Tour v292
MRNA
MODERNA INC
$81.80 +2.56%
$82.00 (+0.24%)🌙
as of 07/06 06:02 PM
7/6 18:02

Option Volume

Detail
Current (07/06) 57,610
Calls: 28,262 (49%)
Puts: 29,348 (51%)
Prior (07/02) 120,950
Calls: 99,101 (82%)
Puts: 21,849 (18%)
Current vs Prior -52.37%
Calls: -71.48% (Calls)
Puts: +34.32% (Puts)
Prior 7-Day Total 459,529
Calls: 342,919 (75%)
Puts: 116,610 (25%)
Prior 7-Day Average 76,588
Calls: 48,988 (75%)
Puts: 16,658 (25%)
Current vs Prior 7-Day Avg -24.78%
Calls: -42.31%
Puts: +76.17%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06) $56.07M
Calls: $35.67M (64%)
Puts: $20.40M (36%)
Prior (07/02) $85.64M
Calls: $77.18M (90%)
Puts: $8.45M (10%)
Current vs Prior -34.52%
Calls: -53.78%
Puts: +141.42%
Prior 7-Day Total $208.47M
Calls: $168.80M (81%)
Puts: $39.67M (19%)
Prior 7-Day Average $34.74M
Calls: $24.11M (81%)
Puts: $5.67M (19%)
Current vs Prior 7-Day Avg +61.39%
Calls: +47.94%
Puts: +260.01%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 1.04
Prior (07/02) 0.22
Current vs Prior +371.00%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg +135.79%
Sentiment BEARISH

Open Interest

Detail
Current (07/06) 568,893
Calls: 292,449 (51%)
Puts: 276,444 (49%)
Prior (07/02) 592,650
Calls: 313,998 (53%)
Puts: 278,652 (47%)
Current vs Prior -4.01%
Prior 7-Day Total 3,147,291
Calls: 1,701,358 (54%)
Puts: 1,445,933 (46%)
Prior 7-Day Average 524,548
Calls: 283,559 (54%)
Puts: 240,988 (46%)
Current vs Prior 7-Day Avg +8.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 9.45% | 13.94%13.94% | 27.79%
Prior 10.83% | 14.77%-- | --
Current vs Prior -12.76% | -5.64%-- | --
Prior 7-Day Avg 7.36% | 12.31%-- | --
Current vs 7-Day Avg +28.37% | +13.19%-- | --
Prior 7-Day Eod 10.83% | 14.77%-- | --
Current vs 7-Day Eod -12.76% | -5.64%-- | --
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 32.64% | 37.64%
Calls: 30.49% | 33.55%
Puts: 34.79% | 41.74%
Current vs 7-Day Avg -4.62% | +12.24%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($35.67M). Dollar volume significantly above 7-day average (61% higher). Below-average activity with volume down 52% vs prior. Slightly bearish P/C ratio of 1.04.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8 of results (avg 8.1%, best 4.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 102.202.39$2.308.3%1.0K0.396.3K
$75.00Jul 179.2010.15$9.689.8%4380.735.1K
$87.00Jul 101.541.70$1.629.9%2360.30266
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 172.542.65$2.604.2%9940.28278
$90.00Jul 2411.7012.45$12.086.2%20.631
$90.00Jul 1710.5511.45$11.008.2%1010.6815
$80.00Jul 174.504.90$4.708.5%1640.4188
$85.00Jul 105.255.80$5.539.9%2730.619

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.90, cheapest $0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 100.840.95$0.9012.2%1050.1957
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 1014.2517.55$15.9020.8%40.9742
$67.00Jul 1013.9516.55$15.2517.0%60.9726
$68.00Jul 1013.0015.60$14.3018.2%70.94294
$70.00Jul 1011.5013.80$12.6518.2%520.92345
$69.00Jul 1012.3014.65$13.4817.4%40.9275
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1713.5016.00$14.7516.9%20.77--
$90.00Jul 1710.5511.45$11.008.2%1010.6815
$86.00Jul 105.956.70$6.3311.8%20.66--
$90.00Jul 2411.7012.45$12.086.2%20.631
$85.00Jul 105.255.80$5.539.9%2730.619

Most actively traded options today. High liquidity = easy entry/exit. 184 active (total vol 17.2K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 172.562.97$2.7714.8%1.2K0.332.1K
$90.00Jul 100.951.18$1.0721.5%1.1K0.21728
$85.00Jul 102.202.39$2.308.3%1.0K0.396.3K
$85.00Jul 174.054.55$4.3011.6%8830.456.4K
$92.00Jul 100.710.89$0.8022.5%5650.171
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 172.542.65$2.604.2%9940.28278
$80.00Jul 102.502.97$2.7417.2%6140.40152
$75.00Jul 100.961.36$1.1634.5%3330.21217
$70.00Jul 171.161.65$1.4035.0%3290.17419
$76.00Jul 101.081.55$1.3235.6%3260.23190

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 9.5%, max 27.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Jul 10Jul 31117.6%94.0%25.1%1655
$69.00Jul 10Aug 7125.9%100.9%24.8%4760
$89.00Jul 10Jul 24111.1%96.0%15.6%277158
$77.00Jul 10Jul 24110.3%95.5%15.5%166.1K
$73.00Jul 10Aug 14112.6%98.3%14.6%76.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$69.00Jul 10Aug 14125.9%98.6%27.7%68318
$68.00Jul 10Aug 14122.9%102.9%19.5%5578
$77.00Jul 10Jul 24110.3%95.5%15.5%255208
$73.00Jul 10Aug 14112.6%98.3%14.6%104706
$75.00Jul 10Aug 14110.7%100.3%10.4%334227

