MRNA option chain Moderna, Inc.
Cboe delayed options data · as of 12:39 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 ±68.2% (68.64–362.39) · ATM IV 78.4% · P/C open interest 1.51
| 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 | |
| 126.50 | 130.00 | 229 | 78.3% | 0.90 | 0.0009 | -0.022 | 110 | 13.65 | 15.00 | 4 | 228 | 78.9% | -0.10 | 0.0009 | -0.036 | |
| 123.50 | 127.00 | 203 | 78.4% | 0.89 | 0.0010 | -0.024 | 115 | 14.80 | 18.05 | 872 | 79.7% | -0.11 | 0.0010 | -0.038 | ||
| 120.50 | 124.00 | 269 | 78.3% | 0.88 | 0.0010 | -0.027 | 120 | 16.00 | 18.00 | 150 | 903 | 77.2% | -0.12 | 0.0011 | -0.041 | |
| 117.50 | 121.00 | 222 | 78.1% | 0.87 | 0.0011 | -0.029 | 125 | 18.70 | 21.00 | 11 | 87 | 79.1% | -0.13 | 0.0011 | -0.043 | |
| 114.50 | 118.50 | 188 | 78.1% | 0.86 | 0.0011 | -0.032 | 130 | 20.60 | 23.50 | 1,244 | 79.6% | -0.14 | 0.0012 | -0.045 | ||
| 112.00 | 115.50 | 81 | 78.1% | 0.85 | 0.0012 | -0.035 | 135 | 21.50 | 25.20 | 1 | 73 | 78.2% | -0.15 | 0.0012 | -0.047 | |
| 109.00 | 113.00 | 217 | 77.9% | 0.84 | 0.0012 | -0.037 | 140 | 23.50 | 27.40 | 10 | 359 | 78.2% | -0.16 | 0.0013 | -0.049 | |
| 106.50 | 109.95 | 717 | 77.5% | 0.83 | 0.0013 | -0.039 | 145 | 26.80 | 30.00 | 163 | 84 | 79.4% | -0.17 | 0.0014 | -0.051 | |
| 104.00 | 107.95 | 2 | 281 | 78.0% | 0.83 | 0.0013 | -0.041 | 150 | 28.80 | 32.50 | 102 | 305 | 79.3% | -0.18 | 0.0014 | -0.053 |
| 101.50 | 105.50 | 45 | 77.9% | 0.82 | 0.0014 | -0.043 | 155 | 31.05 | 34.50 | 67 | 78.9% | -0.19 | 0.0014 | -0.054 | ||
| 99.00 | 103.70 | 47 | 78.4% | 0.81 | 0.0014 | -0.046 | 160 | 33.10 | 37.00 | 160 | 78.7% | -0.20 | 0.0015 | -0.056 | ||
| 97.00 | 100.95 | 11 | 96 | 78.0% | 0.80 | 0.0015 | -0.048 | 165 | 35.50 | 39.50 | 2 | 78.6% | -0.21 | 0.0016 | -0.058 | |
| 94.50 | 98.90 | 45 | 78.0% | 0.79 | 0.0015 | -0.049 | 170 | 38.05 | 41.95 | 14 | 78.5% | -0.22 | 0.0016 | -0.059 | ||
| 92.50 | 96.50 | 2 | 10 | 77.9% | 0.78 | 0.0016 | -0.051 | 175 | 40.50 | 44.50 | 104 | 78.4% | -0.23 | 0.0016 | -0.061 | |
| 90.50 | 94.50 | 1 | 96 | 78.0% | 0.77 | 0.0016 | -0.053 | 180 | 43.50 | 47.50 | 156 | 78.8% | -0.24 | 0.0017 | -0.062 | |
| 88.50 | 92.30 | 1 | 20 | 78.0% | 0.76 | 0.0016 | -0.055 | 185 | 46.50 | 50.00 | 46 | 78.8% | -0.25 | 0.0017 | -0.064 | |
| 86.50 | 90.50 | 68 | 78.0% | 0.75 | 0.0016 | -0.056 | 190 | 49.00 | 53.00 | 2 | 11 | 78.7% | -0.26 | 0.0018 | -0.065 | |
| 84.50 | 88.25 | 44 | 77.8% | 0.74 | 0.0017 | -0.058 | 195 | 52.00 | 56.00 | 1 | 5 | 78.8% | -0.27 | 0.0018 | -0.066 | |
| 82.50 | 87.00 | 24 | 332 | 78.1% | 0.73 | 0.0017 | -0.059 | 200 | 55.05 | 58.50 | 5 | 138 | 78.6% | -0.28 | 0.0018 | -0.067 |
| 79.00 | 83.50 | 3 | 85 | 78.2% | 0.71 | 0.0018 | -0.062 | 210 | 61.00 | 64.50 | 46 | 78.6% | -0.30 | 0.0019 | -0.069 | |
| 75.50 | 79.95 | 3 | 308 | 78.1% | 0.69 | 0.0018 | -0.064 | 220 | 67.30 | 71.00 | 1 | 54 | 78.8% | -0.32 | 0.0020 | -0.071 |
| 72.50 | 77.00 | 3 | 38 | 78.3% | 0.67 | 0.0019 | -0.066 | 230 | 73.50 | 77.50 | 313 | 78.7% | -0.34 | 0.0020 | -0.073 | |
| 69.50 | 73.75 | 9 | 45 | 78.3% | 0.66 | 0.0019 | -0.068 | 240 | 80.50 | 84.00 | 5 | 78.9% | -0.36 | 0.0021 | -0.074 | |
| 66.50 | 70.10 | 20 | 982 | 77.8% | 0.64 | 0.0019 | -0.070 | 250 | 87.00 | 91.00 | 78.8% | -0.38 | 0.0021 | -0.075 | ||
| 63.50 | 68.45 | 8 | 339 | 78.2% | 0.62 | 0.0020 | -0.071 | 260 | 94.00 | 98.00 | 19 | 78.9% | -0.40 | 0.0022 | -0.076 | |
| 61.00 | 65.00 | 1 | 225 | 77.8% | 0.61 | 0.0020 | -0.073 | 270 | 101.40 | 105.00 | 79.0% | -0.41 | 0.0022 | -0.077 | ||
| 58.50 | 62.75 | 13 | 78.0% | 0.59 | 0.0020 | -0.074 | 280 | 108.50 | 112.00 | 78.8% | -0.43 | 0.0022 | -0.077 | |||
| 56.00 | 60.00 | 18 | 73 | 77.7% | 0.58 | 0.0020 | -0.075 | 290 | 116.00 | 119.50 | 4 | 79.0% | -0.45 | 0.0023 | -0.078 | |
| 54.00 | 58.50 | 6 | 113 | 78.2% | 0.56 | 0.0020 | -0.075 | 300 | 123.55 | 127.00 | 79.0% | -0.47 | 0.0023 | -0.078 | ||
| 52.00 | 56.00 | 3 | 4 | 78.0% | 0.55 | 0.0020 | -0.076 | 310 | 131.15 | 135.00 | 79.2% | -0.48 | 0.0023 | -0.078 | ||
| 49.50 | 53.90 | 2 | 77.8% | 0.53 | 0.0021 | -0.077 | 320 | 138.90 | 142.50 | 79.1% | -0.50 | 0.0024 | -0.078 | |||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs