Tour v346
MRNA
MODERNA INC
$61.82 -2.11%
$61.80 (-0.03%)🌙
as of 07/17 06:05 PM
7/17 18:05

Option Volume

Detail
Current (07/17) 47,891
Calls: 36,769 (77%)
Puts: 11,122 (23%)
Prior (07/16) 80,142
Calls: 69,151 (86%)
Puts: 10,991 (14%)
Current vs Prior -40.24%
Calls: -46.83% (Calls)
Puts: +1.19% (Puts)
Prior 7-Day Total 343,145
Calls: 242,478 (71%)
Puts: 100,667 (29%)
Prior 7-Day Average 49,020
Calls: 34,639 (71%)
Puts: 14,381 (29%)
Current vs Prior 7-Day Avg -2.30%
Calls: +6.15%
Puts: -22.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $8.67M
Calls: $5.38M (62%)
Puts: $3.29M (38%)
Prior (07/16) $19.25M
Calls: $11.10M (58%)
Puts: $8.15M (42%)
Current vs Prior -54.95%
Calls: -51.53%
Puts: -59.59%
Prior 7-Day Total $147.61M
Calls: $100.54M (68%)
Puts: $47.07M (32%)
Prior 7-Day Average $21.09M
Calls: $14.36M (68%)
Puts: $6.72M (32%)
Current vs Prior 7-Day Avg -58.87%
Calls: -62.54%
Puts: -51.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.30
Prior (07/16) 0.16
Current vs Prior +90.31%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -52.98%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 646,211
Calls: 318,782 (49%)
Puts: 327,429 (51%)
Prior (07/16) 620,252
Calls: 296,230 (48%)
Puts: 324,022 (52%)
Current vs Prior +4.19%
Prior 7-Day Total 3,933,705
Calls: 1,940,940 (49%)
Puts: 1,992,765 (51%)
Prior 7-Day Average 561,957
Calls: 277,277 (49%)
Puts: 284,680 (51%)
Current vs Prior 7-Day Avg +14.99%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.12% | 8.65%2.12% | 21.16%
Prior 4.37% | 9.49%4.37% | 22.38%
Current vs Prior +98.01% | +62.01%-51.51% | -5.44%
Prior 7-Day Avg 6.66% | 11.31%8.23% | 24.64%
Current vs 7-Day Avg +29.95% | +35.91%-74.24% | -14.15%
Prior 7-Day Eod 4.37% | 9.49%4.37% | 22.38%
Current vs 7-Day Eod +98.01% | +62.01%-51.51% | -5.44%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Prior 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($5.38M). Light premium activity with dollar volume down 55% vs prior. Below-average activity with volume down 40% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (36,769 calls vs 11,122 puts).

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 29 of results (avg 7.3%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 215.305.50$5.403.7%3310.481.9K
$60.00Aug 217.407.70$7.554.0%1550.601.1K
$70.00Aug 213.703.90$3.805.3%5340.383.1K
$60.00Aug 146.657.10$6.886.5%40.608
$60.00Aug 287.608.25$7.938.2%420.6037
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 218.258.50$8.383.0%1520.526.7K
$70.00Aug 2111.6512.05$11.853.4%80.621.3K
$60.00Aug 215.405.65$5.534.5%1610.403.0K
$55.00Aug 213.253.45$3.356.0%720.2811.1K
$65.00Aug 147.457.95$7.706.5%100.5359

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.82, cheapest $0.68)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 240.690.82$0.7517.3%5570.22167
$66.00Jul 240.881.04$0.9616.7%1940.277.6K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 240.620.73$0.6816.2%2560.19757
$58.00Jul 240.840.98$0.9115.4%430.24288

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 107 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 1711.3512.80$12.0812.0%81.0011.6K
$55.00Jul 176.507.80$7.1518.2%650.991.5K
$58.00Jul 172.895.10$4.0055.2%10.9933
$59.00Jul 172.353.85$3.1048.4%--0.99242
$51.00Jul 179.5012.15$10.8324.5%10.984
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 173.156.10$4.6363.7%911.00535
$67.00Jul 173.855.85$4.8541.2%2791.001.1K
$68.00Jul 176.008.15$7.0830.4%6041.00747
$69.00Jul 175.908.50$7.2036.1%1561.00472
$70.00Jul 177.059.85$8.4533.1%1321.00683

