Tour v504
MRNA
MODERNA INC
$60.57 +1.27%
$60.36 (-0.35%)🌙
as of 08/11 06:09 PM
8/11 18:09

Option Volume

Detail
Current (08/11) 24,758
Calls: 10,380 (42%)
Puts: 14,378 (58%)
Prior (08/10) 21,500
Calls: 14,105 (66%)
Puts: 7,395 (34%)
Current vs Prior +15.15%
Calls: -26.41% (Calls)
Puts: +94.43% (Puts)
Prior 7-Day Total 348,305
Calls: 261,902 (75%)
Puts: 86,403 (25%)
Prior 7-Day Average 49,757
Calls: 37,414 (75%)
Puts: 12,343 (25%)
Current vs Prior 7-Day Avg -50.24%
Calls: -72.26%
Puts: +16.48%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/11) $6.16M
Calls: $2.49M (40%)
Puts: $3.67M (60%)
Prior (08/10) $7.49M
Calls: $4.80M (64%)
Puts: $2.69M (36%)
Current vs Prior -17.76%
Calls: -48.08%
Puts: +36.30%
Prior 7-Day Total $63.83M
Calls: $34.73M (54%)
Puts: $29.09M (46%)
Prior 7-Day Average $9.12M
Calls: $4.96M (54%)
Puts: $4.16M (46%)
Current vs Prior 7-Day Avg -32.46%
Calls: -49.80%
Puts: -11.76%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/11) 1.39
Prior (08/10) 0.52
Current vs Prior +164.20%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +98.65%
Sentiment BEARISH

Open Interest

Detail
Current (08/11) 607,354
Calls: 274,824 (45%)
Puts: 332,530 (55%)
Prior (08/10) 602,085
Calls: 272,637 (45%)
Puts: 329,448 (55%)
Current vs Prior +0.88%
Prior 7-Day Total 3,348,889
Calls: 1,572,515 (47%)
Puts: 1,776,374 (53%)
Prior 7-Day Average 478,412
Calls: 224,645 (47%)
Puts: 253,767 (53%)
Current vs Prior 7-Day Avg +26.95%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 6.80% | 9.23%9.23% | 18.21%
Prior 7.42% | 11.19%11.19% | 19.28%
Current vs Prior -8.37% | -17.49%-17.49% | -5.54%
Prior 7-Day Avg 7.79% | 11.54%13.56% | 21.37%
Current vs 7-Day Avg -12.65% | -20.03%-31.95% | -14.80%
Prior 7-Day Eod 7.42% | 11.19%11.19% | 19.28%
Current vs 7-Day Eod -8.37% | -17.49%-17.49% | -5.54%
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 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Bearish P/C ratio of 1.39 indicates protective positioning. P/C ratio rising 164% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 9.0%, best 8.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 183.754.10$3.938.9%2800.421.5K
$70.00Sep 182.502.74$2.629.2%4660.313.8K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.82, cheapest $0.69)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Aug 140.871.05$0.9618.8%4560.354.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 140.620.75$0.6918.8%2380.27506

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 88 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.50Aug 1410.9513.55$12.2521.2%31.004
$50.00Aug 149.4512.50$10.9827.8%--1.0044
$52.00Aug 147.4510.10$8.7830.2%--0.9711
$54.00Aug 145.507.15$6.3326.1%850.97352
$50.00Aug 219.7012.65$11.1826.4%80.95713
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 1410.1512.65$11.4021.9%20.967
$70.00Aug 147.6010.65$9.1333.4%10.9532
$69.00Aug 147.059.70$8.3831.6%20.951
$68.00Aug 146.408.75$7.5831.0%--0.9315
$70.00Aug 218.5511.00$9.7825.1%10.921.2K

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 13.7K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Aug 141.301.57$1.4418.8%1.0K0.453.0K
$64.00Aug 140.280.70$0.4985.7%9770.213.1K
$63.00Aug 140.510.85$0.6850.0%8280.27313
$65.00Aug 211.051.42$1.2330.1%7270.314.9K
$65.00Aug 140.180.51$0.3594.3%5580.151.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 181.241.50$1.3719.0%1.8K0.173.9K
$50.00Aug 210.150.25$0.2050.0%1.5K0.067.4K
$59.00Aug 211.233.00$2.1283.5%4480.3716
$55.00Aug 210.501.04$0.7770.1%3080.1812.3K
$58.00Aug 140.620.75$0.6918.8%2380.27506

