Tour v500
MRNA
MODERNA INC
$59.81 +1.08%
$59.63 (-0.29%)🌙
as of 08/10 06:08 PM
8/10 18:08

Option Volume

Detail
Current (08/10) 21,500
Calls: 14,105 (66%)
Puts: 7,395 (34%)
Prior (08/07) 60,300
Calls: 49,773 (83%)
Puts: 10,527 (17%)
Current vs Prior -64.34%
Calls: -71.66% (Calls)
Puts: -29.75% (Puts)
Prior 7-Day Total 356,014
Calls: 261,695 (74%)
Puts: 94,319 (26%)
Prior 7-Day Average 50,859
Calls: 37,385 (74%)
Puts: 13,474 (26%)
Current vs Prior 7-Day Avg -57.73%
Calls: -62.27%
Puts: -45.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $7.49M
Calls: $4.80M (64%)
Puts: $2.69M (36%)
Prior (08/07) $11.09M
Calls: $8.85M (80%)
Puts: $2.24M (20%)
Current vs Prior -32.49%
Calls: -45.82%
Puts: +20.29%
Prior 7-Day Total $64.50M
Calls: $34.61M (54%)
Puts: $29.89M (46%)
Prior 7-Day Average $9.21M
Calls: $4.94M (54%)
Puts: $4.27M (46%)
Current vs Prior 7-Day Avg -18.73%
Calls: -2.98%
Puts: -36.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.52
Prior (08/07) 0.21
Current vs Prior +147.89%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -32.76%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 602,085
Calls: 272,637 (45%)
Puts: 329,448 (55%)
Prior (08/07) 622,946
Calls: 287,865 (46%)
Puts: 335,081 (54%)
Current vs Prior -3.35%
Prior 7-Day Total 3,323,729
Calls: 1,564,085 (47%)
Puts: 1,759,644 (53%)
Prior 7-Day Average 474,818
Calls: 223,440 (47%)
Puts: 251,377 (53%)
Current vs Prior 7-Day Avg +26.80%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 7.42% | 11.19%11.19% | 19.28%
Prior 9.08% | 11.27%11.27% | 19.57%
Current vs Prior -18.20% | -0.77%-0.77% | -1.50%
Prior 7-Day Avg 7.94% | 11.57%14.65% | 22.32%
Current vs 7-Day Avg -6.56% | -3.33%-23.66% | -13.63%
Prior 7-Day Eod 9.08% | 11.27%11.27% | 19.57%
Current vs 7-Day Eod -18.20% | -0.77%-0.77% | -1.50%
Sentiment BULLISHBULLISH

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 78.57% | 14.62%
Calls: 81.30% | 16.23%
Puts: 75.85% | 13.00%
Current vs 7-Day Avg +10.47% | -2.86%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($4.80M). Below-average activity with volume down 64% vs prior. Bullish P/C ratio of 0.52. P/C ratio rising 148% - 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 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 6 of results (avg 7.8%, best 5.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 185.555.85$5.705.3%2510.544.0K
$64.00Aug 140.600.64$0.626.5%3730.223.0K
$65.00Aug 211.231.35$1.299.3%1040.284.9K
$60.00Aug 141.711.88$1.809.4%3620.4910.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 183.303.55$3.437.3%1520.321.3K
$65.00Sep 188.559.35$8.958.9%140.581.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.72, cheapest $0.62)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Aug 140.600.64$0.626.5%3730.223.0K
$68.00Aug 210.660.79$0.7317.8%190.1843
$63.00Aug 140.740.85$0.8013.7%3540.27192
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 149.5012.15$10.8324.5%11.002
$50.00Aug 148.5511.15$9.8526.4%31.0043
$48.00Aug 2110.5513.00$11.7820.8%40.94366
$48.00Aug 1410.5012.75$11.6319.3%50.947
$49.00Aug 219.4512.30$10.8826.2%80.931.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 149.4011.65$10.5321.4%20.9532
$69.00Aug 148.2510.65$9.4525.4%20.932
$68.00Aug 147.159.70$8.4330.2%10.9216
$67.00Aug 146.958.75$7.8522.9%20.886
$71.00Aug 2110.6513.20$11.9321.4%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 179 active (total vol 15.2K, top 4.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 142.182.57$2.3816.4%4.3K0.587.2K
$65.00Aug 140.370.51$0.4431.8%9490.17852
$70.00Sep 182.452.80$2.6313.3%6530.313.4K
$62.00Aug 140.911.13$1.0221.6%4280.344.4K
$64.00Aug 140.600.64$0.626.5%3730.223.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 141.842.28$2.0621.4%4330.51385
$60.00Aug 212.803.75$3.2829.0%3790.494.4K
$50.00Aug 210.210.40$0.3161.3%3230.087.4K
$58.00Aug 140.841.36$1.1047.3%3200.34212
$50.00Sep 181.521.85$1.6919.5%2950.193.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 17.1%, max 82.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Aug 14Sep 18132.6%72.6%82.7%5680
$49.00Aug 14Sep 1897.0%66.7%45.6%251
$50.00Aug 14Sep 1891.2%72.2%26.4%32.4K
$71.00Aug 14Sep 498.9%79.9%23.8%11412
$52.00Aug 14Aug 2191.5%75.1%21.8%511
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Aug 14Sep 18132.6%72.6%82.7%80750
$49.00Aug 14Sep 1897.0%66.7%45.6%68523
$52.00Aug 14Sep 1191.5%72.1%26.9%24555
$50.00Aug 14Sep 1891.2%72.2%26.4%3825.0K
$51.00Aug 14Sep 1194.9%75.7%25.5%119572

