Tour v334
MRNA
MODERNA INC
$67.44 +0.64%
$67.34 (-0.14%)🌙
as of 07/14 06:08 PM
7/14 18:08

Option Volume

Detail
Current (07/14) 17,436
Calls: 8,291 (48%)
Puts: 9,145 (52%)
Prior (07/13) 32,585
Calls: 18,776 (58%)
Puts: 13,809 (42%)
Current vs Prior -46.49%
Calls: -55.84% (Calls)
Puts: -33.78% (Puts)
Prior 7-Day Total 428,793
Calls: 294,045 (69%)
Puts: 134,748 (31%)
Prior 7-Day Average 61,256
Calls: 42,006 (69%)
Puts: 19,249 (31%)
Current vs Prior 7-Day Avg -71.54%
Calls: -80.26%
Puts: -52.49%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $7.19M
Calls: $3.79M (53%)
Puts: $3.39M (47%)
Prior (07/13) $14.96M
Calls: $8.80M (59%)
Puts: $6.16M (41%)
Current vs Prior -51.97%
Calls: -56.90%
Puts: -44.92%
Prior 7-Day Total $266.76M
Calls: $201.46M (76%)
Puts: $65.31M (24%)
Prior 7-Day Average $38.11M
Calls: $28.78M (76%)
Puts: $9.33M (24%)
Current vs Prior 7-Day Avg -81.14%
Calls: -86.82%
Puts: -63.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 1.10
Prior (07/13) 0.74
Current vs Prior +49.97%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +64.85%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 606,660
Calls: 292,496 (48%)
Puts: 314,164 (52%)
Prior (07/13) 592,699
Calls: 286,986 (48%)
Puts: 305,713 (52%)
Current vs Prior +2.36%
Prior 7-Day Total 4,125,436
Calls: 2,076,861 (50%)
Puts: 2,048,575 (50%)
Prior 7-Day Average 589,348
Calls: 296,694 (50%)
Puts: 292,653 (50%)
Current vs Prior 7-Day Avg +2.94%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.85% | 11.64%6.85% | 23.62%
Prior 8.36% | 12.31%8.36% | 23.92%
Current vs Prior -18.03% | -5.46%-18.03% | -1.26%
Prior 7-Day Avg 8.19% | 12.75%11.16% | 26.48%
Current vs 7-Day Avg -16.31% | -8.74%-38.59% | -10.80%
Prior 7-Day Eod 8.36% | 12.31%8.36% | 23.92%
Current vs 7-Day Eod -18.03% | -5.46%-18.03% | -1.26%
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

Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 46% vs prior. Slightly bearish P/C ratio of 1.10. P/C ratio rising 50% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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 5 of results (avg 6.8%, best 3.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 216.657.15$6.907.2%1080.522.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 219.059.40$9.233.8%170.491.2K
$65.00Aug 216.306.60$6.454.7%9320.395.8K
$75.00Aug 1411.4012.50$11.959.2%--0.5919
$68.00Aug 76.607.25$6.939.4%200.4666

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. 104 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 1711.7014.40$13.0520.7%140.981.6K
$56.00Jul 179.5512.70$11.1328.3%--0.9810
$57.00Jul 179.1512.45$10.8030.6%--0.9762
$58.00Jul 178.7510.55$9.6518.7%--0.9733
$54.00Jul 1712.0514.65$13.3519.5%10.9520
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Jul 179.7513.60$11.6833.0%--1.00109
$80.00Jul 1710.7514.00$12.3826.3%20.93176
$78.00Jul 179.0012.10$10.5529.4%10.9310
$76.00Jul 177.5510.00$8.7827.9%20.9134
$77.00Jul 177.7511.10$9.4335.5%20.9184

