65%11.21%2--
$80.00Jul 24$6.650.540.3%8.34%8.64%2474
$85.00Aug 7$6.550.486.6%8.21%14.78%5914
$83.00Jul 31$6.350.494.1%7.96%12.02%3--
$85.00Jul 31$5.950.466.6%7.46%14.03%887149

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 99,101
Total Puts 21,849
Put/Call Ratio 0.22
Net Difference 77,252

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 286,338
Total Puts 121,961
Average Put/Call Ratio 0.54
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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