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 108 found (best R:R 17.18, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$67.00Sep 11$0.11$1.89$0.1117.18$65.11
$66.00$67.00Aug 14$0.10$0.90$0.109.00$66.10
$68.00$69.00Aug 21$0.12$0.88$0.127.33$68.12
$69.00$70.00Aug 21$0.12$0.88$0.127.33$69.12
$58.00$59.00Sep 4$0.12$0.88$0.127.33$58.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$61.00Sep 11$0.10$0.90$0.109.00$61.90
$51.00$50.00Aug 21$0.11$0.89$0.118.09$50.89
$53.00$52.00Aug 21$0.11$0.89$0.118.09$52.89
$52.00$51.00Aug 21$0.13$0.87$0.136.69$51.87
$55.00$54.00Aug 14$0.17$0.83$0.174.88$54.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 9.00, avg 1.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$49.00Aug 21$0.90$0.90$0.109.00$48.90
$55.00$56.00Aug 14$0.88$0.88$0.127.33$55.88
$49.00$50.00Aug 28$0.87$0.87$0.136.69$49.87
$59.00$60.00Aug 28$0.87$0.87$0.136.69$59.87
$53.00$54.00Aug 28$0.85$0.85$0.155.67$53.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$66.00$65.00Aug 14$0.88$0.88$0.127.33$65.12
$59.00$58.00Aug 28$0.87$0.87$0.136.69$58.13
$61.00$60.00Aug 28$0.86$0.86$0.146.14$60.14
$70.00$68.00Aug 21$1.63$1.63$0.374.41$68.37
$68.00$65.00Aug 21$2.43$2.43$0.574.26$65.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $0.74, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Aug 14Aug 21$0.0597.0%79.9%
$48.00Aug 14Aug 21$0.15132.6%82.0%
$71.00Aug 14Aug 21$0.3098.9%79.4%
$70.00Aug 14Aug 21$0.3890.2%77.9%
$50.00Aug 14Aug 21$0.4391.2%76.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Aug 14Aug 21$0.2297.0%79.9%
$50.00Aug 14Aug 21$0.2591.2%76.1%
$51.00Aug 14Aug 21$0.2994.9%76.0%
$70.00Aug 14Aug 21$0.3590.2%77.9%
$52.00Aug 14Aug 21$0.3891.5%75.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 82 found (cheapest 6.45% of stock, avg 15.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$60.00Aug 14$1.80$2.06$3.86$56.14$63.866.45%
$58.00Aug 14$2.81$1.10$3.91$54.09$61.916.54%
$59.00Aug 14$2.38$1.56$3.94$55.06$62.946.59%
$61.00Aug 14$1.39$2.80$4.19$56.81$65.197.01%
$62.00Aug 14$1.02$3.33$4.35$57.65$66.357.27%
$57.00Aug 14$3.55$0.83$4.38$52.62$61.387.32%
$56.00Aug 14$4.25$0.59$4.84$51.16$60.848.09%
$63.00Aug 14$0.80$4.45$5.25$57.75$68.258.78%
$55.00Aug 14$5.13$0.41$5.54$49.46$60.549.26%
$58.00Aug 21$3.93$1.66$5.59$52.41$63.599.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.72% of stock, avg 8.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$64.00$55.00Aug 14$0.62$0.41$1.03$53.97$65.03
$63.00$55.00Aug 14$0.80$0.41$1.21$53.79$64.21
$64.00$56.00Aug 14$0.62$0.59$1.21$54.79$65.21
$63.00$56.00Aug 14$0.80$0.59$1.39$54.61$64.39
