Tour v509
MRNA
MODERNA INC
$63.65 -0.03%
$63.62 (-0.05%)🌙
as of 08/13 06:06 PM
8/13 18:06

Option Volume

Detail
Current (08/13) 43,642
Calls: 29,483 (68%)
Puts: 14,159 (32%)
Prior (08/12) 50,631
Calls: 35,069 (69%)
Puts: 15,562 (31%)
Current vs Prior -13.80%
Calls: -15.93% (Calls)
Puts: -9.02% (Puts)
Prior 7-Day Total 279,242
Calls: 194,472 (70%)
Puts: 84,770 (30%)
Prior 7-Day Average 39,891
Calls: 27,781 (70%)
Puts: 12,110 (30%)
Current vs Prior 7-Day Avg +9.40%
Calls: +6.12%
Puts: +16.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/13) $10.25M
Calls: $7.48M (73%)
Puts: $2.77M (27%)
Prior (08/12) $12.25M
Calls: $9.86M (80%)
Puts: $2.39M (20%)
Current vs Prior -16.34%
Calls: -24.09%
Puts: +15.61%
Prior 7-Day Total $59.39M
Calls: $37.62M (63%)
Puts: $21.78M (37%)
Prior 7-Day Average $8.48M
Calls: $5.37M (63%)
Puts: $3.11M (37%)
Current vs Prior 7-Day Avg +20.80%
Calls: +39.24%
Puts: -11.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/13) 0.48
Prior (08/12) 0.44
Current vs Prior +8.22%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -37.87%
Sentiment BULLISH

Open Interest

Detail
Current (08/13) 640,462
Calls: 293,906 (46%)
Puts: 346,556 (54%)
Prior (08/12) 614,218
Calls: 275,697 (45%)
Puts: 338,521 (55%)
Current vs Prior +4.27%
Prior 7-Day Total 3,414,297
Calls: 1,594,633 (47%)
Puts: 1,819,664 (53%)
Prior 7-Day Average 487,756
Calls: 227,804 (47%)
Puts: 259,952 (53%)
Current vs Prior 7-Day Avg +31.31%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.81% | 7.93%7.93% | 17.83%
Prior 5.07% | 9.31%9.31% | 17.51%
Current vs Prior -5.23% | -14.81%-14.81% | +1.83%
Prior 7-Day Avg 6.69% | 10.45%11.68% | 19.69%
Current vs 7-Day Avg -28.16% | -24.06%-32.09% | -9.42%
Prior 7-Day Eod 5.07% | 9.31%9.31% | 17.51%
Current vs 7-Day Eod -5.23% | -14.81%-14.81% | +1.83%
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

Moderately bullish flow with 73% call dollar volume ($7.48M). Extreme bullish P/C ratio of 0.48 - heavy call buying (29,483 calls vs 14,159 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 BEARISH
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 1 of results (avg 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 255.255.80$5.539.9%160.5232
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 $0.44, cheapest $0.22)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 210.600.71$0.6616.7%6150.198.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.210.24$0.2213.6%1.7K0.0712.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 87 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 1410.7014.75$12.7331.8%11.00--
$52.00Aug 1410.4513.00$11.7321.7%121.0032
$53.00Aug 149.4512.00$10.7323.8%--1.0029
$54.00Aug 148.459.90$9.1815.8%561.00235
$55.00Aug 147.459.80$8.6327.2%71.003.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 144.808.40$6.6054.5%20.9531
$75.00Aug 2110.2012.80$11.5022.6%50.93226
$68.00Aug 142.906.45$4.6875.9%20.9214
$67.00Aug 141.875.50$3.6998.4%10.916
$75.00Aug 2810.1513.05$11.6025.0%--0.8720

Most actively traded options today. High liquidity = easy entry/exit. 201 active (total vol 32.5K, top 7.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 211.482.00$1.7429.9%7.4K0.425.3K
$69.00Aug 210.421.06$0.7486.5%6.3K0.21109
$75.00Aug 210.060.29$0.18127.8%1.8K0.062.4K
$65.00Aug 140.300.54$0.4257.1%1.1K0.261.2K
$67.00Aug 210.601.63$1.1292.0%1.1K0.30110
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.210.24$0.2213.6%1.7K0.0712.4K
$52.00Aug 140.010.06$0.03166.7%4710.02579
$56.00Aug 140.010.08$0.05140.0%3330.03142
$60.00Aug 140.000.19$0.10190.0%3170.09711
$57.00Aug 140.000.14$0.07200.0%3040.04163

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 18.7%, max 29.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Aug 14Sep 2587.3%69.4%25.9%1.1K1.2K
$63.00Aug 14Sep 1173.2%61.3%19.3%191389
$64.00Aug 14Sep 1174.8%64.3%16.3%4102.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Aug 14Aug 2883.5%64.4%29.7%1430
$65.00Aug 14Sep 1887.3%71.7%21.8%3061.2K
$63.00Aug 14Sep 1173.2%61.3%19.3%122194
$64.00Aug 14Sep 2574.8%66.3%12.8%1913
$61.00Aug 14Sep 467.4%64.5%4.5%50166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 1.44, avg 2.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$2.05$2.95$2.0564%1.44$62.05
$55.00$59.00Sep 25$2.30$1.70$2.3078%0.74$57.30
$59.00$60.00Aug 14$0.38$0.62$0.38100%1.63$59.38
$59.00$65.00Sep 25$2.97$3.03$2.9768%1.02$61.97
$57.00$58.00Aug 28$0.20$0.80$0.2080%4.00$57.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$65.00$64.00Sep 4$0.25$0.75$0.2554%3.00$64.75
$67.00$66.00Aug 21$0.48$0.52$0.4870%1.08$66.52
$62.00$61.00Aug 21$0.15$0.85$0.1538%5.67$61.85
$65.00$64.00Aug 14$0.52$0.48$0.5274%0.92$64.48
$64.00$63.00Aug 28$0.35$0.65$0.3551%1.86$63.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 0.61, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$74.00$75.00Sep 4$0.64$0.64$0.3677%1.78$74.64
$68.00$69.00Sep 4$0.69$0.69$0.3163%2.23$68.69
$73.00$75.00Sep 25$0.88$0.88$1.1266%0.79$73.88
$73.00$74.00Aug 28$0.45$0.45$0.5578%0.82$73.45
$70.00$71.00Sep 4$0.50$0.50$0.5070%1.00$70.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$55.00Sep 18$1.90$1.90$3.1064%0.61$58.10
$60.00$59.00Sep 4$0.85$0.85$0.1566%5.67$59.15
$60.00$58.00Sep 25$1.17$1.17$0.8364%1.41$58.83
$56.00$55.00Sep 25$0.72$0.72$0.2874%2.57$55.28
$54.00$53.00Sep 4$0.63$0.63$0.3781%1.70$53.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.08, cheapest $0.87)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Aug 14Aug 21$1.2774.8%56.9%
$63.00Aug 14Aug 21$1.1273.2%57.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$64.00Aug 14Aug 21$0.8774.8%56.9%
$63.00Aug 14Aug 21$1.0673.2%57.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 3.30% of stock, avg 10.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$64.00Aug 14$0.59$1.51$2.10$61.90$66.103.30%
$63.00Aug 14$1.55$0.89$2.44$60.56$65.443.83%
$65.00Aug 14$0.42$2.03$2.45$62.55$67.453.85%
$62.00Aug 14$2.33$0.22$2.55$59.45$64.554.01%
$66.00Aug 14$0.20$2.85$3.05$62.95$69.054.79%
$61.00Aug 14$3.13$0.18$3.31$57.69$64.315.20%
$67.00Aug 14$0.11$3.69$3.80$63.20$70.805.97%
$60.00Aug 14$3.97$0.10$4.07$55.93$64.076.39%
$64.00Aug 21$1.86$2.38$4.24$59.76$68.246.66%
$59.00Aug 14$4.35$0.10$4.45$54.55$63.456.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.33% of stock, avg 7.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$67.00$60.00Aug 14$0.11$0.10$0.21$59.79$67.21
$67.00$59.00Aug 14$0.11$0.10$0.21$58.79$67.21
$67.00$61.00Aug 14$0.11$0.18$0.29$60.71$67.29
$66.00$60.00Aug 14$0.20$0.10$0.30$59.70$66.30
$66.00$59.00Aug 14$0.20$0.10$0.30$58.70$66.30
$66.00$61.00Aug 14$0.20$0.18$0.38$60.62$66.38
$67.00$62.00Aug 14$0.11$0.22$0.33$61.67$67.33
$66.00$62.00Aug 14$0.20$0.22$0.42$61.58$66.42
$76.00$60.00Aug 14$0.45$0.10$0.55$59.45$76.55
$76.00$59.00Aug 14$0.45$0.10$0.55$58.45$76.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 66 found (best R:R 9.00, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
53/5473/74Aug 28$0.90$0.1065%9.00$53.10$73.90
53/5474/75Aug 28$0.75$0.2571%3.00$53.25$74.75
56/5774/75Aug 28$0.80$0.2062%4.00$56.20$74.80
55/5673/75Sep 25$1.60$0.4040%4.00$54.40$74.60
53/5468/69Aug 28$0.85$0.1555%5.67$53.15$68.85
52/5370/71Sep 4$0.82$0.1857%4.56$52.18$70.82
55/5672/73Sep 4$0.87$0.1352%6.69$55.13$72.87
56/5768/69Aug 28$0.90$0.1047%9.00$56.10$68.90
58/5971/72Aug 28$0.82$0.1850%4.56$58.18$71.82
57/5872/73Sep 4$0.85$0.1546%5.67$57.15$72.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 14.15, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$60.00$65.00$70.00Sep 18$0.33$4.6727%14.15
$65.00$70.00$75.00Sep 18$0.39$4.6124%11.82
$65.00$66.00$67.00Aug 14$0.13$0.8718%6.69
$66.00$67.00$68.00Aug 14$0.08$0.928%11.50
$73.00$74.00$75.00Aug 21$0.05$0.952%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$60.00$65.00$70.00Sep 18$0.35$4.6527%13.29
$62.00$63.00$64.00Aug 21$0.05$0.9514%19.00
$55.00$60.00$65.00Sep 18$0.80$4.2028%5.25
$59.00$60.00$61.00Aug 21$0.08$0.9214%11.50
$59.00$60.00$61.00Aug 28$0.06$0.949%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-1.96, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$65.001:2Sep 25-$2.56$3.44
$70.00$75.001:2Sep 18-$0.57$4.43
$55.00$60.001:2Sep 18-$3.12$1.88
$65.00$70.001:2Sep 18-$1.51$3.49
$62.00$63.001:2Aug 14-$0.77$0.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$70.001:2Aug 21-$1.96$3.04
$65.00$60.001:2Sep 18-$1.00$4.00
$64.00$63.001:2Aug 14-$0.27$0.73
$62.00$61.001:2Aug 14-$0.14$0.86
$54.00$53.001:2Sep 4-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 8.25%, avg 2.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Sep 25$5.250.522.1%8.25%10.37%1632
$65.00Sep 18$4.700.502.1%7.38%9.51%1611.3K
$73.00Sep 25$2.110.3414.7%3.32%18.00%4--
$70.00Sep 25$2.700.4010.0%4.24%14.22%2214
$70.00Sep 18$2.660.3710.0%4.18%14.16%1223.6K
$66.00Sep 25$3.800.503.7%5.97%9.66%2--
$67.00Sep 25$3.400.475.3%5.34%10.60%13
$68.00Sep 25$2.990.456.8%4.70%11.53%--27
$75.00Sep 25$1.560.2817.8%2.45%20.28%3352
$72.00Sep 25$1.790.3513.1%2.81%15.93%4--

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 29,483
Total Puts 14,159
Put/Call Ratio 0.48
Net Difference 15,324

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 194,472
Total Puts 84,770
Average Put/Call Ratio 0.77
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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