Most actively traded options today. High liquidity = easy entry/exit. 194 active (total vol 34.4K, top 7.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 241.451.66$1.5613.5%7.3K0.38120
$68.00Jul 240.550.72$0.6426.6%6.1K0.195.4K
$70.00Jul 170.000.01$0.01100.0%5.2K0.0114.3K
$70.00Jul 240.320.44$0.3831.6%2.3K0.128.7K
$60.00Jul 170.953.45$2.20113.6%6960.973.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 172.774.45$3.6146.5%6040.952.3K
$68.00Jul 176.008.15$7.0830.4%6041.00747
$60.00Jul 241.501.64$1.578.9%3810.36835
$56.00Jul 311.662.00$1.8318.6%3470.2618
$62.00Jul 242.342.61$2.4710.9%3340.4955

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 729.7%, max 2514.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 17Jul 312155.6%95.9%2148.1%137
$56.00Jul 17Jul 311785.1%89.8%1887.3%13127
$57.00Jul 17Aug 71593.6%90.3%1665.6%163
$50.00Jul 17Aug 281050.2%85.1%1133.6%1311.6K
$51.00Jul 17Jul 311293.8%105.5%1126.7%120
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.00Jul 17Jul 312524.6%96.6%2514.2%1329
$54.00Jul 17Aug 72155.6%88.2%2343.2%856
$56.00Jul 17Jul 311785.1%89.8%1887.3%34796
$57.00Jul 17Aug 71593.6%90.3%1665.6%10239
$51.00Jul 17Jul 241293.8%83.6%1446.8%1131

