Tour v509
MRNA
MODERNA INC
$62.96 -2.33%
$62.79 (-0.27%)🌙
as of 08/18 06:04 PM
8/18 18:04

Option Volume

Detail
Current (08/18) 21,620
Calls: 14,784 (68%)
Puts: 6,836 (32%)
Prior (08/17) 23,507
Calls: 14,171 (60%)
Puts: 9,336 (40%)
Current vs Prior -8.03%
Calls: +4.33% (Calls)
Puts: -26.78% (Puts)
Prior 7-Day Total 296,818
Calls: 218,688 (74%)
Puts: 78,130 (26%)
Prior 7-Day Average 42,402
Calls: 31,241 (74%)
Puts: 11,161 (26%)
Current vs Prior 7-Day Avg -49.01%
Calls: -52.68%
Puts: -38.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/18) $3.65M
Calls: $2.19M (60%)
Puts: $1.46M (40%)
Prior (08/17) $6.21M
Calls: $4.18M (67%)
Puts: $2.03M (33%)
Current vs Prior -41.22%
Calls: -47.66%
Puts: -27.95%
Prior 7-Day Total $78.06M
Calls: $60.94M (78%)
Puts: $17.12M (22%)
Prior 7-Day Average $11.15M
Calls: $8.71M (78%)
Puts: $2.45M (22%)
Current vs Prior 7-Day Avg -67.27%
Calls: -74.87%
Puts: -40.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/18) 0.46
Prior (08/17) 0.66
Current vs Prior -29.81%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -14.98%
Sentiment BULLISH

Open Interest

Detail
Current (08/18) 629,802
Calls: 278,950 (44%)
Puts: 350,852 (56%)
Prior (08/17) 620,043
Calls: 273,337 (44%)
Puts: 346,706 (56%)
Current vs Prior +1.57%
Prior 7-Day Total 4,369,273
Calls: 1,988,301 (46%)
Puts: 2,380,972 (54%)
Prior 7-Day Average 624,181
Calls: 284,043 (46%)
Puts: 340,138 (54%)
Current vs Prior 7-Day Avg +0.90%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 6.29% | 8.47%6.29% | 15.47%
Prior 6.62% | 10.21%6.62% | 16.06%
Current vs Prior -5.05% | -17.07%-5.05% | -3.65%
Prior 7-Day Avg 6.77% | 9.99%9.02% | 17.93%
Current vs 7-Day Avg -7.06% | -15.30%-30.25% | -13.72%
Prior 7-Day Eod 6.62% | 10.21%6.62% | 16.06%
Current vs 7-Day Eod -5.05% | -17.07%-5.05% | -3.65%
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

Extreme bullish P/C ratio of 0.46 - heavy call buying (14,784 calls vs 6,836 puts). P/C ratio dropping 30% - sentiment shifting bullish.

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 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 2 of results (avg 5.5%, best 3.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 210.840.87$0.863.5%6560.3313.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 185.806.25$6.037.5%740.541.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.73, cheapest $0.61)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Aug 210.570.65$0.6113.1%4.1K0.255.8K
$65.00Aug 210.840.87$0.863.5%6560.3313.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 2111.1013.15$12.1316.9%190.995
$53.00Aug 218.6011.95$10.2732.6%10.98164
$54.00Aug 217.7010.15$8.9327.4%20.9848
$52.00Aug 219.6512.95$11.3029.2%90.9634
$53.00Aug 288.9011.60$10.2526.3%70.9515
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Aug 218.7511.00$9.8822.8%21.002
$74.00Aug 219.5512.55$11.0527.1%11.001
$75.00Aug 2110.0513.45$11.7528.9%31.00229
$75.00Aug 2811.1013.60$12.3520.2%--1.0020
$70.00Aug 215.958.55$7.2535.9%40.961.2K

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 16.1K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 210.060.10$0.0850.0%4.2K0.058.9K
$66.00Aug 210.570.65$0.6113.1%4.1K0.255.8K
$65.00Aug 210.840.87$0.863.5%6560.3313.2K
$75.00Sep 181.351.74$1.5525.2%3310.222.3K
$64.00Aug 211.191.40$1.3016.2%2780.436.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 181.481.80$1.6419.5%1.1K0.222.7K
$60.00Aug 210.400.60$0.5040.0%2330.214.8K
$56.00Aug 210.010.31$0.16187.5%2040.07213
$58.00Sep 251.934.60$3.2681.9%1860.3132
$63.00Aug 211.302.15$1.7349.1%1850.48690

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 13.4%, max 31.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$61.00Aug 21Sep 1178.1%59.3%31.6%15224
$59.00Aug 21Sep 2577.5%62.2%24.6%2257
$66.00Aug 21Sep 1173.3%61.6%19.0%4.1K5.8K
$63.00Aug 21Sep 1178.0%67.6%15.4%138926
$67.00Aug 21Sep 2574.6%64.8%15.2%1911.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$59.00Aug 21Sep 2577.5%62.2%24.6%67623
$61.00Aug 21Sep 2578.1%63.7%22.7%89228
$63.00Aug 21Sep 2578.0%67.7%15.2%291693
$62.00Aug 21Sep 2579.1%69.8%13.3%170174
$64.00Aug 21Sep 2576.0%68.0%11.9%201517

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 94 found (best R:R 0.97, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$54.00$64.00Oct 2$5.07$4.93$5.0778%0.97$59.07
$69.00$75.00Oct 2$0.95$5.05$0.9542%5.32$69.95
$65.00$70.00Sep 18$0.83$4.17$0.8346%5.02$65.83
$57.00$58.00Aug 21$0.33$0.67$0.3393%2.03$57.33
$62.00$65.00Sep 25$1.03$1.97$1.0359%1.91$63.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$71.00$70.00Aug 21$0.53$0.47$0.5390%0.89$70.47
$70.00$67.00Aug 28$1.83$1.17$1.8379%0.64$68.17
$66.00$65.00Aug 21$0.31$0.69$0.3175%2.23$65.69
$55.00$53.00Sep 25$0.12$1.88$0.1223%15.67$54.88
$60.00$59.00Sep 11$0.16$0.84$0.1636%5.25$59.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 2.12, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$69.00$70.00Sep 4$0.67$0.67$0.3371%2.03$69.67
$64.00$65.00Aug 28$0.69$0.69$0.3149%2.23$64.69
$74.00$75.00Sep 11$0.42$0.42$0.5876%0.72$74.42
$67.00$68.00Aug 28$0.47$0.47$0.5364%0.89$67.47
$70.00$71.00Aug 28$0.34$0.34$0.6675%0.52$70.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$60.00$58.00Sep 4$1.36$1.36$0.6465%2.12$58.64
$53.00$52.00Oct 2$0.74$0.74$0.2680%2.85$52.26
$60.00$55.00Sep 18$1.81$1.81$3.1962%0.57$58.19
$62.00$60.00Sep 11$1.15$1.15$0.8557%1.35$60.85
$57.00$56.00Sep 25$0.58$0.58$0.4272%1.38$56.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.06, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Aug 21Aug 28$0.9178.0%55.1%
$65.00Aug 21Aug 28$0.9872.0%58.0%
$64.00Aug 21Aug 28$1.2376.0%64.4%
$62.00Aug 21Aug 28$1.0979.1%72.9%
$61.00Aug 21Aug 28$1.2178.1%87.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Aug 21Aug 28$0.2878.0%55.1%
$65.00Aug 21Aug 28$1.2372.0%58.0%
$64.00Aug 21Aug 28$1.1576.0%64.4%
$62.00Aug 21Aug 28$0.9879.1%72.9%
$61.00Aug 21Aug 28$1.5378.1%87.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 5.59% of stock, avg 11.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$62.00Aug 21$2.23$1.29$3.52$58.48$65.525.59%
$63.00Aug 21$1.81$1.73$3.54$59.46$66.545.62%
$64.00Aug 21$1.30$2.29$3.59$60.41$67.595.70%
$65.00Aug 21$0.86$2.87$3.73$61.27$68.735.92%
$61.00Aug 21$2.85$0.89$3.74$57.26$64.745.94%
$66.00Aug 21$0.61$3.18$3.79$62.21$69.796.02%
$60.00Aug 21$3.55$0.50$4.05$55.95$64.056.43%
$59.00Aug 21$4.25$0.38$4.63$54.37$63.637.35%
$63.00Aug 28$2.72$2.01$4.73$58.27$67.737.51%
$67.00Aug 21$0.43$4.47$4.90$62.10$71.907.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.95% of stock, avg 8.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$68.00$59.00Aug 21$0.22$0.38$0.60$58.40$68.60
$68.00$60.00Aug 21$0.22$0.50$0.72$59.28$68.72
$67.00$59.00Aug 21$0.43$0.38$0.81$58.19$67.81
$67.00$60.00Aug 21$0.43$0.50$0.93$59.07$67.93
$66.00$59.00Aug 21$0.61$0.38$0.99$58.01$66.99
$66.00$60.00Aug 21$0.61$0.50$1.11$58.89$67.11
$68.00$61.00Aug 21$0.22$0.89$1.11$59.89$69.11
$67.00$61.00Aug 21$0.43$0.89$1.32$59.68$68.32
$65.00$59.00Aug 21$0.86$0.38$1.24$57.76$66.24
$65.00$60.00Aug 21$0.86$0.50$1.36$58.64$66.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 71 found (best R:R 3.88, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
58/6073/75Sep 4$1.59$0.4146%3.88$58.41$74.59
51/5269/70Sep 4$0.86$0.1460%6.14$51.14$69.86
54/5574/75Sep 11$0.87$0.1358%6.69$54.13$74.87
55/5674/75Sep 11$0.86$0.1454%6.14$55.14$74.86
56/5774/75Sep 11$0.89$0.1150%8.09$56.11$74.89
58/6071/73Sep 4$1.52$0.4842%3.17$58.48$72.52
56/5770/71Aug 28$0.73$0.2757%2.70$56.27$70.73
56/5774/75Aug 28$0.55$0.4570%1.22$56.45$74.55
56/5772/73Aug 28$0.57$0.4365%1.33$56.43$72.57
58/6068/69Sep 4$1.55$0.4533%3.44$58.45$69.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$63.00$64.00$65.00Aug 21$0.07$0.9319%13.29
$60.00$61.00$62.00Aug 21$0.08$0.9218%11.50
$65.00$66.00$67.00Aug 21$0.07$0.9314%13.29
$58.00$59.00$60.00Aug 28$0.06$0.949%15.67
$68.00$69.00$70.00Aug 28$0.09$0.915%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Sep 18$0.40$4.6023%11.50
$55.00$60.00$65.00Sep 18$0.77$4.2332%5.49
$57.00$58.00$59.00Aug 21$0.06$0.948%15.67
$62.00$63.00$64.00Aug 21$0.12$0.8818%7.33
$71.00$73.00$75.00Aug 28$0.19$1.8115%9.53

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-1.26, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.00$64.001:2Oct 2-$1.26$8.74
$60.00$65.001:2Sep 18-$0.99$4.01
$70.00$75.001:2Sep 18-$0.22$4.78
$55.00$60.001:2Sep 18-$2.63$2.37
$64.00$69.001:2Oct 2-$1.67$3.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$60.001:2Sep 18-$0.87$4.13
$68.00$63.001:2Sep 11-$1.51$3.49
$70.00$65.001:2Sep 18-$2.58$2.42
$61.00$60.001:2Aug 21-$0.11$0.89
$65.00$62.001:2Sep 4-$1.42$1.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 3.16%, avg 2.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$75.00Oct 2$1.990.3219.1%3.16%22.28%--102
$69.00Oct 2$3.100.419.6%4.92%14.52%1--
$64.00Oct 2$4.750.541.6%7.54%9.20%1--
$70.00Sep 25$2.580.3811.2%4.10%15.28%1277
$75.00Sep 25$1.550.2819.1%2.46%21.59%1357
$70.00Sep 18$2.300.3411.2%3.65%14.83%2313.6K
$68.00Sep 25$2.450.428.0%3.89%11.90%230
$67.00Sep 25$2.660.446.4%4.22%10.64%15
$65.00Sep 25$3.400.503.2%5.40%8.64%5142
$75.00Sep 18$1.350.2219.1%2.14%21.27%3312.3K

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 14,784
Total Puts 6,836
Put/Call Ratio 0.46
Net Difference 7,948

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 218,688
Total Puts 78,130
Average Put/Call Ratio 0.54
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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