Tour v526
MRNA
MODERNA INC
$145.13 +8.86%
$145.69 (+0.39%)🌙
as of 08/21 06:03 PM
8/21 18:03

Option Volume

Detail
Current (08/21) 718,590
Calls: 378,755 (53%)
Puts: 339,835 (47%)
Prior (08/20) 629,802
Calls: 278,794 (44%)
Puts: 351,008 (56%)
Current vs Prior +14.10%
Calls: +35.85% (Calls)
Puts: -3.18% (Puts)
Prior 7-Day Total 1,463,766
Calls: 634,106 (43%)
Puts: 829,660 (57%)
Prior 7-Day Average 209,109
Calls: 90,586 (43%)
Puts: 118,522 (57%)
Current vs Prior 7-Day Avg +243.64%
Calls: +318.11%
Puts: +186.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $306.47M
Calls: $180.19M (59%)
Puts: $126.29M (41%)
Prior (08/20) $715.37M
Calls: $471.99M (66%)
Puts: $243.37M (34%)
Current vs Prior -57.16%
Calls: -61.82%
Puts: -48.11%
Prior 7-Day Total $1.95B
Calls: $1.59B (82%)
Puts: $357.53M (18%)
Prior 7-Day Average $278.76M
Calls: $227.69M (82%)
Puts: $51.08M (18%)
Current vs Prior 7-Day Avg +9.94%
Calls: -20.86%
Puts: +147.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.90
Prior (08/20) 1.26
Current vs Prior -28.74%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +12.56%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21) 998,456
Calls: 394,872 (40%)
Puts: 603,584 (60%)
Prior (08/20) 854,947
Calls: 329,885 (39%)
Puts: 525,062 (61%)
Current vs Prior +16.79%
Prior 7-Day Total 4,653,126
Calls: 2,040,427 (44%)
Puts: 2,612,699 (56%)
Prior 7-Day Average 664,732
Calls: 291,489 (44%)
Puts: 373,242 (56%)
Current vs Prior 7-Day Avg +50.20%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.66% | 14.33%1.66% | 22.99%
Prior 9.10% | 16.39%9.10% | 26.66%
Current vs Prior +57.52% | +11.41%-81.75% | -13.77%
Prior 7-Day Avg 8.26% | 12.89%9.32% | 20.59%
Current vs 7-Day Avg +73.41% | +41.68%-82.18% | +11.63%
Prior 7-Day Eod 9.10% | 16.39%9.10% | 26.66%
Current vs 7-Day Eod +57.52% | +11.41%-81.75% | -13.77%
Sentiment BEARISHBULLISH

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 64.82% | 19.05%
Calls: 66.48% | 18.24%
Puts: 63.15% | 19.86%
Current vs 7-Day Avg -84.79% | +63.69%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 57% vs prior. Volume explosion - 244% above 7-day average (718,590 vs avg 209,109). P/C ratio dropping 29% - sentiment shifting bullish. Put-heavy open interest (603,584 puts vs 394,872 calls) suggests hedging or bearish positioning.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 45 of results (avg 8.0%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 288.008.25$8.133.1%6.4K0.463.8K
$145.00Aug 2810.0010.40$10.203.9%1.5K0.542.9K
$146.00Aug 289.6010.05$9.824.6%4060.52769
$123.00Aug 2823.4524.75$24.105.4%60.849
$120.00Aug 2124.1025.65$24.886.2%4081.004.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 281.701.75$1.732.9%4.8K0.121.1K
$130.00Aug 283.653.80$3.724.0%3.5K0.23520
$150.00Sep 1817.3018.35$17.835.9%3470.50203
$141.00Aug 287.508.00$7.756.5%2040.4024
$145.00Aug 289.7010.35$10.026.5%2.0K0.46234

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. 192 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 2126.6030.10$28.3512.3%881.0016
$118.00Aug 2125.7528.90$27.3311.5%151.008
$119.00Aug 2124.8527.90$26.3811.6%221.00103
$120.00Aug 2124.1025.65$24.886.2%4081.004.3K
$121.00Aug 2122.8025.35$24.0810.6%611.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 2123.9026.35$25.139.7%1081.00136
$172.50Aug 2125.4029.05$27.2313.4%171.003
$160.00Aug 2113.8016.35$15.0816.9%4.9K1.00503
$162.50Aug 2115.6018.90$17.2519.1%211.004
$165.00Aug 2117.9021.55$19.7318.5%4771.0077

