Tour v526
MRNA
MODERNA INC
$133.32 -23.55%
$131.49 (-1.37%)🌙
as of 08/20 06:04 PM
8/20 18:04

Option Volume

Detail
Current (08/20) 629,802
Calls: 278,794 (44%)
Puts: 351,008 (56%)
Prior (08/19) 622,084
Calls: 196,098 (32%)
Puts: 425,986 (68%)
Current vs Prior +1.24%
Calls: +42.17% (Calls)
Puts: -17.60% (Puts)
Prior 7-Day Total 858,722
Calls: 365,692 (43%)
Puts: 493,030 (57%)
Prior 7-Day Average 122,674
Calls: 52,241 (43%)
Puts: 70,432 (57%)
Current vs Prior 7-Day Avg +413.39%
Calls: +433.66%
Puts: +398.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $715.37M
Calls: $471.99M (66%)
Puts: $243.37M (34%)
Prior (08/19) $1.18B
Calls: $1.07B (91%)
Puts: $104.17M (9%)
Current vs Prior -39.32%
Calls: -56.09%
Puts: +133.62%
Prior 7-Day Total $1.24B
Calls: $1.12B (91%)
Puts: $117.83M (9%)
Prior 7-Day Average $177.45M
Calls: $160.61M (91%)
Puts: $16.83M (9%)
Current vs Prior 7-Day Avg +303.15%
Calls: +193.87%
Puts: +1345.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 1.26
Prior (08/19) 2.17
Current vs Prior -42.04%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg +54.46%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 854,947
Calls: 329,885 (39%)
Puts: 525,062 (61%)
Prior (08/19) 631,489
Calls: 278,617 (44%)
Puts: 352,872 (56%)
Current vs Prior +35.39%
Prior 7-Day Total 4,405,533
Calls: 1,985,366 (45%)
Puts: 2,420,167 (55%)
Prior 7-Day Average 629,361
Calls: 283,623 (45%)
Puts: 345,738 (55%)
Current vs Prior 7-Day Avg +35.84%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 9.10% | 16.39%9.10% | 26.66%
Prior 18.40% | 27.08%18.40% | 33.55%
Current vs Prior -50.54% | -39.49%-50.54% | -20.55%
Prior 7-Day Avg 7.94% | 11.86%9.34% | 19.38%
Current vs 7-Day Avg +14.64% | +38.13%-2.54% | +37.52%
Prior 7-Day Eod 18.40% | 27.08%18.40% | 33.55%
Current vs 7-Day Eod -50.54% | -39.49%-50.54% | -20.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Prior 9.86% | 31.19%
Calls: 5.42% | 21.64%
Puts: 14.29% | 40.74%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 75.81% | 16.63%
Calls: 78.70% | 17.56%
Puts: 72.92% | 15.69%
Current vs 7-Day Avg -86.99% | +87.58%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($471.99M). Dollar volume significantly above 7-day average (303% higher). Volume explosion - 413% above 7-day average (629,802 vs avg 122,674). Bearish P/C ratio of 1.26 indicates protective positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 38 of results (avg 8.5%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 215.005.20$5.103.9%2.8K0.47126
$130.00Aug 217.207.60$7.405.4%6.3K0.61223
$150.00Aug 285.205.50$5.355.6%4.2K0.331.9K
$136.00Aug 214.454.75$4.606.5%4860.45--
$120.00Aug 2114.0014.95$14.486.6%1.5K0.844.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Aug 213.603.85$3.736.7%1.9K0.36--
$120.00Aug 211.211.30$1.257.2%42.3K0.1615.6K
$130.00Aug 288.609.25$8.937.3%1.9K0.41110
$130.00Aug 213.954.25$4.107.3%19.2K0.39558
$150.00Sep 2527.1529.40$28.288.0%1340.5720

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.59, cheapest $0.32)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Aug 210.861.00$0.9315.1%1.6K0.12--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 210.290.34$0.3215.6%2990.04--
$112.00Aug 210.410.49$0.4517.8%3690.06--
$110.00Aug 210.340.37$0.368.3%10.0K0.052.1K
$114.00Aug 210.550.67$0.6119.7%4850.08--
$115.00Aug 210.650.72$0.6910.1%7.1K0.093.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 174 found (avg delta 0.64, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 2123.9527.05$25.5012.2%10.94--
$110.00Aug 2122.7525.20$23.9810.2%360.93118
$111.00Aug 2121.0524.00$22.5313.1%30.93--
$113.00Aug 2119.2022.25$20.7314.7%300.92--
$114.00Aug 2118.4521.60$20.0215.7%20.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Aug 2123.7526.80$25.2812.1%400.89--
$155.00Aug 2121.8524.05$22.959.6%3590.86269
$152.50Aug 2119.1521.70$20.4212.5%330.84--
$150.00Aug 2117.3019.35$18.3311.2%2.3K0.811.0K
$149.00Aug 2116.6018.40$17.5010.3%3500.80--

Most actively traded options today. High liquidity = easy entry/exit. 377 active (total vol 272.9K, top 42.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 211.551.72$1.6410.4%14.9K0.192.8K
$140.00Aug 213.303.60$3.458.7%9.9K0.35865
$130.00Aug 217.207.60$7.405.4%6.3K0.61223
$140.00Aug 287.708.50$8.109.9%4.6K0.452.7K
$145.00Aug 212.202.55$2.3814.7%4.6K0.261.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 211.211.30$1.257.2%42.3K0.1615.6K
$130.00Aug 213.954.25$4.107.3%19.2K0.39558
$140.00Aug 219.6510.75$10.2010.8%12.8K0.651.9K
$110.00Aug 210.340.37$0.368.3%10.0K0.052.1K
$115.00Aug 210.650.72$0.6910.1%7.1K0.093.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 116.2%, max 135.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Aug 21Oct 2249.2%106.0%135.2%15.0K2.8K
$145.00Aug 21Oct 2239.2%106.8%124.1%4.6K1.8K
$140.00Aug 21Oct 2228.4%104.4%118.8%10.0K868
$120.00Aug 21Oct 2217.9%101.7%114.3%1.5K4.8K
$125.00Aug 21Oct 2219.0%104.2%110.2%2.0K57
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Aug 21Oct 2249.2%106.0%135.2%2.3K1.0K
$145.00Aug 21Oct 2239.2%106.8%124.1%2.5K405
$140.00Aug 21Oct 2228.4%104.4%118.8%12.9K1.9K
$120.00Aug 21Oct 2217.9%101.7%114.3%42.3K15.6K
$125.00Aug 21Oct 2219.0%104.2%110.2%5.2K339

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 224 found (best R:R 1.29, avg 2.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$125.00Sep 18$2.18$2.82$2.1868%1.29$122.18
$125.00$130.00Sep 18$2.00$3.00$2.0064%1.50$127.00
$130.00$135.00Oct 2$1.98$3.02$1.9860%1.53$131.98
$125.00$130.00Sep 25$2.23$2.77$2.2363%1.24$127.23
$110.00$115.00Sep 25$2.95$2.05$2.9577%0.69$112.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$142.00$140.00Sep 25$0.67$1.33$0.6751%1.99$141.33
$133.00$132.00Sep 4$0.17$0.83$0.1745%4.88$132.83
$135.00$134.00Sep 4$0.25$0.75$0.2547%3.00$134.75
$137.00$136.00Sep 4$0.32$0.68$0.3249%2.12$136.68
$131.00$130.00Sep 4$0.25$0.75$0.2542%3.00$130.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 1.27, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$141.00Sep 4$0.90$0.90$0.1053%9.00$140.90
$145.00$146.00Sep 4$0.83$0.83$0.1758%4.88$145.83
$142.00$143.00Oct 2$0.85$0.85$0.1550%5.67$142.85
$145.00$146.00Sep 11$0.70$0.70$0.3057%2.33$145.70
$142.00$143.00Sep 25$0.65$0.65$0.3551%1.86$142.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$120.00Oct 2$2.80$2.80$2.2064%1.27$122.20
$120.00$115.00Sep 25$2.42$2.42$2.5868%0.94$117.58
$130.00$125.00Sep 11$2.72$2.72$2.2858%1.19$127.28
$130.00$125.00Sep 25$2.69$2.69$2.3159%1.16$127.31
$130.00$125.00Oct 2$2.60$2.60$2.4060%1.08$127.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $4.65, cheapest $4.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$141.00Aug 21Aug 28$4.35235.7%137.9%
$139.00Aug 21Aug 28$4.60227.5%137.2%
$140.00Aug 21Aug 28$4.65228.4%138.8%
$138.00Aug 21Aug 28$4.75227.6%138.7%
$137.00Aug 21Aug 28$4.70225.0%136.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$141.00Aug 21Aug 28$4.65235.7%137.9%
$139.00Aug 21Aug 28$4.55227.5%137.2%
$140.00Aug 21Aug 28$4.55228.4%138.8%
$138.00Aug 21Aug 28$4.68227.6%138.7%
$137.00Aug 21Aug 28$4.50225.0%136.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 8.63% of stock, avg 18.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Aug 21$7.40$4.10$11.50$118.50$141.508.63%
$133.00Aug 21$5.93$5.68$11.61$121.39$144.618.71%
$132.00Aug 21$6.43$5.20$11.63$120.37$143.638.72%
$131.00Aug 21$6.98$4.70$11.68$119.32$142.688.76%
$129.00Aug 21$7.98$3.73$11.71$117.29$140.718.78%
$134.00Aug 21$5.58$6.20$11.78$122.22$145.788.84%
$136.00Aug 21$4.60$7.30$11.90$124.10$147.908.93%
$135.00Aug 21$5.10$6.88$11.98$123.02$146.988.99%
$128.00Aug 21$8.65$3.45$12.10$115.90$140.109.08%
$127.00Aug 21$9.48$3.15$12.63$114.37$139.639.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 5.89% of stock, avg 17.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$139.00$130.00Aug 21$3.75$4.10$7.85$122.15$146.85
$138.00$130.00Aug 21$4.10$4.10$8.20$121.80$146.20
$139.00$131.00Aug 21$3.75$4.70$8.45$122.55$147.45
$137.00$130.00Aug 21$4.40$4.10$8.50$121.50$145.50
$138.00$131.00Aug 21$4.10$4.70$8.80$122.20$146.80
$137.00$131.00Aug 21$4.40$4.70$9.10$121.90$146.10
$136.00$130.00Aug 21$4.60$4.10$8.70$121.30$144.70
$136.00$131.00Aug 21$4.60$4.70$9.30$121.70$145.30
$139.00$132.00Aug 21$3.75$5.20$8.95$123.05$147.95
$138.00$132.00Aug 21$4.10$5.20$9.30$122.70$147.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 6.69, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
126/127141/142Aug 21$0.87$0.1335%6.69$126.13$141.87
121/122141/142Aug 21$0.75$0.2546%3.00$121.25$141.75
124/125141/142Aug 21$0.77$0.2340%3.35$124.23$141.77
116/117141/142Aug 21$0.62$0.3855%1.63$116.38$141.62
123/124141/142Aug 21$0.74$0.2642%2.85$123.26$141.74
120/121141/142Aug 21$0.67$0.3349%2.03$120.33$141.67
119/120141/142Aug 21$0.64$0.3651%1.78$119.36$141.64
125/126141/142Aug 21$0.77$0.2338%3.35$125.23$141.77
122/123141/142Aug 21$0.69$0.3144%2.23$122.31$141.69
127/128141/142Aug 21$0.78$0.2233%3.55$127.22$141.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 139 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Sep 18$0.18$4.8210%26.78
$145.00$150.00$155.00Sep 18$0.16$4.848%30.25
$140.00$145.00$150.00Sep 18$0.18$4.828%26.78
$135.00$140.00$145.00Sep 18$0.23$4.779%20.74
$120.00$125.00$130.00Oct 2$0.22$4.788%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Sep 11$0.16$4.8411%30.25
$115.00$120.00$125.00Sep 18$0.21$4.7910%22.81
$145.00$150.00$155.00Sep 18$0.18$4.828%26.78
$110.00$115.00$120.00Oct 2$0.23$4.778%20.74
$150.00$152.50$155.00Sep 25$0.07$2.434%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.16, 20 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$155.00$157.501:2Aug 21-$0.72$1.78
$152.50$155.001:2Aug 21-$0.93$1.57
$150.00$152.501:2Aug 21-$1.06$1.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$108.00$107.001:2Aug 21-$0.16$0.84
$110.00$109.001:2Aug 21-$0.28$0.72
$112.00$111.001:2Aug 21-$0.29$0.71
$109.00$108.001:2Aug 21-$0.28$0.72
$113.00$112.001:2Aug 21-$0.36$0.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 103 found (best yield 10.24%, avg 5.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Oct 2$13.650.488.8%10.24%19.00%103
$150.00Oct 2$11.700.4412.5%8.78%21.29%403
$157.50Oct 2$9.450.3918.1%7.09%25.23%3--
$142.00Oct 2$14.500.506.5%10.88%17.39%5--
$149.00Oct 2$11.750.4511.8%8.81%20.57%5--
$155.00Oct 2$10.100.4016.3%7.58%23.84%431
$147.00Oct 2$12.400.4610.3%9.30%19.56%6--
$148.00Oct 2$12.050.4511.0%9.04%20.05%25--
$143.00Oct 2$13.700.497.3%10.28%17.54%18--
$150.00Sep 25$11.050.4312.5%8.29%20.80%3784

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 278,794
Total Puts 351,008
Put/Call Ratio 1.26
Net Difference -72,214

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 365,692
Total Puts 493,030
Average Put/Call Ratio 0.82
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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