Tour v526
MRNA
MODERNA INC
$174.38 +176.97%
$182.75 (+4.80%)🌙
as of 08/19 06:04 PM
8/19 18:04

Option Volume

Detail
Current (08/19) 622,084
Calls: 196,098 (32%)
Puts: 425,986 (68%)
Prior (08/18) 21,620
Calls: 14,784 (68%)
Puts: 6,836 (32%)
Current vs Prior +2777.35%
Calls: +1226.42% (Calls)
Puts: +6131.51% (Puts)
Prior 7-Day Total 258,138
Calls: 183,699 (71%)
Puts: 74,439 (29%)
Prior 7-Day Average 36,876
Calls: 26,242 (71%)
Puts: 10,634 (29%)
Current vs Prior 7-Day Avg +1586.92%
Calls: +647.25%
Puts: +3905.83%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/19) $1.18B
Calls: $1.07B (91%)
Puts: $104.17M (9%)
Prior (08/18) $3.65M
Calls: $2.19M (60%)
Puts: $1.46M (40%)
Current vs Prior +32204.42%
Calls: +49019.91%
Puts: +7027.96%
Prior 7-Day Total $70.62M
Calls: $54.27M (77%)
Puts: $16.34M (23%)
Prior 7-Day Average $10.09M
Calls: $7.75M (77%)
Puts: $2.33M (23%)
Current vs Prior 7-Day Avg +11586.46%
Calls: +13762.32%
Puts: +4361.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 2.17
Prior (08/18) 0.46
Current vs Prior +369.80%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg +274.74%
Sentiment BEARISH

Open Interest

Detail
Current (08/19) 631,489
Calls: 278,617 (44%)
Puts: 352,872 (56%)
Prior (08/18) 629,802
Calls: 278,950 (44%)
Puts: 350,852 (56%)
Current vs Prior +0.27%
Prior 7-Day Total 4,376,129
Calls: 1,979,386 (45%)
Puts: 2,396,743 (55%)
Prior 7-Day Average 625,161
Calls: 282,769 (45%)
Puts: 342,391 (55%)
Current vs Prior 7-Day Avg +1.01%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 18.40% | 27.08%18.40% | 33.55%
Prior 6.29% | 8.47%6.29% | 15.47%
Current vs Prior +192.49% | +219.93%+192.49% | +116.89%
Prior 7-Day Avg 6.37% | 9.59%8.31% | 17.34%
Current vs 7-Day Avg +188.83% | +182.32%+121.49% | +93.45%
Prior 7-Day Eod 6.29% | 8.47%6.29% | 15.47%
Current vs 7-Day Eod +192.49% | +219.93%+192.49% | +116.89%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Prior 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs Prior -88.64% | +119.65%
Prior 7-Day Avg 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs 7-Day Avg -88.64% | +119.65%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($1.07B) vs puts ($104.17M). Massive premium surge with dollar volume up 32204% vs prior. Dollar volume significantly above 7-day average (11586% higher). Unusually high activity with volume up 2777% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 6 of results (avg 5.2%, best 1.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2122.2022.45$22.331.1%4.7K0.70--
$155.00Aug 2125.7526.15$25.951.5%2.0K0.75--
$185.00Aug 2110.0010.50$10.254.9%9140.43--
$175.00Aug 2114.0015.00$14.506.9%6660.54--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 410.0010.75$10.387.2%430.22--
$200.00Sep 1842.4546.70$44.589.5%10.55--

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. 71 found (avg delta 0.65, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2132.6539.95$36.3020.1%2.5K0.86--
$145.00Aug 2128.4038.40$33.4029.9%2.5K0.83--
$140.00Aug 2838.3544.00$41.1813.7%3.3K0.79--
$150.00Aug 2126.1029.50$27.8012.2%9.1K0.79--
$140.00Sep 440.9549.35$45.1518.6%350.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2129.0036.40$32.7022.6%670.68--
$190.00Aug 2120.0528.75$24.4035.7%50.62--
$200.00Aug 2834.0542.35$38.2021.7%40.61--
$200.00Sep 1842.4546.70$44.589.5%10.55--
$190.00Aug 2826.9035.40$31.1527.3%10.55--