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 10.1%, max 23.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.00Aug 14Sep 1178.8%69.2%13.9%491.1K
$62.00Aug 14Sep 1178.0%70.4%10.8%4594.4K
$61.00Aug 14Sep 2582.8%76.2%8.7%1.0K3.0K
$60.00Aug 14Sep 2577.5%72.9%6.3%39110.8K
$58.00Aug 14Sep 1173.4%69.8%5.1%414.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$61.00Aug 14Aug 2182.8%66.9%23.8%210240
$63.00Aug 14Aug 2878.5%66.5%18.0%--39
$57.00Aug 14Sep 1178.8%69.2%13.9%110323
$64.00Aug 14Aug 2880.1%70.4%13.8%124
$60.00Aug 14Sep 1877.5%69.8%11.0%1741.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 4.00, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$54.00$55.00Aug 14$0.20$0.80$0.2097%4.00$54.20
$55.00$60.00Sep 18$2.70$2.30$2.7070%0.85$57.70
$60.00$65.00Sep 18$1.92$3.08$1.9256%1.60$61.92
$60.00$61.00Aug 21$0.12$0.88$0.1259%7.33$60.12
$60.00$61.00Sep 11$0.12$0.88$0.1257%7.33$60.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$62.00$60.00Sep 4$0.63$1.37$0.6352%2.17$61.37
$67.00$66.00Aug 14$0.60$0.40$0.6091%0.67$66.40
$64.00$63.00Aug 14$0.53$0.47$0.5379%0.89$63.47
$65.00$62.00Sep 4$1.57$1.43$1.5763%0.91$63.43
$62.00$61.00Aug 14$0.46$0.54$0.4665%1.17$61.54

