MRNA option chain Moderna, Inc.
Cboe delayed options data · as of 09:36 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 ±65.2% (51.46–244.51) · ATM IV 74.7% · P/C open interest 1.60
| 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 | |
| 85.00 | 89.00 | 131 | 76.3% | 0.90 | 0.0014 | -0.009 | 75 | 7.80 | 10.05 | 121 | 75.3% | -0.10 | 0.0014 | -0.022 | ||
| 81.50 | 85.50 | 1 | 243 | 74.9% | 0.89 | 0.0015 | -0.012 | 80 | 9.45 | 12.00 | 160 | 75.8% | -0.11 | 0.0015 | -0.025 | |
| 78.50 | 82.05 | 94 | 74.2% | 0.87 | 0.0016 | -0.015 | 85 | 10.95 | 14.20 | 736 | 75.9% | -0.13 | 0.0017 | -0.027 | ||
| 76.00 | 79.20 | 52 | 74.7% | 0.86 | 0.0018 | -0.017 | 90 | 13.05 | 15.15 | 34 | 299 | 74.8% | -0.14 | 0.0018 | -0.029 | |
| 73.00 | 77.00 | 50 | 224 | 75.1% | 0.85 | 0.0019 | -0.020 | 95 | 15.00 | 18.50 | 1 | 363 | 76.4% | -0.16 | 0.0019 | -0.030 |
| 70.50 | 74.00 | 727 | 74.8% | 0.83 | 0.0020 | -0.022 | 100 | 16.85 | 20.50 | 293 | 75.8% | -0.17 | 0.0021 | -0.032 | ||
| 68.00 | 71.45 | 51 | 498 | 74.7% | 0.82 | 0.0021 | -0.024 | 105 | 19.55 | 22.20 | 2 | 141 | 75.6% | -0.19 | 0.0022 | -0.034 |
| 65.50 | 69.15 | 1 | 272 | 74.7% | 0.80 | 0.0022 | -0.027 | 110 | 20.95 | 25.00 | 2 | 109 | 75.0% | -0.20 | 0.0023 | -0.035 |
| 63.00 | 66.70 | 100 | 119 | 74.4% | 0.79 | 0.0023 | -0.029 | 115 | 23.85 | 27.50 | 4 | 127 | 75.5% | -0.22 | 0.0024 | -0.037 |
| 61.00 | 65.00 | 14 | 231 | 75.1% | 0.77 | 0.0024 | -0.030 | 120 | 25.55 | 29.90 | 10 | 369 | 74.4% | -0.23 | 0.0025 | -0.038 |
| 58.50 | 62.00 | 30 | 13 | 73.9% | 0.76 | 0.0025 | -0.032 | 125 | 29.30 | 32.40 | 85 | 75.3% | -0.25 | 0.0026 | -0.040 | |
| 56.50 | 61.00 | 15 | 23 | 74.9% | 0.74 | 0.0026 | -0.034 | 130 | 31.00 | 34.80 | 1,539 | 74.0% | -0.27 | 0.0027 | -0.041 | |
| 54.50 | 59.00 | 12 | 49 | 74.8% | 0.73 | 0.0026 | -0.035 | 135 | 35.10 | 38.25 | 208 | 75.6% | -0.28 | 0.0028 | -0.042 | |
| 53.00 | 57.00 | 1 | 196 | 75.0% | 0.71 | 0.0027 | -0.037 | 140 | 37.05 | 41.50 | 20 | 323 | 75.0% | -0.30 | 0.0029 | -0.043 |
| 51.00 | 54.45 | 4 | 632 | 74.2% | 0.70 | 0.0027 | -0.038 | 145 | 40.45 | 44.50 | 15 | 75.3% | -0.31 | 0.0029 | -0.043 | |
| 49.50 | 52.85 | 11 | 152 | 74.5% | 0.69 | 0.0028 | -0.040 | 150 | 43.20 | 47.50 | 11 | 75.0% | -0.33 | 0.0030 | -0.044 | |
| 47.50 | 51.50 | 22 | 23 | 74.4% | 0.67 | 0.0028 | -0.041 | 155 | 46.50 | 50.50 | 12 | 75.0% | -0.34 | 0.0031 | -0.045 | |
| 46.00 | 49.30 | 30 | 45 | 74.0% | 0.66 | 0.0029 | -0.042 | 160 | 49.50 | 54.00 | 50 | 75.0% | -0.35 | 0.0031 | -0.045 | |
| 44.50 | 48.10 | 31 | 74.3% | 0.65 | 0.0029 | -0.043 | 165 | 53.65 | 57.00 | 52 | 75.4% | -0.37 | 0.0032 | -0.046 | ||
| 43.00 | 47.50 | 35 | 74.9% | 0.63 | 0.0030 | -0.043 | 170 | 56.30 | 60.50 | 44 | 74.9% | -0.38 | 0.0032 | -0.046 | ||
| 41.50 | 45.50 | 9 | 74.4% | 0.62 | 0.0030 | -0.044 | 175 | 59.50 | 64.00 | 74 | 74.8% | -0.40 | 0.0033 | -0.046 | ||
| 40.00 | 44.50 | 53 | 74.6% | 0.61 | 0.0030 | -0.045 | 180 | 63.00 | 67.50 | 13 | 74.8% | -0.41 | 0.0033 | -0.046 | ||
| 39.00 | 43.00 | 34 | 74.6% | 0.60 | 0.0031 | -0.046 | 185 | 66.60 | 71.00 | 48 | 74.8% | -0.42 | 0.0034 | -0.047 | ||
| 37.50 | 42.00 | 15 | 74.6% | 0.58 | 0.0031 | -0.046 | 190 | 70.00 | 74.50 | 74.6% | -0.44 | 0.0034 | -0.047 | |||
| 36.50 | 39.55 | 42 | 73.8% | 0.57 | 0.0031 | -0.047 | 195 | 74.95 | 78.50 | 1 | 75.8% | -0.45 | 0.0034 | -0.047 | ||
| 35.50 | 38.85 | 72 | 74.3% | 0.56 | 0.0031 | -0.047 | 200 | 78.00 | 82.00 | 2 | 75.1% | -0.46 | 0.0035 | -0.047 | ||
| 33.00 | 37.80 | 15 | 74.9% | 0.54 | 0.0031 | -0.048 | 210 | 86.00 | 89.50 | 1 | 75.4% | -0.49 | 0.0035 | -0.046 | ||
| 31.00 | 36.00 | 12 | 75.1% | 0.52 | 0.0031 | -0.049 | 220 | 93.00 | 97.50 | 25 | 75.0% | -0.51 | 0.0036 | -0.046 | ||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs