Tour v512
MRNA
MODERNA INC
$124.17 +97.21%
8/19 09:45

Option Volume

Detail
Current (08/19 9:45am) 74,511
Calls: 30,365 (41%)
Puts: 44,146 (59%)
Prior (07/31) 5,691
Calls: 4,093 (72%)
Puts: 1,598 (28%)
Current vs Prior +1209.28%
Calls: +641.88% (Calls)
Puts: +2662.58% (Puts)
Prior 7-Day Total 375,543
Calls: 260,930 (69%)
Puts: 114,613 (31%)
Prior 7-Day Average 53,649
Calls: 37,275 (69%)
Puts: 16,373 (31%)
Current vs Prior 7-Day Avg +38.89%
Calls: -18.54%
Puts: +169.62%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/19 9:45am) $107.75M
Calls: $93.25M (87%)
Puts: $14.50M (13%)
Prior (07/31) $1.22M
Calls: $912.1K (75%)
Puts: $306.0K (25%)
Current vs Prior +8746.09%
Calls: +10123.86%
Puts: +4639.10%
Prior 7-Day Total $184.76M
Calls: $150.59M (82%)
Puts: $34.17M (18%)
Prior 7-Day Average $26.39M
Calls: $21.51M (82%)
Puts: $4.88M (18%)
Current vs Prior 7-Day Avg +308.25%
Calls: +333.47%
Puts: +197.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 9:45am) 1.45
Prior (07/31) 0.39
Current vs Prior +272.38%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg +70.72%
Sentiment BEARISH

Open Interest

Detail
Current (08/19 9:45am) 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 4,317,664
Calls: 2,114,465 (49%)
Puts: 2,203,199 (51%)
Prior 7-Day Average 616,809
Calls: 302,066 (49%)
Puts: 314,742 (51%)
Current vs Prior 7-Day Avg +2.38%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 15.69% | 19.77%15.69% | 25.34%
Prior 10.49% | 13.41%16.16% | 24.08%
Current vs Prior +49.57% | +47.46%-2.93% | +5.26%
Prior 7-Day Avg 7.97% | 12.20%17.55% | 24.94%
Current vs 7-Day Avg +96.73% | +62.07%-10.59% | +1.63%
Prior 7-Day Eod 10.49% | 13.41%6.29% | 15.47%
Current vs 7-Day Eod +49.57% | +47.46%+149.43% | +63.83%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.19% | 52.53%
Calls: 4.98% | 46.15%
Puts: 33.40% | 58.92%
Prior 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs Prior -77.89% | +269.93%
Prior 7-Day Avg 44.71% | 20.32%
Calls: 45.28% | 20.87%
Puts: 44.14% | 19.76%
Current vs 7-Day Avg -57.08% | +158.54%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($93.25M) vs puts ($14.50M). Massive premium surge with dollar volume up 8746% vs prior. Dollar volume significantly above 7-day average (308% higher). Unusually high activity with volume up 1209% 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
09:45BULLISHBEARISHBEARISH
09:40BULLISHBEARISHBEARISH
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 8 of results (avg 6.5%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 1816.1516.90$16.524.5%4940.62161
$120.00Aug 219.8010.30$10.055.0%9.1K0.6148
$110.00Aug 2818.1519.20$18.675.6%3210.746
$130.00Aug 215.756.15$5.956.7%4100.42--
$145.00Aug 284.705.05$4.887.2%200.29--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 215.656.10$5.887.7%2.1K0.39--

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. 34 found (avg delta 0.65, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2123.4527.15$25.3014.6%4210.882.8K
$100.00Aug 2824.9028.40$26.6513.1%140.8526
$105.00Aug 2119.3522.15$20.7513.5%350.84172
$100.00Sep 1827.3029.50$28.407.7%740.82465
$105.00Aug 2821.1023.90$22.5012.4%120.786
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 216.6016.35$11.4884.9%90.58--
$130.00Aug 289.4518.45$13.9564.5%10.53--
$130.00Sep 411.2021.05$16.1361.1%10.51--
$130.00Sep 1813.5023.45$18.4853.8%10.50--

