Tour v494
MRNA
MODERNA INC
$59.17 +9.86%
$59.20 (+0.05%)🌙
as of 08/07 06:06 PM
8/7 18:06

Option Volume

Detail
Current (08/07) 60,300
Calls: 49,773 (83%)
Puts: 10,527 (17%)
Prior (08/06) 78,192
Calls: 66,088 (85%)
Puts: 12,104 (15%)
Current vs Prior -22.88%
Calls: -24.69% (Calls)
Puts: -13.03% (Puts)
Prior 7-Day Total 306,344
Calls: 218,193 (71%)
Puts: 88,151 (29%)
Prior 7-Day Average 43,763
Calls: 31,170 (71%)
Puts: 12,593 (29%)
Current vs Prior 7-Day Avg +37.79%
Calls: +59.68%
Puts: -16.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $11.09M
Calls: $8.85M (80%)
Puts: $2.24M (20%)
Prior (08/06) $10.79M
Calls: $6.11M (57%)
Puts: $4.68M (43%)
Current vs Prior +2.79%
Calls: +44.96%
Puts: -52.23%
Prior 7-Day Total $58.01M
Calls: $28.14M (49%)
Puts: $29.87M (51%)
Prior 7-Day Average $8.29M
Calls: $4.02M (49%)
Puts: $4.27M (51%)
Current vs Prior 7-Day Avg +33.83%
Calls: +120.25%
Puts: -47.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.21
Prior (08/06) 0.18
Current vs Prior +15.48%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -75.08%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 622,946
Calls: 287,865 (46%)
Puts: 335,081 (54%)
Prior (08/06) 389,971
Calls: 183,893 (47%)
Puts: 206,078 (53%)
Current vs Prior +59.74%
Prior 7-Day Total 2,982,365
Calls: 1,417,820 (48%)
Puts: 1,564,545 (52%)
Prior 7-Day Average 426,052
Calls: 202,545 (48%)
Puts: 223,506 (52%)
Current vs Prior 7-Day Avg +46.21%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.84% | 9.08%11.27% | 19.57%
Prior 4.46% | 8.99%11.36% | 20.39%
Current vs Prior +103.67% | +25.44%-0.79% | -4.00%
Prior 7-Day Avg 8.06% | 12.18%16.01% | 23.32%
Current vs 7-Day Avg +12.58% | -7.42%-29.60% | -16.08%
Prior 7-Day Eod 4.46% | 8.99%11.36% | 20.39%
Current vs 7-Day Eod +103.67% | +25.44%-0.79% | -4.00%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Prior 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 70.62% | 18.63%
Calls: 71.19% | 19.32%
Puts: 70.05% | 17.93%
Current vs 7-Day Avg +22.91% | -23.76%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($8.85M) vs puts ($2.24M). Extreme bullish P/C ratio of 0.21 - heavy call buying (49,773 calls vs 10,527 puts). Rising open interest (up 60%) indicates new positions being established.

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 BEARISH
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 4 of results (avg 7.7%, best 5.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 185.405.70$5.555.4%3720.533.9K
$65.00Sep 183.653.90$3.786.6%700.411.4K
$65.00Aug 281.882.06$1.979.1%990.31106
$64.00Aug 140.680.75$0.729.7%3.1K0.2245
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.72, cheapest $0.72)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Aug 140.680.75$0.729.7%3.1K0.2245
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 98 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 79.2512.40$10.8329.1%411.005
$48.50Aug 78.7511.90$10.3330.5%191.004
$49.00Aug 78.2511.40$9.8232.1%81.003
$49.50Aug 77.7511.40$9.5738.1%11.005
$50.00Aug 77.2510.40$8.8235.7%61.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 74.157.75$5.9560.5%50.996
$62.00Aug 71.054.75$2.90127.6%50.993
$70.00Aug 149.7012.00$10.8521.2%--0.9532
$71.00Aug 1410.1012.95$11.5224.7%20.941
$60.00Aug 70.012.76$1.38199.3%9840.941.9K

