Tour v308
MRNA
MODERNA INC
$76.56 +3.74%
$76.52 (-0.05%)🌙
as of 07/09 06:03 PM
7/9 18:03

Option Volume

Detail
Current (07/09) 17,192
Calls: 10,423 (61%)
Puts: 6,769 (39%)
Prior (07/08) 58,560
Calls: 29,058 (50%)
Puts: 29,502 (50%)
Current vs Prior -70.64%
Calls: -64.13% (Calls)
Puts: -77.06% (Puts)
Prior 7-Day Total 395,243
Calls: 258,903 (66%)
Puts: 136,340 (34%)
Prior 7-Day Average 56,463
Calls: 36,986 (66%)
Puts: 19,477 (34%)
Current vs Prior 7-Day Avg -69.55%
Calls: -71.82%
Puts: -65.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $10.74M
Calls: $8.17M (76%)
Puts: $2.57M (24%)
Prior (07/08) $61.43M
Calls: $45.75M (74%)
Puts: $15.69M (26%)
Current vs Prior -82.52%
Calls: -82.15%
Puts: -83.60%
Prior 7-Day Total $275.14M
Calls: $208.88M (76%)
Puts: $66.27M (24%)
Prior 7-Day Average $39.31M
Calls: $29.84M (76%)
Puts: $9.47M (24%)
Current vs Prior 7-Day Avg -72.68%
Calls: -72.63%
Puts: -72.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.65
Prior (07/08) 1.02
Current vs Prior -36.03%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -2.68%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 596,314
Calls: 292,142 (49%)
Puts: 304,172 (51%)
Prior (07/08) 587,751
Calls: 297,526 (51%)
Puts: 290,225 (49%)
Current vs Prior +1.46%
Prior 7-Day Total 4,003,919
Calls: 2,082,312 (52%)
Puts: 1,921,607 (48%)
Prior 7-Day Average 571,988
Calls: 297,473 (52%)
Puts: 274,515 (48%)
Current vs Prior 7-Day Avg +4.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.73% | 10.34%10.34% | 26.53%
Prior 6.46% | 11.82%11.82% | 27.07%
Current vs Prior -26.84% | -12.45%-12.45% | -2.01%
Prior 7-Day Avg 7.75% | 12.64%12.96% | 27.67%
Current vs 7-Day Avg -38.99% | -18.16%-20.20% | -4.13%
Prior 7-Day Eod 6.46% | 11.82%-- | --
Current vs 7-Day Eod -26.84% | -12.45%-- | --
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 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($8.17M) vs puts ($2.57M). Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 71% vs prior. Bullish P/C ratio of 0.65.

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 BULLISH
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 11 of results (avg 8.0%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 218.408.90$8.655.8%1230.511.7K
$85.00Aug 216.657.15$6.907.2%290.441.4K
$77.00Jul 173.303.55$3.437.3%1490.5010
$90.00Aug 215.255.70$5.488.2%60.371.1K
$64.00Jul 3113.8015.20$14.509.7%--0.8226
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2118.2519.50$18.886.6%200.6355
$75.00Jul 316.056.55$6.307.9%140.427
$85.00Aug 2114.7015.95$15.338.2%40.561.2K
$82.00Jul 248.108.80$8.458.3%100.63--
$79.00Jul 318.058.75$8.408.3%100.511

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. 113 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Jul 1012.7515.65$14.2020.4%--1.00443
$63.50Jul 1011.2014.25$12.7324.0%--1.0025
$65.00Jul 1010.1512.75$11.4522.7%--1.00512
$66.00Jul 109.1012.25$10.6829.5%31.0042
$67.00Jul 108.1510.70$9.4327.0%--1.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 107.309.95$8.6330.7%140.97218
$83.00Jul 104.908.05$6.4848.6%10.93107
$84.00Jul 106.359.00$7.6834.5%--0.9272
$82.00Jul 104.457.10$5.7845.8%110.9071
$90.00Jul 1712.9015.40$14.1517.7%30.8895

