MRNA option chain Moderna, Inc.
Cboe delayed options data · as of 12:39 UTC
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 ±31.3% (147.99–283.04) · ATM IV 93.8% · 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 | |
| 108.10 | 111.35 | 726 | 96.4% | 0.97 | 0.0008 | -0.055 | 110 | 0.1900 | 2.15 | 7 | 2,605 | 98.6% | -0.03 | 0.0008 | -0.055 | |
| 103.40 | 106.75 | 1 | 255 | 95.8% | 0.96 | 0.0010 | -0.063 | 115 | 1.33 | 2.20 | 16 | 1,313 | 101.4% | -0.04 | 0.0010 | -0.063 |
| 98.75 | 102.05 | 1,077 | 93.8% | 0.95 | 0.0011 | -0.072 | 120 | 1.21 | 3.65 | 6 | 367 | 103.1% | -0.05 | 0.0011 | -0.072 | |
| 94.25 | 97.50 | 1,574 | 93.6% | 0.94 | 0.0013 | -0.082 | 125 | 2.00 | 3.70 | 1 | 1,426 | 101.2% | -0.06 | 0.0013 | -0.082 | |
| 89.85 | 93.15 | 6 | 1,085 | 93.7% | 0.93 | 0.0015 | -0.092 | 130 | 2.18 | 4.55 | 8 | 902 | 99.8% | -0.07 | 0.0015 | -0.092 |
| 85.65 | 89.05 | 1 | 2,551 | 94.8% | 0.92 | 0.0017 | -0.103 | 135 | 2.65 | 4.30 | 20 | 262 | 94.8% | -0.08 | 0.0017 | -0.104 |
| 81.50 | 84.80 | 1,495 | 94.5% | 0.91 | 0.0019 | -0.115 | 140 | 4.40 | 5.40 | 315 | 939 | 98.9% | -0.09 | 0.0019 | -0.115 | |
| 78.15 | 80.80 | 1 | 821 | 96.8% | 0.89 | 0.0021 | -0.127 | 145 | 4.15 | 6.85 | 3 | 216 | 96.6% | -0.11 | 0.0021 | -0.128 |
| 73.40 | 76.65 | 3 | 641 | 93.8% | 0.88 | 0.0024 | -0.139 | 150 | 5.95 | 7.10 | 31 | 1,598 | 96.4% | -0.12 | 0.0024 | -0.140 |
| 69.55 | 72.85 | 5 | 473 | 93.7% | 0.86 | 0.0026 | -0.152 | 155 | 6.90 | 9.00 | 3 | 164 | 97.5% | -0.14 | 0.0026 | -0.152 |
| 65.80 | 68.85 | 11 | 1,410 | 92.9% | 0.84 | 0.0028 | -0.164 | 160 | 8.25 | 9.35 | 41 | 436 | 95.3% | -0.16 | 0.0028 | -0.165 |
| 62.20 | 65.55 | 842 | 93.4% | 0.82 | 0.0030 | -0.176 | 165 | 9.45 | 11.70 | 9 | 622 | 97.2% | -0.18 | 0.0031 | -0.177 | |
| 58.75 | 61.65 | 20 | 430 | 92.5% | 0.80 | 0.0032 | -0.188 | 170 | 10.40 | 12.30 | 37 | 469 | 95.0% | -0.20 | 0.0033 | -0.189 |
| 55.45 | 58.30 | 22 | 226 | 92.4% | 0.78 | 0.0035 | -0.199 | 175 | 12.40 | 14.35 | 18 | 143 | 94.9% | -0.22 | 0.0035 | -0.200 |
| 52.30 | 55.05 | 23 | 476 | 92.3% | 0.76 | 0.0036 | -0.210 | 180 | 14.45 | 16.15 | 46 | 438 | 95.2% | -0.24 | 0.0037 | -0.211 |
| 49.95 | 52.05 | 1 | 513 | 93.6% | 0.74 | 0.0038 | -0.220 | 185 | 16.00 | 18.30 | 10 | 336 | 94.8% | -0.26 | 0.0038 | -0.221 |
| 46.10 | 49.15 | 7 | 1,481 | 92.0% | 0.71 | 0.0040 | -0.229 | 190 | 18.70 | 21.40 | 52 | 396 | 97.5% | -0.29 | 0.0040 | -0.230 |
| 43.35 | 46.40 | 2 | 333 | 92.1% | 0.69 | 0.0041 | -0.237 | 195 | 20.55 | 22.70 | 4 | 111 | 95.4% | -0.31 | 0.0042 | -0.239 |
| 40.70 | 43.75 | 54 | 1,365 | 92.1% | 0.67 | 0.0043 | -0.244 | 200 | 22.75 | 25.15 | 274 | 1,629 | 95.5% | -0.33 | 0.0043 | -0.246 |
| 36.70 | 38.70 | 27 | 643 | 93.2% | 0.62 | 0.0045 | -0.256 | 210 | 27.35 | 30.55 | 46 | 156 | 95.0% | -0.38 | 0.0045 | -0.258 |
| 31.65 | 33.95 | 88 | 2,835 | 91.9% | 0.58 | 0.0046 | -0.264 | 220 | 33.05 | 36.40 | 46 | 237 | 95.6% | -0.43 | 0.0046 | -0.267 |
| 27.70 | 30.40 | 71 | 3,559 | 92.4% | 0.53 | 0.0046 | -0.269 | 230 | 39.50 | 42.40 | 128 | 181 | 96.2% | -0.47 | 0.0047 | -0.271 |
| 24.20 | 26.90 | 105 | 780 | 92.5% | 0.49 | 0.0047 | -0.270 | 240 | 45.60 | 48.85 | 5 | 12 | 95.8% | -0.51 | 0.0047 | -0.273 |
| 20.95 | 23.70 | 47 | 623 | 92.3% | 0.45 | 0.0046 | -0.268 | 250 | 52.30 | 55.85 | 19 | 95.9% | -0.56 | 0.0047 | -0.272 | |
| 18.30 | 21.10 | 60 | 895 | 92.8% | 0.41 | 0.0045 | -0.264 | 260 | 60.05 | 63.05 | 11 | 23 | 96.8% | -0.59 | 0.0046 | -0.268 |
| 16.05 | 18.85 | 157 | 1,865 | 93.4% | 0.37 | 0.0044 | -0.257 | 270 | 68.00 | 70.60 | 4 | 97.7% | -0.63 | 0.0045 | -0.262 | |
| 13.95 | 16.25 | 26 | 419 | 92.9% | 0.34 | 0.0042 | -0.249 | 280 | 75.35 | 78.55 | 10 | 97.4% | -0.66 | 0.0043 | -0.255 | |
| 11.90 | 14.75 | 38 | 300 | 93.3% | 0.31 | 0.0041 | -0.240 | 290 | 83.60 | 86.60 | 1 | 5 | 97.8% | -0.70 | 0.0042 | -0.246 |
| 10.70 | 12.75 | 52 | 300 | 93.6% | 0.28 | 0.0039 | -0.231 | 300 | 91.95 | 94.30 | 2 | 97.1% | -0.73 | 0.0040 | -0.236 | |
| 8.95 | 11.40 | 4 | 15 | 93.4% | 0.26 | 0.0037 | -0.220 | 310 | 100.40 | 103.50 | 98.5% | -0.75 | 0.0038 | -0.227 | ||
| 8.45 | 10.25 | 27 | 32 | 95.1% | 0.23 | 0.0035 | -0.209 | 320 | 109.15 | 112.20 | 99.0% | -0.78 | 0.0036 | -0.216 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs