Tour v509
MRNA
MODERNA INC
$63.32 -0.52%
$63.29 (-0.05%)🌙
as of 08/14 06:03 PM
8/14 18:04

Option Volume

Detail
Current (08/14) 72,480
Calls: 65,707 (91%)
Puts: 6,773 (9%)
Prior (08/13) 43,642
Calls: 29,483 (68%)
Puts: 14,159 (32%)
Current vs Prior +66.08%
Calls: +122.86% (Calls)
Puts: -52.16% (Puts)
Prior 7-Day Total 302,193
Calls: 215,798 (71%)
Puts: 86,395 (29%)
Prior 7-Day Average 43,170
Calls: 30,828 (71%)
Puts: 12,342 (29%)
Current vs Prior 7-Day Avg +67.89%
Calls: +113.14%
Puts: -45.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $24.61M
Calls: $23.28M (95%)
Puts: $1.34M (5%)
Prior (08/13) $10.25M
Calls: $7.48M (73%)
Puts: $2.77M (27%)
Current vs Prior +140.14%
Calls: +211.11%
Puts: -51.73%
Prior 7-Day Total $63.84M
Calls: $42.97M (67%)
Puts: $20.86M (33%)
Prior 7-Day Average $9.12M
Calls: $6.14M (67%)
Puts: $2.98M (33%)
Current vs Prior 7-Day Avg +169.91%
Calls: +279.19%
Puts: -55.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.10
Prior (08/13) 0.48
Current vs Prior -78.54%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -83.42%
Sentiment BULLISH

Open Interest

Detail
Current (08/14) 662,165
Calls: 310,035 (47%)
Puts: 352,130 (53%)
Prior (08/13) 640,462
Calls: 293,906 (46%)
Puts: 346,556 (54%)
Current vs Prior +3.39%
Prior 7-Day Total 3,788,666
Calls: 1,739,321 (46%)
Puts: 2,049,345 (54%)
Prior 7-Day Average 541,238
Calls: 248,474 (46%)
Puts: 292,763 (54%)
Current vs Prior 7-Day Avg +22.34%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 1.99% | 7.56%7.56% | 17.06%
Prior 4.81% | 7.93%7.93% | 17.83%
Current vs Prior +57.35% | +36.35%-4.65% | -4.35%
Prior 7-Day Avg 6.30% | 9.87%10.71% | 19.19%
Current vs 7-Day Avg +20.10% | +9.64%-29.38% | -11.13%
Prior 7-Day Eod 4.81% | 7.93%7.93% | 17.83%
Current vs 7-Day Eod +57.35% | +36.35%-4.65% | -4.35%
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 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 95% of dollar volume in calls ($23.28M) vs puts ($1.34M). Massive premium surge with dollar volume up 140% vs prior. Dollar volume significantly above 7-day average (170% higher). Above-average activity with volume up 66% vs prior.

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 1 of results (avg 5.7%, best 5.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 183.403.60$3.505.7%690.361.3K

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Aug 218.7511.65$10.2028.4%--1.00164
$54.00Aug 218.2510.25$9.2521.6%121.0046
$55.00Aug 217.109.00$8.0523.6%651.001.3K
$57.00Aug 215.757.45$6.6025.8%91.00467
$51.00Aug 2811.2513.75$12.5020.0%221.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Aug 140.241.50$0.87144.8%211.0025
$65.00Aug 141.353.45$2.4087.5%2531.00283
$66.00Aug 141.764.45$3.1186.5%--1.0025
$68.00Aug 143.756.70$5.2356.4%--1.0013
$70.00Aug 145.708.70$7.2041.7%--1.0031

Most actively traded options today. High liquidity = easy entry/exit. 170 active (total vol 67.9K, top 10.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 142.854.25$3.5539.4%10.5K0.9910.6K
$56.00Aug 145.908.45$7.1835.5%10.0K0.9910.1K
$68.00Aug 210.650.81$0.7321.9%7.1K0.22209
$64.00Aug 211.702.03$1.8617.7%7.0K0.44115
$62.00Aug 140.821.73$1.2771.7%3.8K0.894.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.090.23$0.1687.5%7280.0611.7K
$60.00Aug 140.000.01$0.01100.0%3660.01551
$63.00Aug 211.633.25$2.4466.4%3480.49108
$62.00Aug 140.000.13$0.07185.7%2770.11153
$65.00Aug 141.353.45$2.4087.5%2531.00283

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 109.5%, max 110.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$63.00Aug 14Sep 11139.6%66.8%109.0%346388
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$63.00Aug 14Sep 25139.6%66.5%110.0%90211

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 1.30, avg 2.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$65.00Sep 18$2.17$2.83$2.1764%1.30$62.17
$55.00$57.00Sep 25$0.98$1.02$0.9876%1.04$55.98
$60.00$61.00Sep 11$0.18$0.82$0.1866%4.56$60.18
$65.00$70.00Sep 18$1.61$3.39$1.6149%2.11$66.61
$59.00$60.00Aug 28$0.30$0.70$0.3071%2.33$59.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$64.00$63.00Aug 28$0.10$0.90$0.1052%9.00$63.90
$67.00$66.00Aug 28$0.45$0.55$0.4566%1.22$66.55
$63.00$62.00Sep 11$0.25$0.75$0.2545%3.00$62.75
$60.00$59.00Sep 11$0.16$0.84$0.1634%5.25$59.84
$63.00$60.00Sep 25$1.08$1.92$1.0846%1.78$61.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 1.74, avg 0.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$73.00$74.00Sep 11$0.79$0.79$0.2171%3.76$73.79
$66.00$67.00Sep 11$0.75$0.75$0.2554%3.00$66.75
$68.00$69.00Aug 28$0.55$0.55$0.4568%1.22$68.55
$66.00$67.00Sep 4$0.66$0.66$0.3457%1.94$66.66
$64.00$65.00Sep 11$0.65$0.65$0.3548%1.86$64.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$58.00Sep 25$1.27$1.27$0.7362%1.74$58.73
$62.00$60.00Sep 11$1.31$1.31$0.6959%1.90$60.69
$59.00$58.00Aug 28$0.68$0.68$0.3271%2.12$58.32
$58.00$57.00Sep 11$0.67$0.67$0.3371%2.03$57.33
$60.00$55.00Sep 18$1.64$1.64$3.3664%0.49$58.36

