Tour v505
MRNA
MODERNA INC
$63.67 +5.12%
$64.00 (+0.52%)🌙
as of 08/12 06:08 PM
8/12 18:08

Option Volume

Detail
Current (08/12) 50,631
Calls: 35,069 (69%)
Puts: 15,562 (31%)
Prior (08/11) 24,758
Calls: 10,380 (42%)
Puts: 14,378 (58%)
Current vs Prior +104.50%
Calls: +237.85% (Calls)
Puts: +8.23% (Puts)
Prior 7-Day Total 258,253
Calls: 173,250 (67%)
Puts: 85,003 (33%)
Prior 7-Day Average 36,893
Calls: 24,750 (67%)
Puts: 12,143 (33%)
Current vs Prior 7-Day Avg +37.24%
Calls: +41.69%
Puts: +28.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $12.25M
Calls: $9.86M (80%)
Puts: $2.39M (20%)
Prior (08/11) $6.16M
Calls: $2.49M (40%)
Puts: $3.67M (60%)
Current vs Prior +98.93%
Calls: +295.72%
Puts: -34.73%
Prior 7-Day Total $58.38M
Calls: $30.81M (53%)
Puts: $27.57M (47%)
Prior 7-Day Average $8.34M
Calls: $4.40M (53%)
Puts: $3.94M (47%)
Current vs Prior 7-Day Avg +46.89%
Calls: +123.96%
Puts: -39.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.44
Prior (08/11) 1.39
Current vs Prior -67.96%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -49.13%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 614,218
Calls: 275,697 (45%)
Puts: 338,521 (55%)
Prior (08/11) 607,354
Calls: 274,824 (45%)
Puts: 332,530 (55%)
Current vs Prior +1.13%
Prior 7-Day Total 3,369,836
Calls: 1,578,288 (47%)
Puts: 1,791,548 (53%)
Prior 7-Day Average 481,405
Calls: 225,469 (47%)
Puts: 255,935 (53%)
Current vs Prior 7-Day Avg +27.59%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 5.07% | 9.31%9.31% | 17.51%
Prior 6.80% | 9.23%9.23% | 18.21%
Current vs Prior -25.42% | +0.92%+0.92% | -3.83%
Prior 7-Day Avg 7.26% | 10.94%12.57% | 20.53%
Current vs 7-Day Avg -30.13% | -14.89%-25.91% | -14.72%
Prior 7-Day Eod 6.80% | 9.23%9.23% | 18.21%
Current vs 7-Day Eod -25.42% | +0.92%+0.92% | -3.83%
Sentiment BULLISHBEARISH

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

Strong bullish conviction with 80% of dollar volume in calls ($9.86M) vs puts ($2.39M). Elevated premium activity with dollar volume up 99% vs prior. Unusually high activity with volume up 104% vs prior - elevated interest. Extreme bullish P/C ratio of 0.44 - heavy call buying (35,069 calls vs 15,562 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 6.9%, best 5.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Sep 183.303.50$3.405.9%4630.383.7K
$55.00Sep 1810.6011.25$10.935.9%260.78494
$60.00Sep 187.357.95$7.657.8%5250.654.0K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 183.553.80$3.686.8%1040.351.1K
$65.00Sep 185.956.45$6.208.1%630.501.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.28, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.250.30$0.2817.9%5830.0812.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Aug 1410.2512.80$11.5322.1%270.9810
$53.00Aug 149.2511.80$10.5324.2%360.989
$54.00Aug 149.0510.80$9.9317.6%1090.98319
$55.00Aug 147.359.80$8.5728.6%310.973.6K
$51.00Aug 2111.3514.75$13.0526.1%20.976
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 147.259.85$8.5530.4%20.948
$70.00Aug 145.357.85$6.6037.9%--0.9331
$75.00Aug 2110.4012.85$11.6321.1%--0.90226
$68.00Aug 143.406.50$4.9562.6%10.8815
$75.00Aug 2810.6513.30$11.9822.1%--0.8520

