Tour v303
MRNA
MODERNA INC
$73.80 -7.48%
$73.26 (-0.73%)🌙
as of 07/08 06:03 PM
7/8 18:03

Option Volume

Detail
Current (07/08) 58,560
Calls: 29,058 (50%)
Puts: 29,502 (50%)
Prior (07/07) 19,812
Calls: 11,200 (57%)
Puts: 8,612 (43%)
Current vs Prior +195.58%
Calls: +159.45% (Calls)
Puts: +242.57% (Puts)
Prior 7-Day Total 500,336
Calls: 358,291 (72%)
Puts: 142,045 (28%)
Prior 7-Day Average 71,476
Calls: 51,184 (72%)
Puts: 20,292 (28%)
Current vs Prior 7-Day Avg -18.07%
Calls: -43.23%
Puts: +45.39%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08) $61.43M
Calls: $45.75M (74%)
Puts: $15.69M (26%)
Prior (07/07) $10.31M
Calls: $7.60M (74%)
Puts: $2.71M (26%)
Current vs Prior +495.66%
Calls: +501.84%
Puts: +478.35%
Prior 7-Day Total $266.50M
Calls: $206.03M (77%)
Puts: $60.47M (23%)
Prior 7-Day Average $38.07M
Calls: $29.43M (77%)
Puts: $8.64M (23%)
Current vs Prior 7-Day Avg +61.37%
Calls: +55.42%
Puts: +81.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 1.02
Prior (07/07) 0.77
Current vs Prior +32.04%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +80.86%
Sentiment BEARISH

Open Interest

Detail
Current (07/08) 587,751
Calls: 297,526 (51%)
Puts: 290,225 (49%)
Prior (07/07) 585,373
Calls: 298,212 (51%)
Puts: 287,161 (49%)
Current vs Prior +0.41%
Prior 7-Day Total 3,980,335
Calls: 2,090,897 (53%)
Puts: 1,889,438 (47%)
Prior 7-Day Average 568,619
Calls: 298,699 (53%)
Puts: 269,919 (47%)
Current vs Prior 7-Day Avg +3.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.46% | 11.82%11.82% | 27.07%
Prior 8.12% | 13.14%13.14% | 28.16%
Current vs Prior -20.43% | -10.06%-10.06% | -3.85%
Prior 7-Day Avg 8.15% | 12.98%13.54% | 27.97%
Current vs 7-Day Avg -20.65% | -8.97%-12.72% | -3.21%
Prior 7-Day Eod 8.12% | 13.14%-- | --
Current vs 7-Day Eod -20.43% | -10.06%-- | --
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 28.46% | 40.66%
Calls: 18.04% | 36.42%
Puts: 38.88% | 44.90%
Current vs 7-Day Avg +9.39% | +3.92%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($45.75M). Massive premium surge with dollar volume up 496% vs prior. Dollar volume significantly above 7-day average (61% higher). Unusually high activity with volume up 196% vs prior - elevated interest.

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 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 21 of results (avg 7.8%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 2117.1517.75$17.453.4%1120.791.1K
$69.00Jul 247.858.45$8.157.4%140.6965
$75.00Jul 173.403.70$3.558.5%2400.484.8K
$80.00Aug 217.157.80$7.488.7%790.471.8K
$74.00Aug 78.008.75$8.388.9%40.556
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 2113.1513.80$13.484.8%60.53226
$69.00Jul 100.530.56$0.555.5%2980.18333
$85.00Aug 2116.5017.50$17.005.9%80.591.2K
$72.00Jul 101.271.35$1.316.1%1.2K0.351.0K
$75.00Aug 219.9510.65$10.306.8%850.45221

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.66, cheapest $0.28)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Jul 100.560.66$0.6116.4%670.203.2K
$78.00Jul 100.720.85$0.7816.7%2610.242.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 100.260.30$0.2814.3%450.10246
$69.00Jul 100.530.56$0.555.5%2980.18333
$70.00Jul 100.680.79$0.7414.9%8400.23300
$71.00Jul 100.941.04$0.9910.1%5430.28444

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 121 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 1013.3015.25$14.2813.7%50.98180
$63.50Jul 109.4511.80$10.6322.1%10.9625
$65.00Jul 108.1010.30$9.2023.9%1770.94556
$63.00Jul 109.4512.65$11.0529.0%10.94161
$64.00Jul 108.9011.00$9.9521.1%10.9478
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 109.9512.70$11.3324.3%20.92218
$84.00Jul 109.0512.05$10.5528.4%280.9090
$83.00Jul 107.9510.15$9.0524.3%620.90112
$82.00Jul 107.409.65$8.5326.4%60.8976
$81.00Jul 106.458.00$7.2321.4%20.86372

