Tour v325
MRNA
MODERNA INC
$67.01 -1.85%
$66.70 (-0.46%)🌙
as of 07/13 06:03 PM
7/13 18:03

Option Volume

Detail
Current (07/13) 32,585
Calls: 18,776 (58%)
Puts: 13,809 (42%)
Prior (07/10) 122,084
Calls: 97,225 (80%)
Puts: 24,859 (20%)
Current vs Prior -73.31%
Calls: -80.69% (Calls)
Puts: -44.45% (Puts)
Prior 7-Day Total 444,146
Calls: 311,739 (70%)
Puts: 132,407 (30%)
Prior 7-Day Average 63,449
Calls: 44,534 (70%)
Puts: 18,915 (30%)
Current vs Prior 7-Day Avg -48.64%
Calls: -57.84%
Puts: -27.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $14.96M
Calls: $8.80M (59%)
Puts: $6.16M (41%)
Prior (07/10) $27.61M
Calls: $18.29M (66%)
Puts: $9.32M (34%)
Current vs Prior -45.81%
Calls: -51.87%
Puts: -33.92%
Prior 7-Day Total $271.33M
Calls: $206.81M (76%)
Puts: $64.51M (24%)
Prior 7-Day Average $38.76M
Calls: $29.54M (76%)
Puts: $9.22M (24%)
Current vs Prior 7-Day Avg -61.40%
Calls: -70.21%
Puts: -33.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.74
Prior (07/10) 0.26
Current vs Prior +187.64%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg +20.78%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/13) 592,699
Calls: 286,986 (48%)
Puts: 305,713 (52%)
Prior (07/10) 601,756
Calls: 295,548 (49%)
Puts: 306,208 (51%)
Current vs Prior -1.51%
Prior 7-Day Total 4,110,359
Calls: 2,094,178 (51%)
Puts: 2,016,181 (49%)
Prior 7-Day Average 587,194
Calls: 299,168 (51%)
Puts: 288,025 (49%)
Current vs Prior 7-Day Avg +0.94%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 8.36% | 12.31%8.36% | 23.92%
Prior 9.35% | 12.96%9.35% | 25.41%
Current vs Prior -10.58% | -5.03%-10.57% | -5.87%
Prior 7-Day Avg 7.58% | 12.49%11.72% | 26.99%
Current vs 7-Day Avg +10.18% | -1.45%-28.67% | -11.37%
Prior 7-Day Eod 9.35% | 12.96%9.35% | 25.41%
Current vs 7-Day Eod -10.58% | -5.03%-10.57% | -5.87%
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

Below-average activity with volume down 73% vs prior. P/C ratio rising 188% - increased hedging/bearish positioning.

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 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 27 of results (avg 7.5%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 218.959.35$9.154.4%510.601.9K
$70.00Jul 171.251.32$1.295.4%2.8K0.3313.7K
$67.00Aug 76.657.20$6.937.9%160.55235
$67.00Jul 172.402.60$2.508.0%720.5250
$65.00Jul 244.755.15$4.958.1%890.62436
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 219.609.90$9.753.1%5180.49732
$65.00Aug 216.757.00$6.883.6%1.0K0.404.8K
$75.00Aug 2112.8513.50$13.184.9%100.58251
$65.00Jul 171.501.59$1.555.8%2.2K0.352.0K
$68.00Aug 77.057.50$7.286.2%30.4766

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.65, cheapest $0.42)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 170.390.45$0.4214.3%1.3K0.1316.4K
$72.00Jul 170.790.94$0.8717.2%5060.246.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Jul 170.600.73$0.6719.4%1290.19339

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 110 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Jul 1711.9514.25$13.1017.6%60.9918
$57.00Jul 178.9511.35$10.1523.6%50.9758
$54.00Jul 2412.6014.55$13.5814.4%200.9624
$58.00Jul 177.9510.40$9.1826.7%--0.9433
$55.00Jul 1711.4013.20$12.3014.6%90.941.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 1711.9514.40$13.1818.6%60.92176
$79.00Jul 1711.0013.40$12.2019.7%50.92109
$78.00Jul 1710.0512.50$11.2821.7%50.9113
$77.00Jul 179.1011.45$10.2722.9%140.9098
$76.00Jul 178.1510.55$9.3525.7%10.8835

Most actively traded options today. High liquidity = easy entry/exit. 194 active (total vol 19.8K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 171.251.32$1.295.4%2.8K0.3313.7K
$75.00Jul 170.390.45$0.4214.3%1.3K0.1316.4K
$70.00Aug 216.607.45$7.0312.1%1.0K0.512.1K
$80.00Aug 213.754.30$4.0313.6%6870.342.5K
$72.00Jul 170.790.94$0.8717.2%5060.246.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 171.501.59$1.555.8%2.2K0.352.0K
$55.00Aug 212.702.90$2.807.1%1.1K0.219.3K
$65.00Aug 216.757.00$6.883.6%1.0K0.404.8K
$70.00Aug 219.609.90$9.753.1%5180.49732
$60.00Aug 214.355.00$4.6813.9%3950.302.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 14.9%, max 39.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 17Aug 21128.5%92.4%39.1%262.8K
$56.00Jul 17Jul 31119.1%98.4%21.1%1126
$80.00Jul 17Aug 21101.9%95.4%6.8%8315.5K
$79.00Jul 17Aug 1498.1%95.4%2.9%2682
$78.00Jul 17Aug 14101.1%99.3%1.9%98507
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 17Aug 21128.5%92.4%39.1%1.2K16.5K
$56.00Jul 17Jul 31119.1%98.4%21.1%1677
$78.00Jul 17Jul 24101.1%85.8%17.9%614
$76.00Jul 17Jul 2494.9%85.5%11.0%237
$77.00Jul 17Jul 2493.7%85.4%9.8%14123

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 9.00, avg 2.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$74.00$75.00Jul 17$0.10$0.90$0.109.00$74.10
$76.00$77.00Jul 17$0.10$0.90$0.109.00$76.10
$74.00$75.00Jul 24$0.11$0.89$0.118.09$74.11
$67.00$68.00Aug 7$0.11$0.89$0.118.09$67.11
$77.00$78.00Jul 24$0.14$0.86$0.146.14$77.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$58.00Jul 17$0.10$0.90$0.109.00$58.90
$60.00$59.00Jul 17$0.11$0.89$0.118.09$59.89
$61.00$60.00Jul 17$0.11$0.89$0.118.09$60.89
$63.00$62.00Jul 24$0.12$0.88$0.127.33$62.88
$55.00$54.00Jul 24$0.15$0.85$0.155.67$54.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 161 found (best R:R 6.69, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$59.00Jul 17$0.83$0.83$0.174.88$58.83
$60.00$61.00Jul 17$0.83$0.83$0.174.88$60.83
$57.00$58.00Jul 24$0.83$0.83$0.174.88$57.83
$59.00$60.00Jul 17$0.82$0.82$0.184.56$59.82
$54.00$55.00Jul 17$0.80$0.80$0.204.00$54.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$71.00Jul 17$0.87$0.87$0.136.69$71.13
$80.00$75.00Aug 21$4.27$4.27$0.735.85$75.73
$75.00$74.00Jul 17$0.85$0.85$0.155.67$74.15
$77.00$76.00Jul 24$0.85$0.85$0.155.67$76.15
$71.00$70.00Jul 31$0.85$0.85$0.155.67$70.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $0.90, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Jul 24$0.15128.5%85.0%
$56.00Jul 17Jul 24$0.33119.1%79.4%
$57.00Jul 17Jul 24$0.4386.0%86.4%
$54.00Jul 17Jul 24$0.4893.1%80.4%
$59.00Jul 17Jul 24$0.5092.3%87.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Jul 24$0.10128.5%85.0%
$56.00Jul 17Jul 24$0.10119.1%79.4%
$54.00Jul 17Jul 24$0.1793.1%80.4%
$80.00Jul 17Jul 24$0.30101.9%89.2%
$73.00Jul 17Jul 24$0.4893.3%81.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 7.39% of stock, avg 17.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 17$2.50$2.45$4.95$62.05$71.957.39%
$66.00Jul 17$3.11$2.01$5.12$60.88$71.127.64%
$68.00Jul 17$2.06$3.10$5.16$62.84$73.167.70%
$65.00Jul 17$3.63$1.55$5.18$59.82$70.187.73%
$69.00Jul 17$1.65$3.68$5.33$63.67$74.337.95%
$64.00Jul 17$4.30$1.23$5.53$58.47$69.538.25%
$63.50Jul 17$4.58$1.02$5.60$57.90$69.108.36%
$70.00Jul 17$1.29$4.35$5.64$64.36$75.648.42%
$63.00Jul 17$4.93$0.91$5.84$57.16$68.848.72%
$71.00Jul 17$1.06$4.93$5.99$65.01$76.998.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 133 found (cheapest 2.82% of stock, avg 12.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.00$63.50Jul 17$0.87$1.02$1.89$61.61$73.89
$71.00$63.50Jul 17$1.06$1.02$2.08$61.42$73.08
$72.00$64.00Jul 17$0.87$1.23$2.10$61.90$74.10
$71.00$64.00Jul 17$1.06$1.23$2.29$61.71$73.29
$70.00$63.50Jul 17$1.29$1.02$2.31$61.19$72.31
$72.00$65.00Jul 17$0.87$1.55$2.42$62.58$74.42
$70.00$64.00Jul 17$1.29$1.23$2.52$61.48$72.52
$71.00$65.00Jul 17$1.06$1.55$2.61$62.39$73.61
$69.00$63.50Jul 17$1.65$1.02$2.67$60.83$71.67
$70.00$65.00Jul 17$1.29$1.55$2.84$62.16$72.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 99 found (best R:R 15.67, avg credit $1.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/6769/70Aug 14$1.88$0.1215.67$65.12$70.88
70/7375/78Aug 14$2.81$0.1914.79$70.19$77.81
62/6466/67Aug 14$1.86$0.1413.29$62.14$67.86
65/6778/79Aug 14$1.85$0.1512.33$65.15$79.85
70/7378/79Aug 14$2.75$0.2511.00$70.25$80.75
68/7071/72Aug 7$1.82$0.1810.11$68.18$72.82
56/5762/63Jul 24$0.90$0.109.00$56.10$62.90
57/5859/60Jul 24$0.90$0.109.00$57.10$59.90
61/6268/69Aug 7$0.89$0.118.09$61.11$68.89
58/5967/68Aug 7$0.88$0.127.33$58.12$67.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$60.00$65.00Aug 21$0.10$4.9049.00
$70.00$75.00$80.00Aug 21$0.16$4.8430.25
$68.00$69.00$70.00Jul 17$0.05$0.9519.00
$78.00$79.00$80.00Jul 17$0.06$0.9415.67
$54.00$55.00$56.00Jul 24$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 17$0.05$0.9519.00
$78.00$79.00$80.00Jul 17$0.06$0.9415.67
$55.00$60.00$65.00Aug 21$0.32$4.6814.62
$63.00$64.00$65.00Jul 24$0.07$0.9313.29
$67.00$68.00$69.00Jul 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.90, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$2.61$2.39
$70.00$75.001:2Aug 14-$2.93$2.07
$70.00$75.001:2Aug 21-$3.87$1.13
$78.00$79.001:2Jul 17-$0.09$0.91
$79.00$80.001:2Jul 17-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Aug 14-$0.90$4.10
$60.00$55.001:2Aug 21-$0.92$4.08
$65.00$60.001:2Aug 21-$2.48$2.52
$58.00$55.001:2Aug 7-$1.03$1.97
$58.00$57.001:2Jul 17$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 9.85%, avg 4.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 21$6.600.514.5%9.85%14.31%1.0K2.1K
$68.00Aug 14$6.350.541.5%9.48%10.95%27
$69.00Aug 14$5.950.523.0%8.88%11.85%5--
$70.00Aug 14$5.950.494.5%8.88%13.34%422
$68.00Aug 7$5.800.531.5%8.66%10.13%3150
$69.00Aug 7$5.400.513.0%8.06%11.03%6686
$70.00Aug 7$5.400.494.5%8.06%12.52%265219
$75.00Aug 21$4.800.4211.9%7.16%19.09%201.7K
$71.00Aug 7$4.700.476.0%7.01%12.97%165
$72.00Aug 7$4.650.457.5%6.94%14.39%--55

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 18,776
Total Puts 13,809
Put/Call Ratio 0.74
Net Difference 4,967

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 311,739
Total Puts 132,407
Average Put/Call Ratio 0.61
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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