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 ±65.1% (79.30–375.30) · ATM IV 78.9% · P/C open interest 1.73
| 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 | |
| 130.50 | 134.50 | 208 | 80.7% | 0.90 | 0.0009 | -0.024 | 115 | 13.15 | 15.30 | 300 | 148 | 80.2% | -0.10 | 0.0009 | -0.040 | |
| 127.50 | 131.30 | 266 | 80.6% | 0.89 | 0.0009 | -0.027 | 120 | 14.75 | 16.90 | 96 | 674 | 80.0% | -0.11 | 0.0010 | -0.042 | |
| 124.50 | 128.35 | 51 | 80.6% | 0.88 | 0.0010 | -0.029 | 125 | 15.60 | 19.55 | 485 | 67 | 80.0% | -0.12 | 0.0010 | -0.045 | |
| 121.50 | 125.30 | 32 | 80.4% | 0.87 | 0.0010 | -0.032 | 130 | 18.40 | 21.00 | 165 | 1,553 | 80.6% | -0.13 | 0.0011 | -0.047 | |
| 118.50 | 122.40 | 80 | 80.2% | 0.86 | 0.0011 | -0.035 | 135 | 19.10 | 22.65 | 209 | 79.2% | -0.14 | 0.0012 | -0.049 | ||
| 115.50 | 119.70 | 1 | 189 | 80.0% | 0.86 | 0.0012 | -0.038 | 140 | 21.90 | 24.60 | 20 | 324 | 79.9% | -0.15 | 0.0012 | -0.052 |
| 113.00 | 116.85 | 563 | 80.0% | 0.85 | 0.0012 | -0.040 | 145 | 23.60 | 26.45 | 1,182 | 83 | 79.4% | -0.16 | 0.0013 | -0.054 | |
| 110.50 | 114.20 | 224 | 80.1% | 0.84 | 0.0013 | -0.043 | 150 | 25.00 | 29.00 | 3 | 141 | 79.1% | -0.17 | 0.0013 | -0.056 | |
| 107.50 | 111.70 | 24 | 79.8% | 0.83 | 0.0013 | -0.045 | 155 | 27.30 | 31.50 | 18 | 79.4% | -0.18 | 0.0014 | -0.058 | ||
| 105.00 | 109.10 | 1 | 64 | 79.6% | 0.82 | 0.0014 | -0.047 | 160 | 29.50 | 33.50 | 41 | 79.1% | -0.19 | 0.0014 | -0.060 | |
| 103.00 | 106.65 | 31 | 79.9% | 0.81 | 0.0014 | -0.050 | 165 | 32.00 | 35.85 | 51 | 79.2% | -0.20 | 0.0015 | -0.062 | ||
| 100.50 | 104.30 | 36 | 79.8% | 0.80 | 0.0014 | -0.052 | 170 | 34.50 | 39.00 | 1 | 71 | 79.8% | -0.21 | 0.0015 | -0.063 | |
| 98.00 | 102.20 | 14 | 79.8% | 0.79 | 0.0015 | -0.054 | 175 | 37.00 | 40.70 | 113 | 79.2% | -0.22 | 0.0016 | -0.065 | ||
| 96.00 | 99.50 | 2 | 57 | 79.6% | 0.78 | 0.0015 | -0.056 | 180 | 39.50 | 44.00 | 62 | 79.7% | -0.23 | 0.0016 | -0.067 | |
| 93.50 | 97.50 | 40 | 79.4% | 0.77 | 0.0016 | -0.058 | 185 | 42.00 | 46.50 | 54 | 79.5% | -0.24 | 0.0016 | -0.068 | ||
| 91.50 | 95.70 | 26 | 79.7% | 0.76 | 0.0016 | -0.060 | 190 | 45.00 | 48.35 | 12 | 19 | 79.1% | -0.25 | 0.0017 | -0.070 | |
| 89.50 | 94.00 | 133 | 79.9% | 0.75 | 0.0016 | -0.061 | 195 | 47.50 | 52.00 | 10 | 79.5% | -0.26 | 0.0017 | -0.071 | ||
| 87.50 | 91.20 | 10 | 93 | 79.4% | 0.74 | 0.0017 | -0.063 | 200 | 50.50 | 54.50 | 2 | 37 | 79.5% | -0.27 | 0.0018 | -0.072 |
| 83.50 | 87.50 | 21 | 79.4% | 0.72 | 0.0017 | -0.066 | 210 | 56.00 | 59.30 | 19 | 78.7% | -0.29 | 0.0018 | -0.075 | ||
| 80.00 | 83.50 | 119 | 79.2% | 0.70 | 0.0018 | -0.069 | 220 | 62.00 | 65.60 | 29 | 78.9% | -0.31 | 0.0019 | -0.077 | ||
| 76.50 | 80.00 | 22 | 79.1% | 0.69 | 0.0018 | -0.072 | 230 | 68.50 | 71.00 | 2 | 76 | 78.6% | -0.33 | 0.0020 | -0.079 | |
| 73.00 | 76.75 | 6 | 97 | 79.0% | 0.67 | 0.0019 | -0.074 | 240 | 75.00 | 77.70 | 20 | 78.8% | -0.35 | 0.0020 | -0.080 | |
| 70.00 | 73.10 | 11 | 133 | 78.7% | 0.65 | 0.0019 | -0.076 | 250 | 81.50 | 85.20 | 12 | 79.3% | -0.36 | 0.0021 | -0.082 | |
| 67.00 | 70.15 | 15 | 143 | 78.6% | 0.63 | 0.0019 | -0.078 | 260 | 89.00 | 92.50 | 5 | 80.0% | -0.38 | 0.0021 | -0.083 | |
| 64.50 | 67.25 | 17 | 91 | 78.7% | 0.62 | 0.0020 | -0.079 | 270 | 96.00 | 99.50 | 3 | 80.1% | -0.40 | 0.0021 | -0.084 | |
| 61.50 | 64.75 | 32 | 28 | 78.6% | 0.60 | 0.0020 | -0.081 | 280 | 103.00 | 106.50 | 60 | 80.0% | -0.42 | 0.0022 | -0.085 | |
| 59.00 | 63.00 | 16 | 67 | 79.0% | 0.59 | 0.0020 | -0.082 | 290 | 109.50 | 114.00 | 1 | 79.8% | -0.44 | 0.0022 | -0.085 | |
| 56.50 | 60.60 | 17 | 79.0% | 0.57 | 0.0020 | -0.083 | 300 | 117.00 | 120.65 | 79.5% | -0.45 | 0.0022 | -0.086 | |||
| 54.50 | 58.50 | 1 | 79.2% | 0.56 | 0.0020 | -0.084 | 310 | 124.50 | 128.20 | 2 | 79.5% | -0.47 | 0.0023 | -0.086 | ||
| 52.00 | 55.50 | 48 | 5 | 78.6% | 0.54 | 0.0020 | -0.085 | 320 | 132.00 | 136.50 | 79.8% | -0.49 | 0.0023 | -0.086 | ||
| 50.00 | 54.00 | 14 | 42 | 78.9% | 0.53 | 0.0020 | -0.085 | 330 | 140.00 | 144.00 | 79.9% | -0.50 | 0.0023 | -0.086 | ||
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