Tour v297
MRNA
MODERNA INC
$79.77 -2.48%
$79.20 (-0.71%)🌙
as of 07/07 06:03 PM
7/7 18:03

Option Volume

Detail
Current (07/07) 19,812
Calls: 11,200 (57%)
Puts: 8,612 (43%)
Prior (07/06) 57,610
Calls: 28,262 (49%)
Puts: 29,348 (51%)
Current vs Prior -65.61%
Calls: -60.37% (Calls)
Puts: -70.66% (Puts)
Prior 7-Day Total 517,139
Calls: 371,181 (72%)
Puts: 145,958 (28%)
Prior 7-Day Average 73,877
Calls: 53,025 (72%)
Puts: 20,851 (28%)
Current vs Prior 7-Day Avg -73.18%
Calls: -78.88%
Puts: -58.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $10.31M
Calls: $7.60M (74%)
Puts: $2.71M (26%)
Prior (07/06) $56.07M
Calls: $35.67M (64%)
Puts: $20.40M (36%)
Current vs Prior -81.61%
Calls: -78.69%
Puts: -86.70%
Prior 7-Day Total $264.54M
Calls: $204.47M (77%)
Puts: $60.07M (23%)
Prior 7-Day Average $37.79M
Calls: $29.21M (77%)
Puts: $8.58M (23%)
Current vs Prior 7-Day Avg -72.71%
Calls: -73.98%
Puts: -68.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.77
Prior (07/06) 1.04
Current vs Prior -25.95%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg +46.23%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/07) 585,373
Calls: 298,212 (51%)
Puts: 287,161 (49%)
Prior (07/06) 568,893
Calls: 292,449 (51%)
Puts: 276,444 (49%)
Current vs Prior +2.90%
Prior 7-Day Total 3,716,184
Calls: 1,993,807 (54%)
Puts: 1,722,377 (46%)
Prior 7-Day Average 530,883
Calls: 284,829 (54%)
Puts: 246,053 (46%)
Current vs Prior 7-Day Avg +10.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.12% | 13.14%13.14% | 28.16%
Prior 9.45% | 13.94%13.94% | 27.79%
Current vs Prior -14.04% | -5.73%-5.73% | +1.33%
Prior 7-Day Avg 7.66% | 12.54%13.94% | 27.79%
Current vs 7-Day Avg +6.05% | +4.73%-5.73% | +1.33%
Prior 7-Day Eod 9.45% | 13.94%-- | --
Current vs 7-Day Eod -14.04% | -5.73%-- | --
Sentiment BULLISHBULLISH

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 32.42% | 38.30%
Calls: 29.01% | 34.25%
Puts: 35.83% | 42.35%
Current vs 7-Day Avg -3.98% | +10.31%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($7.60M). Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 66% vs prior. P/C ratio dropping 26% - 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 NEUTRAL
Prior NEUTRAL
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 12 of results (avg 6.3%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 2111.1511.60$11.384.0%4110.571.9K
$80.00Jul 102.833.00$2.925.8%2100.516.3K
$90.00Jul 171.731.84$1.796.1%1.0K0.252.3K
$90.00Aug 217.458.00$7.737.1%1360.44914
$75.00Aug 2113.1514.15$13.657.3%360.641.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 2110.9011.25$11.083.2%2930.4374
$90.00Aug 2117.1518.00$17.584.8%20.5656
$70.00Aug 216.006.30$6.154.9%290.29636
$85.00Aug 2113.9014.85$14.386.6%50.501.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.61, cheapest $0.50)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 100.460.53$0.5014.0%2130.13879
$89.00Jul 100.560.66$0.6116.4%950.15264
$88.00Jul 100.670.79$0.7316.4%680.18114
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 100.540.65$0.6018.3%1.2K0.14405

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 97 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 1013.8516.40$15.1316.9%20.98557
$66.00Jul 1012.9014.85$13.8814.0%--0.9642
$67.00Jul 1012.0014.10$13.0516.1%10.9525
$64.00Jul 1014.8017.35$16.0815.9%20.9479
$68.00Jul 1010.9513.45$12.2020.5%20.94289
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 1710.8013.10$11.9519.2%90.75107
$85.00Jul 105.507.55$6.5331.4%2200.72260
$95.00Jul 3116.7519.55$18.1515.4%10.71--
$84.00Jul 104.706.55$5.6332.9%10.6890
$90.00Jul 2412.6514.35$13.5012.6%20.662

