Tour v344
MRNA
MODERNA INC
$63.15 -7.51%
$63.12 (-0.05%)🌙
as of 07/16 06:03 PM
7/16 18:03

Option Volume

Detail
Current (07/16) 80,142
Calls: 69,151 (86%)
Puts: 10,991 (14%)
Prior (07/15) 15,146
Calls: 9,554 (63%)
Puts: 5,592 (37%)
Current vs Prior +429.13%
Calls: +623.79% (Calls)
Puts: +96.55% (Puts)
Prior 7-Day Total 282,815
Calls: 184,527 (65%)
Puts: 98,288 (35%)
Prior 7-Day Average 40,402
Calls: 26,361 (65%)
Puts: 14,041 (35%)
Current vs Prior 7-Day Avg +98.36%
Calls: +162.32%
Puts: -21.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $19.25M
Calls: $11.10M (58%)
Puts: $8.15M (42%)
Prior (07/15) $6.43M
Calls: $4.65M (72%)
Puts: $1.78M (28%)
Current vs Prior +199.39%
Calls: +138.89%
Puts: +357.06%
Prior 7-Day Total $138.67M
Calls: $97.04M (70%)
Puts: $41.63M (30%)
Prior 7-Day Average $19.81M
Calls: $13.86M (70%)
Puts: $5.95M (30%)
Current vs Prior 7-Day Avg -2.82%
Calls: -19.91%
Puts: +37.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.16
Prior (07/15) 0.59
Current vs Prior -72.84%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -78.25%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 620,252
Calls: 296,230 (48%)
Puts: 324,022 (52%)
Prior (07/15) 328,273
Calls: 180,012 (55%)
Puts: 148,261 (45%)
Current vs Prior +88.94%
Prior 7-Day Total 3,898,826
Calls: 1,942,922 (50%)
Puts: 1,955,904 (50%)
Prior 7-Day Average 556,975
Calls: 277,560 (50%)
Puts: 279,414 (50%)
Current vs Prior 7-Day Avg +11.36%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.37% | 9.49%4.37% | 22.38%
Prior 6.50% | 10.59%6.50% | 23.58%
Current vs Prior -32.79% | -10.42%-32.79% | -5.11%
Prior 7-Day Avg 7.20% | 11.83%9.48% | 25.47%
Current vs 7-Day Avg -39.26% | -19.81%-53.89% | -12.15%
Prior 7-Day Eod 6.50% | 10.59%6.50% | 23.58%
Current vs 7-Day Eod -32.79% | -10.42%-32.79% | -5.11%
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

Massive premium surge with dollar volume up 199% vs prior. Unusually high activity with volume up 429% vs prior - elevated interest. Volume explosion - 98% above 7-day average (80,142 vs avg 40,402). Extreme bullish P/C ratio of 0.16 - heavy call buying (69,151 calls vs 10,991 puts).

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 13 of results (avg 6.7%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 216.156.40$6.284.0%1030.521.9K
$60.00Aug 218.408.75$8.574.1%970.631.0K
$70.00Aug 214.404.65$4.535.5%4310.412.8K
$75.00Aug 213.103.30$3.206.2%850.321.7K
$65.00Jul 313.904.30$4.109.8%100.49458
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 217.708.00$7.853.8%790.486.7K
$60.00Aug 215.055.35$5.205.8%800.373.0K
$70.00Aug 2110.9011.60$11.256.2%1100.591.3K
$65.00Aug 147.107.65$7.387.5%780.4919
$70.00Aug 1410.2511.10$10.688.0%600.592

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.99, cheapest $0.99)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Jul 240.911.07$0.9916.2%5510.24543
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 110 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 174.007.05$5.5355.2%--0.9533
$53.00Jul 178.6012.00$10.3033.0%20.947
$52.00Jul 179.6013.00$11.3030.1%20.937
$55.00Jul 177.658.80$8.2314.0%740.921.5K
$54.00Jul 248.5010.15$9.3217.7%600.9159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 176.859.40$8.1331.4%131.00168
$72.00Jul 177.5010.95$9.2337.4%311.00183
$73.00Jul 178.8511.95$10.4029.8%11.0028
$74.00Jul 179.8512.30$11.0822.1%--1.0010
$75.00Jul 1710.5513.40$11.9823.8%71.001.4K

Most actively traded options today. High liquidity = easy entry/exit. 205 active (total vol 62.7K, top 8.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 240.761.08$0.9234.8%8.7K0.22478
$70.00Jul 170.050.09$0.0757.1%8.3K0.0514.6K
$66.00Jul 241.471.77$1.6218.5%7.6K0.3694
$72.00Jul 170.010.12$0.07157.1%7.2K0.046.7K
$75.00Jul 170.000.03$0.02150.0%6.9K0.0117.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 172.112.64$2.3822.3%1.2K0.722.4K
$63.00Jul 170.891.10$1.0021.0%8920.45353
$63.00Jul 314.354.95$4.6512.9%2610.4522
$60.00Jul 170.130.34$0.2487.5%2400.141.7K
$60.00Jul 241.211.62$1.4228.9%1770.31779

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 71.0%, max 275.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 17Jul 31345.4%95.5%261.7%137
$52.00Jul 17Aug 7288.9%92.6%212.0%48
$56.00Jul 17Jul 31269.8%92.3%192.4%5127
$53.00Jul 17Aug 7242.2%92.6%161.7%218
$55.00Jul 17Aug 21207.4%87.0%138.3%802.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 17Aug 7345.4%92.1%275.1%355
$52.00Jul 17Aug 7288.9%92.6%212.0%5137
$56.00Jul 17Jul 31269.8%92.3%192.4%995
$53.00Jul 17Aug 7242.2%92.6%161.7%1132
$55.00Jul 17Aug 28207.4%82.9%150.2%957.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 9.00, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$74.00Jul 24$0.10$0.90$0.109.00$73.10
$66.00$67.00Jul 17$0.13$0.87$0.136.69$66.13
$74.00$75.00Jul 31$0.13$0.87$0.136.69$74.13
$68.00$69.00Jul 24$0.18$0.82$0.184.56$68.18
$72.00$73.00Aug 14$0.19$0.81$0.194.26$72.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$58.00Jul 17$0.10$0.90$0.109.00$58.90
$68.00$67.00Aug 14$0.12$0.88$0.127.33$67.88
$61.00$60.00Jul 17$0.13$0.87$0.136.69$60.87
$57.00$56.00Jul 24$0.16$0.84$0.165.25$56.84
$55.00$54.00Jul 24$0.19$0.81$0.194.26$54.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 155 found (best R:R 8.09, avg 1.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$61.00Jul 17$0.89$0.89$0.118.09$60.89
$54.00$55.00Jul 24$0.89$0.89$0.118.09$54.89
$63.00$64.00Jul 31$0.88$0.88$0.127.33$63.88
$68.00$69.00Aug 7$0.88$0.88$0.127.33$68.88
$53.00$55.00Aug 7$1.75$1.75$0.257.00$54.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.00$68.00Aug 14$0.88$0.88$0.127.33$68.12
$72.00$71.00Jul 24$0.87$0.87$0.136.69$71.13
$66.00$65.00Aug 14$0.85$0.85$0.155.67$65.15
$75.00$74.00Jul 31$0.83$0.83$0.174.88$74.17
$75.00$70.00Aug 21$4.03$4.03$0.974.15$70.97

