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 ±45.0% (118.54–312.49) · ATM IV 87.1% · P/C open interest 1.68
| 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 | |
| 113.35 | 116.50 | 126 | 89.8% | 0.93 | 0.0010 | -0.049 | 110 | 4.45 | 5.65 | 42 | 593 | 91.0% | -0.07 | 0.0010 | -0.055 | |
| 109.25 | 111.90 | 158 | 88.4% | 0.92 | 0.0011 | -0.055 | 115 | 4.50 | 7.10 | 1 | 173 | 89.9% | -0.08 | 0.0012 | -0.060 | |
| 105.30 | 108.35 | 1 | 235 | 89.0% | 0.91 | 0.0013 | -0.061 | 120 | 5.50 | 8.45 | 11 | 2,852 | 90.5% | -0.09 | 0.0013 | -0.066 |
| 101.50 | 103.90 | 108 | 87.6% | 0.90 | 0.0014 | -0.067 | 125 | 6.55 | 8.90 | 558 | 88.8% | -0.10 | 0.0014 | -0.072 | ||
| 97.75 | 100.75 | 42 | 122 | 88.5% | 0.89 | 0.0015 | -0.073 | 130 | 7.35 | 10.80 | 1,582 | 89.2% | -0.11 | 0.0015 | -0.078 | |
| 94.15 | 97.20 | 1 | 118 | 88.5% | 0.87 | 0.0016 | -0.079 | 135 | 9.70 | 11.70 | 37 | 1,290 | 90.1% | -0.13 | 0.0016 | -0.084 |
| 90.65 | 93.65 | 40 | 194 | 88.4% | 0.86 | 0.0018 | -0.085 | 140 | 10.20 | 13.60 | 15 | 1,703 | 89.3% | -0.14 | 0.0018 | -0.090 |
| 87.30 | 89.90 | 233 | 87.7% | 0.85 | 0.0019 | -0.091 | 145 | 11.85 | 14.30 | 186 | 953 | 88.1% | -0.15 | 0.0019 | -0.096 | |
| 84.10 | 86.95 | 4 | 108 | 88.4% | 0.83 | 0.0020 | -0.097 | 150 | 13.55 | 16.85 | 32 | 2,442 | 89.4% | -0.17 | 0.0020 | -0.101 |
| 80.65 | 83.75 | 308 | 87.9% | 0.82 | 0.0021 | -0.102 | 155 | 15.20 | 18.50 | 1 | 254 | 89.1% | -0.18 | 0.0021 | -0.107 | |
| 77.55 | 80.95 | 1 | 305 | 88.2% | 0.81 | 0.0022 | -0.108 | 160 | 17.05 | 20.25 | 8 | 256 | 88.9% | -0.20 | 0.0022 | -0.112 |
| 74.55 | 77.40 | 52 | 205 | 87.4% | 0.79 | 0.0023 | -0.113 | 165 | 19.20 | 22.05 | 251 | 88.9% | -0.21 | 0.0023 | -0.117 | |
| 71.60 | 74.20 | 2 | 962 | 86.9% | 0.77 | 0.0024 | -0.118 | 170 | 21.00 | 24.25 | 198 | 88.7% | -0.23 | 0.0024 | -0.122 | |
| 68.70 | 71.60 | 269 | 87.0% | 0.76 | 0.0025 | -0.122 | 175 | 23.40 | 26.45 | 20 | 159 | 89.0% | -0.24 | 0.0025 | -0.127 | |
| 65.85 | 68.70 | 5 | 427 | 86.4% | 0.74 | 0.0026 | -0.127 | 180 | 25.20 | 28.55 | 3 | 474 | 88.2% | -0.26 | 0.0026 | -0.131 |
| 63.55 | 66.20 | 4 | 1,202 | 86.9% | 0.73 | 0.0027 | -0.131 | 185 | 28.50 | 30.80 | 7 | 64 | 89.2% | -0.27 | 0.0027 | -0.135 |
| 60.65 | 63.55 | 58 | 1,759 | 86.3% | 0.71 | 0.0027 | -0.134 | 190 | 30.40 | 33.25 | 103 | 178 | 88.6% | -0.29 | 0.0028 | -0.138 |
| 58.30 | 61.30 | 254 | 86.5% | 0.70 | 0.0028 | -0.138 | 195 | 32.75 | 35.80 | 231 | 88.5% | -0.31 | 0.0029 | -0.142 | ||
| 56.50 | 58.40 | 138 | 811 | 85.9% | 0.68 | 0.0029 | -0.141 | 200 | 35.30 | 37.95 | 11 | 128 | 87.7% | -0.32 | 0.0029 | -0.145 |
| 52.10 | 54.65 | 56 | 291 | 86.5% | 0.65 | 0.0030 | -0.146 | 210 | 40.80 | 43.60 | 2 | 69 | 87.8% | -0.35 | 0.0030 | -0.150 |
| 47.45 | 50.25 | 19 | 980 | 86.1% | 0.62 | 0.0031 | -0.151 | 220 | 46.60 | 49.65 | 209 | 295 | 88.2% | -0.39 | 0.0031 | -0.154 |
| 43.75 | 46.50 | 1 | 245 | 86.1% | 0.59 | 0.0031 | -0.154 | 230 | 52.80 | 55.75 | 12 | 88.0% | -0.42 | 0.0032 | -0.157 | |
| 40.15 | 42.95 | 39 | 200 | 85.9% | 0.56 | 0.0032 | -0.156 | 240 | 59.60 | 62.20 | 5 | 7 | 88.4% | -0.45 | 0.0033 | -0.160 |
| 36.95 | 39.40 | 28 | 328 | 85.6% | 0.53 | 0.0032 | -0.158 | 250 | 65.50 | 68.85 | 1 | 1 | 87.6% | -0.48 | 0.0033 | -0.161 |
| 34.05 | 36.55 | 208 | 687 | 85.7% | 0.50 | 0.0032 | -0.158 | 260 | 72.45 | 75.90 | 1 | 88.0% | -0.50 | 0.0033 | -0.161 | |
| 31.20 | 33.90 | 19 | 1,892 | 85.6% | 0.48 | 0.0032 | -0.158 | 270 | 80.20 | 82.85 | 1 | 206 | 87.8% | -0.53 | 0.0033 | -0.161 |
| 28.80 | 31.10 | 8 | 39 | 85.4% | 0.45 | 0.0032 | -0.157 | 280 | 87.35 | 90.50 | 4 | 87.8% | -0.56 | 0.0033 | -0.160 | |
| 26.35 | 28.85 | 152 | 146 | 85.3% | 0.43 | 0.0032 | -0.155 | 290 | 95.05 | 98.10 | 3 | 87.9% | -0.58 | 0.0033 | -0.159 | |
| 24.25 | 26.80 | 12 | 44 | 85.4% | 0.40 | 0.0031 | -0.153 | 300 | 102.70 | 106.00 | 4 | 87.9% | -0.61 | 0.0033 | -0.157 | |
| 22.45 | 24.90 | 4 | 4 | 85.6% | 0.38 | 0.0031 | -0.151 | 310 | 110.85 | 113.95 | 88.1% | -0.63 | 0.0032 | -0.154 | ||
| 20.60 | 23.40 | 3 | 80 | 85.8% | 0.36 | 0.0030 | -0.148 | 320 | 119.00 | 122.15 | 88.1% | -0.65 | 0.0032 | -0.152 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.