Tour v509
MRNA
MODERNA INC
$64.46 +1.80%
$64.60 (+0.22%)🌙
as of 08/17 06:04 PM
8/17 18:04

Option Volume

Detail
Current (08/17) 23,507
Calls: 14,171 (60%)
Puts: 9,336 (40%)
Prior (08/14) 72,480
Calls: 65,707 (91%)
Puts: 6,773 (9%)
Current vs Prior -67.57%
Calls: -78.43% (Calls)
Puts: +37.84% (Puts)
Prior 7-Day Total 351,503
Calls: 270,605 (77%)
Puts: 80,898 (23%)
Prior 7-Day Average 50,214
Calls: 38,657 (77%)
Puts: 11,556 (23%)
Current vs Prior 7-Day Avg -53.19%
Calls: -63.34%
Puts: -19.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $6.21M
Calls: $4.18M (67%)
Puts: $2.03M (33%)
Prior (08/14) $24.61M
Calls: $23.28M (95%)
Puts: $1.34M (5%)
Current vs Prior -74.77%
Calls: -82.04%
Puts: +51.85%
Prior 7-Day Total $82.64M
Calls: $62.87M (76%)
Puts: $19.77M (24%)
Prior 7-Day Average $11.81M
Calls: $8.98M (76%)
Puts: $2.82M (24%)
Current vs Prior 7-Day Avg -47.41%
Calls: -53.45%
Puts: -28.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.66
Prior (08/14) 0.10
Current vs Prior +539.13%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +38.44%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 620,043
Calls: 273,337 (44%)
Puts: 346,706 (56%)
Prior (08/14) 662,165
Calls: 310,035 (47%)
Puts: 352,130 (53%)
Current vs Prior -6.36%
Prior 7-Day Total 4,139,201
Calls: 1,898,857 (46%)
Puts: 2,240,344 (54%)
Prior 7-Day Average 591,314
Calls: 271,265 (46%)
Puts: 320,049 (54%)
Current vs Prior 7-Day Avg +4.86%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 6.62% | 10.21%6.62% | 16.06%
Prior 7.56% | 10.82%7.56% | 17.06%
Current vs Prior -12.43% | -5.64%-12.43% | -5.86%
Prior 7-Day Avg 6.46% | 9.82%9.69% | 18.55%
Current vs 7-Day Avg +2.58% | +3.95%-31.67% | -13.44%
Prior 7-Day Eod 7.56% | 10.82%7.56% | 17.06%
Current vs 7-Day Eod -12.43% | -5.64%-12.43% | -5.86%
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 67% call dollar volume ($4.18M). Light premium activity with dollar volume down 75% vs prior. Below-average activity with volume down 68% vs prior. Bullish P/C ratio of 0.66.

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 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 4 of results (avg 8.3%, best 4.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 187.457.80$7.634.6%460.694.1K
$65.00Sep 184.855.35$5.109.8%3860.531.3K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Sep 255.205.70$5.459.2%10.431
$65.00Sep 185.005.50$5.259.5%1100.471.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.74, cheapest $0.74)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Aug 210.700.78$0.7410.8%1710.266.9K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 76 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 218.5011.05$9.7826.1%560.981.3K
$52.00Aug 2111.3513.80$12.5819.5%30.9836
$53.00Aug 2110.4513.65$12.0526.6%20.97164
$53.00Aug 2811.2013.05$12.1315.3%30.9514
$57.00Aug 217.309.10$8.2022.0%20.95467
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Aug 217.5511.35$9.4540.2%20.96--
$75.00Aug 219.1011.90$10.5026.7%10.96228
$73.00Aug 217.1510.40$8.7837.0%20.931
$76.00Aug 2810.3513.50$11.9326.4%10.90--
$72.00Aug 216.308.80$7.5533.1%10.909

Most actively traded options today. High liquidity = easy entry/exit. 157 active (total vol 15.0K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Sep 44.054.70$4.3814.8%1.3K0.5577
$65.00Aug 211.621.80$1.7110.5%1.3K0.4812.8K
$70.00Aug 210.310.59$0.4562.2%1.1K0.178.8K
$66.00Aug 282.212.68$2.4519.2%7750.44144
$69.00Aug 210.480.75$0.6243.5%7070.227.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 181.191.50$1.3523.0%1.4K0.181.6K
$64.00Aug 211.231.95$1.5945.3%5560.4461
$60.00Aug 210.330.46$0.4032.5%4460.154.4K
$63.00Aug 210.911.44$1.1844.9%3840.35373
$60.00Sep 182.753.10$2.9311.9%2430.321.3K

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 5.9%, max 11.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Aug 21Sep 2577.4%69.4%11.5%1.1K9.0K
$60.00Aug 21Sep 1872.1%66.8%8.0%855.4K
$62.00Aug 21Sep 2570.8%67.9%4.2%134376
$69.00Aug 21Sep 1177.1%74.1%4.1%7117.2K
$67.00Aug 21Sep 2576.6%73.6%4.0%2921.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Aug 21Sep 1877.4%70.0%10.5%892.7K
$60.00Aug 21Sep 1872.1%66.8%8.0%6895.7K
$63.00Aug 21Sep 1170.8%67.6%4.8%392390
$62.00Aug 21Sep 2570.8%67.9%4.2%68128
$65.00Aug 21Sep 1871.0%69.1%2.6%2248.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 9.53, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$71.00$75.00Sep 11$0.38$3.62$0.3832%9.53$71.38
$65.00$67.00Sep 25$0.43$1.57$0.4355%3.65$65.43
$60.00$65.00Sep 18$2.53$2.47$2.5368%0.98$62.53
$52.00$53.00Aug 21$0.53$0.47$0.5398%0.89$52.53
$61.00$62.00Sep 11$0.20$0.80$0.2064%4.00$61.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$71.00$70.00Sep 11$0.34$0.66$0.3468%1.94$70.66
$72.00$71.00Aug 21$0.57$0.43$0.5790%0.75$71.43
$62.00$61.00Sep 25$0.15$0.85$0.1538%5.67$61.85
$62.00$61.00Sep 4$0.16$0.84$0.1636%5.25$61.84
$65.00$63.00Sep 4$0.73$1.27$0.7349%1.74$64.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 71 found (best R:R 4.56, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$69.00$70.00Sep 11$0.70$0.70$0.3061%2.33$69.70
$68.00$69.00Sep 4$0.65$0.65$0.3560%1.86$68.65
$67.00$68.00Sep 11$0.71$0.71$0.2954%2.45$67.71
$68.00$70.00Sep 25$1.10$1.10$0.9052%1.22$69.10
$66.00$67.00Sep 4$0.63$0.63$0.3752%1.70$66.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$56.00$55.00Aug 28$0.82$0.82$0.1881%4.56$55.18
$60.00$55.00Sep 18$1.58$1.58$3.4268%0.46$58.42
$64.00$62.00Sep 25$1.20$1.20$0.8057%1.50$62.80
$63.00$62.00Sep 11$0.78$0.78$0.2258%3.55$62.22
$58.00$57.00Sep 25$0.56$0.56$0.4472%1.27$57.44