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 12.33, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$93.00$94.00Jul 10$0.12$0.88$0.127.33$93.12
$78.00$79.00Jul 31$0.12$0.88$0.127.33$78.12
$90.00$91.00Jul 10$0.17$0.83$0.174.88$90.17
$94.00$95.00Jul 10$0.18$0.82$0.184.56$94.18
$82.00$83.00Jul 31$0.18$0.82$0.184.56$82.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$71.00Aug 14$0.15$1.85$0.1512.33$72.85
$77.00$76.00Jul 24$0.11$0.89$0.118.09$76.89
$69.00$68.00Jul 10$0.13$0.87$0.136.69$68.87
$72.00$71.00Jul 10$0.14$0.86$0.146.14$71.86
$76.00$75.00Jul 10$0.16$0.84$0.165.25$75.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 149 found (best R:R 8.09, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.00$70.00Jul 17$0.89$0.89$0.118.09$69.89
$67.00$68.00Jul 31$0.89$0.89$0.118.09$67.89
$68.00$69.00Jul 24$0.88$0.88$0.127.33$68.88
$73.00$75.00Jul 31$1.75$1.75$0.257.00$74.75
$72.00$73.00Jul 10$0.85$0.85$0.155.67$72.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$73.00$72.00Jul 24$0.87$0.87$0.136.69$72.13
$67.00$66.00Jul 31$0.87$0.87$0.136.69$66.13
$74.00$73.00Aug 14$0.85$0.85$0.155.67$73.15
$70.00$68.00Jul 24$1.69$1.69$0.315.45$68.31
$86.00$85.00Jul 10$0.80$0.80$0.204.00$85.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $2.08, cheapest $0.61)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 10Jul 17$0.73110.1%103.3%
$68.00Jul 10Jul 17$0.75122.9%106.7%
$69.00Jul 10Jul 17$0.79125.9%106.2%
$67.00Jul 10Jul 17$0.95109.2%111.9%
$66.00Jul 10Jul 17$0.98117.6%104.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.00Jul 10Jul 17$0.61117.6%104.3%
$68.00Jul 10Jul 17$0.82122.9%106.7%
$69.00Jul 10Jul 17$0.86125.9%106.2%
$67.00Jul 10Jul 17$0.98109.2%111.9%
$70.00Jul 10Jul 17$1.06110.1%103.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 8.62% of stock, avg 18.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.00Jul 10$3.45$3.60$7.05$74.95$89.058.62%
$83.00Jul 10$3.14$4.15$7.29$75.71$90.298.91%
$80.00Jul 10$4.60$2.74$7.34$72.66$87.348.97%
$81.00Jul 10$4.13$3.22$7.35$73.65$88.358.99%
$79.00Jul 10$5.28$2.26$7.54$71.46$86.549.22%
$84.00Jul 10$2.81$4.85$7.66$76.34$91.669.36%
$85.00Jul 10$2.30$5.53$7.83$77.17$92.839.57%
$86.00Jul 10$1.89$6.33$8.22$77.78$94.2210.05%
$78.00Jul 10$6.20$2.03$8.23$69.77$86.2310.06%
$77.00Jul 10$6.60$1.71$8.31$68.69$85.3110.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 3.96% of stock, avg 11.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$95.00$70.00Jul 17$1.84$1.40$3.24$66.76$98.24
$95.00$71.00Jul 17$1.84$1.60$3.44$67.56$98.44
$95.00$72.00Jul 17$1.84$1.79$3.63$68.37$98.63
$87.00$78.00Jul 10$1.62$2.03$3.65$74.35$90.65
$87.00$79.00Jul 10$1.62$2.26$3.88$75.12$90.88
$86.00$78.00Jul 10$1.89$2.03$3.92$74.08$89.92
$86.00$79.00Jul 10$1.89$2.26$4.15$74.85$90.15
$90.00$70.00Jul 17$2.77$1.40$4.17$65.83$94.17
$85.00$78.00Jul 10$2.30$2.03$4.33$73.67$89.33
$87.00$80.00Jul 10$1.62$2.74$4.36$75.64$91.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 101 found (best R:R 19.00, avg credit $1.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
70/7173/75Aug 14$1.90$0.1019.00$69.10$74.90
66/6873/75Aug 14$1.83$0.1710.76$66.17$74.83
68/6975/78Jul 31$2.74$0.2610.54$66.26$77.74
66/6772/75Jul 17$2.73$0.2710.11$64.27$74.73
67/6870/72Aug 7$1.81$0.199.53$66.19$71.81
70/7180/81Aug 7$0.88$0.127.33$70.12$80.88
69/7080/81Aug 7$0.87$0.136.69$69.13$80.87
76/8185/90Aug 14$4.33$0.676.46$76.67$89.33
67/6873/74Jul 10$0.86$0.146.14$67.14$73.86
75/7678/80Aug 14$1.72$0.286.14$74.28$79.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 19.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$71.00$72.00$73.00Jul 31$0.06$0.9415.67
$71.00$72.00$73.00Jul 10$0.07$0.9313.29
$90.00$91.00$92.00Jul 10$0.07$0.9313.29
$89.00$90.00$91.00Jul 10$0.09$0.9110.11
$91.00$92.00$93.00Jul 10$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$85.00$90.00$95.00Jul 17$0.25$4.7519.00
$70.00$71.00$72.00Jul 10$0.07$0.9313.29
$71.00$72.00$73.00Jul 10$0.09$0.9110.11
$69.00$70.00$71.00Jul 17$0.10$0.909.00
$84.00$85.00$86.00Jul 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. 36 found (best net $-0.50, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Jul 17-$0.91$4.09
$85.00$90.001:2Jul 17-$1.24$3.76
$90.00$95.001:2Jul 24-$1.59$3.41
$80.00$85.001:2Jul 17-$1.90$3.10
$90.00$95.001:2Jul 31-$2.74$2.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$75.001:2Jul 17-$0.50$4.50
$80.00$74.001:2Aug 7-$2.61$3.39
$85.00$80.001:2Jul 17-$1.90$3.10
$80.00$75.001:2Jul 31-$2.46$2.54
$75.00$72.001:2Jul 17-$0.98$2.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 12.16%, avg 5.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.00Aug 14$9.950.560.2%12.16%12.41%18--
$83.00Aug 14$9.650.551.5%11.80%13.26%1--
$82.00Aug 7$9.300.560.2%11.37%11.61%61
$85.00Aug 14$9.100.523.9%11.12%15.04%492
$83.00Aug 7$8.850.541.5%10.82%12.29%3--
$84.00Aug 7$8.550.532.7%10.45%13.14%6--
$85.00Aug 7$8.150.523.9%9.96%13.88%858
$83.00Jul 31$7.350.531.5%8.99%10.45%103
$82.00Jul 31$7.250.540.2%8.86%9.11%4--
$84.00Jul 31$7.100.512.7%8.68%11.37%84

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 28,262
Total Puts 29,348
Put/Call Ratio 1.04
Net Difference -1,086

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 342,919
Total Puts 116,610
Average Put/Call Ratio 0.44
Ratio Trend Rising

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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