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 10.9K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 170.951.20$1.0823.1%1.4K0.3314.1K
$70.00Aug 75.406.65$6.0320.7%6610.49245
$75.00Jul 170.200.36$0.2857.1%5120.1117.2K
$72.00Jul 170.450.76$0.6150.8%4690.216.3K
$67.00Jul 314.407.05$5.7346.2%3030.54144
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 216.306.60$6.454.7%9320.395.8K
$60.00Jul 240.711.23$0.9753.6%6350.18263
$60.00Aug 72.953.80$3.3825.1%6220.28235
$57.00Jul 240.080.73$0.41158.5%5950.09235
$60.00Jul 170.080.25$0.17100.0%3200.071.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 21.4%, max 47.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 17Jul 31153.0%103.8%47.5%134
$57.00Jul 17Jul 2499.1%80.8%22.5%17112
$55.00Jul 17Aug 21111.4%91.7%21.5%282.8K
$80.00Jul 17Aug 28106.1%93.3%13.8%853.0K
$77.00Jul 17Aug 28104.1%97.0%7.3%1616.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 17Jul 31153.0%103.8%47.5%--65
$55.00Jul 17Aug 28111.4%89.1%25.0%397.4K
$77.00Jul 17Jul 24104.1%83.6%24.6%2109
$80.00Jul 17Aug 21106.1%94.4%12.4%7399
$56.00Jul 17Jul 31102.9%96.6%6.5%1785

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 7.33, avg 2.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$78.00Jul 17$0.12$0.88$0.127.33$77.12
$64.00$65.00Jul 31$0.12$0.88$0.127.33$64.12
$70.00$71.00Aug 7$0.13$0.87$0.136.69$70.13
$75.00$79.00Aug 14$0.60$3.40$0.605.67$75.60
$72.00$74.00Aug 28$0.37$1.63$0.374.41$72.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$61.00Jul 17$0.12$0.88$0.127.33$61.88
$63.00$62.00Jul 17$0.12$0.88$0.127.33$62.88
$62.00$61.00Jul 31$0.12$0.88$0.127.33$61.88
$64.00$63.00Jul 24$0.15$0.85$0.155.67$63.85
$58.00$57.00Jul 31$0.16$0.84$0.165.25$57.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 22.08, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$59.00Jul 31$0.88$0.88$0.127.33$58.88
$56.00$57.00Jul 24$0.85$0.85$0.155.67$56.85
$57.00$58.00Jul 24$0.85$0.85$0.155.67$57.85
$55.00$56.00Jul 31$0.85$0.85$0.155.67$55.85
$64.00$65.00Jul 17$0.82$0.82$0.184.56$64.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$77.00Jul 24$2.87$2.87$0.1322.08$77.13
$69.00$68.00Jul 24$0.88$0.88$0.127.33$68.12
$73.00$71.00Aug 7$1.73$1.73$0.276.41$71.27
$66.00$65.00Jul 31$0.83$0.83$0.174.88$65.17
$77.00$75.00Jul 24$1.65$1.65$0.354.71$75.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $1.12, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 17Jul 24$0.2099.1%80.8%
$54.00Jul 17Jul 24$0.40153.0%136.1%
$58.00Jul 17Jul 24$0.5095.1%78.5%
$80.00Jul 17Jul 24$0.50106.1%86.9%
$78.00Jul 17Jul 24$0.5895.8%81.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Jul 24$0.33111.4%91.7%
$57.00Jul 17Jul 24$0.3599.1%80.8%
$56.00Jul 17Jul 24$0.41102.9%90.2%
$58.00Jul 17Jul 24$0.4195.1%78.5%
$61.00Jul 17Jul 24$0.7387.0%76.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 97 found (cheapest 5.93% of stock, avg 16.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 17$2.24$1.76$4.00$63.00$71.005.93%
$68.00Jul 17$1.73$2.38$4.11$63.89$72.116.09%
$69.00Jul 17$1.42$2.97$4.39$64.61$73.396.51%
$66.00Jul 17$2.96$1.53$4.49$61.51$70.496.66%
$65.00Jul 17$3.43$1.13$4.56$60.44$69.566.76%
$70.00Jul 17$1.08$3.74$4.82$65.18$74.827.15%
$64.00Jul 17$4.25$0.76$5.01$58.99$69.017.43%
$63.50Jul 17$4.50$0.70$5.20$58.30$68.707.71%
$71.00Jul 17$0.84$4.53$5.37$65.63$76.377.96%
$63.00Jul 17$5.23$0.47$5.70$57.30$68.708.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 1.94% of stock, avg 12.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.00$63.50Jul 17$0.61$0.70$1.31$62.19$73.31
$72.00$64.00Jul 17$0.61$0.76$1.37$62.63$73.37
$71.00$63.50Jul 17$0.84$0.70$1.54$61.96$72.54
$71.00$64.00Jul 17$0.84$0.76$1.60$62.40$72.60
$72.00$65.00Jul 17$0.61$1.13$1.74$63.26$73.74
$70.00$63.50Jul 17$1.08$0.70$1.78$61.72$71.78
$70.00$64.00Jul 17$1.08$0.76$1.84$62.16$71.84
$71.00$65.00Jul 17$0.84$1.13$1.97$63.03$72.97
$69.00$63.50Jul 17$1.42$0.70$2.12$61.38$71.12
$72.00$66.00Jul 17$0.61$1.53$2.14$63.86$74.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 109 found (best R:R 12.04, avg credit $1.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/6667/70Aug 14$2.77$0.2312.04$63.23$69.77
64/6675/77Aug 28$1.83$0.1710.76$64.17$76.83
55/5771/72Aug 7$1.81$0.199.53$55.19$72.81
61/6269/70Aug 7$0.90$0.109.00$61.10$69.90
73/7479/80Aug 14$0.90$0.109.00$73.10$79.90
55/6065/70Aug 21$4.47$0.538.43$55.53$69.47
56/5761/62Jul 31$0.89$0.118.09$56.11$61.89
66/6769/70Aug 7$0.87$0.136.69$66.13$69.87
57/5859/60Jul 31$0.86$0.146.14$57.14$59.86
57/5860/61Jul 31$0.86$0.146.14$57.14$60.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 37.46, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$75.00$80.00Aug 21$0.14$4.8634.71
$78.00$79.00$80.00Jul 17$0.06$0.9415.67
$78.00$79.00$80.00Jul 31$0.06$0.9415.67
$61.00$62.00$63.00Jul 31$0.07$0.9313.29
$75.00$76.00$77.00Jul 17$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$60.00$65.00Aug 21$0.13$4.8737.46
$60.00$61.00$62.00Jul 17$0.06$0.9415.67
$63.00$64.00$65.00Jul 31$0.11$0.898.09
$55.00$60.00$65.00Aug 14$0.60$4.407.33
$54.00$55.00$56.00Jul 17$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. 43 found (best net $-0.65, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$2.77$2.23
$70.00$75.001:2Aug 14-$3.42$1.58
$70.00$75.001:2Aug 21-$3.96$1.04
$77.00$78.001:2Jul 17$0.00$1.00
$79.00$80.001:2Jul 17-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Aug 21-$0.65$4.35
$60.00$55.001:2Aug 14-$0.74$4.26
$65.00$60.001:2Aug 14-$1.52$3.48
$65.00$60.001:2Aug 21-$2.41$2.59
$70.00$65.001:2Aug 21-$3.67$1.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 10.45%, avg 4.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 28$7.050.523.8%10.45%14.25%--53
$70.00Aug 21$6.650.523.8%9.86%13.66%1082.7K
$72.00Aug 28$6.300.486.8%9.34%16.10%18--
$68.00Aug 7$5.750.530.8%8.53%9.36%2150
$70.00Aug 14$5.750.493.8%8.53%12.32%225
$74.00Aug 28$5.450.459.7%8.08%17.81%22--
$69.00Aug 7$5.400.512.3%8.01%10.32%2686
$70.00Aug 7$5.400.493.8%8.01%11.80%661245
$75.00Aug 28$5.050.4311.2%7.49%18.70%20--
$71.00Aug 7$4.700.475.3%6.97%12.25%--20

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 8,291
Total Puts 9,145
Put/Call Ratio 1.10
Net Difference -854

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 294,045
Total Puts 134,748
Average Put/Call Ratio 0.67
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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