Tour v309
MRNA
MODERNA INC
$68.27 -10.83%
$68.38 (+0.16%)🌙
as of 07/10 06:03 PM
7/10 18:03

Option Volume

Detail
Current (07/10) 122,084
Calls: 97,225 (80%)
Puts: 24,859 (20%)
Prior (07/09) 17,192
Calls: 10,423 (61%)
Puts: 6,769 (39%)
Current vs Prior +610.12%
Calls: +832.79% (Calls)
Puts: +267.25% (Puts)
Prior 7-Day Total 374,994
Calls: 247,263 (66%)
Puts: 127,731 (34%)
Prior 7-Day Average 53,570
Calls: 35,323 (66%)
Puts: 18,247 (34%)
Current vs Prior 7-Day Avg +127.89%
Calls: +175.24%
Puts: +36.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $27.61M
Calls: $18.29M (66%)
Puts: $9.32M (34%)
Prior (07/09) $10.74M
Calls: $8.17M (76%)
Puts: $2.57M (24%)
Current vs Prior +157.04%
Calls: +123.89%
Puts: +262.30%
Prior 7-Day Total $266.44M
Calls: $201.98M (76%)
Puts: $64.46M (24%)
Prior 7-Day Average $38.06M
Calls: $28.85M (76%)
Puts: $9.21M (24%)
Current vs Prior 7-Day Avg -27.47%
Calls: -36.63%
Puts: +1.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.26
Prior (07/09) 0.65
Current vs Prior -60.63%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -61.29%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 601,756
Calls: 295,548 (49%)
Puts: 306,208 (51%)
Prior (07/09) 596,314
Calls: 292,142 (49%)
Puts: 304,172 (51%)
Current vs Prior +0.91%
Prior 7-Day Total 4,059,590
Calls: 2,087,806 (51%)
Puts: 1,971,784 (49%)
Prior 7-Day Average 579,941
Calls: 298,258 (51%)
Puts: 281,683 (49%)
Current vs Prior 7-Day Avg +3.76%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.17% | 9.35%9.35% | 25.41%
Prior 4.73% | 10.34%10.34% | 26.53%
Current vs Prior +97.64% | +25.31%-9.66% | -4.20%
Prior 7-Day Avg 7.24% | 12.27%12.31% | 27.39%
Current vs 7-Day Avg +29.05% | +5.68%-24.08% | -7.20%
Prior 7-Day Eod 4.73% | 10.34%-- | --
Current vs 7-Day Eod +97.64% | +25.31%-- | --
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 66% call dollar volume ($18.29M). Massive premium surge with dollar volume up 157% vs prior. Unusually high activity with volume up 610% vs prior - elevated interest. Volume explosion - 128% above 7-day average (122,084 vs avg 53,570).

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 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 19 of results (avg 7.6%, best 3.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 173.003.10$3.053.3%1770.5375
$65.00Aug 219.7010.50$10.107.9%540.621.9K
$60.00Aug 2112.4513.60$13.028.8%700.711.0K
$75.00Aug 215.856.45$6.159.8%920.441.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 216.456.65$6.553.1%9180.384.0K
$75.00Jul 319.9510.55$10.255.9%60.6216
$70.00Aug 219.209.80$9.506.3%600.47712
$70.00Jul 316.707.15$6.936.5%320.50274
$66.00Jul 314.705.05$4.887.2%30.397

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.83, cheapest $0.70)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Jul 170.630.76$0.7018.6%6.4K0.17148
$75.00Jul 170.891.02$0.9613.5%12.3K0.224.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 136 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 1012.1514.55$13.3518.0%51.00439
$56.00Jul 1010.8513.30$12.0820.3%11.00130
$57.00Jul 109.8512.55$11.2024.1%221.00206
$58.00Jul 109.0511.35$10.2022.5%41.0026
$59.00Jul 107.8510.55$9.2029.3%21.00235
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 101.302.39$1.8558.9%1.2K1.00668
$71.00Jul 101.654.20$2.9387.0%3591.00678
$72.00Jul 102.984.70$3.8444.8%4551.00615
$73.00Jul 103.755.80$4.7842.9%1271.00699
$74.00Jul 104.606.95$5.7840.7%1021.00226

