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Moderna Inc MRNA

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-17T00:57:46.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T00:57:45.707370+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$4.59$27.58$50.58$73.58$96.57$121.63$168.29$214.96$261.62$308.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNA spot · $215.80MRNA PRICE$7.07$9.53$11.84$14.47$17.48$20.76$24.09$28.40$32.17$37.09$42.35$48.45$55.96$9.51$12.87$16.46$20.54$25.11$29.90$35.41$41.76$48.71$56.71$65.71$76.79$89.94
PutsExpensive1.17×
CallsExpensive1.21×
SkewBullish-5.30 pp
Implied moveBearish±$59.50
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.40110.5%45.3%172.95107.6%24.3%
25Δ291.12112.5%39.3%182.80107.9%21.3%
30Δ274.58110.0%32.7%192.31107.2%18.5%
35Δ261.45109.4%27.9%201.41107.1%16.2%
40Δ250.35110.2%24.1%210.43107.3%14.1%
45Δ239.96111.0%20.8%219.44106.5%12.2%
50Δ229.59110.2%17.6%228.69106.2%10.4%
55Δ220.37113.0%15.3%238.40106.4%8.9%
60Δ210.66111.2%12.5%248.50106.1%7.4%
65Δ201.24112.5%10.4%259.40105.9%6.1%
70Δ191.67112.9%8.4%271.11105.3%4.8%
75Δ181.73113.7%6.7%284.66105.2%3.7%
80Δ170.83115.7%5.1%300.11104.9%2.6%

20Δ

Calls
Pseudo strike
306.40
IV
110.5%
B/E move
45.3%
Puts
Pseudo strike
172.95
IV
107.6%
B/E move
24.3%

25Δ

Calls
Pseudo strike
291.12
IV
112.5%
B/E move
39.3%
Puts
Pseudo strike
182.80
IV
107.9%
B/E move
21.3%

30Δ

Calls
Pseudo strike
274.58
IV
110.0%
B/E move
32.7%
Puts
Pseudo strike
192.31
IV
107.2%
B/E move
18.5%

35Δ

Calls
Pseudo strike
261.45
IV
109.4%
B/E move
27.9%
Puts
Pseudo strike
201.41
IV
107.1%
B/E move
16.2%

40Δ

Calls
Pseudo strike
250.35
IV
110.2%
B/E move
24.1%
Puts
Pseudo strike
210.43
IV
107.3%
B/E move
14.1%

45Δ

Calls
Pseudo strike
239.96
IV
111.0%
B/E move
20.8%
Puts
Pseudo strike
219.44
IV
106.5%
B/E move
12.2%

50Δ

Calls
Pseudo strike
229.59
IV
110.2%
B/E move
17.6%
Puts
Pseudo strike
228.69
IV
106.2%
B/E move
10.4%

55Δ

Calls
Pseudo strike
220.37
IV
113.0%
B/E move
15.3%
Puts
Pseudo strike
238.40
IV
106.4%
B/E move
8.9%

60Δ

Calls
Pseudo strike
210.66
IV
111.2%
B/E move
12.5%
Puts
Pseudo strike
248.50
IV
106.1%
B/E move
7.4%

65Δ

Calls
Pseudo strike
201.24
IV
112.5%
B/E move
10.4%
Puts
Pseudo strike
259.40
IV
105.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
191.67
IV
112.9%
B/E move
8.4%
Puts
Pseudo strike
271.11
IV
105.3%
B/E move
4.8%

75Δ

Calls
Pseudo strike
181.73
IV
113.7%
B/E move
6.7%
Puts
Pseudo strike
284.66
IV
105.2%
B/E move
3.7%

80Δ

Calls
Pseudo strike
170.83
IV
115.7%
B/E move
5.1%
Puts
Pseudo strike
300.11
IV
104.9%
B/E move
2.6%