Most actively traded options today. High liquidity = easy entry/exit. 200 active (total vol 10.6K, top 815)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 172.142.40$2.2711.5%8150.383.7K
$80.00Jul 100.380.52$0.4531.1%4260.206.4K
$78.00Jul 172.703.45$3.0824.4%4180.461
$83.00Jul 171.361.90$1.6333.1%4090.28--
$77.00Jul 101.131.47$1.3026.2%4050.456.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 172.733.20$2.9715.8%4240.411.1K
$68.00Jul 170.740.95$0.8524.7%4030.16593
$70.00Jul 100.020.25$0.14164.3%3590.07701
$65.00Aug 214.204.75$4.4712.3%3250.253.7K
$65.00Jul 170.350.50$0.4334.9%2420.09924

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 50.2%, max 291.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$91.00Jul 10Jul 17323.9%82.8%291.1%2293
$63.00Jul 10Jul 31241.1%96.8%149.1%1232
$64.00Jul 10Jul 31230.9%93.9%145.8%1105
$87.00Jul 10Jul 24190.6%86.8%119.6%15484
$63.50Jul 10Jul 17210.4%96.2%118.6%285
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.00Jul 10Aug 14239.6%105.7%126.8%368
$63.50Jul 10Jul 17210.4%96.2%118.6%563
$63.00Jul 10Aug 7241.1%111.8%115.6%269
$64.00Jul 10Aug 7230.9%107.5%114.7%8185
$65.00Jul 10Aug 21168.5%94.7%78.0%3784.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 127 found (best R:R 9.00, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$84.00$85.00Jul 10$0.12$0.88$0.127.33$84.12
$85.00$86.00Jul 17$0.12$0.88$0.127.33$85.12
$87.00$88.00Jul 10$0.13$0.87$0.136.69$87.13
$82.00$83.00Jul 17$0.13$0.87$0.136.69$82.13
$73.00$74.00Aug 7$0.13$0.87$0.136.69$73.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$64.00$63.00Jul 31$0.10$0.90$0.109.00$63.90
$74.00$73.00Jul 10$0.12$0.88$0.127.33$73.88
$69.00$68.00Jul 17$0.17$0.83$0.174.88$68.83
$67.00$66.00Aug 7$0.18$0.82$0.184.56$66.82
$64.00$63.50Jul 10$0.11$0.39$0.113.55$63.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 9.00, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$69.00Jul 17$0.90$0.90$0.109.00$68.90
$71.00$72.00Jul 10$0.88$0.88$0.127.33$71.88
$72.00$74.00Jul 17$1.72$1.72$0.286.14$73.72
$66.00$67.00Jul 31$0.83$0.83$0.174.88$66.83
$83.00$85.00Aug 7$1.62$1.62$0.384.26$84.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$64.00Jul 31$0.86$0.86$0.146.14$64.14
$85.00$80.00Jul 17$4.20$4.20$0.805.25$80.80
$90.00$85.00Jul 17$4.20$4.20$0.805.25$85.80
$90.00$85.00Jul 24$3.87$3.87$1.133.42$86.13
$81.00$79.00Jul 31$1.53$1.53$0.473.26$79.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $1.30, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Jul 10Jul 17$0.13241.1%96.3%
$66.00Jul 10Jul 17$0.34158.8%80.7%
$63.50Jul 10Jul 17$0.45210.4%96.2%
$87.00Jul 10Jul 17$0.51190.6%86.5%
$90.00Jul 10Jul 17$0.53161.7%90.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Jul 10Jul 17$0.12230.9%87.2%
$63.00Jul 10Jul 17$0.20241.1%96.3%
$63.50Jul 10Jul 17$0.32210.4%96.2%
$62.00Jul 10Jul 17$0.33239.6%106.8%
$65.00Jul 10Jul 17$0.36168.5%85.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 4.18% of stock, avg 16.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$77.00Jul 10$1.30$1.90$3.20$73.80$80.204.18%
$76.00Jul 10$1.72$1.55$3.27$72.73$79.274.27%
$75.00Jul 10$2.51$0.99$3.50$71.50$78.504.57%
$74.00Jul 10$3.04$0.59$3.63$70.37$77.634.74%