$62.00$55.00Aug 14$1.02$0.41$1.43$53.57$63.43
$64.00$57.00Aug 14$0.62$0.83$1.45$55.55$65.45
$62.00$56.00Aug 14$1.02$0.59$1.61$54.39$63.61
$63.00$57.00Aug 14$0.80$0.83$1.63$55.37$64.63
$64.00$58.00Aug 14$0.62$1.10$1.72$56.28$65.72
$61.00$55.00Aug 14$1.39$0.41$1.80$53.20$62.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 113 found (best R:R 8.09, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5155/56Sep 11$0.89$0.118.09$50.11$55.89
50/5167/68Sep 11$0.89$0.118.09$50.11$67.89
51/5253/54Aug 21$0.88$0.127.33$51.12$53.88
51/5257/58Aug 21$0.88$0.127.33$51.12$57.88
54/5561/62Sep 4$0.88$0.127.33$54.12$61.88
55/5660/61Sep 4$0.88$0.127.33$55.12$60.88
57/6068/70Sep 11$2.64$0.367.33$57.36$70.64
54/5556/58Sep 4$1.75$0.257.00$53.25$57.75
54/5556/57Aug 14$0.87$0.136.69$54.13$56.87
55/5759/60Sep 11$1.74$0.266.69$55.26$60.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$67.00$68.00$69.00Aug 14$0.06$0.9415.67
$69.00$70.00$71.00Aug 21$0.06$0.9415.67
$48.00$49.00$50.00Aug 28$0.06$0.9415.67
$69.00$70.00$71.00Aug 14$0.07$0.9313.29
$65.00$66.00$67.00Aug 21$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Aug 14$0.06$0.9415.67
$55.00$56.00$57.00Aug 14$0.06$0.9415.67
$68.00$69.00$70.00Aug 14$0.06$0.9415.67
$56.00$57.00$58.00Aug 28$0.06$0.9415.67
$60.00$65.00$70.00Sep 18$0.33$4.6714.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-1.03, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$70.001:2Sep 18-$1.36$3.64
$60.00$65.001:2Sep 18-$2.10$2.90
$55.00$60.001:2Sep 18-$3.10$1.90
$61.00$64.001:2Sep 11-$1.31$1.69
$68.00$70.001:2Sep 11-$0.35$1.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Sep 18-$1.03$3.97
$65.00$60.001:2Sep 18-$2.71$2.29
$55.00$54.001:2Aug 14-$0.07$0.93
$70.00$65.001:2Sep 4-$4.07$0.93
$54.00$53.001:2Aug 14-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 9.28%, avg 2.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Sep 18$5.550.540.3%9.28%9.60%2514.0K
$60.00Sep 11$4.500.530.3%7.52%7.84%1712
$60.00Sep 4$4.150.530.3%6.94%7.26%2929
$61.00Sep 11$3.950.512.0%6.60%8.59%151
$61.00Sep 4$3.600.492.0%6.02%8.01%654
$65.00Sep 18$3.600.418.7%6.02%14.70%1991.4K
$60.00Aug 28$3.300.510.3%5.52%5.84%188170
$62.00Sep 4$3.100.463.7%5.18%8.84%8118
$61.00Aug 28$2.850.472.0%4.77%6.75%763
$65.00Sep 11$2.800.398.7%4.68%13.36%24258

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 14,105
Total Puts 7,395
Put/Call Ratio 0.52
Net Difference 6,710

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 261,695
Total Puts 94,319
Average Put/Call Ratio 0.78
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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