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 29.7K, top 9.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 219.8010.30$10.055.0%9.1K0.6148
$115.00Aug 2112.3014.00$13.1512.9%5820.7022
$120.00Sep 1816.1516.90$16.524.5%4940.62161
$100.00Aug 2123.4527.15$25.3014.6%4210.882.8K
$130.00Aug 215.756.15$5.956.7%4100.42--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 211.201.34$1.2711.0%5.3K0.111
$120.00Aug 215.656.10$5.887.7%2.1K0.39--
$115.00Aug 213.604.40$4.0020.0%2.0K0.30--
$110.00Aug 212.603.10$2.8517.5%1.9K0.22--
$110.00Sep 187.309.30$8.3024.1%1.9K0.29--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 99.1%, max 119.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 21Oct 2227.5%103.8%119.2%36172
$110.00Aug 21Sep 18221.4%109.1%103.0%18867
$115.00Aug 21Sep 18212.7%107.2%98.4%607177
$120.00Aug 21Sep 25204.5%116.3%75.8%9.1K48
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 0.90, avg 3.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$135.00Oct 2$15.82$14.18$15.8273%0.90$120.82
$115.00$125.00Sep 11$3.83$6.17$3.8369%1.61$118.83
$120.00$125.00Sep 18$0.64$4.36$0.6462%6.81$120.64
$115.00$120.00Sep 4$0.96$4.04$0.9668%4.21$115.96
$135.00$140.00Sep 18$0.15$4.85$0.1545%32.33$135.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$120.00Aug 28$0.77$4.23$0.7748%5.49$124.23
$115.00$110.00Sep 4$0.23$4.77$0.2333%20.74$114.77
$110.00$105.00Aug 28$0.56$4.44$0.5627%7.93$109.44
$130.00$125.00Aug 21$2.05$2.95$2.0558%1.44$127.95
$130.00$125.00Aug 28$2.40$2.60$2.4053%1.08$127.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 1.00, avg 0.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$130.00Sep 11$4.45$4.45$0.5543%8.09$129.45
$140.00$145.00Sep 18$3.28$3.28$1.7258%1.91$143.28
$140.00$145.00Aug 21$2.38$2.38$2.6272%0.91$142.38
$130.00$135.00Sep 18$3.07$3.07$1.9349%1.59$133.07
$125.00$130.00Sep 18$3.28$3.28$1.7243%1.91$128.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$100.00Sep 25$7.51$7.51$7.4965%1.00$107.49
$115.00$110.00Aug 28$3.47$3.47$1.5365%2.27$111.53
$105.00$100.00Sep 4$2.00$2.00$3.0077%0.67$103.00
$110.00$105.00Sep 4$2.27$2.27$2.7371%0.83$107.73
$110.00$105.00Sep 18$2.10$2.10$2.9071%0.72$107.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.10, cheapest $2.12)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 21Aug 28$1.97228.6%137.1%
$130.00Aug 21Aug 28$2.00224.3%166.1%
$120.00Aug 21Aug 28$2.95204.5%152.3%
$135.00Aug 21Aug 28$4.17213.3%166.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 21Aug 28$2.12228.6%134.9%
$130.00Aug 21Aug 28$2.47224.3%166.1%
$115.00Aug 21Aug 28$4.25211.3%155.7%
$120.00Aug 21Aug 28$4.90204.5%152.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 12.83% of stock, avg 19.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$10.05$5.88$15.93$104.07$135.9312.83%
$115.00Aug 21$13.15$4.00$17.15$97.85$132.1513.81%
$125.00Aug 21$7.73$9.43$17.16$107.84$142.1613.82%
$130.00Aug 21$5.95$11.48$17.43$112.57$147.4314.04%
$125.00Aug 28$9.70$11.55$21.25$103.75$146.2517.11%
$130.00Aug 28$7.95$13.95$21.90$108.10$151.9017.64%
$115.00Sep 4$15.73$7.73$23.46$91.54$138.4618.89%
$120.00Aug 28$13.00$10.78$23.78$96.22$143.7819.15%
$115.00Aug 28$16.08$8.25$24.33$90.67$139.3319.59%