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 82.1K, top 14.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 219.5512.90$11.2329.8%14.7K0.47--
$150.00Aug 2126.1029.50$27.8012.2%9.1K0.79--
$160.00Aug 2122.2022.45$22.331.1%4.7K0.70--
$200.00Aug 216.607.50$7.0512.8%4.3K0.31--
$140.00Aug 2838.3544.00$41.1813.7%3.3K0.79--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 212.503.15$2.8323.0%3.7K0.14--
$150.00Aug 214.505.50$5.0020.0%2.1K0.21--
$145.00Aug 213.204.20$3.7027.0%9890.17--
$160.00Aug 216.507.50$7.0014.3%9070.30--
$155.00Aug 215.256.50$5.8821.3%7190.25--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 2.47, avg 2.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$205.00Aug 28$7.20$17.80$7.2052%2.47$187.20
$160.00$165.00Sep 4$0.68$4.32$0.6866%6.35$160.68
$165.00$170.00Aug 21$0.65$4.35$0.6564%6.69$165.65
$160.00$165.00Aug 28$1.05$3.95$1.0567%3.76$161.05
$145.00$150.00Aug 28$1.63$3.37$1.6377%2.07$146.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$155.00Sep 4$0.42$4.58$0.4234%10.90$159.58
$180.00$175.00Aug 28$1.10$3.90$1.1048%3.55$178.90
$155.00$150.00Aug 28$0.20$4.80$0.2029%24.00$154.80
$150.00$145.00Oct 2$0.22$4.78$0.2229%21.73$149.78
$155.00$150.00Oct 2$0.47$4.53$0.4731%9.64$154.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 63 found (best R:R 26.78, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$180.00Aug 21$3.27$3.27$1.7346%1.89$178.27
$175.00$180.00Sep 4$3.47$3.47$1.5343%2.27$178.47
$190.00$195.00Sep 18$2.53$2.53$2.4751%1.02$192.53
$175.00$180.00Sep 11$2.88$2.88$2.1243%1.36$177.88
$180.00$185.00Sep 25$2.62$2.62$2.3845%1.10$182.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$145.00Sep 25$4.82$4.82$0.1871%26.78$145.18
$160.00$155.00Oct 2$4.83$4.83$0.1766%28.41$155.17
$160.00$155.00Aug 28$4.15$4.15$0.8567%4.88$155.85
$165.00$160.00Sep 4$3.40$3.40$1.6063%2.12$161.60
$150.00$145.00Sep 4$2.95$2.95$2.0572%1.44$147.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $7.92, cheapest $4.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Aug 21Aug 28$4.60356.9%211.7%
$195.00Aug 21Sep 4$8.87309.0%170.5%
$200.00Aug 21Sep 4$10.15312.1%182.1%
$190.00Aug 21Sep 4$10.37288.4%172.8%
$185.00Aug 21Sep 4$10.88288.2%175.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Aug 21Aug 28$5.50313.8%200.3%
$190.00Aug 21Aug 28$6.75292.0%199.2%
$175.00Aug 21Aug 28$8.88291.0%217.5%
$165.00Aug 21Aug 28$8.30268.0%211.3%
$160.00Aug 21Aug 28$8.03260.8%208.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 15.53% of stock, avg 28.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$165.00Aug 21$17.73$9.35$27.08$137.92$192.0815.53%
$170.00Aug 21$17.08$10.75$27.83$142.17$197.8315.96%
$160.00Aug 21$22.33$7.00$29.33$130.67$189.3316.82%
$175.00Aug 21$14.50$15.00$29.50$145.50$204.5016.92%
$190.00Aug 21$8.63$24.40$33.03$156.97$223.0318.94%
$160.00Aug 28$28.85$15.03$43.88$116.12$203.8825.16%
$170.00Aug 28$23.35$21.20$44.55$125.45$214.5525.55%
$180.00Aug 28$19.70$24.98$44.68$135.32$224.6825.62%
$175.00Aug 28$21.35$23.88$45.23$129.77$220.2325.94%
$165.00Aug 28$27.80$17.65$45.45$119.55$210.4526.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 7.41% of stock, avg 20.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$155.00Aug 21$7.05$5.88$12.93$142.07$212.93
$200.00$160.00Aug 21$7.05$7.00$14.05$145.95$214.05
$195.00$155.00Aug 21$8.18$5.88$14.06$140.94$209.06
$195.00$160.00Aug 21$8.18$7.00$15.18$144.82$210.18
$190.00$155.00Aug 21$8.63$5.88$14.51$140.49$204.51
$190.00$160.00Aug 21$8.63$7.00$15.63$144.37$205.63
$200.00$165.00Aug 21$7.05$9.35$16.40$148.60$216.40
$195.00$165.00Aug 21$8.18$9.35$17.53$147.47$212.53
$190.00$165.00Aug 21$8.63$9.35$17.98$147.02$207.98
$185.00$155.00Aug 21$10.25$5.88$16.13$138.87$201.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.95, avg credit $2.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
145/150195/200Aug 21$2.43$2.5744%0.95$147.57$197.43
140/145195/200Aug 21$2.00$3.0048%0.67$143.00$197.00
155/160195/200Aug 21$2.25$2.7535%0.82$157.75$197.25
150/155195/200Aug 21$2.01$2.9940%0.67$152.99$197.01

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Sep 11$0.09$4.916%54.56
$165.00$170.00$175.00Sep 4$0.10$4.906%49.00
$170.00$175.00$180.00Sep 25$0.12$4.886%40.67
$155.00$160.00$165.00Oct 2$0.11$4.895%44.45
$160.00$165.00$170.00Oct 2$0.12$4.886%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Sep 11$0.13$4.875%37.46
$140.00$145.00$150.00Sep 18$0.14$4.865%34.71
$145.00$150.00$155.00Sep 18$0.15$4.856%32.33
$150.00$155.00$160.00Aug 21$0.24$4.769%19.83
$150.00$155.00$160.00Sep 11$0.18$4.826%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-5.30, 9 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$180.00$205.001:2Aug 28-$5.30$19.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$175.001:2Aug 21-$5.60$9.40
$145.00$140.001:2Aug 21-$1.96$3.04
$150.00$145.001:2Aug 21-$2.40$2.60
$165.00$160.001:2Aug 21-$4.65$0.35
$155.00$150.001:2Aug 21-$4.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 9.43%, avg 9.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Oct 2$16.450.4514.7%9.43%24.13%66--
$200.00Sep 18$16.200.4314.7%9.29%23.98%174--
$190.00Oct 2$19.250.509.0%11.04%20.00%2--
$180.00Oct 2$23.450.563.2%13.45%16.67%188--
$175.00Oct 2$26.000.580.4%14.91%15.27%5--
$200.00Sep 4$15.000.4314.7%8.60%23.29%13--
$180.00Sep 25$22.050.553.2%12.64%15.87%21--
$180.00Sep 18$22.050.543.2%12.64%15.87%259--
$175.00Sep 25$24.650.580.4%14.14%14.49%1--
$185.00Sep 25$19.350.526.1%11.10%17.19%2--

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 196,098
Total Puts 425,986
Put/Call Ratio 2.17
Net Difference -229,888

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 183,699
Total Puts 74,439
Average Put/Call Ratio 0.58
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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