Most actively traded options today. High liquidity = easy entry/exit. 207 active (total vol 54.5K, top 4.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 70.010.58$0.30190.0%4.9K0.596.4K
$62.00Aug 140.961.21$1.0922.9%4.5K0.32429
$58.00Aug 142.593.10$2.8517.9%4.2K0.59406
$58.00Aug 70.981.45$1.2138.8%3.8K1.003.4K
$59.00Aug 142.202.60$2.4016.7%3.8K0.523.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.231.50$1.3719.7%1.1K0.2711.5K
$60.00Aug 213.353.95$3.6516.4%1.0K0.523.4K
$60.00Aug 70.012.76$1.38199.3%9840.941.9K
$50.00Aug 210.310.45$0.3836.8%5900.107.5K
$60.00Aug 142.153.80$2.9755.6%4020.55300

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 698.8%, max 2200.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Aug 7Sep 181071.1%68.2%1470.3%951
$69.00Aug 7Sep 41085.6%69.5%1462.2%4667
$71.00Aug 7Sep 4904.9%60.7%1390.5%2303
$48.00Aug 7Sep 181036.0%74.1%1298.7%41678
$50.00Aug 7Sep 18850.5%72.5%1073.5%312.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.50Aug 7Aug 143001.6%130.5%2200.4%2681
$49.00Aug 7Sep 181071.1%68.2%1470.3%3629
$48.00Aug 7Sep 181036.0%74.1%1298.7%9738
$49.50Aug 7Aug 14896.5%76.1%1077.8%8334
$50.00Aug 7Sep 18850.5%72.5%1073.5%2675.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 9.53, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$64.00Sep 4$0.19$1.81$0.199.53$62.19
$66.00$68.00Sep 4$0.19$1.81$0.199.53$66.19
$68.00$69.00Aug 14$0.10$0.90$0.109.00$68.10
$69.00$70.00Aug 14$0.11$0.89$0.118.09$69.11
$61.00$62.00Aug 28$0.11$0.89$0.118.09$61.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.00$48.00Aug 21$0.11$0.89$0.118.09$48.89
$54.00$53.00Aug 14$0.13$0.87$0.136.69$53.87
$59.00$58.00Aug 7$0.17$0.83$0.174.88$58.83
$52.00$50.00Sep 4$0.37$1.63$0.374.41$51.63
$55.00$54.00Aug 14$0.20$0.80$0.204.00$54.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 19.00, avg 1.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$52.00Aug 14$1.88$1.88$0.1215.67$51.88
$50.00$53.00Aug 21$2.60$2.60$0.406.50$52.60
$54.00$55.00Aug 7$0.82$0.82$0.184.56$54.82
$67.00$68.00Aug 14$0.82$0.82$0.184.56$67.82
$49.00$50.00Aug 21$0.82$0.82$0.184.56$49.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$65.00Aug 21$2.85$2.85$0.1519.00$65.15
$62.00$61.00Aug 14$0.90$0.90$0.109.00$61.10
$62.00$61.00Aug 21$0.88$0.88$0.127.33$61.12
$57.00$56.00Aug 21$0.87$0.87$0.136.69$56.13
$56.00$55.00Sep 4$0.87$0.87$0.136.69$55.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $0.82, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.50Aug 7Aug 14$0.101334.4%154.2%
$70.00Aug 7Aug 14$0.10842.4%71.5%
$55.00Aug 7Aug 14$0.13439.8%66.9%
$52.00Aug 7Aug 14$0.15764.0%75.6%
$53.00Aug 7Aug 14$0.15579.6%69.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Aug 7Aug 14$0.081071.1%77.5%
$49.50Aug 7Aug 14$0.10896.5%76.1%
$50.00Aug 7Aug 14$0.19850.5%82.6%
$52.00Aug 7Aug 14$0.30764.0%75.6%
$65.00Aug 7Aug 14$0.33506.0%71.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 92 found (cheapest 0.81% of stock, avg 14.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Aug 7$0.30$0.18$0.48$58.52$59.480.81%
$58.00Aug 7$1.21$0.01$1.22$56.78$59.222.06%
$60.00Aug 7$0.02$1.38$1.40$58.60$61.402.37%
$57.00Aug 7$1.76$0.01$1.77$55.23$58.772.99%
$62.00Aug 7$0.01$2.90$2.91$59.09$64.914.92%
$56.00Aug 7$2.96$0.01$2.97$53.03$58.975.02%