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 0.87, avg 0.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$68.00$69.00Sep 4$0.71$0.71$0.2970%2.45$68.71
$64.00$65.00Sep 11$0.75$0.75$0.2556%3.00$64.75
$62.00$64.00Sep 4$1.17$1.17$0.8352%1.41$63.17
$65.00$66.00Sep 25$0.71$0.71$0.2954%2.45$65.71
$62.00$63.00Aug 28$0.70$0.70$0.3053%2.33$62.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$50.00Sep 25$2.33$2.33$2.6769%0.87$52.67
$60.00$56.00Sep 4$2.58$2.58$1.4256%1.82$57.42
$60.00$55.00Sep 18$2.36$2.36$2.6456%0.89$57.64
$55.00$54.00Aug 28$0.70$0.70$0.3077%2.33$54.30
$60.00$57.00Sep 11$1.64$1.64$1.3656%1.21$58.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.08, cheapest $0.88)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Aug 14Aug 21$0.8878.0%55.3%
$61.00Aug 14Aug 21$1.4082.8%66.9%
$60.00Aug 14Aug 21$1.0477.5%81.9%
$59.00Aug 14Aug 21$1.3359.8%77.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Aug 14Aug 21$1.0078.0%55.3%
$61.00Aug 14Aug 21$0.4382.8%66.9%
$60.00Aug 14Aug 21$1.1777.5%81.9%
$59.00Aug 14Aug 21$1.3659.8%77.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 5.23% of stock, avg 11.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Aug 14$2.41$0.76$3.17$55.83$62.175.23%
$60.00Aug 14$1.92$1.56$3.48$56.52$63.485.75%
$62.00Aug 14$0.96$2.66$3.62$58.38$65.625.98%
$61.00Aug 14$1.44$2.20$3.64$57.36$64.646.01%
$58.00Aug 14$3.35$0.69$4.04$53.96$62.046.67%
$63.00Aug 14$0.68$3.39$4.07$58.93$67.076.72%
$64.00Aug 14$0.49$3.92$4.41$59.59$68.417.28%
$57.00Aug 14$3.95$0.52$4.47$52.53$61.477.38%
$58.00Aug 21$4.25$1.22$5.47$52.53$63.479.03%
$61.00Aug 21$2.84$2.63$5.47$55.53$66.479.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 1.07% of stock, avg 7.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$56.00Aug 14$0.35$0.30$0.65$55.35$65.65
$64.00$56.00Aug 14$0.49$0.30$0.79$55.21$64.79
$65.00$57.00Aug 14$0.35$0.52$0.87$56.13$65.87
$64.00$57.00Aug 14$0.49$0.52$1.01$55.99$65.01
$63.00$56.00Aug 14$0.68$0.30$0.98$55.02$63.98
$65.00$58.00Aug 14$0.35$0.69$1.04$56.96$66.04
$64.00$58.00Aug 14$0.49$0.69$1.18$56.82$65.18
$63.00$57.00Aug 14$0.68$0.52$1.20$55.80$64.20
$65.00$59.00Aug 14$0.35$0.76$1.11$57.89$66.11
$63.00$58.00Aug 14$0.68$0.69$1.37$56.63$64.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 8.52, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
55/5768/70Sep 11$1.79$0.2133%8.52$55.21$69.79
51/5265/66Aug 28$0.83$0.1751%4.88$51.17$65.83
50/5167/68Sep 4$0.83$0.1750%4.88$50.17$67.83
53/5469/70Sep 4$0.80$0.2053%4.00$53.20$69.80
56/5767/68Aug 28$0.89$0.1142%8.09$56.11$67.89
50/5169/70Sep 4$0.70$0.3060%2.33$50.30$69.70
56/5768/69Aug 28$0.83$0.1747%4.88$56.17$68.83
52/5365/66Aug 28$0.80$0.2047%4.00$52.20$65.80
50/5268/70Sep 11$1.34$0.6646%2.03$50.66$69.34
51/5267/68Aug 28$0.65$0.3559%1.86$51.35$67.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 12.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$60.00$65.00$70.00Sep 18$0.61$4.3924%7.20
$55.00$60.00$65.00Sep 18$0.78$4.2228%5.41
$63.00$64.00$65.00Aug 14$0.05$0.9512%19.00
$62.00$63.00$64.00Aug 14$0.09$0.9114%10.11
$67.00$68.00$69.00Aug 28$0.06$0.949%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$60.00$65.00Sep 18$0.36$4.6428%12.89
$62.00$63.00$64.00Aug 28$0.08$0.928%11.50
$55.00$56.00$57.00Aug 14$0.14$0.8611%6.14
$56.00$57.00$58.00Aug 21$0.14$0.868%6.14
$49.00$50.00$51.00Sep 4$0.14$0.868%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-0.46, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$70.001:2Sep 18-$1.31$3.69
$60.00$65.001:2Sep 18-$2.01$2.99
$55.00$60.001:2Sep 18-$3.15$1.85
$67.00$68.001:2Aug 21-$0.16$0.84
$67.00$68.001:2Aug 14-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Sep 18-$0.46$4.54
$70.00$65.001:2Aug 28-$3.12$1.88
$65.00$62.001:2Aug 21-$1.42$1.58
$65.00$60.001:2Sep 18-$2.46$2.54
$57.00$56.001:2Aug 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. 52 found (best yield 6.85%, avg 2.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Sep 25$4.150.467.3%6.85%14.17%1722
$63.00Sep 25$4.450.494.0%7.35%11.36%2--
$65.00Sep 18$3.750.427.3%6.19%13.51%2801.5K
$70.00Sep 18$2.500.3115.6%4.13%19.70%4663.8K
$67.00Sep 25$2.680.4110.6%4.42%15.04%23
$68.00Sep 25$2.390.3912.3%3.95%16.21%127
$66.00Sep 25$2.990.429.0%4.94%13.90%11
$64.00Sep 25$3.650.475.7%6.03%11.69%4--
$61.00Sep 25$4.900.540.7%8.09%8.80%41
$70.00Sep 25$1.840.3415.6%3.04%18.61%12203

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 10,380
Total Puts 14,378
Put/Call Ratio 1.39
Net Difference -3,998

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 261,902
Total Puts 86,403
Average Put/Call Ratio 0.70
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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