Most actively traded options today. High liquidity = easy entry/exit. 391 active (total vol 496.0K, top 40.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 210.010.03$0.02100.0%40.7K0.024.1K
$160.00Aug 210.000.01$0.01100.0%35.1K0.002.4K
$155.00Aug 210.010.02$0.0250.0%26.3K0.011.4K
$145.00Aug 210.701.00$0.8535.3%17.9K0.532.2K
$165.00Aug 210.000.01$0.01100.0%12.9K0.001.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 210.000.01$0.01100.0%38.3K0.013.9K
$150.00Aug 214.856.05$5.4522.0%21.2K0.981.3K
$145.00Aug 210.461.00$0.7374.0%14.3K0.47778
$130.00Aug 210.000.01$0.01100.0%13.9K0.003.2K
$135.00Aug 210.000.01$0.01100.0%12.7K0.00880

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 87.7%, max 97.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Aug 21Oct 2180.4%91.3%97.5%17.9K2.2K
$147.00Aug 21Oct 2179.0%93.8%91.0%4.0K153
$146.00Aug 21Oct 2172.2%90.9%89.4%3.8K143
$144.00Aug 21Oct 2157.0%89.3%75.9%2.2K239
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Aug 21Oct 2180.4%91.3%97.5%14.3K812
$146.00Aug 21Oct 2172.2%90.9%89.4%4.0K82
$147.00Aug 21Sep 25179.0%96.7%85.1%4.1K111
$144.00Aug 21Oct 2157.0%89.3%75.9%4.0K471