Most actively traded options today. High liquidity = easy entry/exit. 211 active (total vol 17.5K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 73.905.80$4.8539.2%6960.3763
$85.00Jul 100.120.23$0.1861.1%6330.066.5K
$85.00Jul 170.951.17$1.0620.8%4550.195.8K
$80.00Jul 171.802.30$2.0524.4%3560.323.5K
$77.00Jul 100.931.17$1.0522.9%2920.306.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 101.271.35$1.316.1%1.2K0.351.0K
$65.00Aug 215.005.45$5.238.6%1.1K0.292.7K
$74.00Jul 245.305.80$5.559.0%1.1K0.4610
$67.00Jul 171.251.56$1.4122.0%1.0K0.22220
$74.00Jul 316.707.50$7.1011.3%1.0K0.45--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 30.8%, max 142.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$61.00Jul 10Aug 7229.3%104.0%120.4%2198
$88.00Jul 10Jul 24162.7%90.6%79.5%80128
$87.00Jul 10Jul 24159.6%90.2%76.9%249451
$62.00Jul 10Aug 7173.7%102.2%70.0%6601
$86.00Jul 10Jul 24147.1%90.0%63.5%88170
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$61.00Jul 10Jul 31229.3%94.6%142.5%--218
$62.00Jul 10Jul 31173.7%104.6%66.1%578
$84.00Jul 10Jul 24126.6%86.9%45.6%2991
$64.00Jul 10Jul 31130.7%90.6%44.2%16224
$60.00Jul 10Aug 21134.7%93.6%43.9%3852.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 9.71, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.00$85.00Aug 7$0.28$2.72$0.289.71$82.28
$85.00$87.00Jul 17$0.19$1.81$0.199.53$85.19
$84.00$85.00Jul 24$0.10$0.90$0.109.00$84.10
$81.00$82.00Jul 17$0.11$0.89$0.118.09$81.11
$65.00$66.00Jul 24$0.12$0.88$0.127.33$65.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$71.00Jul 24$0.12$0.88$0.127.33$71.88
$61.00$60.00Jul 17$0.14$0.86$0.146.14$60.86
$69.00$68.00Jul 31$0.15$0.85$0.155.67$68.85
$70.00$68.00Aug 7$0.32$1.68$0.325.25$69.68
$69.00$68.00Jul 10$0.19$0.81$0.194.26$68.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 8.09, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$63.00Jul 17$0.89$0.89$0.118.09$62.89
$65.00$66.00Jul 31$0.85$0.85$0.155.67$65.85
$68.00$69.00Jul 10$0.83$0.83$0.174.88$68.83
$68.00$69.00Aug 7$0.82$0.82$0.184.56$68.82
$71.00$72.00Jul 17$0.80$0.80$0.204.00$71.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$80.00Jul 24$0.87$0.87$0.136.69$80.13
$79.00$78.00Jul 10$0.86$0.86$0.146.14$78.14
$78.00$77.00Jul 17$0.85$0.85$0.155.67$77.15
$71.00$70.00Aug 7$0.85$0.85$0.155.67$70.15
$78.00$75.00Aug 14$2.43$2.43$0.574.26$75.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $1.41, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 10Jul 17$0.45134.7%93.7%
$62.00Jul 10Jul 17$0.49173.7%94.5%
$87.00Jul 10Jul 17$0.54159.6%96.8%
$63.00Jul 10Jul 17$0.58143.6%89.0%
$63.50Jul 10Jul 17$0.60123.8%91.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Jul 10Jul 17$0.25173.7%94.5%
$60.00Jul 10Jul 17$0.30134.7%93.7%
$63.00Jul 10Jul 17$0.40143.6%89.0%
$64.00Jul 10Jul 17$0.51130.7%87.1%
$63.50Jul 10Jul 17$0.61123.8%91.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 111 found (cheapest 5.79% of stock, avg 17.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$73.00Jul 10$2.54$1.73$4.27$68.73$77.275.79%
$74.00Jul 10$2.04$2.23$4.27$69.73$78.275.79%
$75.00Jul 10$1.66$2.79$4.45$70.55$79.456.03%
$72.00Jul 10$3.15$1.31$4.46$67.54$76.466.04%
$71.00Jul 10$3.80$0.99$4.79$66.21$75.796.49%
$76.00Jul 10$1.34$3.45$4.79$71.21$80.796.49%
$77.00Jul 10$1.05$4.18$5.23$71.77$82.237.09%
$70.00Jul 10$4.83$0.74$5.57$64.43$75.577.55%
$78.00Jul 10$0.78$4.82$5.60$72.40$83.607.59%
$69.00Jul 10$5.60$0.55$6.15$62.85$75.158.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 1.57% of stock, avg 12.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$79.00$69.00Jul 10$0.61$0.55$1.16$67.84$80.16
$78.00$69.00Jul 10$0.78$0.55$1.33$67.67$79.33
$79.00$70.00Jul 10$0.61$0.74$1.35$68.65$80.35
$78.00$70.00Jul 10$0.78$0.74$1.52$68.48$79.52
$77.00$69.00Jul 10$1.05$0.55$1.60$67.40$78.60
$79.00$71.00Jul 10$0.61$0.99$1.60$69.40$80.60
$78.00$71.00Jul 10$0.78$0.99$1.77$69.23$79.77
$77.00$70.00Jul 10$1.05$0.74$1.79$68.21$78.79
$76.00$69.00Jul 10$1.34$0.55$1.89$67.11$77.89
$79.00$72.00Jul 10$0.61$1.31$1.92$70.08$80.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 10.63, avg credit $1.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/7075/80Aug 21$4.57$0.4310.63$65.43$79.57
60/6167/68Jul 24$0.87$0.136.69$60.13$67.87
65/7275/80Aug 14$6.04$0.966.29$65.96$81.04
63/6465/66Jul 24$0.86$0.146.14$63.14$65.86
72/7374/75Aug 7$0.85$0.155.67$72.15$74.85
60/6570/75Aug 21$4.20$0.805.25$60.80$74.20
60/6166/67Jul 17$0.82$0.184.56$60.18$66.82
64/6568/69Jul 17$0.82$0.184.56$64.18$68.82
60/6575/80Aug 14$4.09$0.914.49$60.91$79.09
60/6575/80Aug 21$4.08$0.924.43$60.92$79.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$75.00$80.00Aug 21$0.12$4.8840.67
$80.00$81.00$82.00Jul 10$0.05$0.9519.00
$65.00$70.00$75.00Aug 21$0.26$4.7418.23
$60.00$65.00$70.00Aug 21$0.29$4.7116.24
$68.00$69.00$70.00Jul 10$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Jul 10$0.05$0.9519.00
$69.00$70.00$71.00Jul 10$0.06$0.9415.67
$73.00$74.00$75.00Jul 10$0.06$0.9415.67
$65.00$70.00$75.00Aug 21$0.33$4.6714.15
$75.00$80.00$85.00Aug 21$0.34$4.6613.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.93, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.00$84.001:2Jul 17-$0.53$1.47
$85.00$87.001:2Jul 17-$0.68$1.32
$84.00$85.001:2Jul 10-$0.10$0.90
$75.00$80.001:2Aug 14-$4.11$0.89
$81.00$82.001:2Jul 10-$0.18$0.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$72.00$65.001:2Aug 14-$0.93$6.07
$65.00$60.001:2Aug 14-$1.26$3.74
$65.00$60.001:2Aug 21-$1.47$3.53
$70.00$65.001:2Aug 21-$2.86$2.14
$63.00$60.001:2Aug 7-$1.66$1.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 12.33%, avg 4.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$75.00Aug 21$9.100.561.6%12.33%13.96%731.7K
$75.00Aug 14$8.250.541.6%11.18%12.80%--199
$74.00Aug 7$8.000.550.3%10.84%11.11%46
$75.00Aug 7$7.500.541.6%10.16%11.79%--31
$80.00Aug 21$7.150.478.4%9.69%18.09%791.8K
$77.00Aug 7$6.800.504.3%9.21%13.55%21
$78.00Aug 7$6.400.495.7%8.67%14.36%411
$74.00Jul 31$6.350.560.3%8.60%8.88%4--
$75.00Jul 31$6.100.541.6%8.27%9.89%16150
$85.00Aug 21$5.800.4115.2%7.86%23.04%1381.4K

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 29,058
Total Puts 29,502
Put/Call Ratio 1.02
Net Difference -444

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 358,291
Total Puts 142,045
Average Put/Call Ratio 0.56
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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