$130.00Sep 4$12.13$16.13$28.26$101.74$158.2622.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 2.53% of stock, avg 11.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$105.00Aug 21$1.27$1.87$3.14$101.86$148.14
$145.00$110.00Aug 21$1.27$2.85$4.12$105.88$149.12
$145.00$115.00Aug 21$1.27$4.00$5.27$109.73$150.27
$140.00$105.00Aug 21$3.65$1.87$5.52$99.48$145.52
$140.00$110.00Aug 21$3.65$2.85$6.50$103.50$146.50
$135.00$105.00Aug 21$4.18$1.87$6.05$98.95$141.05
$140.00$115.00Aug 21$3.65$4.00$7.65$107.35$147.65
$135.00$110.00Aug 21$4.18$2.85$7.03$102.97$142.03
$135.00$115.00Aug 21$4.18$4.00$8.18$106.82$143.18
$145.00$120.00Aug 21$1.27$5.88$7.15$112.85$152.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 20.74, avg credit $2.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
110/115140/145Aug 28$4.77$0.2331%20.74$110.23$144.77
105/110140/145Aug 21$3.36$1.6450%2.05$106.64$143.36
100/105140/145Aug 21$2.98$2.0256%1.48$102.02$142.98
110/115140/145Aug 21$3.53$1.4742%2.40$111.47$143.53
100/105140/145Aug 28$2.89$2.1144%1.37$102.11$142.89
105/110140/145Aug 28$1.86$3.1439%0.59$108.14$141.86
105/110135/140Aug 21$1.51$3.4945%0.43$108.49$136.51
100/105135/140Aug 21$1.13$3.8751%0.29$103.87$136.13
110/115135/140Aug 21$1.68$3.3237%0.51$113.32$136.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 28.41, cheapest $0.17)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Sep 18$0.21$4.7912%22.81
$110.00$115.00$120.00Aug 21$0.35$4.6517%13.29
$120.00$125.00$130.00Aug 21$0.54$4.4619%8.26
$100.00$105.00$110.00Aug 28$0.32$4.6811%14.62
$100.00$105.00$110.00Aug 21$0.40$4.6010%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Aug 21$0.17$4.8314%28.41
$100.00$105.00$110.00Sep 4$0.27$4.7312%17.52
$115.00$120.00$125.00Sep 18$0.30$4.7011%15.67
$100.00$105.00$110.00Sep 18$0.33$4.6710%14.15
$100.00$105.00$110.00Aug 21$0.38$4.6211%12.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-1.31, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Aug 21-$2.41$2.59
$140.00$145.001:2Sep 18-$2.82$2.18
$125.00$130.001:2Sep 11-$4.20$0.80
$135.00$140.001:2Aug 21-$3.12$1.88
$125.00$130.001:2Aug 21-$4.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Aug 28-$1.31$3.69
$110.00$105.001:2Aug 21-$0.89$4.11
$105.00$100.001:2Aug 21-$0.67$4.33
$125.00$120.001:2Aug 21-$2.33$2.67
$105.00$100.001:2Aug 28-$1.04$3.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 7.25%, avg 5.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 18$9.000.4112.8%7.25%20.00%104--
$130.00Sep 25$12.250.534.7%9.87%14.56%3--
$125.00Sep 25$14.250.570.7%11.48%12.14%1--
$140.00Oct 2$6.600.4212.8%5.32%18.06%2--
$125.00Sep 18$12.700.570.7%10.23%10.90%7--
$135.00Oct 2$8.100.468.7%6.52%15.25%2--
$130.00Sep 4$10.000.504.7%8.05%12.75%15--
$135.00Sep 11$7.550.468.7%6.08%14.80%1--
$135.00Aug 28$7.500.418.7%6.04%14.76%2--
$135.00Sep 18$7.050.458.7%5.68%14.40%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 30,365
Total Puts 44,146
Put/Call Ratio 1.45
Net Difference -13,781

Prior's Put/Call Breakdown

Total Calls 4,093
Total Puts 1,598
Put/Call Ratio 0.39
Net Difference 2,495

Prior 7-Day Put/Call Summary

Total Calls 260,930
Total Puts 114,613
Average Put/Call Ratio 0.85
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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