Most actively traded options today. High liquidity = easy entry/exit. 264 active (total vol 96.5K, top 13.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 172.032.26$2.1410.7%13.7K0.437.1K
$75.00Jul 170.891.02$0.9613.5%12.3K0.224.7K
$80.00Jul 100.000.01$0.01100.0%6.4K0.006.4K
$77.00Jul 170.630.76$0.7018.6%6.4K0.17148
$72.00Jul 171.391.85$1.6228.4%6.3K0.3461
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 100.000.03$0.02150.0%1.5K0.05341
$65.00Jul 171.301.55$1.4317.5%1.3K0.301.1K
$70.00Jul 101.302.39$1.8558.9%1.2K1.00668
$68.00Jul 100.060.22$0.14114.3%1.0K0.32129
$65.00Aug 216.456.65$6.553.1%9180.384.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 477.4%, max 1070.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 10Aug 211058.9%90.5%1070.3%151.6K
$57.00Jul 10Jul 24899.3%80.2%1021.6%55227
$56.00Jul 10Jul 31978.6%88.5%1006.1%5241
$79.00Jul 10Aug 14881.4%105.1%738.4%3.0K3.2K
$80.00Jul 10Aug 21780.9%96.4%709.9%8.0K8.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 10Aug 211058.9%90.5%1070.3%3169.7K
$56.00Jul 10Jul 31978.6%88.5%1006.1%3508
$57.00Jul 10Jul 31899.3%93.2%865.1%3401
$79.00Jul 10Jul 31881.4%94.4%834.1%8371
$78.00Jul 10Jul 17814.7%88.4%821.1%9168

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 9.00, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$74.00Jul 24$0.13$0.87$0.136.69$73.13
$80.00$81.00Jul 17$0.14$0.86$0.146.14$80.14
$73.00$74.00Jul 17$0.17$0.83$0.174.88$73.17
$76.00$77.00Jul 17$0.17$0.83$0.174.88$76.17
$74.00$75.00Jul 17$0.19$0.81$0.194.26$74.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$55.00Jul 17$0.10$0.90$0.109.00$55.90
$68.00$67.00Jul 10$0.12$0.88$0.127.33$67.88
$61.00$60.00Jul 17$0.13$0.87$0.136.69$60.87
$62.00$61.00Jul 17$0.18$0.82$0.184.56$61.82
$63.00$62.00Jul 17$0.18$0.82$0.184.56$62.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 7.33, avg 1.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$56.00$57.00Jul 10$0.88$0.88$0.127.33$56.88
$65.00$66.00Jul 10$0.88$0.88$0.127.33$65.88
$57.00$58.00Jul 24$0.88$0.88$0.127.33$57.88
$59.00$60.00Jul 24$0.88$0.88$0.127.33$59.88
$60.00$61.00Jul 10$0.87$0.87$0.136.69$60.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.00$68.00Jul 10$0.88$0.88$0.127.33$68.12
$79.00$77.00Jul 24$1.75$1.75$0.257.00$77.25
$78.00$77.00Jul 17$0.87$0.87$0.136.69$77.13
$78.00$77.00Jul 10$0.85$0.85$0.155.67$77.15
$80.00$79.00Jul 17$0.85$0.85$0.155.67$79.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $0.97, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 10Jul 17$0.10899.3%80.8%
$56.00Jul 10Jul 17$0.17978.6%93.5%
$58.00Jul 10Jul 17$0.20820.8%79.6%
$59.00Jul 10Jul 17$0.25743.1%79.3%
$81.00Jul 10Jul 17$0.28835.4%86.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 10Jul 17$0.111058.9%89.2%
$57.00Jul 10Jul 17$0.15899.3%80.8%
$76.00Jul 10Jul 17$0.15551.2%87.0%
$58.00Jul 10Jul 17$0.20820.8%79.6%
$56.00Jul 10Jul 17$0.21978.6%93.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 130 found (cheapest 0.88% of stock, avg 16.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$68.00Jul 10$0.46$0.14$0.60$67.40$68.600.88%
$69.00Jul 10$0.07$1.02$1.09$67.91$70.091.60%
$67.00Jul 10$1.31$0.02$1.33$65.67$68.331.95%
$70.00Jul 10$0.01$1.85$1.86$68.14$71.862.72%
$66.00Jul 10$2.34$0.01$2.35$63.65$68.353.44%
$71.00Jul 10$0.01$2.93$2.94$68.06$73.944.31%
$65.00Jul 10$3.22$0.01$3.23$61.77$68.234.73%
$72.00Jul 10$0.01$3.84$3.85$68.15$75.855.64%
$64.00Jul 10$4.33$0.01$4.34$59.66$68.346.36%
$63.50Jul 10$4.58$0.01$4.59$58.91$68.096.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 133 found (cheapest 0.31% of stock, avg 13.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$69.00$68.00Jul 10$0.07$0.14$0.21$67.79$69.21
$73.00$64.00Jul 17$1.32$1.16$2.48$61.52$75.48
$73.00$65.00Jul 17$1.32$1.43$2.75$62.25$75.75
$72.00$64.00Jul 17$1.62$1.16$2.78$61.22$74.78
$71.00$64.00Jul 17$1.84$1.16$3.00$61.00$74.00
$72.00$65.00Jul 17$1.62$1.43$3.05$61.95$75.05
$73.00$66.00Jul 17$1.32$1.88$3.20$62.80$76.20
$71.00$65.00Jul 17$1.84$1.43$3.27$61.73$74.27
$70.00$64.00Jul 17$2.14$1.16$3.30$60.70$73.30
$72.00$66.00Jul 17$1.62$1.88$3.50$62.50$75.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 71 found (best R:R 17.18, avg credit $1.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
71/7375/76Aug 14$1.89$0.1117.18$71.11$76.89
56/5763/64Jul 31$0.88$0.127.33$56.12$63.88
60/6276/77Aug 14$1.75$0.257.00$60.25$77.75
74/7576/77Aug 14$0.87$0.136.69$74.13$76.87
65/7075/80Aug 21$4.32$0.686.35$65.68$79.32
59/6065/66Jul 24$0.86$0.146.14$59.14$65.86
59/6061/62Jul 24$0.85$0.155.67$59.15$61.85
56/5761/62Jul 31$0.85$0.155.67$56.15$61.85
59/6063/64Jul 31$0.85$0.155.67$59.15$63.85
60/6169/70Aug 7$0.85$0.155.67$60.15$69.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 17.52, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$69.00$70.00$71.00Jul 10$0.06$0.9415.67
$70.00$75.00$80.00Aug 21$0.33$4.6714.15
$70.00$71.00$72.00Jul 17$0.08$0.9211.50
$76.00$77.00$78.00Jul 17$0.08$0.9211.50
$55.00$60.00$65.00Aug 21$0.44$4.5610.36
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$75.00$80.00Aug 21$0.27$4.7317.52
$55.00$60.00$65.00Aug 21$0.29$4.7116.24
$72.00$73.00$74.00Jul 10$0.06$0.9415.67
$62.00$63.00$64.00Jul 31$0.06$0.9415.67
$69.00$70.00$71.00Jul 17$0.08$0.9211.50

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 $-0.89, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$3.41$1.59
$75.00$76.001:2Jul 10$0.00$1.00
$78.00$79.001:2Jul 17-$0.09$0.91
$80.00$81.001:2Jul 17-$0.15$0.85
$66.00$67.001:2Jul 10-$0.28$0.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Aug 14-$0.89$4.11
$60.00$55.001:2Aug 21-$0.89$4.11
$65.00$60.001:2Aug 21-$2.39$2.61
$70.00$65.001:2Aug 14-$3.05$1.95
$58.00$55.001:2Aug 7-$1.13$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 10.55%, avg 4.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 21$7.200.532.5%10.55%13.08%1.2K1.2K
$71.00Aug 14$6.150.504.0%9.01%13.01%1--
$75.00Aug 21$5.850.449.9%8.57%18.43%921.7K
$71.00Aug 7$5.750.504.0%8.42%12.42%23
$70.00Aug 14$5.650.512.5%8.28%10.81%720
$69.00Aug 7$5.400.531.1%7.91%8.98%5685
$70.00Aug 7$5.050.512.5%7.40%9.93%11215
$74.00Aug 14$4.900.458.4%7.18%15.57%94
$75.00Aug 14$4.900.449.9%7.18%17.04%10199
$74.00Aug 7$4.650.458.4%6.81%15.20%1110

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 97,225
Total Puts 24,859
Put/Call Ratio 0.26
Net Difference 72,366

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 247,263
Total Puts 127,731
Average Put/Call Ratio 0.66
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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