Tour v512
MRNA
MODERNA INC
$118.45 +88.14%
8/19 09:35

Option Volume

Detail
Current (08/19 9:35am) 41,042
Calls: 15,913 (39%)
Puts: 25,129 (61%)
Prior (07/31) 2,262
Calls: 1,862 (82%)
Puts: 400 (18%)
Current vs Prior +1714.41%
Calls: +754.62% (Calls)
Puts: +6182.25% (Puts)
Prior 7-Day Total 491,040
Calls: 413,031 (84%)
Puts: 78,009 (16%)
Prior 7-Day Average 70,148
Calls: 59,004 (84%)
Puts: 11,144 (16%)
Current vs Prior 7-Day Avg -41.49%
Calls: -73.03%
Puts: +125.49%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/19 9:35am) $58.45M
Calls: $48.42M (83%)
Puts: $10.03M (17%)
Prior (07/31) $344.1K
Calls: $231.3K (67%)
Puts: $112.8K (33%)
Current vs Prior +16885.23%
Calls: +20836.52%
Puts: +8787.05%
Prior 7-Day Total $57.06M
Calls: $35.74M (63%)
Puts: $21.32M (37%)
Prior 7-Day Average $8.15M
Calls: $5.11M (63%)
Puts: $3.05M (37%)
Current vs Prior 7-Day Avg +617.09%
Calls: +848.46%
Puts: +229.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 9:35am) 1.58
Prior (07/31) 0.21
Current vs Prior +635.09%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +250.86%
Sentiment BEARISH

Open Interest

Detail
Current (08/19 9:35am) 631,489
Calls: 278,617 (44%)
Puts: 352,872 (56%)
Prior (07/31) 586,407
Calls: 269,051 (46%)
Puts: 317,356 (54%)
Current vs Prior +7.69%
Prior 7-Day Total 4,227,500
Calls: 2,095,333 (50%)
Puts: 2,132,167 (50%)
Prior 7-Day Average 603,928
Calls: 299,333 (50%)
Puts: 304,595 (50%)
Current vs Prior 7-Day Avg +4.56%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 17.79% | 20.78%17.79% | 25.66%
Prior 9.07% | 13.96%18.93% | 25.80%
Current vs Prior +96.15% | +48.79%-6.03% | -0.51%
Prior 7-Day Avg 6.47% | 11.81%16.87% | 24.37%
Current vs 7-Day Avg +175.05% | +75.90%+5.44% | +5.30%
Prior 7-Day Eod 9.07% | 13.96%6.29% | 15.47%
Current vs 7-Day Eod +96.15% | +48.79%+182.81% | +65.90%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.80% | 33.61%
Calls: 18.18% | 28.78%
Puts: 11.42% | 38.43%
Prior 29.22% | 17.13%
Calls: 23.66% | 12.35%
Puts: 34.78% | 21.91%
Current vs Prior -49.35% | +96.21%
Prior 7-Day Avg 34.19% | 21.85%
Calls: 33.87% | 21.87%
Puts: 34.50% | 21.82%
Current vs 7-Day Avg -56.71% | +53.84%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($48.42M) vs puts ($10.03M). Massive premium surge with dollar volume up 16885% vs prior. Dollar volume significantly above 7-day average (617% higher). Unusually high activity with volume up 1714% 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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
14:05BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBEARISHBEARISH

📈 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 3 of results (avg 8.2%, best 7.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 217.908.70$8.309.6%3.7K0.5048
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 217.007.55$7.287.6%5590.42--
$115.00Sep 411.4512.35$11.907.6%50.40--

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. 22 found (avg delta 0.66, highest 0.85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2123.2526.70$24.9813.8%40.85204
$95.00Aug 2824.2027.65$25.9213.3%10.8216
$100.00Aug 2119.1522.60$20.8816.5%3520.802.8K
$95.00Sep 1825.8529.35$27.6012.7%380.7977
$100.00Aug 2820.5524.10$22.3315.9%30.7826
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2110.7515.05$12.9033.3%20.59--
$120.00Aug 219.5010.65$10.0711.4%2900.50--

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 14.7K, top 3.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 217.908.70$8.309.6%3.7K0.5048
$115.00Aug 2110.0012.00$11.0018.2%3620.5822
$100.00Aug 2119.1522.60$20.8816.5%3520.802.8K
$120.00Sep 1813.0014.90$13.9513.6%2260.53161
$130.00Aug 214.505.30$4.9016.3%1560.35--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 212.603.00$2.8014.3%3.8K0.191
$110.00Sep 189.0011.25$10.1322.2%1.6K0.36--
$110.00Aug 215.156.00$5.5815.2%1.0K0.33--
$115.00Aug 217.007.55$7.287.6%5590.42--
$95.00Aug 211.752.13$1.9419.6%5130.14--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 145.3%, max 154.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Aug 21Sep 18269.1%105.7%154.7%3923.3K
$105.00Aug 21Sep 18266.6%106.1%151.2%11251
$110.00Aug 21Sep 18258.3%103.9%148.5%5767
$115.00Aug 21Sep 18247.8%104.6%136.9%370177
$120.00Aug 21Sep 18250.0%106.4%135.0%3.9K209
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 3.76, avg 1.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$125.00Aug 21$1.05$3.95$1.0550%3.76$121.05
$125.00$140.00Aug 28$3.20$11.80$3.2043%3.69$128.20
$115.00$120.00Sep 18$1.75$3.25$1.7559%1.86$116.75
$105.00$110.00Aug 28$2.39$2.61$2.3971%1.09$107.39
$105.00$110.00Sep 18$2.65$2.35$2.6570%0.89$107.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Aug 28$1.76$3.24$1.7649%1.84$118.24
$115.00$110.00Aug 21$1.70$3.30$1.7042%1.94$113.30
$120.00$115.00Sep 18$2.07$2.93$2.0747%1.42$117.93
$100.00$95.00Aug 28$0.87$4.13$0.8722%4.75$99.13
$110.00$105.00Aug 28$1.55$3.45$1.5535%2.23$108.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 6.35, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$130.00Aug 21$2.35$2.35$2.6559%0.89$127.35
$120.00$130.00Sep 4$5.17$5.17$4.8346%1.07$125.17
$120.00$125.00Aug 28$2.29$2.29$2.7149%0.85$122.29
$130.00$135.00Aug 21$1.29$1.29$3.7165%0.35$131.29
$120.00$135.00Sep 18$6.40$6.40$8.6047%0.74$126.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$110.00Sep 4$4.32$4.32$0.6860%6.35$110.68
$105.00$100.00Aug 28$2.30$2.30$2.7071%0.85$102.70
$105.00$100.00Sep 18$2.03$2.03$2.9770%0.68$102.97
$115.00$110.00Sep 18$2.50$2.50$2.5059%1.00$112.50
$110.00$95.00Sep 4$3.93$3.93$11.0766%0.36$106.07

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.83, cheapest $2.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 21Sep 4$2.20265.7%109.9%
$125.00Aug 21Aug 28$0.28249.1%139.4%
$120.00Aug 21Aug 28$1.52250.0%143.3%
$115.00Aug 21Aug 28$2.03247.8%145.7%
$110.00Aug 21Aug 28$2.33258.3%162.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Aug 21Aug 28$1.51250.0%143.3%
$115.00Aug 21Aug 28$2.54246.2%145.6%
$110.00Aug 21Aug 28$2.27259.3%162.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 15.43% of stock, avg 19.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Aug 21$11.00$7.28$18.28$96.72$133.2815.43%
$120.00Aug 21$8.30$10.07$18.37$101.63$138.3715.51%
$110.00Aug 21$14.05$5.58$19.63$90.37$129.6316.57%
$125.00Aug 21$7.25$12.90$20.15$104.85$145.1517.01%
$120.00Aug 28$9.82$11.58$21.40$98.60$141.4018.07%
$115.00Aug 28$13.03$9.82$22.85$92.15$137.8519.29%
$115.00Sep 4$12.08$11.90$23.98$91.02$138.9820.24%
$110.00Aug 28$16.38$7.85$24.23$85.77$134.2320.46%
$110.00Sep 18$18.15$10.13$28.28$81.72$138.2823.88%
$115.00Sep 18$15.70$12.63$28.33$86.67$143.3323.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 43 found (cheapest 4.20% of stock, avg 10.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$95.00Aug 21$3.03$1.94$4.97$90.03$144.97
$140.00$100.00Aug 21$3.03$2.80$5.83$94.17$145.83
$135.00$95.00Aug 21$3.61$1.94$5.55$89.45$140.55
$135.00$100.00Aug 21$3.61$2.80$6.41$93.59$141.41
$140.00$105.00Aug 21$3.03$4.10$7.13$97.87$147.13
$135.00$105.00Aug 21$3.61$4.10$7.71$97.29$142.71
$140.00$100.00Aug 28$4.33$4.00$8.33$91.67$148.33
$130.00$95.00Aug 21$4.90$1.94$6.84$88.16$136.84
$130.00$100.00Aug 21$4.90$2.80$7.70$92.30$137.70
$140.00$110.00Aug 21$3.03$5.58$8.61$101.39$148.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.60, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/105135/140Aug 21$1.88$3.1246%0.60$103.12$136.88
95/100135/140Aug 21$1.44$3.5653%0.40$98.56$136.44
105/110135/140Aug 21$2.06$2.9439%0.70$107.94$137.06

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 34.71, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Aug 28$0.14$4.8614%34.71
$95.00$100.00$105.00Sep 18$0.14$4.8610%34.71
$110.00$115.00$120.00Aug 21$0.35$4.6517%13.29
$105.00$110.00$115.00Sep 18$0.20$4.8011%24.00
$95.00$100.00$105.00Aug 21$0.22$4.7812%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Aug 21$0.18$4.8214%26.78
$105.00$110.00$115.00Aug 21$0.22$4.7816%21.73
$105.00$110.00$115.00Aug 28$0.42$4.5813%10.90
$95.00$100.00$105.00Aug 21$0.44$4.5612%10.36
$105.00$110.00$115.00Sep 18$0.55$4.4511%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-1.15, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$135.001:2Sep 18-$1.15$13.85
$125.00$140.001:2Aug 28-$1.13$13.87
$120.00$130.001:2Sep 4-$1.93$8.07
$125.00$130.001:2Aug 21-$2.55$2.45
$130.00$135.001:2Aug 21-$2.32$2.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 21-$1.08$3.92
$105.00$100.001:2Aug 21-$1.50$3.50
$105.00$100.001:2Aug 28-$1.70$3.30
$110.00$105.001:2Aug 21-$2.62$2.38
$100.00$95.001:2Aug 28-$2.26$2.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 10.98%, avg 5.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Sep 18$13.000.531.3%10.98%12.28%226161
$135.00Sep 18$6.100.3714.0%5.15%19.12%1--
$120.00Sep 4$10.700.541.3%9.03%10.34%45--
$130.00Sep 4$4.900.409.8%4.14%13.89%1--
$125.00Aug 21$6.500.415.5%5.49%11.02%61--
$120.00Aug 21$7.900.501.3%6.67%7.98%3.7K48
$130.00Aug 21$4.500.359.8%3.80%13.55%156--
$120.00Aug 28$7.650.511.3%6.46%7.77%6--
$125.00Aug 28$5.350.435.5%4.52%10.05%14--
$140.00Aug 28$2.500.2418.2%2.11%20.30%20--

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 15,913
Total Puts 25,129
Put/Call Ratio 1.58
Net Difference -9,216

Prior's Put/Call Breakdown

Total Calls 1,862
Total Puts 400
Put/Call Ratio 0.21
Net Difference 1,462

Prior 7-Day Put/Call Summary

Total Calls 413,031
Total Puts 78,009
Average Put/Call Ratio 0.45
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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