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Moderna Inc MRNA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-17T01:37:17.364Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:59:20.497931966Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:37:16.625553+00:00

Share price$215.80
1D-7.7%
AH$208$215$223$230$2375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRNA
Sold putSold callAH

Moderna Inc options

Live interpolated MRNA call and put midpoint premiums by absolute delta.Moderna Inc$2.31$9.94$17.57$25.20$32.82$173.23$193.57$213.91$234.25$254.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNA spot · $215.80MRNA PRICE$3.14$4.19$5.35$6.51$8.03$9.49$11.13$13.19$15.27$17.91$21.14$24.67$30.62$3.27$4.32$5.43$6.67$8.06$9.46$10.88$12.72$14.69$16.56$19.36$21.75$24.71
PutsCheap0.72×
CallsExpensive1.30×
SkewBullish-19.66 pp
Implied moveBalanced±$22.01
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ245.12100.4%15.0%195.5592.1%10.9%
25Δ239.54100.5%12.9%199.9790.8%9.3%
30Δ234.69101.0%11.2%203.9489.3%8.0%
35Δ229.9299.6%9.6%207.5588.5%6.9%
40Δ226.09102.0%8.5%210.9588.0%6.0%
45Δ222.00101.5%7.3%214.2686.6%5.1%
50Δ218.12101.7%6.2%217.4584.6%4.3%
55Δ214.30103.9%5.4%220.6684.6%3.6%
60Δ210.38104.4%4.6%223.9684.0%3.0%
65Δ206.22106.8%3.9%227.0882.1%2.4%
70Δ201.64110.5%3.2%230.8782.9%2.0%
75Δ196.73112.8%2.6%234.3280.6%1.5%
80Δ189.79123.3%2.1%238.1878.9%1.1%

20Δ

Calls
Pseudo strike
245.12
IV
100.4%
B/E move
15.0%
Puts
Pseudo strike
195.55
IV
92.1%
B/E move
10.9%

25Δ

Calls
Pseudo strike
239.54
IV
100.5%
B/E move
12.9%
Puts
Pseudo strike
199.97
IV
90.8%
B/E move
9.3%

30Δ

Calls
Pseudo strike
234.69
IV
101.0%
B/E move
11.2%
Puts
Pseudo strike
203.94
IV
89.3%
B/E move
8.0%

35Δ

Calls
Pseudo strike
229.92
IV
99.6%
B/E move
9.6%
Puts
Pseudo strike
207.55
IV
88.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
226.09
IV
102.0%
B/E move
8.5%
Puts
Pseudo strike
210.95
IV
88.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
222.00
IV
101.5%
B/E move
7.3%
Puts
Pseudo strike
214.26
IV
86.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
218.12
IV
101.7%
B/E move
6.2%
Puts
Pseudo strike
217.45
IV
84.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
214.30
IV
103.9%
B/E move
5.4%
Puts
Pseudo strike
220.66
IV
84.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
210.38
IV
104.4%
B/E move
4.6%
Puts
Pseudo strike
223.96
IV
84.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
206.22
IV
106.8%
B/E move
3.9%
Puts
Pseudo strike
227.08
IV
82.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
201.64
IV
110.5%
B/E move
3.2%
Puts
Pseudo strike
230.87
IV
82.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
196.73
IV
112.8%
B/E move
2.6%
Puts
Pseudo strike
234.32
IV
80.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
189.79
IV
123.3%
B/E move
2.1%
Puts
Pseudo strike
238.18
IV
78.9%
B/E move
1.1%