Share price$246.20
1D+2.5%
Sold putSold callAH
Moderna Inc MRNA
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T00:19:55.931Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T23:59:58.616303142Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T00:19:55.565349+00:00
Moderna Inc options
PutsExpensive1.45×
CallsExpensive1.20×
SkewBullish-1.41 pp
Implied moveBearish±$16.42
TiltBearish4.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 265.43 | 114.5% | 8.7% | 229.81 | 116.8% | 7.7% |
| 25Δ | 261.51 | 113.2% | 7.4% | 233.46 | 113.7% | 6.5% |
| 30Δ | 257.81 | 109.5% | 6.2% | 236.42 | 114.1% | 5.7% |
| 35Δ | 255.23 | 113.3% | 5.6% | 239.20 | 114.0% | 4.9% |
| 40Δ | 252.37 | 112.3% | 4.8% | 241.87 | 115.1% | 4.3% |
| 45Δ | 249.62 | 110.3% | 4.0% | 244.52 | 112.9% | 3.7% |
| 50Δ | 247.09 | 112.1% | 3.5% | 247.12 | 112.9% | 3.1% |
| 55Δ | 244.50 | 115.2% | 3.1% | 249.59 | 109.7% | 2.6% |
| 60Δ | 241.84 | 116.5% | 2.6% | 252.26 | 110.6% | 2.2% |
| 65Δ | 239.19 | 114.4% | 2.1% | 254.83 | 108.7% | 1.8% |
| 70Δ | 236.41 | 114.3% | 1.7% | 257.84 | 109.9% | 1.5% |
| 75Δ | 233.05 | 117.8% | 1.4% | 261.03 | 109.9% | 1.1% |
| 80Δ | 230.14 | 114.3% | 1.0% | 264.78 | 111.0% | 0.9% |
20Δ
- Pseudo strike
- 265.43
- IV
- 114.5%
- B/E move
- 8.7%
- Pseudo strike
- 229.81
- IV
- 116.8%
- B/E move
- 7.7%
25Δ
- Pseudo strike
- 261.51
- IV
- 113.2%
- B/E move
- 7.4%
- Pseudo strike
- 233.46
- IV
- 113.7%
- B/E move
- 6.5%
30Δ
- Pseudo strike
- 257.81
- IV
- 109.5%
- B/E move
- 6.2%
- Pseudo strike
- 236.42
- IV
- 114.1%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 255.23
- IV
- 113.3%
- B/E move
- 5.6%
- Pseudo strike
- 239.20
- IV
- 114.0%
- B/E move
- 4.9%
40Δ
- Pseudo strike
- 252.37
- IV
- 112.3%
- B/E move
- 4.8%
- Pseudo strike
- 241.87
- IV
- 115.1%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 249.62
- IV
- 110.3%
- B/E move
- 4.0%
- Pseudo strike
- 244.52
- IV
- 112.9%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 247.09
- IV
- 112.1%
- B/E move
- 3.5%
- Pseudo strike
- 247.12
- IV
- 112.9%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 244.50
- IV
- 115.2%
- B/E move
- 3.1%
- Pseudo strike
- 249.59
- IV
- 109.7%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 241.84
- IV
- 116.5%
- B/E move
- 2.6%
- Pseudo strike
- 252.26
- IV
- 110.6%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 239.19
- IV
- 114.4%
- B/E move
- 2.1%
- Pseudo strike
- 254.83
- IV
- 108.7%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 236.41
- IV
- 114.3%
- B/E move
- 1.7%
- Pseudo strike
- 257.84
- IV
- 109.9%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 233.05
- IV
- 117.8%
- B/E move
- 1.4%
- Pseudo strike
- 261.03
- IV
- 109.9%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 230.14
- IV
- 114.3%
- B/E move
- 1.0%
- Pseudo strike
- 264.78
- IV
- 111.0%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 132.09% | |
| 130.84% |