MRNA option chain Moderna, Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±21.7% (118.19–183.69) · ATM IV 78.9% · P/C open interest 1.23
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 70.35 | 73.30 | 700 | 106.0% | 0.98 | 0.0008 | -0.007 | 80 | 0.1700 | 0.5800 | 47 | 1,024 | 95.9% | -0.01 | 0.0008 | -0.019 | |
| 65.45 | 68.35 | 1 | 350 | 98.4% | 0.98 | 0.0011 | -0.014 | 85 | 0.1500 | 0.4700 | 5 | 227 | 85.1% | -0.02 | 0.0011 | -0.025 |
| 60.70 | 63.10 | 222 | 89.3% | 0.97 | 0.0014 | -0.021 | 90 | 0.3000 | 0.6500 | 29 | 533 | 83.5% | -0.03 | 0.0014 | -0.032 | |
| 55.90 | 58.50 | 1 | 99 | 87.3% | 0.96 | 0.0019 | -0.031 | 95 | 0.5500 | 0.8700 | 64 | 274 | 82.0% | -0.04 | 0.0020 | -0.041 |
| 51.05 | 54.15 | 315 | 85.6% | 0.95 | 0.0026 | -0.043 | 100 | 0.9500 | 1.22 | 224 | 1,492 | 81.6% | -0.05 | 0.0026 | -0.052 | |
| 46.50 | 49.70 | 51 | 83.9% | 0.93 | 0.0033 | -0.057 | 105 | 1.21 | 1.77 | 29 | 400 | 79.8% | -0.07 | 0.0033 | -0.065 | |
| 42.20 | 45.50 | 89 | 83.6% | 0.90 | 0.0041 | -0.073 | 110 | 1.90 | 2.65 | 302 | 1,451 | 81.0% | -0.10 | 0.0041 | -0.080 | |
| 37.95 | 41.15 | 1 | 1,023 | 81.2% | 0.87 | 0.0050 | -0.089 | 115 | 2.44 | 3.15 | 56 | 375 | 77.6% | -0.13 | 0.0050 | -0.096 |
| 34.10 | 37.15 | 2 | 1,197 | 80.7% | 0.84 | 0.0059 | -0.107 | 120 | 3.50 | 4.05 | 68 | 4,054 | 77.0% | -0.16 | 0.0060 | -0.113 |
| 30.25 | 33.15 | 31 | 78.8% | 0.80 | 0.0068 | -0.124 | 125 | 4.85 | 5.60 | 41 | 369 | 78.3% | -0.20 | 0.0068 | -0.129 | |
| 26.95 | 29.75 | 14 | 2,133 | 79.2% | 0.76 | 0.0076 | -0.139 | 130 | 6.05 | 7.20 | 94 | 1,697 | 77.4% | -0.24 | 0.0077 | -0.144 |
| 23.50 | 26.60 | 52 | 210 | 78.5% | 0.71 | 0.0083 | -0.153 | 135 | 7.10 | 9.40 | 63 | 1,445 | 76.5% | -0.29 | 0.0084 | -0.157 |
| 21.10 | 23.40 | 127 | 285 | 79.1% | 0.67 | 0.0089 | -0.165 | 140 | 9.20 | 11.10 | 112 | 1,591 | 75.8% | -0.34 | 0.0089 | -0.168 |
| 18.30 | 20.40 | 103 | 200 | 77.9% | 0.62 | 0.0093 | -0.174 | 145 | 11.25 | 14.25 | 86 | 276 | 77.4% | -0.38 | 0.0094 | -0.176 |
| 15.65 | 17.75 | 83 | 471 | 76.8% | 0.57 | 0.0096 | -0.180 | 150 | 15.00 | 17.10 | 70 | 812 | 81.0% | -0.43 | 0.0096 | -0.182 |
| 13.55 | 15.25 | 107 | 2,480 | 76.2% | 0.52 | 0.0097 | -0.184 | 155 | 16.40 | 19.25 | 16 | 112 | 75.9% | -0.48 | 0.0097 | -0.185 |
| 12.70 | 13.60 | 143 | 1,333 | 79.5% | 0.48 | 0.0096 | -0.185 | 160 | 19.50 | 23.05 | 11 | 1,011 | 77.8% | -0.53 | 0.0097 | -0.185 |
| 9.85 | 13.30 | 59 | 2,664 | 80.2% | 0.43 | 0.0095 | -0.183 | 165 | 22.80 | 26.30 | 1 | 28 | 77.9% | -0.57 | 0.0096 | -0.183 |
| 8.55 | 11.60 | 46 | 481 | 80.5% | 0.39 | 0.0092 | -0.180 | 170 | 26.70 | 29.45 | 14 | 78.2% | -0.61 | 0.0093 | -0.179 | |
| 8.00 | 10.15 | 130 | 855 | 82.3% | 0.35 | 0.0088 | -0.175 | 175 | 30.15 | 33.25 | 68 | 78.1% | -0.65 | 0.0090 | -0.173 | |
| 5.80 | 8.60 | 167 | 2,018 | 78.8% | 0.32 | 0.0084 | -0.169 | 180 | 34.05 | 37.35 | 119 | 79.1% | -0.69 | 0.0086 | -0.167 | |
| 4.85 | 8.15 | 8 | 232 | 80.6% | 0.29 | 0.0080 | -0.162 | 185 | 38.10 | 41.55 | 1 | 80.0% | -0.72 | 0.0081 | -0.159 | |
| 4.05 | 6.80 | 57 | 347 | 79.7% | 0.26 | 0.0075 | -0.154 | 190 | 42.65 | 45.25 | 1 | 80.2% | -0.75 | 0.0077 | -0.151 | |
| 4.50 | 5.75 | 7 | 34 | 82.8% | 0.23 | 0.0070 | -0.146 | 195 | 46.80 | 49.55 | 80.3% | -0.78 | 0.0072 | -0.142 | ||
| 4.05 | 5.15 | 105 | 5,563 | 84.1% | 0.21 | 0.0066 | -0.138 | 200 | 51.20 | 53.85 | 19 | 80.6% | -0.80 | 0.0067 | -0.134 | |
| 2.00 | 5.40 | 6 | 111 | 86.2% | 0.17 | 0.0057 | -0.122 | 210 | 60.10 | 63.15 | 82.2% | -0.84 | 0.0058 | -0.117 | ||
| 1.99 | 3.55 | 251 | 183 | 86.3% | 0.13 | 0.0048 | -0.108 | 220 | 69.45 | 72.20 | 82.5% | -0.87 | 0.0050 | -0.101 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.