$55.00Aug 7$4.13$0.01$4.14$50.86$59.147.00%
$61.00Aug 14$1.50$2.92$4.42$56.58$65.427.47%
$58.00Aug 14$2.85$1.61$4.46$53.54$62.467.54%
$59.00Aug 14$2.40$2.37$4.77$54.23$63.778.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 0.34% of stock, avg 8.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$59.00Aug 7$0.02$0.18$0.20$58.80$60.20
$60.00$47.50Aug 7$0.02$1.07$1.09$46.41$61.09
$63.00$55.00Aug 14$0.89$0.68$1.57$53.43$64.57
$62.00$55.00Aug 14$1.09$0.68$1.77$53.23$63.77
$67.00$55.00Aug 14$1.14$0.68$1.82$53.18$68.82
$63.00$56.00Aug 14$0.89$0.98$1.87$54.13$64.87
$62.00$56.00Aug 14$1.09$0.98$2.07$53.93$64.07
$67.00$56.00Aug 14$1.14$0.98$2.12$53.88$69.12
$61.00$55.00Aug 14$1.50$0.68$2.18$52.82$63.18
$61.00$56.00Aug 14$1.50$0.98$2.48$53.52$63.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 121 found (best R:R 10.11, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5168/70Sep 11$1.82$0.1810.11$49.18$69.82
48/4950/53Aug 28$2.72$0.289.71$46.28$52.72
48/4950/53Aug 21$2.71$0.299.34$46.29$52.71
52/5360/61Sep 4$0.90$0.109.00$52.10$60.90
54/5559/60Aug 28$0.89$0.118.09$54.11$59.89
58/6068/70Sep 11$1.78$0.228.09$58.22$69.78
60/6264/65Sep 11$1.76$0.247.33$60.24$65.76
50/5158/59Aug 21$0.87$0.136.69$50.13$58.87
53/5457/58Aug 14$0.86$0.146.14$53.14$57.86
52/5357/58Aug 21$0.86$0.146.14$52.14$57.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 24.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$55.00$60.00Sep 18$0.20$4.8024.00
$64.00$65.00$66.00Aug 14$0.08$0.9211.50
$60.00$65.00$70.00Sep 18$0.54$4.468.26
$48.00$49.00$50.00Aug 21$0.11$0.898.09
$58.00$59.00$60.00Aug 28$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Aug 14$0.07$0.9313.29
$52.00$53.00$54.00Aug 14$0.10$0.909.00
$54.00$55.00$56.00Aug 14$0.10$0.909.00
$55.00$56.00$57.00Aug 28$0.12$0.887.33
$56.00$58.00$60.00Sep 4$0.29$1.715.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-1.32, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$70.001:2Sep 18-$1.32$3.68
$60.00$65.001:2Sep 18-$2.01$2.99
$60.00$64.001:2Sep 11-$1.61$2.39
$55.00$60.001:2Sep 18-$2.75$2.25
$68.00$70.001:2Sep 11-$0.06$1.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Sep 18-$1.87$3.13
$65.00$60.001:2Sep 18-$2.36$2.64
$54.00$51.001:2Sep 11-$0.44$2.56
$70.00$65.001:2Aug 28-$3.58$1.42
$52.00$50.001:2Sep 4-$0.80$1.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 9.13%, avg 2.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$5.400.531.4%9.13%10.53%3723.9K
$60.00Sep 4$3.900.511.4%6.59%7.99%2623
$60.00Sep 11$3.650.521.4%6.17%7.57%98
$65.00Sep 18$3.650.419.8%6.17%16.02%701.4K
$60.00Aug 28$2.890.481.4%4.88%6.29%55161
$61.00Sep 4$2.850.483.1%4.82%7.91%253
$60.00Aug 21$2.520.471.4%4.26%5.66%5911.1K
$62.00Aug 28$2.470.424.8%4.17%8.96%14724
$70.00Sep 18$2.400.3018.3%4.06%22.36%3813.3K
$62.00Sep 4$2.250.434.8%3.80%8.59%8114

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 49,773
Total Puts 10,527
Put/Call Ratio 0.21
Net Difference 39,246

Prior's Put/Call Breakdown

Total Calls 66,088
Total Puts 12,104
Put/Call Ratio 0.18
Net Difference 53,984

Prior 7-Day Put/Call Summary

Total Calls 218,193
Total Puts 88,151
Average Put/Call Ratio 0.85
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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