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.21, cheapest $0.97)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Aug 21Aug 28$1.3970.8%61.6%
$65.00Aug 21Aug 28$1.1471.0%72.4%
$66.00Aug 21Aug 28$1.1571.0%72.7%
$64.00Aug 21Aug 28$1.1670.5%72.6%
$67.00Aug 21Aug 28$1.3676.6%81.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Aug 21Aug 28$0.9770.8%61.6%
$65.00Aug 21Aug 28$1.1571.0%72.4%
$66.00Aug 21Aug 28$1.0171.0%72.7%
$64.00Aug 21Aug 28$1.5270.5%72.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 5.83% of stock, avg 11.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$65.00Aug 21$1.71$2.05$3.76$61.24$68.765.83%
$64.00Aug 21$2.22$1.59$3.81$60.19$67.815.91%
$63.00Aug 21$2.71$1.18$3.89$59.11$66.896.03%
$66.00Aug 21$1.30$2.79$4.09$61.91$70.096.35%
$62.00Aug 21$3.53$0.84$4.37$57.63$66.376.78%
$68.00Aug 21$0.74$4.25$4.99$63.01$72.997.74%
$61.00Aug 21$4.53$0.58$5.11$55.89$66.117.93%
$60.00Aug 21$4.93$0.40$5.33$54.67$65.338.27%
$62.00Aug 28$3.96$1.73$5.69$56.31$67.698.83%
$65.00Aug 28$2.85$3.20$6.05$58.95$71.059.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 1.58% of stock, avg 7.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$69.00$60.00Aug 21$0.62$0.40$1.02$58.98$70.02
$69.00$61.00Aug 21$0.62$0.58$1.20$59.80$70.20
$68.00$60.00Aug 21$0.74$0.40$1.14$58.86$69.14
$68.00$61.00Aug 21$0.74$0.58$1.32$59.68$69.32
$69.00$62.00Aug 21$0.62$0.84$1.46$60.54$70.46
$68.00$62.00Aug 21$0.74$0.84$1.58$60.42$69.58
$67.00$60.00Aug 21$1.10$0.40$1.50$58.50$68.50
$67.00$61.00Aug 21$1.10$0.58$1.68$59.32$68.68
$67.00$62.00Aug 21$1.10$0.84$1.94$60.06$68.94
$69.00$63.00Aug 21$0.62$1.18$1.80$61.20$70.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 4.00, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
53/5474/75Sep 25$0.80$0.2048%4.00$53.20$74.80
54/5574/75Sep 25$0.78$0.2246%3.55$54.22$74.78
53/5475/76Aug 28$0.43$0.5778%0.75$53.57$75.43
52/5374/75Sep 25$0.70$0.3051%2.33$52.30$74.70
53/5471/72Aug 28$0.53$0.4767%1.13$53.47$71.53
53/5470/71Aug 28$0.57$0.4362%1.33$53.43$70.57
53/5474/75Aug 28$0.44$0.5674%0.79$53.56$74.44
53/5473/74Aug 28$0.42$0.5872%0.72$53.58$73.42
57/5875/76Aug 28$0.41$0.5971%0.69$57.59$75.41
57/5871/72Aug 28$0.51$0.4960%1.04$57.49$71.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Sep 18$0.55$4.4526%8.09
$60.00$65.00$70.00Sep 18$0.71$4.2930%6.04
$64.00$65.00$66.00Aug 21$0.10$0.9017%9.00
$55.00$60.00$65.00Sep 18$0.87$4.1329%4.75
$72.00$73.00$74.00Aug 21$0.05$0.957%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$66.00$68.00$70.00Aug 21$0.09$1.9124%21.22
$60.00$65.00$70.00Sep 18$0.73$4.2730%5.85
$55.00$60.00$65.00Sep 18$0.74$4.2629%5.76
$62.00$63.00$64.00Aug 21$0.07$0.9316%13.29
$61.00$62.00$63.00Aug 21$0.08$0.9215%11.50

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 $-0.43, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Sep 18-$0.74$4.26
$65.00$70.001:2Sep 18-$1.46$3.54
$60.00$65.001:2Sep 18-$2.57$2.43
$70.00$71.001:2Aug 21-$0.21$0.79
$74.00$75.001:2Aug 21-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Sep 4-$0.43$4.57
$75.00$70.001:2Aug 28-$2.75$2.25
$65.00$60.001:2Sep 18-$0.61$4.39
$70.00$65.001:2Sep 18-$2.20$2.80
$70.00$67.001:2Aug 28-$1.95$1.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 6.36%, avg 2.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$68.00Sep 25$4.100.485.5%6.36%11.85%427
$65.00Sep 25$5.350.550.8%8.30%9.14%17554
$67.00Sep 25$4.350.503.9%6.75%10.69%14
$74.00Sep 25$2.220.3314.8%3.44%18.24%2--
$75.00Sep 25$2.160.3016.4%3.35%19.70%3354
$70.00Sep 18$3.100.398.6%4.81%13.40%1273.6K
$65.00Sep 18$4.850.530.8%7.52%8.36%3861.3K
$70.00Sep 25$2.550.428.6%3.96%12.55%62215
$73.00Sep 25$1.880.3513.2%2.92%16.17%22
$75.00Sep 18$1.630.2716.4%2.53%18.88%682.2K

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 14,171
Total Puts 9,336
Put/Call Ratio 0.66
Net Difference 4,835

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 270,605
Total Puts 80,898
Average Put/Call Ratio 0.48
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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