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Moderna, Inc. Common Stock MRNA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T13:41:30.659Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T13:27:58.920780045Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-01T23:56:28.143793+00:00

Earnings observationsAlpha Vantage · collected 2026-11-01T23:56:15.824692+00:00

Share price$222.21
1D
Price history unavailable.

Moderna, Inc. Common Stock options

Live interpolated MRNA call and put midpoint premiums by absolute delta.Moderna, Inc. Common Stock$2.07$9.52$16.97$24.41$31.86$185.45$203.88$222.31$240.74$259.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNA spot · $222.21MRNA PRICE$2.88$3.87$4.96$6.05$7.45$8.88$10.27$12.00$13.91$16.32$19.40$21.76$24.80$3.42$4.48$5.98$6.87$8.51$10.04$11.80$13.79$16.52$19.55$22.65$25.90$29.72
PutsExpensive3.17×
CallsExpensive2.82×
SkewBullish-0.93 pp
Implied moveBearish±$22.07
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ246.84136.3%12.4%199.50143.8%11.8%
25Δ242.04137.7%10.7%204.20140.7%10.1%
30Δ237.71138.9%9.2%207.75146.1%9.2%
35Δ233.40137.1%7.8%212.11136.1%7.6%
40Δ229.85140.3%6.8%215.54138.5%6.8%
45Δ226.16140.7%5.8%219.02137.0%6.0%
50Δ222.52138.9%4.8%222.46136.5%5.2%
55Δ219.01139.7%4.0%225.95136.2%4.5%
60Δ215.50140.4%3.2%229.84140.2%4.0%
65Δ211.73143.7%2.6%234.01143.0%3.5%
70Δ207.49149.8%2.1%238.32143.1%2.9%
75Δ203.67146.0%1.5%242.70141.4%2.4%
80Δ199.39144.5%0.9%247.55139.4%2.0%

20Δ

Calls
Pseudo strike
246.84
IV
136.3%
B/E move
12.4%
Puts
Pseudo strike
199.50
IV
143.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
242.04
IV
137.7%
B/E move
10.7%
Puts
Pseudo strike
204.20
IV
140.7%
B/E move
10.1%

30Δ

Calls
Pseudo strike
237.71
IV
138.9%
B/E move
9.2%
Puts
Pseudo strike
207.75
IV
146.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
233.40
IV
137.1%
B/E move
7.8%
Puts
Pseudo strike
212.11
IV
136.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
229.85
IV
140.3%
B/E move
6.8%
Puts
Pseudo strike
215.54
IV
138.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
226.16
IV
140.7%
B/E move
5.8%
Puts
Pseudo strike
219.02
IV
137.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
222.52
IV
138.9%
B/E move
4.8%
Puts
Pseudo strike
222.46
IV
136.5%
B/E move
5.2%

55Δ

Calls
Pseudo strike
219.01
IV
139.7%
B/E move
4.0%
Puts
Pseudo strike
225.95
IV
136.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
215.50
IV
140.4%
B/E move
3.2%
Puts
Pseudo strike
229.84
IV
140.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
211.73
IV
143.7%
B/E move
2.6%
Puts
Pseudo strike
234.01
IV
143.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
207.49
IV
149.8%
B/E move
2.1%
Puts
Pseudo strike
238.32
IV
143.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
203.67
IV
146.0%
B/E move
1.5%
Puts
Pseudo strike
242.70
IV
141.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
199.39
IV
144.5%
B/E move
0.9%
Puts
Pseudo strike
247.55
IV
139.4%
B/E move
2.0%

Options history

IV · four-Friday blend92.17%
Daily close
MRNA52.7%128.6%204.5%2026-08-05: 82.47%2026-08-06: 69.79%2026-08-07: 70.82%2026-08-10: 74.86%2026-08-11: 71.70%2026-08-12: 68.76%2026-08-13: 67.51%2026-08-14: 65.08%2026-08-17: 68.47%2026-08-18: 68.44%2026-08-19: 194.02%2026-08-20: 146.95%2026-08-21: 110.44%2026-08-24: 105.46%2026-08-25: 109.65%2026-08-26: 89.52%2026-08-27: 81.09%2026-08-28: 72.50%2026-08-31: 81.80%2026-09-01: 87.44%2026-09-02: 80.67%2026-09-03: 78.62%2026-09-04: 70.14%2026-09-08: 74.38%2026-09-09: 70.99%2026-09-10: 67.38%2026-09-11: 69.55%2026-09-14: 77.79%2026-09-15: 75.80%2026-09-16: 76.58%2026-09-17: 78.97%2026-09-18: 63.20%2026-09-21: 80.49%2026-09-22: 78.30%2026-09-23: 78.47%2026-09-24: 84.51%2026-09-25: 79.24%2026-09-28: 81.66%2026-09-29: 83.98%2026-09-30: 82.80%2026-10-01: 81.07%2026-10-02: 82.51%2026-10-05: 89.94%2026-10-06: 90.43%2026-10-07: 88.61%2026-10-08: 93.59%2026-10-09: 102.12%2026-10-12: 100.13%2026-10-13: 103.19%2026-10-14: 108.57%2026-10-15: 112.31%2026-10-16: 117.62%2026-10-19: 131.66%2026-10-20: 131.22%2026-10-21: 133.89%2026-10-22: 116.16%2026-10-23: 102.15%2026-10-26: 93.13%2026-10-27: 99.72%2026-10-28: 96.03%2026-10-29: 93.31%2026-10-30: 92.17%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
82.47%
69.79%
70.82%
74.86%
71.70%
68.76%
67.51%
65.08%
68.47%
68.44%
194.02%
146.95%
110.44%
105.46%
109.65%
89.52%
81.09%
72.50%
81.80%
87.44%
80.67%
78.62%
70.14%
74.38%
70.99%
67.38%
69.55%
77.79%
75.80%
76.58%
78.97%
63.20%
80.49%
78.30%
78.47%
84.51%
79.24%
81.66%
83.98%
82.80%
81.07%
82.51%
89.94%
90.43%
88.61%
93.59%
102.12%
100.13%
103.19%
108.57%
112.31%
117.62%
131.66%
131.22%
133.89%
116.16%
102.15%
93.13%
99.72%
96.03%
93.31%
92.17%