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 0.77% of stock, avg 10.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$63.00Aug 14$0.39$0.10$0.49$62.51$63.490.77%
$64.00Aug 14$0.01$0.87$0.88$63.12$64.881.39%
$62.00Aug 14$1.27$0.07$1.34$60.66$63.342.12%
$61.00Aug 14$2.28$0.01$2.29$58.71$63.293.62%
$65.00Aug 14$0.01$2.40$2.41$62.59$67.413.81%
$66.00Aug 14$0.01$3.11$3.12$62.88$69.124.93%
$60.00Aug 14$3.55$0.01$3.56$56.44$63.565.62%
$59.00Aug 14$4.25$0.01$4.26$54.74$63.266.73%
$64.00Aug 21$1.86$2.52$4.38$59.62$68.386.92%
$61.00Aug 21$3.44$1.10$4.54$56.46$65.547.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 2.08% of stock, avg 8.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$68.00$59.00Aug 21$0.73$0.59$1.32$57.68$69.32
$67.00$59.00Aug 21$0.82$0.59$1.41$57.59$68.41
$68.00$60.00Aug 21$0.73$0.82$1.55$58.45$69.55
$67.00$60.00Aug 21$0.82$0.82$1.64$58.36$68.64
$66.00$59.00Aug 21$1.08$0.59$1.67$57.33$67.67
$66.00$60.00Aug 21$1.08$0.82$1.90$58.10$67.90
$68.00$61.00Aug 21$0.73$1.10$1.83$59.17$69.83
$67.00$61.00Aug 21$0.82$1.10$1.92$59.08$68.92
$66.00$61.00Aug 21$1.08$1.10$2.18$58.82$68.18
$65.00$59.00Aug 21$1.43$0.59$2.02$56.98$67.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 8.09, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
58/5974/75Aug 28$0.89$0.1157%8.09$58.11$74.89
58/5973/74Aug 28$0.86$0.1454%6.14$58.14$73.86
53/5468/69Aug 28$0.73$0.2758%2.70$53.27$68.73
58/5969/70Aug 28$0.86$0.1444%6.14$58.14$69.86
55/5773/74Sep 11$1.34$0.6647%2.03$55.66$74.34
55/5668/69Aug 28$0.70$0.3052%2.33$55.30$68.70
56/5768/69Aug 28$0.73$0.2749%2.70$56.27$68.73
57/5868/69Aug 28$0.73$0.2745%2.70$57.27$68.73
53/5474/75Aug 28$0.39$0.6176%0.64$53.61$74.39
57/5872/73Aug 21$0.37$0.6373%0.59$57.63$72.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 10.90, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Sep 18$0.42$4.5824%10.90
$60.00$65.00$70.00Sep 18$0.56$4.4428%7.93
$62.00$63.00$64.00Aug 14$0.50$0.5085%1.00
$63.00$64.00$65.00Aug 14$0.38$0.6274%1.63
$61.00$62.00$63.00Aug 14$0.13$0.8723%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Sep 18$0.43$4.5724%10.63
$60.00$65.00$70.00Sep 18$0.75$4.2528%5.67
$62.00$63.00$64.00Aug 14$0.74$0.2689%0.35
$59.00$60.00$61.00Aug 21$0.05$0.9513%19.00
$60.00$61.00$62.00Aug 14$0.06$0.9410%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. 65 found (best net $-2.17, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Sep 25-$0.62$4.38
$70.00$75.001:2Sep 18-$0.66$4.34
$61.00$62.001:2Aug 14-$0.26$0.74
$65.00$70.001:2Sep 18-$1.43$3.57
$60.00$65.001:2Sep 18-$2.48$2.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$70.001:2Aug 14-$2.17$2.83
$65.00$60.001:2Sep 18-$0.85$4.15
$68.00$66.001:2Aug 14-$0.99$1.01
$60.00$55.001:2Sep 18-$0.22$4.78
$75.00$70.001:2Aug 28-$3.57$1.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 7.82%, avg 2.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Sep 25$4.950.492.6%7.82%10.47%1840
$70.00Sep 25$2.820.3810.6%4.45%15.00%1216
$70.00Sep 18$2.720.3610.6%4.30%14.85%1063.6K
$65.00Sep 18$4.300.492.6%6.79%9.44%1471.3K
$69.00Sep 25$2.700.409.0%4.26%13.23%3--
$68.00Sep 25$2.840.427.4%4.49%11.88%--27
$67.00Sep 25$3.100.455.8%4.90%10.71%13
$75.00Sep 18$1.720.2518.4%2.72%21.16%212.2K
$75.00Sep 25$1.490.2718.4%2.35%20.80%2354
$71.00Sep 11$1.830.3312.1%2.89%15.02%36

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 65,707
Total Puts 6,773
Put/Call Ratio 0.10
Net Difference 58,934

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 215,798
Total Puts 86,395
Average Put/Call Ratio 0.62
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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