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $0.81, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.00Jul 17Jul 24$0.15288.9%139.2%
$55.00Jul 17Jul 24$0.20207.4%85.9%
$75.00Jul 17Jul 24$0.31142.4%85.4%
$56.00Jul 17Jul 24$0.33269.8%77.4%
$74.00Jul 17Jul 24$0.33172.2%85.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$74.00Jul 17Jul 24$0.05172.2%85.9%
$73.00Jul 17Jul 24$0.13150.2%86.1%
$57.00Jul 17Jul 24$0.27194.3%76.1%
$55.00Jul 17Jul 24$0.29207.4%85.9%
$67.00Jul 17Jul 24$0.3088.1%78.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 3.67% of stock, avg 16.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$63.50Jul 17$0.90$1.42$2.32$61.18$65.823.67%
$63.00Jul 17$1.34$1.00$2.34$60.66$65.343.71%
$64.00Jul 17$1.07$1.65$2.72$61.28$66.724.31%
$62.00Jul 17$2.13$0.70$2.83$59.17$64.834.48%
$65.00Jul 17$0.55$2.38$2.93$62.07$67.934.64%
$61.00Jul 17$2.67$0.37$3.04$57.96$64.044.81%
$60.00Jul 17$3.56$0.24$3.80$56.20$63.806.02%
$66.00Jul 17$0.27$3.58$3.85$62.15$69.856.10%
$67.00Jul 17$0.14$4.38$4.52$62.48$71.527.16%
$59.00Jul 17$4.72$0.17$4.89$54.11$63.897.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.81% of stock, avg 12.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$67.00$61.00Jul 17$0.14$0.37$0.51$60.49$67.51
$66.00$61.00Jul 17$0.27$0.37$0.64$60.36$66.64
$67.00$62.00Jul 17$0.14$0.70$0.84$61.16$67.84
$65.00$61.00Jul 17$0.55$0.37$0.92$60.08$65.92
$67.00$56.00Jul 17$0.14$0.80$0.94$55.06$67.94
$66.00$62.00Jul 17$0.27$0.70$0.97$61.03$66.97
$66.00$56.00Jul 17$0.27$0.80$1.07$54.93$67.07
$67.00$54.00Jul 17$0.14$0.99$1.13$52.87$68.13
$67.00$63.00Jul 17$0.14$1.00$1.14$61.86$68.14
$65.00$62.00Jul 17$0.55$0.70$1.25$60.75$66.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 7.33, avg credit $1.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
62/6365/66Aug 7$0.88$0.127.33$62.12$65.88
61/6265/66Aug 7$0.87$0.136.69$61.13$65.87
51/5261/62Jul 17$0.85$0.155.67$51.15$61.85
54/5556/57Jul 31$0.85$0.155.67$54.15$56.85
55/5768/69Aug 7$1.70$0.305.67$55.30$69.70
60/6165/66Aug 7$0.85$0.155.67$60.15$65.85
67/7073/74Aug 28$2.54$0.465.52$67.46$75.54
67/6871/72Aug 14$0.84$0.165.25$67.16$71.84
67/7074/75Aug 28$2.50$0.505.00$67.50$76.50
51/5257/58Jul 17$0.83$0.174.88$51.17$57.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Jul 24$0.05$0.9519.00
$55.00$56.00$57.00Jul 31$0.05$0.9519.00
$64.00$65.00$66.00Jul 24$0.06$0.9415.67
$67.00$68.00$69.00Jul 24$0.06$0.9415.67
$60.00$61.00$62.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Jul 24$0.05$0.9519.00
$67.00$68.00$69.00Aug 7$0.05$0.9519.00
$59.00$60.00$61.00Jul 17$0.06$0.9415.67
$71.00$72.00$73.00Jul 24$0.06$0.9415.67
$67.00$68.00$69.00Jul 17$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. 43 found (best net $-1.04, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Aug 21-$1.87$3.13
$65.00$70.001:2Aug 21-$2.78$2.22
$60.00$65.001:2Aug 21-$3.99$1.01
$68.00$69.001:2Jul 17-$0.05$0.95
$69.00$70.001:2Jul 17-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Aug 14-$1.04$3.96
$60.00$55.001:2Aug 21-$1.06$3.94
$60.00$55.001:2Aug 28-$1.22$3.78
$65.00$60.001:2Aug 21-$2.55$2.45
$60.00$59.001:2Jul 17-$0.10$0.90

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 4.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Aug 28$6.600.522.9%10.45%13.38%233
$65.00Aug 21$6.150.522.9%9.74%12.67%1031.9K
$66.00Aug 28$5.700.504.5%9.03%13.54%11
$65.00Aug 14$5.450.512.9%8.63%11.56%60225
$66.00Aug 14$4.800.494.5%7.60%12.11%15
$65.00Aug 7$4.700.492.9%7.44%10.37%1328
$69.00Aug 28$4.650.449.3%7.36%16.63%181
$67.00Aug 14$4.500.466.1%7.13%13.22%16
$70.00Aug 28$4.500.4410.8%7.13%17.97%153
$70.00Aug 21$4.400.4110.8%6.97%17.81%4312.8K

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 69,151
Total Puts 10,991
Put/Call Ratio 0.16
Net Difference 58,160

Prior's Put/Call Breakdown

Total Calls 9,554
Total Puts 5,592
Put/Call Ratio 0.59
Net Difference 3,962

Prior 7-Day Put/Call Summary

Total Calls 184,527
Total Puts 98,288
Average Put/Call Ratio 0.73
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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