$79.00Jul 10$0.63$3.16$3.79$75.21$82.794.95%
$78.00Jul 10$0.97$2.85$3.82$74.18$81.824.99%
$73.00Jul 10$4.05$0.47$4.52$68.48$77.525.90%
$80.00Jul 10$0.45$4.25$4.70$75.30$84.706.14%
$72.00Jul 10$4.65$0.24$4.89$67.11$76.896.39%
$81.00Jul 10$0.25$5.18$5.43$75.57$86.437.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.90% of stock, avg 10.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$80.00$72.00Jul 10$0.45$0.24$0.69$71.31$80.69
$79.00$72.00Jul 10$0.63$0.24$0.87$71.13$79.87
$80.00$73.00Jul 10$0.45$0.47$0.92$72.08$80.92
$80.00$74.00Jul 10$0.45$0.59$1.04$72.96$81.04
$79.00$73.00Jul 10$0.63$0.47$1.10$71.90$80.10
$78.00$72.00Jul 10$0.97$0.24$1.21$70.79$79.21
$79.00$74.00Jul 10$0.63$0.59$1.22$72.78$80.22
$91.00$72.00Jul 10$0.98$0.24$1.22$70.78$92.22
$78.00$73.00Jul 10$0.97$0.47$1.44$71.56$79.44
$80.00$75.00Jul 10$0.45$0.99$1.44$73.56$81.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 14.38, avg credit $1.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/6670/72Aug 7$1.87$0.1314.38$64.13$71.87
65/7075/80Aug 21$4.66$0.3413.71$65.34$79.66
68/7075/76Aug 7$1.82$0.1810.11$68.18$76.82
68/7072/73Aug 7$1.77$0.237.70$68.23$73.77
64/6465/66Jul 10$0.88$0.127.33$63.12$65.88
64/6468/69Jul 10$0.88$0.127.33$63.12$68.88
67/6875/76Aug 7$0.88$0.127.33$67.12$75.88
70/7175/76Aug 7$0.88$0.127.33$70.12$75.88
63/6465/66Jul 31$0.87$0.136.69$63.13$65.87
68/7385/90Aug 14$4.30$0.706.14$68.70$89.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 24$0.06$0.9415.67
$80.00$85.00$90.00Aug 21$0.33$4.6714.15
$69.00$70.00$71.00Jul 10$0.07$0.9313.29
$69.00$70.00$71.00Jul 24$0.07$0.9313.29
$76.00$77.00$78.00Jul 10$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$76.00$77.00$78.00Jul 17$0.06$0.9415.67
$65.00$70.00$75.00Aug 21$0.30$4.7015.67
$80.00$85.00$90.00Aug 21$0.32$4.6814.63
$70.00$75.00$80.00Aug 21$0.34$4.6613.71
$75.00$80.00$85.00Aug 21$0.36$4.6412.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-2.18, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$85.001:2Aug 14-$2.18$7.82
$86.00$90.001:2Jul 31-$1.80$2.20
$85.00$90.001:2Aug 7-$3.25$1.75
$85.00$90.001:2Aug 14-$3.88$1.12
$87.00$88.001:2Jul 10-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$80.001:2Jul 17-$1.55$3.45
$73.00$68.001:2Aug 14-$1.68$3.32
$70.00$65.001:2Aug 21-$2.24$2.76
$68.00$65.001:2Jul 31-$1.78$1.22
$66.00$65.001:2Jul 10-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 10.97%, avg 3.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Aug 21$8.400.514.5%10.97%15.46%1231.7K
$77.00Aug 7$7.900.560.6%10.32%10.89%13
$78.00Aug 7$6.650.541.9%8.69%10.57%--15
$80.00Aug 7$6.650.504.5%8.69%13.18%9339
$85.00Aug 21$6.650.4411.0%8.69%19.71%291.4K
$77.00Jul 31$5.800.540.6%7.58%8.15%157
$82.00Aug 7$5.600.477.1%7.31%14.42%25
$83.00Aug 7$5.600.468.4%7.31%15.73%16
$85.00Aug 14$5.550.4211.0%7.25%18.27%225
$79.00Jul 31$5.450.493.2%7.12%10.31%37

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 10,423
Total Puts 6,769
Put/Call Ratio 0.65
Net Difference 3,654

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 258,903
Total Puts 136,340
Average Put/Call Ratio 0.67
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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