Most actively traded options today. High liquidity = easy entry/exit. 178 active (total vol 12.5K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 172.893.45$3.1717.7%1.2K0.386.6K
$90.00Jul 171.731.84$1.796.1%1.0K0.252.3K
$85.00Jul 101.141.43$1.2922.5%4590.286.5K
$73.00Jul 106.609.05$7.8331.3%4520.846.4K
$80.00Aug 2111.1511.60$11.384.0%4110.571.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 100.540.65$0.6018.3%1.2K0.14405
$73.00Jul 100.520.78$0.6540.0%5690.16699
$75.00Jul 172.453.10$2.7823.4%5060.32942
$80.00Jul 102.713.45$3.0824.0%3340.49236
$80.00Aug 2110.9011.25$11.083.2%2930.4374

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 12.7%, max 73.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$64.00Jul 10Jul 31162.3%93.7%73.2%4105
$66.00Jul 10Jul 31125.2%101.1%23.8%--53
$76.00Jul 10Jul 24106.6%88.4%20.6%151
$95.00Jul 10Aug 21127.1%105.4%20.6%170242
$70.00Jul 10Aug 21116.3%99.5%16.9%761.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$64.00Jul 10Jul 31162.3%93.7%73.2%--224
$66.00Jul 10Jul 31125.2%101.1%23.8%4960
$70.00Jul 10Aug 21116.3%99.5%16.9%178906
$67.00Jul 10Aug 7122.8%106.4%15.4%33244
$65.00Jul 10Aug 21116.7%103.0%13.4%293.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 8.09, avg 2.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$89.00$90.00Jul 10$0.11$0.89$0.118.09$89.11
$88.00$89.00Jul 10$0.12$0.88$0.127.33$88.12
$90.00$95.00Aug 7$0.60$4.40$0.607.33$90.60
$86.00$87.00Jul 10$0.13$0.87$0.136.69$86.13
$90.00$95.00Jul 17$0.68$4.32$0.686.35$90.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$69.00$68.00Jul 31$0.11$0.89$0.118.09$68.89
$72.00$71.00Jul 10$0.12$0.88$0.127.33$71.88
$66.00$65.00Jul 31$0.14$0.86$0.146.14$65.86
$73.00$72.00Aug 7$0.15$0.85$0.155.67$72.85
$71.00$70.00Jul 17$0.17$0.83$0.174.88$70.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 158 found (best R:R 8.09, avg 1.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.00$75.00Jul 10$0.88$0.88$0.127.33$74.88
$78.00$79.00Jul 10$0.88$0.88$0.127.33$78.88
$71.00$72.00Jul 31$0.88$0.88$0.127.33$71.88
$68.00$69.00Jul 31$0.87$0.87$0.136.69$68.87
$67.00$68.00Jul 10$0.85$0.85$0.155.67$67.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$83.00$81.00Jul 24$1.78$1.78$0.228.09$81.22
$83.00$80.00Aug 7$2.51$2.51$0.495.12$80.49
$74.00$73.00Aug 7$0.83$0.83$0.174.88$73.17
$83.00$82.00Jul 10$0.80$0.80$0.204.00$82.20
$69.00$68.00Aug 7$0.80$0.80$0.204.00$68.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $2.12, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Jul 10Jul 17$0.19162.3%104.6%
$68.00Jul 10Jul 17$0.55117.5%100.1%
$69.00Jul 10Jul 17$0.72117.9%96.2%
$95.00Jul 10Jul 17$0.84127.1%101.2%
$67.00Jul 10Jul 17$0.93122.8%103.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Jul 10Jul 17$0.30162.3%104.6%
$65.00Jul 10Jul 17$0.56116.7%100.8%
$66.00Jul 10Jul 17$0.77125.2%107.1%
$67.00Jul 10Jul 17$0.81122.8%103.7%
$68.00Jul 10Jul 17$0.85117.5%100.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 7.52% of stock, avg 18.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Jul 10$2.92$3.08$6.00$74.00$86.007.52%
$79.00Jul 10$3.40$2.64$6.04$72.96$85.047.57%
$81.00Jul 10$2.45$3.75$6.20$74.80$87.207.77%
$82.00Jul 10$2.05$4.38$6.43$75.57$88.438.06%
$77.00Jul 10$4.72$1.74$6.46$70.54$83.468.10%
$78.00Jul 10$4.28$2.35$6.63$71.37$84.638.31%
$76.00Jul 10$5.40$1.44$6.84$69.16$82.848.57%
$83.00Jul 10$1.79$5.18$6.97$76.03$89.978.74%
$84.00Jul 10$1.52$5.63$7.15$76.85$91.158.96%
$75.00Jul 10$6.05$1.21$7.26$67.74$82.269.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 3.23% of stock, avg 12.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$95.00$70.00Jul 17$1.11$1.47$2.58$67.42$97.58
$85.00$76.00Jul 10$1.29$1.44$2.73$73.27$87.73
$95.00$71.00Jul 17$1.11$1.64$2.75$68.25$97.75
$84.00$76.00Jul 10$1.52$1.44$2.96$73.04$86.96
$85.00$77.00Jul 10$1.29$1.74$3.03$73.97$88.03
$95.00$72.00Jul 17$1.11$2.00$3.11$68.89$98.11
$83.00$76.00Jul 10$1.79$1.44$3.23$72.77$86.23
$84.00$77.00Jul 10$1.52$1.74$3.26$73.74$87.26
$90.00$70.00Jul 17$1.79$1.47$3.26$66.74$93.26
$90.00$71.00Jul 17$1.79$1.64$3.43$67.57$93.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 79 found (best R:R 16.24, avg credit $1.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
70/7580/85Aug 21$4.71$0.2916.24$70.29$84.71
64/6573/75Jul 31$1.87$0.1314.38$63.13$74.87
71/7273/75Jul 31$1.82$0.1810.11$70.18$74.82
71/7275/77Aug 7$1.80$0.209.00$70.20$76.80
69/7072/75Jul 17$2.65$0.357.57$67.35$74.65
69/7073/75Jul 31$1.76$0.247.33$68.24$74.76
73/7478/79Aug 14$0.88$0.127.33$73.12$78.88
80/8590/95Aug 21$4.38$0.627.06$80.62$94.38
65/6672/75Jul 17$2.62$0.386.89$63.38$74.62
65/6671/72Jul 24$0.87$0.136.69$65.13$71.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$75.00$80.00$85.00Aug 21$0.09$4.9154.56
$70.00$71.00$72.00Jul 10$0.05$0.9519.00
$71.00$72.00$73.00Jul 10$0.05$0.9519.00
$65.00$66.00$67.00Jul 24$0.05$0.9519.00
$69.00$70.00$71.00Jul 24$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$75.00$76.00$77.00Jul 10$0.07$0.9313.29
$80.00$85.00$90.00Jul 17$0.49$4.519.20
$72.00$73.00$74.00Aug 14$0.11$0.898.09
$75.00$80.00$85.00Jul 17$0.56$4.447.93
$72.00$73.00$74.00Jul 24$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.04, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Jul 24-$0.04$4.96
$85.00$90.001:2Jul 17-$0.41$4.59
$90.00$95.001:2Jul 17-$0.43$4.57
$80.00$85.001:2Jul 17-$1.16$3.84
$90.00$95.001:2Jul 31-$2.05$2.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$75.001:2Jul 17-$0.26$4.74
$85.00$80.001:2Jul 17-$2.22$2.78
$70.00$65.001:2Aug 21-$2.95$2.05
$75.00$72.001:2Jul 17-$1.22$1.78
$75.00$70.001:2Aug 21-$3.62$1.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 13.98%, avg 4.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Aug 21$11.150.570.3%13.98%14.27%4111.9K
$80.00Aug 7$8.900.560.3%11.16%11.45%2309
$85.00Aug 21$8.700.506.6%10.91%17.46%391.3K
$83.00Aug 7$7.500.524.0%9.40%13.45%33
$85.00Aug 14$7.450.496.6%9.34%15.90%225
$90.00Aug 21$7.450.4412.8%9.34%22.16%136914
$82.00Aug 7$7.300.532.8%9.15%11.95%47
$80.00Jul 31$7.000.540.3%8.78%9.06%33357
$85.00Aug 7$6.900.486.6%8.65%15.21%163
$81.00Jul 31$6.400.531.5%8.02%9.56%57

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 11,200
Total Puts 8,612
Put/Call Ratio 0.77
Net Difference 2,588

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 371,181
Total Puts 145,958
Average Put/Call Ratio 0.53
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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