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 215 found (best R:R 2.94, avg 1.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$155.00Sep 18$1.27$3.73$1.2750%2.94$151.27
$135.00$140.00Oct 2$2.22$2.78$2.2265%1.25$137.22
$135.00$140.00Sep 11$2.25$2.75$2.2566%1.22$137.25
$155.00$160.00Sep 18$1.38$3.62$1.3846%2.62$156.38
$130.00$135.00Sep 18$2.67$2.33$2.6770%0.87$132.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$157.50$155.00Aug 28$0.93$1.57$0.9364%1.69$156.57
$142.00$140.00Oct 2$0.55$1.45$0.5541%2.64$141.45
$152.50$150.00Sep 4$1.07$1.43$1.0754%1.34$151.43
$162.50$160.00Aug 28$1.50$1.00$1.5070%0.67$161.00
$147.00$146.00Sep 11$0.28$0.72$0.2847%2.57$146.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 1.15, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$170.00Oct 2$1.20$1.20$1.3061%0.92$168.70
$167.50$170.00Sep 4$0.90$0.90$1.6069%0.56$168.40
$149.00$150.00Sep 11$0.67$0.67$0.3350%2.03$149.67
$148.00$149.00Sep 4$0.65$0.65$0.3549%1.86$148.65
$148.00$149.00Oct 2$0.65$0.65$0.3546%1.86$148.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Oct 2$2.67$2.67$2.3361%1.15$137.33
$130.00$125.00Sep 25$2.07$2.07$2.9370%0.71$127.93
$125.00$120.00Sep 11$1.72$1.72$3.2876%0.52$123.28
$145.00$140.00Sep 18$2.83$2.83$2.1755%1.30$142.17
$140.00$135.00Sep 18$2.55$2.55$2.4560%1.04$137.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $9.27, cheapest $9.29)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$145.00Aug 21Aug 28$9.35180.4%126.5%
$146.00Aug 21Aug 28$9.42172.2%128.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$145.00Aug 21Aug 28$9.29180.4%126.5%
$146.00Aug 21Aug 28$9.04172.2%128.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 1.09% of stock, avg 16.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Aug 21$0.85$0.73$1.58$143.42$146.581.09%
$144.00Aug 21$1.35$0.27$1.62$142.38$145.621.12%
$143.00Aug 21$1.82$0.11$1.93$141.07$144.931.33%
$146.00Aug 21$0.40$1.56$1.96$144.04$147.961.35%
$147.00Aug 21$0.18$2.25$2.43$144.57$149.431.67%
$142.00Aug 21$2.99$0.04$3.03$138.97$145.032.09%
$148.00Aug 21$0.07$3.20$3.27$144.73$151.272.25%
$149.00Aug 21$0.04$4.00$4.04$144.96$153.042.78%
$141.00Aug 21$4.17$0.05$4.22$136.78$145.222.91%
$140.00Aug 21$4.85$0.01$4.86$135.14$144.863.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.12% of stock, avg 16.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$148.00$143.00Aug 21$0.07$0.11$0.18$142.82$148.18
$147.00$143.00Aug 21$0.18$0.11$0.29$142.71$147.29
$148.00$144.00Aug 21$0.07$0.27$0.34$143.66$148.34
$147.00$144.00Aug 21$0.18$0.27$0.45$143.55$147.45
$146.00$143.00Aug 21$0.40$0.11$0.51$142.49$146.51
$146.00$144.00Aug 21$0.40$0.27$0.67$143.33$146.67
$147.00$145.00Aug 21$0.18$0.73$0.91$144.09$147.91
$148.00$145.00Aug 21$0.07$0.73$0.80$144.20$148.80
$146.00$145.00Aug 21$0.40$0.73$1.13$143.87$147.13
$155.00$143.00Aug 28$6.50$9.10$15.60$127.40$170.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 1.40, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
124/125162/165Sep 4$1.46$1.0443%1.40$123.54$163.96
131/132147/148Aug 21$0.22$0.7879%0.28$131.78$147.22
126/127162/165Sep 4$1.45$1.0542%1.38$125.55$163.95
131/132146/147Aug 21$0.33$0.6764%0.49$131.67$146.33
121/122162/165Sep 4$1.23$1.2746%0.97$120.77$163.73
143/144147/148Aug 21$0.27$0.7357%0.37$143.73$147.27
143/144146/147Aug 21$0.38$0.6242%0.61$143.62$146.38
131/132162/165Sep 4$1.35$1.1536%1.17$130.65$163.85
121/122160/162Aug 28$0.92$1.5852%0.58$121.08$160.92
121/122162/165Aug 28$0.82$1.6855%0.49$121.18$163.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 157 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$144.00$145.00$146.00Aug 21$0.05$0.9542%19.00
$146.00$147.00$148.00Aug 21$0.11$0.8925%8.09
$147.00$148.00$149.00Aug 21$0.08$0.9213%11.50
$145.00$146.00$147.00Aug 21$0.23$0.7736%3.35
$167.50$170.00$172.50Aug 28$0.06$2.444%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Oct 2$0.05$4.959%99.00
$130.00$135.00$140.00Sep 11$0.26$4.7411%18.23
$142.00$143.00$144.00Aug 21$0.09$0.9120%10.11
$157.50$160.00$162.50Sep 4$0.05$2.455%49.00
$162.50$165.00$167.50Aug 28$0.05$2.455%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.65, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$142.00$143.001:2Aug 21-$0.65$0.35
$144.00$145.001:2Aug 21-$0.35$0.65
$149.00$150.001:2Aug 21$0.00$1.00
$150.00$152.501:2Aug 21$0.00$2.50
$155.00$157.501:2Aug 21$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$142.00$141.001:2Aug 21-$0.06$0.94
$127.00$126.001:2Aug 21-$0.07$0.93
$147.00$146.001:2Aug 21-$0.87$0.13
$125.00$124.001:2Aug 21-$0.09$0.91
$133.00$132.001:2Aug 21-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 6.89%, avg 6.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Oct 2$10.000.4113.7%6.89%20.58%1113
$167.50Oct 2$9.400.3915.4%6.48%21.89%4--
$160.00Oct 2$11.400.4510.2%7.86%18.10%3411
$162.50Oct 2$10.600.4312.0%7.30%19.27%2--
$170.00Oct 2$8.750.3717.1%6.03%23.17%166
$155.00Oct 2$13.000.486.8%8.96%15.76%2342
$157.50Oct 2$12.050.468.5%8.30%16.83%102
$148.00Oct 2$15.600.542.0%10.75%12.73%2015
$160.00Sep 25$10.700.4310.2%7.37%17.62%12047
$147.00Oct 2$16.050.551.3%11.06%12.35%1--

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 378,755
Total Puts 339,835
Put/Call Ratio 0.90
Net Difference 38,920

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 634,106
Total Puts 829,660
Average Put/Call Ratio 0.80
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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