MRNA option chain Moderna, Inc.
Cboe delayed options data · as of 06:40 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 ±40.8% (134.78–320.23) · ATM IV 89.0% · P/C open interest 0.79
| 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 | |
| 116.05 | 119.55 | 95.9% | 0.94 | 0.0010 | -0.045 | 115 | 2.38 | 5.15 | 66 | 91.7% | -0.06 | 0.0010 | -0.059 | |||
| 111.80 | 115.35 | 2 | 94.9% | 0.93 | 0.0011 | -0.052 | 120 | 3.60 | 6.15 | 1 | 94 | 93.6% | -0.07 | 0.0011 | -0.066 | |
| 107.70 | 111.30 | 94.4% | 0.92 | 0.0012 | -0.059 | 125 | 3.95 | 6.50 | 3 | 112 | 90.6% | -0.08 | 0.0012 | -0.072 | ||
| 103.80 | 107.35 | 94.2% | 0.91 | 0.0013 | -0.067 | 130 | 5.30 | 7.75 | 1 | 35 | 92.2% | -0.09 | 0.0014 | -0.079 | ||
| 99.90 | 103.50 | 10 | 93.8% | 0.90 | 0.0015 | -0.074 | 135 | 6.10 | 8.85 | 8 | 91.5% | -0.10 | 0.0015 | -0.086 | ||
| 96.05 | 99.05 | 1 | 92.1% | 0.88 | 0.0016 | -0.082 | 140 | 7.15 | 10.20 | 1 | 2 | 91.6% | -0.11 | 0.0016 | -0.094 | |
| 92.40 | 95.40 | 3 | 6 | 91.9% | 0.87 | 0.0017 | -0.089 | 145 | 8.25 | 11.30 | 1 | 24 | 90.9% | -0.13 | 0.0018 | -0.101 |
| 88.85 | 91.90 | 1 | 91.9% | 0.86 | 0.0019 | -0.097 | 150 | 9.60 | 12.60 | 4 | 52 | 90.6% | -0.14 | 0.0019 | -0.108 | |
| 85.35 | 88.65 | 5 | 92.0% | 0.84 | 0.0020 | -0.104 | 155 | 11.10 | 14.00 | 6 | 3 | 90.5% | -0.16 | 0.0020 | -0.115 | |
| 81.85 | 85.25 | 6 | 91.6% | 0.83 | 0.0021 | -0.112 | 160 | 13.15 | 14.75 | 12 | 43 | 89.8% | -0.17 | 0.0021 | -0.121 | |
| 78.55 | 82.20 | 1 | 91.6% | 0.81 | 0.0022 | -0.118 | 165 | 14.65 | 17.30 | 10 | 90.8% | -0.19 | 0.0023 | -0.128 | ||
| 75.20 | 78.25 | 90.2% | 0.80 | 0.0024 | -0.125 | 170 | 15.95 | 19.10 | 2 | 90.1% | -0.20 | 0.0024 | -0.134 | |||
| 72.10 | 75.15 | 2 | 90.0% | 0.78 | 0.0025 | -0.132 | 175 | 17.95 | 21.05 | 2 | 90.2% | -0.22 | 0.0025 | -0.140 | ||
| 69.15 | 72.70 | 11 | 90.5% | 0.77 | 0.0026 | -0.138 | 180 | 19.85 | 23.05 | 10 | 97 | 90.0% | -0.23 | 0.0026 | -0.145 | |
| 66.20 | 69.15 | 5 | 89.4% | 0.75 | 0.0027 | -0.143 | 185 | 21.90 | 25.05 | 7 | 89.8% | -0.25 | 0.0027 | -0.151 | ||
| 63.30 | 66.40 | 45 | 89.2% | 0.73 | 0.0028 | -0.149 | 190 | 23.85 | 27.25 | 4 | 89.5% | -0.27 | 0.0028 | -0.156 | ||
| 60.50 | 63.70 | 29 | 88.9% | 0.72 | 0.0028 | -0.154 | 195 | 26.50 | 29.05 | 8 | 4 | 89.3% | -0.28 | 0.0029 | -0.160 | |
| 58.05 | 61.10 | 36 | 88.9% | 0.70 | 0.0029 | -0.158 | 200 | 28.90 | 31.70 | 23 | 63 | 89.5% | -0.30 | 0.0030 | -0.164 | |
| 53.25 | 56.30 | 73 | 88.9% | 0.67 | 0.0031 | -0.166 | 210 | 34.15 | 36.90 | 3 | 16 | 89.8% | -0.33 | 0.0031 | -0.172 | |
| 48.75 | 51.85 | 31 | 88.8% | 0.64 | 0.0032 | -0.173 | 220 | 39.40 | 41.70 | 1 | 9 | 88.9% | -0.37 | 0.0032 | -0.177 | |
| 44.95 | 47.75 | 5 | 251 | 89.1% | 0.60 | 0.0033 | -0.178 | 230 | 45.30 | 47.45 | 7 | 5 | 88.9% | -0.40 | 0.0033 | -0.181 |
| 40.85 | 44.05 | 187 | 88.8% | 0.57 | 0.0033 | -0.182 | 240 | 51.05 | 54.35 | 8 | 89.3% | -0.43 | 0.0034 | -0.184 | ||
| 37.45 | 40.40 | 17 | 79 | 88.8% | 0.54 | 0.0034 | -0.184 | 250 | 57.80 | 60.75 | 1 | 2 | 89.5% | -0.46 | 0.0034 | -0.186 |
| 34.30 | 37.30 | 19 | 88.9% | 0.51 | 0.0034 | -0.185 | 260 | 64.20 | 67.70 | 1 | 89.5% | -0.49 | 0.0035 | -0.186 | ||
| 31.40 | 34.35 | 103 | 88.9% | 0.48 | 0.0034 | -0.186 | 270 | 71.35 | 74.50 | 6 | 89.4% | -0.52 | 0.0035 | -0.186 | ||
| 28.95 | 31.65 | 166 | 89.1% | 0.45 | 0.0034 | -0.185 | 280 | 78.60 | 81.75 | 1 | 89.5% | -0.55 | 0.0035 | -0.184 | ||
| 26.35 | 29.10 | 1 | 45 | 88.9% | 0.43 | 0.0033 | -0.183 | 290 | 86.10 | 89.25 | 2 | 89.6% | -0.58 | 0.0034 | -0.182 | |
| 24.05 | 27.05 | 1 | 110 | 89.1% | 0.40 | 0.0033 | -0.181 | 300 | 93.60 | 96.90 | 89.4% | -0.61 | 0.0034 | -0.179 | ||
| 21.85 | 25.30 | 10 | 2 | 89.3% | 0.38 | 0.0032 | -0.178 | 310 | 101.55 | 104.80 | 89.6% | -0.63 | 0.0033 | -0.175 | ||
| 19.80 | 23.50 | 22 | 89.3% | 0.36 | 0.0032 | -0.175 | 320 | 109.70 | 113.00 | 89.9% | -0.65 | 0.0033 | -0.171 | |||
| 18.25 | 21.45 | 5 | 22 | 89.2% | 0.33 | 0.0031 | -0.171 | 330 | 118.00 | 121.15 | 89.9% | -0.68 | 0.0032 | -0.167 | ||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs