MRNA option chain Moderna, Inc.
Cboe delayed options data · as of 00:41 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 ±35.5% (146.53–308.07) · ATM IV 91.3% · P/C open interest 1.80
| 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 | |
| 114.15 | 117.35 | 422 | 100.7% | 0.95 | 0.0009 | -0.041 | 115 | 1.22 | 3.15 | 521 | 94.3% | -0.05 | 0.0009 | -0.061 | ||
| 109.65 | 112.55 | 717 | 97.8% | 0.94 | 0.0010 | -0.050 | 120 | 2.40 | 3.45 | 27 | 3,416 | 95.8% | -0.06 | 0.0010 | -0.069 | |
| 105.40 | 108.45 | 137 | 98.2% | 0.93 | 0.0012 | -0.059 | 125 | 2.35 | 4.90 | 497 | 95.9% | -0.07 | 0.0012 | -0.077 | ||
| 101.25 | 104.10 | 6 | 207 | 97.4% | 0.92 | 0.0013 | -0.068 | 130 | 3.25 | 5.70 | 609 | 96.4% | -0.08 | 0.0013 | -0.086 | |
| 97.15 | 100.20 | 1 | 135 | 97.6% | 0.91 | 0.0015 | -0.078 | 135 | 4.10 | 6.65 | 16 | 183 | 96.4% | -0.09 | 0.0015 | -0.095 |
| 92.70 | 95.75 | 2 | 621 | 95.0% | 0.90 | 0.0016 | -0.088 | 140 | 5.15 | 6.95 | 3 | 2,041 | 94.8% | -0.10 | 0.0016 | -0.103 |
| 89.15 | 92.00 | 1 | 191 | 96.0% | 0.89 | 0.0018 | -0.097 | 145 | 5.55 | 8.40 | 5 | 1,031 | 94.1% | -0.11 | 0.0018 | -0.113 |
| 85.25 | 87.85 | 8 | 1,272 | 94.8% | 0.87 | 0.0020 | -0.107 | 150 | 6.45 | 9.50 | 147 | 1,945 | 93.4% | -0.13 | 0.0020 | -0.122 |
| 81.15 | 84.25 | 621 | 94.0% | 0.86 | 0.0021 | -0.117 | 155 | 7.60 | 10.70 | 5 | 532 | 93.0% | -0.14 | 0.0021 | -0.131 | |
| 77.95 | 80.75 | 491 | 94.8% | 0.84 | 0.0023 | -0.127 | 160 | 8.90 | 12.00 | 12 | 439 | 92.7% | -0.16 | 0.0023 | -0.139 | |
| 74.35 | 76.80 | 7 | 61 | 93.6% | 0.83 | 0.0024 | -0.136 | 165 | 10.35 | 13.75 | 8 | 614 | 93.1% | -0.17 | 0.0025 | -0.148 |
| 70.95 | 73.40 | 15 | 167 | 93.3% | 0.81 | 0.0026 | -0.145 | 170 | 11.80 | 14.40 | 11 | 88 | 91.2% | -0.19 | 0.0026 | -0.156 |
| 67.00 | 70.05 | 6 | 373 | 92.0% | 0.79 | 0.0028 | -0.154 | 175 | 13.50 | 16.15 | 2 | 127 | 91.3% | -0.21 | 0.0028 | -0.164 |
| 63.80 | 66.75 | 806 | 91.6% | 0.78 | 0.0029 | -0.162 | 180 | 15.15 | 17.85 | 14 | 734 | 90.9% | -0.22 | 0.0029 | -0.172 | |
| 60.60 | 63.70 | 1 | 654 | 91.3% | 0.76 | 0.0030 | -0.170 | 185 | 17.05 | 19.90 | 14 | 163 | 91.0% | -0.24 | 0.0031 | -0.179 |
| 57.75 | 60.70 | 31 | 1,189 | 91.3% | 0.74 | 0.0032 | -0.177 | 190 | 19.05 | 21.90 | 7 | 78 | 90.9% | -0.26 | 0.0032 | -0.186 |
| 54.75 | 57.70 | 229 | 90.7% | 0.72 | 0.0033 | -0.184 | 195 | 21.80 | 24.05 | 5 | 118 | 91.7% | -0.28 | 0.0033 | -0.192 | |
| 52.35 | 54.90 | 48 | 1,178 | 90.9% | 0.70 | 0.0034 | -0.191 | 200 | 24.25 | 25.65 | 23 | 707 | 91.0% | -0.30 | 0.0034 | -0.198 |
| 47.20 | 49.80 | 30 | 321 | 90.7% | 0.66 | 0.0036 | -0.202 | 210 | 28.25 | 31.00 | 51 | 420 | 90.6% | -0.34 | 0.0036 | -0.207 |
| 42.30 | 45.00 | 26 | 1,147 | 90.2% | 0.62 | 0.0037 | -0.210 | 220 | 33.50 | 36.05 | 75 | 434 | 90.2% | -0.38 | 0.0038 | -0.214 |
| 38.10 | 41.10 | 36 | 258 | 90.6% | 0.59 | 0.0038 | -0.217 | 230 | 40.00 | 42.35 | 39 | 143 | 91.9% | -0.42 | 0.0039 | -0.220 |
| 34.55 | 36.85 | 55 | 7,722 | 90.6% | 0.55 | 0.0039 | -0.221 | 240 | 45.30 | 48.15 | 21 | 59 | 90.7% | -0.45 | 0.0040 | -0.222 |
| 30.90 | 33.70 | 89 | 3,886 | 90.8% | 0.51 | 0.0039 | -0.223 | 250 | 51.75 | 54.95 | 3 | 18 | 91.2% | -0.49 | 0.0040 | -0.223 |
| 27.70 | 30.45 | 199 | 933 | 90.8% | 0.48 | 0.0039 | -0.223 | 260 | 58.65 | 61.60 | 1 | 8 | 91.2% | -0.53 | 0.0040 | -0.222 |
| 24.85 | 27.50 | 31 | 205 | 90.7% | 0.44 | 0.0039 | -0.222 | 270 | 65.50 | 68.75 | 35 | 91.1% | -0.56 | 0.0040 | -0.220 | |
| 22.30 | 24.70 | 11 | 255 | 90.5% | 0.41 | 0.0038 | -0.220 | 280 | 73.15 | 75.95 | 1 | 91.3% | -0.59 | 0.0039 | -0.216 | |
| 19.70 | 22.40 | 9 | 606 | 90.3% | 0.38 | 0.0037 | -0.216 | 290 | 80.85 | 83.60 | 4 | 21 | 91.5% | -0.62 | 0.0038 | -0.211 |
| 18.40 | 20.00 | 30 | 118 | 91.0% | 0.35 | 0.0036 | -0.211 | 300 | 88.55 | 91.60 | 1 | 91.5% | -0.65 | 0.0037 | -0.205 | |
| 15.55 | 18.55 | 32 | 11 | 90.4% | 0.33 | 0.0035 | -0.206 | 310 | 96.65 | 99.70 | 91.7% | -0.68 | 0.0036 | -0.198 | ||
| 13.80 | 17.05 | 19 | 525 | 90.7% | 0.30 | 0.0034 | -0.200 | 320 | 105.05 | 108.15 | 2 | 92.2% | -0.70 | 0.0035 | -0.191 | |
| 13.40 | 14.50 | 99 | 158 | 90.9% | 0.28 | 0.0033 | -0.193 | 330 | 113.55 | 116.60 | 1 | 92.4% | -0.73 | 0.0034 | -0.183 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs