Tour v515
MRNA
MODERNA INC
$145.37 +130.90%
8/19 11:00

Option Volume

Detail
Current (08/19 11:00am) 275,103
Calls: 99,107 (36%)
Puts: 175,996 (64%)
Prior (07/31) 17,816
Calls: 11,923 (67%)
Puts: 5,893 (33%)
Current vs Prior +1444.13%
Calls: +731.23% (Calls)
Puts: +2886.53% (Puts)
Prior 7-Day Total 706,303
Calls: 386,271 (55%)
Puts: 320,032 (45%)
Prior 7-Day Average 100,900
Calls: 55,181 (55%)
Puts: 45,718 (45%)
Current vs Prior 7-Day Avg +172.65%
Calls: +79.60%
Puts: +284.95%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/19 11:00am) $459.11M
Calls: $401.38M (87%)
Puts: $57.73M (13%)
Prior (07/31) $3.30M
Calls: $2.09M (63%)
Puts: $1.21M (37%)
Current vs Prior +13818.50%
Calls: +19131.41%
Puts: +4665.30%
Prior 7-Day Total $960.65M
Calls: $879.23M (92%)
Puts: $81.42M (8%)
Prior 7-Day Average $137.24M
Calls: $125.60M (92%)
Puts: $11.63M (8%)
Current vs Prior 7-Day Avg +234.54%
Calls: +219.56%
Puts: +396.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 11:00am) 1.78
Prior (07/31) 0.49
Current vs Prior +259.29%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +103.45%
Sentiment BEARISH

Open Interest

Detail
Current (08/19 11:00am) 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 17.08% | 21.81%17.08% | 29.70%
Prior 10.49% | 13.41%16.16% | 24.08%
Current vs Prior +62.84% | +62.64%+5.68% | +23.36%
Prior 7-Day Avg 7.97% | 12.20%17.55% | 24.94%
Current vs 7-Day Avg +114.19% | +78.75%-2.65% | +19.11%
Prior 7-Day Eod 10.49% | 13.41%6.29% | 15.47%
Current vs 7-Day Eod +62.84% | +62.64%+171.56% | +92.01%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 30.39% | 37.41%
Calls: 30.01% | 32.75%
Puts: 30.77% | 42.07%
Prior 86.80% | 14.20%
Calls: 90.91% | 16.88%
Puts: 82.69% | 11.51%
Current vs Prior -64.99% | +163.45%
Prior 7-Day Avg 44.71% | 20.32%
Calls: 45.28% | 20.87%
Puts: 44.14% | 19.76%
Current vs 7-Day Avg -32.03% | +84.12%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($401.38M) vs puts ($57.73M). Massive premium surge with dollar volume up 13818% vs prior. Dollar volume significantly above 7-day average (235% higher). Unusually high activity with volume up 1444% 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
11:00BULLISHBEARISHBEARISH
10:35BULLISHBEARISHBEARISH
10:30BULLISHBEARISHBEARISH
10:25BULLISHBEARISHBEARISH
10:20BULLISHBEARISHBEARISH
10:15BULLISHBEARISHBEARISH
10:10BULLISHBEARISHBEARISH
10:05BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH
09:55BULLISHBEARISHBEARISH
09:50BULLISHBEARISHBEARISH
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 6 of results (avg 6.4%, best 5.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 1834.0035.95$34.985.6%1.2K0.77161
$120.00Aug 2128.0029.75$28.886.1%21.7K0.8648
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 212.903.05$2.975.1%26.0K0.16--
$120.00Sep 188.509.00$8.755.7%5.6K0.23--
$130.00Sep 1812.0013.00$12.508.0%810.31--
$130.00Aug 214.805.20$5.008.0%5620.24--

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. 62 found (avg delta 0.64, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2128.0029.75$28.886.1%21.7K0.8648
$125.00Aug 2119.6529.40$24.5339.7%3880.82--
$120.00Aug 2826.3536.30$31.3331.8%720.79--
$120.00Sep 429.3036.95$33.1323.1%510.78--
$130.00Aug 2118.0025.00$21.5032.6%8610.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 2123.4530.95$27.2027.6%120.79--
$165.00Aug 2120.7029.15$24.9233.9%260.72--
$170.00Aug 2827.0035.65$31.3327.6%40.68--
$160.00Aug 2115.4525.35$20.4048.5%2920.65--
$165.00Aug 2823.0531.70$27.3831.6%70.63--

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 83.8K, top 26.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2128.0029.75$28.886.1%21.7K0.8648
$150.00Aug 219.5011.00$10.2514.6%5.9K0.51--
$140.00Aug 2113.3019.40$16.3537.3%1.9K0.64--
$165.00Aug 213.806.00$4.9044.9%1.8K0.31--
$145.00Aug 2812.0016.70$14.3532.8%1.8K0.54--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 212.903.05$2.975.1%26.0K0.16--
$120.00Sep 188.509.00$8.755.7%5.6K0.23--
$145.00Aug 218.5011.60$10.0530.8%6220.44--
$140.00Aug 217.508.80$8.1516.0%5820.37--
$130.00Aug 214.805.20$5.008.0%5620.24--

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. 96 found (best R:R 7.00, avg 1.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$170.00Oct 2$1.25$8.75$1.2544%7.00$161.25
$135.00$140.00Aug 21$1.15$3.85$1.1572%3.35$136.15
$145.00$150.00Sep 18$1.08$3.92$1.0857%3.63$146.08
$145.00$150.00Aug 28$0.85$4.15$0.8554%4.88$145.85
$160.00$165.00Sep 18$0.65$4.35$0.6546%6.69$160.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$165.00Aug 21$2.28$2.72$2.2879%1.19$167.72
$155.00$145.00Oct 2$3.13$6.87$3.1350%2.19$151.87
$130.00$125.00Sep 18$0.32$4.68$0.3231%14.62$129.68
$125.00$120.00Sep 4$0.44$4.56$0.4426%10.36$124.56
$135.00$130.00Aug 21$0.55$4.45$0.5529%8.09$134.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 5.67, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$160.00$165.00Sep 4$3.08$3.08$1.9254%1.60$163.08
$165.00$170.00Sep 18$2.85$2.85$2.1556%1.33$167.85
$150.00$155.00Sep 18$3.02$3.02$1.9846%1.53$153.02
$150.00$155.00Sep 11$2.70$2.70$2.3047%1.17$152.70
$150.00$160.00Oct 2$4.93$4.93$5.0748%0.97$154.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Sep 11$4.25$4.25$0.7561%5.67$135.75
$145.00$125.00Oct 2$9.25$9.25$10.7557%0.86$135.75
$125.00$120.00Sep 18$3.43$3.43$1.5772%2.18$121.57
$130.00$125.00Sep 4$3.01$3.01$1.9970%1.51$126.99
$145.00$135.00Sep 4$5.47$5.47$4.5357%1.21$139.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $3.69, cheapest $3.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 21Aug 28$3.20261.0%160.1%
$155.00Aug 21Aug 28$2.68255.2%174.5%
$145.00Aug 21Aug 28$2.52245.0%167.7%
$160.00Aug 21Aug 28$2.83246.1%170.7%
$165.00Aug 21Aug 28$3.15239.3%170.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 21Aug 28$4.35261.0%160.1%
$155.00Aug 21Aug 28$5.43255.2%174.5%
$145.00Aug 21Aug 28$5.53245.0%167.7%
$160.00Aug 21Aug 28$3.33246.1%170.7%
$150.00Aug 21Aug 28$4.35244.2%176.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 15.05% of stock, avg 24.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Aug 21$11.83$10.05$21.88$123.12$166.8815.05%
$135.00Aug 21$17.50$5.55$23.05$111.95$158.0515.86%
$150.00Aug 21$10.25$13.00$23.25$126.75$173.2515.99%
$155.00Aug 21$8.50$15.10$23.60$131.40$178.6016.23%
$140.00Aug 21$16.35$8.15$24.50$115.50$164.5016.85%
$145.00Aug 28$14.35$15.58$29.93$115.07$174.9320.59%
$150.00Aug 28$13.50$17.35$30.85$119.15$180.8521.22%
$155.00Aug 28$11.18$20.53$31.71$123.29$186.7121.81%
$140.00Aug 28$19.55$12.50$32.05$107.95$172.0522.05%
$135.00Aug 28$21.98$11.35$33.33$101.67$168.3322.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 5.40% of stock, avg 17.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$125.00Aug 21$4.25$3.60$7.85$117.15$177.85
$170.00$130.00Aug 21$4.25$5.00$9.25$120.75$179.25
$165.00$125.00Aug 21$4.90$3.60$8.50$116.50$173.50
$170.00$135.00Aug 21$4.25$5.55$9.80$125.20$179.80
$165.00$130.00Aug 21$4.90$5.00$9.90$120.10$174.90
$165.00$135.00Aug 21$4.90$5.55$10.45$124.55$175.45
$160.00$125.00Aug 21$6.55$3.60$10.15$114.85$170.15
$160.00$135.00Aug 21$6.55$5.55$12.10$122.90$172.10
$160.00$130.00Aug 21$6.55$5.00$11.55$118.45$171.55
$165.00$140.00Aug 21$4.90$8.15$13.05$126.95$178.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.69, avg credit $1.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
125/130165/170Aug 21$2.05$2.9544%0.69$127.95$167.05
120/125165/170Aug 21$1.28$3.7250%0.34$123.72$166.28
130/135165/170Aug 21$1.20$3.8040%0.32$133.80$166.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Aug 28$0.13$4.8711%37.46
$135.00$140.00$145.00Sep 11$0.07$4.938%70.43
$140.00$145.00$150.00Sep 4$0.08$4.928%61.50
$145.00$150.00$155.00Sep 4$0.10$4.908%49.00
$125.00$130.00$135.00Sep 25$0.09$4.916%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$150.00$155.00$160.00Sep 18$0.05$4.958%99.00
$155.00$160.00$165.00Sep 18$0.10$4.906%49.00
$160.00$165.00$170.00Aug 28$0.30$4.708%15.67
$155.00$160.00$165.00Aug 28$0.45$4.559%10.11
$125.00$130.00$135.00Aug 28$0.60$4.4010%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-2.20, 15 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Aug 21-$3.25$1.75
$165.00$170.001:2Aug 21-$3.60$1.40
$155.00$160.001:2Aug 21-$4.60$0.40
$150.00$160.001:2Oct 2-$8.07$1.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$125.001:2Oct 2-$2.20$17.80
$130.00$125.001:2Aug 21-$2.20$2.80
$140.00$135.001:2Aug 21-$2.95$2.05
$125.00$120.001:2Aug 21-$2.34$2.66
$125.00$120.001:2Aug 28-$4.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 10.66%, avg 6.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Sep 25$15.500.516.6%10.66%17.29%2--
$150.00Sep 25$17.850.543.2%12.28%15.46%4--
$165.00Sep 25$11.200.4513.5%7.70%21.21%1--
$170.00Sep 25$9.200.4216.9%6.33%23.27%1--
$150.00Sep 18$17.000.543.2%11.69%14.88%614--
$170.00Sep 18$10.000.3816.9%6.88%23.82%102--
$165.00Sep 18$10.750.4313.5%7.39%20.90%1.1K--
$170.00Oct 2$9.000.4016.9%6.19%23.13%1--
$160.00Sep 4$11.000.4610.1%7.57%17.63%11--
$155.00Sep 18$12.150.506.6%8.36%14.98%237--

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 99,107
Total Puts 175,996
Put/Call Ratio 1.78
Net Difference -76,889

Prior's Put/Call Breakdown

Total Calls 11,923
Total Puts 5,893
Put/Call Ratio 0.49
Net Difference 6,030

Prior 7-Day Put/Call Summary

Total Calls 386,271
Total Puts 320,032
Average Put/Call Ratio 0.87
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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