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 9.00, avg 2.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.00$59.00Jul 31$0.10$0.90$0.109.00$58.10
$66.00$67.00Aug 7$0.10$0.90$0.109.00$66.10
$67.00$68.00Jul 24$0.11$0.89$0.118.09$67.11
$71.00$72.00Jul 31$0.13$0.87$0.136.69$71.13
$72.00$73.00Jul 24$0.15$0.85$0.155.67$72.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$55.00Jul 24$0.10$0.90$0.109.00$55.90
$53.00$52.00Jul 31$0.11$0.89$0.118.09$52.89
$69.00$68.00Jul 17$0.12$0.88$0.127.33$68.88
$55.00$54.00Jul 31$0.12$0.88$0.127.33$54.88
$57.00$56.00Jul 24$0.15$0.85$0.155.67$56.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 155 found (best R:R 14.00, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$54.00Jul 17$2.80$2.80$0.2014.00$53.80
$58.00$59.00Jul 17$0.90$0.90$0.109.00$58.90
$59.00$60.00Jul 17$0.90$0.90$0.109.00$59.90
$54.00$55.00Jul 17$0.88$0.88$0.127.33$54.88
$50.00$51.00Jul 24$0.88$0.88$0.127.33$50.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$66.00$65.00Aug 14$0.90$0.90$0.109.00$65.10
$64.00$63.00Jul 24$0.89$0.89$0.118.09$63.11
$70.00$68.00Aug 28$1.75$1.75$0.257.00$68.25
$74.00$72.00Jul 31$1.73$1.73$0.276.41$72.27
$74.00$73.00Aug 7$0.85$0.85$0.155.67$73.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.92, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 17Jul 24$0.172155.6%75.2%
$74.00Jul 17Jul 24$0.18884.6%82.2%
$56.00Jul 17Jul 24$0.301785.1%74.4%
$71.00Jul 17Jul 24$0.30701.2%76.4%
$51.00Jul 17Jul 24$0.321293.8%83.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Jul 17Jul 24$0.081293.8%83.6%
$53.00Jul 17Jul 24$0.16896.8%75.6%
$68.00Jul 17Jul 24$0.17503.7%74.3%
$70.00Jul 17Jul 24$0.37637.1%74.8%
$55.00Jul 17Jul 24$0.42614.4%77.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 0.97% of stock, avg 16.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$62.00Jul 17$0.22$0.38$0.60$61.40$62.600.97%
$61.00Jul 17$0.93$0.05$0.98$60.02$61.981.59%
$63.00Jul 17$0.04$1.61$1.65$61.35$64.652.67%
$63.50Jul 17$0.05$1.94$1.99$61.51$65.493.22%
$60.00Jul 17$2.20$0.01$2.21$57.79$62.213.57%
$64.00Jul 17$0.12$2.29$2.41$61.59$66.413.90%
$59.00Jul 17$3.10$0.01$3.11$55.89$62.115.03%
$65.00Jul 17$0.03$3.61$3.64$61.36$68.645.89%
$58.00Jul 17$4.00$0.01$4.01$53.99$62.016.49%
$66.00Jul 17$0.02$4.63$4.65$61.35$70.657.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.15% of stock, avg 10.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.00$61.00Jul 17$0.04$0.05$0.09$60.91$63.09
$63.50$61.00Jul 17$0.05$0.05$0.10$60.90$63.60
$64.00$61.00Jul 17$0.12$0.05$0.17$60.83$64.17
$62.00$61.00Jul 17$0.22$0.05$0.27$60.73$62.27
$63.00$57.00Jul 17$0.04$1.06$1.10$55.90$64.10
$63.00$56.00Jul 17$0.04$1.07$1.11$54.89$64.11
$63.00$54.00Jul 17$0.04$1.07$1.11$52.89$64.11
$63.00$52.00Jul 17$0.04$1.07$1.11$50.89$64.11
$63.50$57.00Jul 17$0.05$1.06$1.11$55.89$64.61
$63.50$56.00Jul 17$0.05$1.07$1.12$54.88$64.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 22.08, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
60/6366/68Aug 28$2.87$0.1322.08$60.13$68.87
68/7072/73Aug 14$1.90$0.1019.00$68.10$73.90
50/5357/60Aug 7$2.83$0.1716.65$50.17$59.83
61/6268/70Aug 14$1.88$0.1215.67$60.12$69.88
56/5762/63Jul 31$0.90$0.109.00$56.10$62.90
57/5867/68Aug 7$0.90$0.109.00$57.10$67.90
68/7073/74Aug 14$1.80$0.209.00$68.20$74.80
54/5561/62Aug 7$0.88$0.127.33$54.12$61.88
60/6172/73Aug 14$0.88$0.127.33$60.12$72.88
58/5961/62Aug 7$0.87$0.136.69$58.13$61.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 24$0.06$0.9415.67
$69.00$70.00$71.00Aug 28$0.07$0.9313.29
$64.00$65.00$66.00Jul 17$0.08$0.9211.50
$62.00$63.00$64.00Jul 24$0.08$0.9211.50
$71.00$72.00$73.00Jul 31$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$56.00$57.00Jul 24$0.05$0.9519.00
$69.00$70.00$71.00Aug 7$0.05$0.9519.00
$58.00$59.00$60.00Jul 24$0.06$0.9415.67
$53.00$54.00$55.00Jul 24$0.07$0.9313.29
$57.00$58.00$59.00Jul 24$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-1.43, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$60.001:2Aug 28-$1.43$8.57
$65.00$70.001:2Aug 21-$2.20$2.80
$60.00$65.001:2Aug 21-$3.25$1.75
$60.00$65.001:2Aug 28-$3.57$1.43
$66.00$67.001:2Jul 17$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Aug 21-$0.29$4.71
$60.00$55.001:2Aug 14-$0.64$4.36
$55.00$50.001:2Aug 28-$0.65$4.35
$60.00$55.001:2Aug 21-$1.17$3.83
$60.00$55.001:2Aug 28-$1.48$3.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 9.22%, avg 4.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$62.00Aug 14$5.700.550.3%9.22%9.51%602
$65.00Aug 28$5.450.495.1%8.82%13.96%4833
$65.00Aug 21$5.300.485.1%8.57%13.72%3311.9K
$63.00Aug 14$5.200.521.9%8.41%10.32%643
$62.00Aug 7$5.100.540.3%8.25%8.54%60160
$66.00Aug 28$4.950.476.8%8.01%14.77%11
$63.00Aug 7$4.600.511.9%7.44%9.35%701
$65.00Aug 14$4.500.475.1%7.28%12.42%7235
$62.00Jul 31$4.150.530.3%6.71%7.00%25152
$69.00Aug 28$4.000.4211.6%6.47%18.08%--10

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 36,769
Total Puts 11,122
Put/Call Ratio 0.30
Net Difference 25,647

Prior's Put/Call Breakdown

Total Calls 69,151
Total Puts 10,991
Put/Call Ratio 0.16
Net Difference 58,160

Prior 7-Day Put/Call Summary

Total Calls 242,478
Total Puts 100,667
Average Put/Call Ratio 0.64
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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