Most actively traded options today. High liquidity = easy entry/exit. 187 active (total vol 32.6K, top 7.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 210.470.90$0.6962.3%7.1K0.203.5K
$66.00Aug 211.352.14$1.7545.1%5.6K0.39111
$73.00Aug 210.010.73$0.37194.6%2.2K0.1239
$65.00Aug 140.630.92$0.7837.2%1.4K0.361.1K
$74.00Aug 140.000.10$0.05200.0%1.2K0.0346
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.250.30$0.2817.9%5830.0812.5K
$55.00Aug 140.010.10$0.06150.0%3230.03404
$56.00Sep 41.091.42$1.2526.4%3070.2098
$52.00Aug 140.010.06$0.03166.7%2920.02572
$55.00Sep 181.912.12$2.0210.4%2420.221.3K

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 7.8%, max 14.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$64.00Aug 14Sep 1175.2%67.6%11.2%1.0K2.5K
$63.00Aug 14Sep 2575.4%69.1%9.2%671380
$62.00Aug 14Sep 2577.8%72.0%8.0%4744.5K
$61.00Aug 14Sep 2575.9%72.4%5.0%5532.5K
$66.00Aug 14Sep 1173.7%70.7%4.3%735137
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$63.00Aug 14Sep 1175.4%65.9%14.5%20927
$61.00Aug 14Sep 475.9%68.0%11.6%23290
$64.00Aug 14Aug 2875.2%67.9%10.8%2724
$62.00Aug 14Sep 1177.8%71.6%8.7%9543
$65.00Aug 14Sep 1870.9%69.6%1.9%641.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 7.00, avg 2.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$68.00$70.00Sep 25$0.25$1.75$0.2543%7.00$68.25
$65.00$70.00Sep 18$1.55$3.45$1.5550%2.23$66.55
$60.00$61.00Sep 4$0.15$0.85$0.1566%5.67$60.15
$58.00$59.00Aug 28$0.33$0.67$0.3377%2.03$58.33
$55.00$56.00Sep 11$0.37$0.63$0.3780%1.70$55.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$54.00$51.00Sep 11$0.16$2.84$0.1619%17.75$53.84
$71.00$70.00Aug 21$0.52$0.48$0.5282%0.92$70.48
$65.00$63.00Sep 4$0.77$1.23$0.7752%1.60$64.23
$60.00$59.00Aug 28$0.13$0.87$0.1331%6.69$59.87
$64.00$63.00Aug 28$0.31$0.69$0.3149%2.23$63.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 0.74, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.00$68.00Sep 11$0.88$0.88$0.1256%7.33$67.88
$68.00$69.00Aug 28$0.67$0.67$0.3364%2.03$68.67
$66.00$67.00Sep 4$0.67$0.67$0.3356%2.03$66.67
$68.00$69.00Aug 21$0.36$0.36$0.6470%0.56$68.36
$65.00$66.00Sep 11$0.58$0.58$0.4250%1.38$65.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$55.00Sep 25$2.13$2.13$2.8764%0.74$57.87
$52.00$51.00Sep 4$0.74$0.74$0.2685%2.85$51.26
$61.00$60.00Sep 4$0.85$0.85$0.1562%5.67$60.15
$58.00$57.00Sep 11$0.72$0.72$0.2871%2.57$57.28
$62.00$60.00Aug 28$1.06$1.06$0.9460%1.13$60.94

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.25, cheapest $1.16)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Aug 14Aug 21$1.3877.8%67.1%
$63.00Aug 14Aug 21$1.3475.4%65.8%
$64.00Aug 14Aug 21$1.3775.2%69.8%
$65.00Aug 14Aug 21$1.3370.9%67.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Aug 14Aug 21$1.1677.8%67.1%
$63.00Aug 14Aug 21$1.2275.4%65.8%
$64.00Aug 14Aug 21$1.3675.2%69.8%
$65.00Aug 14Aug 21$0.8370.9%67.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 4.33% of stock, avg 11.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$63.00Aug 14$1.70$1.06$2.76$60.24$65.764.33%
$64.00Aug 14$1.25$1.53$2.78$61.22$66.784.37%
$62.00Aug 14$2.37$0.72$3.09$58.91$65.094.85%
$65.00Aug 14$0.78$2.52$3.30$61.70$68.305.18%
$61.00Aug 14$3.21$0.42$3.63$57.37$64.635.70%
$66.00Aug 14$0.53$3.20$3.73$62.27$69.735.86%
$60.00Aug 14$3.73$0.25$3.98$56.02$63.986.25%
$59.00Aug 14$4.53$0.15$4.68$54.32$63.687.35%
$68.00Aug 14$0.21$4.95$5.16$62.84$73.168.10%
$63.00Aug 21$3.04$2.28$5.32$57.68$68.328.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.57% of stock, avg 7.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$68.00$59.00Aug 14$0.21$0.15$0.36$58.64$68.36
$68.00$60.00Aug 14$0.21$0.25$0.46$59.54$68.46
$67.00$59.00Aug 14$0.30$0.15$0.45$58.55$67.45
$67.00$60.00Aug 14$0.30$0.25$0.55$59.45$67.55
$68.00$61.00Aug 14$0.21$0.42$0.63$60.37$68.63
$67.00$61.00Aug 14$0.30$0.42$0.72$60.28$67.72
$66.00$59.00Aug 14$0.53$0.15$0.68$58.32$66.68
$66.00$60.00Aug 14$0.53$0.25$0.78$59.22$66.78
$66.00$61.00Aug 14$0.53$0.42$0.95$60.05$66.95
$68.00$62.00Aug 14$0.21$0.72$0.93$61.07$68.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 2.45, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
55/5670/71Sep 4$0.71$0.2949%2.45$55.29$70.71
58/5971/72Aug 28$0.70$0.3048%2.33$58.30$71.70
59/6068/69Aug 21$0.74$0.2643%2.85$59.26$68.74
58/5974/75Aug 28$0.61$0.3955%1.56$58.39$74.61
58/5972/73Aug 28$0.65$0.3551%1.86$58.35$72.65
56/5771/72Aug 28$0.60$0.4056%1.50$56.40$71.60
56/5774/75Aug 28$0.51$0.4963%1.04$56.49$74.51
56/5772/73Aug 28$0.55$0.4559%1.22$56.45$72.55
59/6071/72Aug 21$0.58$0.4255%1.38$59.42$71.58
58/5968/69Aug 21$0.63$0.3749%1.70$58.37$68.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 14.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Sep 18$0.32$4.6823%14.62
$55.00$60.00$65.00Sep 18$0.58$4.4227%7.62
$60.00$61.00$62.00Aug 21$0.06$0.9411%15.67
$62.00$63.00$64.00Aug 28$0.06$0.949%15.67
$56.00$57.00$58.00Aug 21$0.05$0.955%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$60.00$65.00$70.00Sep 18$0.43$4.5727%10.63
$59.00$60.00$61.00Aug 14$0.07$0.9312%13.29
$62.00$63.00$64.00Aug 14$0.13$0.8722%6.69
$58.00$59.00$60.00Aug 14$0.06$0.947%15.67
$60.00$61.00$62.00Aug 14$0.13$0.8717%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-0.17, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Sep 11-$0.41$4.59
$60.00$65.001:2Sep 18-$2.25$2.75
$70.00$75.001:2Sep 18-$0.94$4.06
$71.00$75.001:2Sep 4-$0.32$3.68
$70.00$75.001:2Sep 25-$1.34$3.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$55.001:2Sep 25-$0.17$4.83
$68.00$65.001:2Aug 21-$0.88$2.12
$60.00$55.001:2Sep 18-$0.36$4.64
$65.00$60.001:2Sep 18-$1.16$3.84
$75.00$70.001:2Aug 28-$3.48$1.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 5.03%, avg 2.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Sep 25$3.200.409.9%5.03%14.97%5212
$70.00Sep 18$3.300.389.9%5.18%15.12%4633.7K
$65.00Sep 25$5.000.512.1%7.85%9.94%1127
$75.00Sep 25$1.920.3017.8%3.02%20.81%14341
$68.00Sep 25$3.450.436.8%5.42%12.22%--27
$65.00Sep 18$4.600.502.1%7.22%9.31%5121.6K
$75.00Sep 18$2.060.2717.8%3.24%21.03%1632.2K
$67.00Sep 25$3.500.465.2%5.50%10.73%12
$70.00Sep 11$2.150.349.9%3.38%13.32%7334
$65.00Sep 4$3.400.472.1%5.34%7.43%2231

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 35,069
Total Puts 15,562
Put/Call Ratio 0.44
Net Difference 19,507

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 173,250
Total Puts 85,003
Average Put/Call Ratio 0.87
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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