MRNA Options Chain
MRNA $195.99 · Updated Oct 26, 4:00 PM ET
MRNA is at $195.99. The nearest expiration, Oct 30, 2026 (4 days out), lists 110 strikes, with 38,585 calls and 54,393 puts traded in the latest session. At-the-money implied volatility is 96.7%. The at-the-money straddle prices a move of about $16.30 (8.3%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
96.7%
195 strike
EXPECTED MOVE
$16.30
ATM straddle
MAX PAIN
$200.00
+2.0%
PUT/CALL VOLUME
1.41
54,393 / 38,585
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 39.85 | 43.30 | 67.40 | 12 | 114.4% | 0.971 | 0.0026 | -0.165 | 157.5 | -0.170 | 0.0026 | -0.029 | 116.5% | 534 | 102 | 0.30 | 0.41 | 0.05 | |
| 37.45 | 41.00 | 38.40 | 77 | 129 | 118.5% | 0.965 | 0.0031 | -0.193 | 160 | -0.198 | 0.0031 | -0.035 | 119.1% | 1,458 | 2,098 | 0.32 | 0.42 | 0.31 |
| 34.95 | 38.90 | 41.25 | 1 | 19 | 121.7% | 0.958 | 0.0037 | -0.226 | 162.5 | -0.230 | 0.0037 | -0.042 | 112.9% | 412 | 152 | 0.45 | 0.55 | 0.21 |
| 32.40 | 36.50 | 25.20 | 2 | 78 | 115.3% | 0.949 | 0.0044 | -0.265 | 165 | -0.269 | 0.0045 | -0.051 | 112.3% | 397 | 2,419 | 0.51 | 0.53 | 0.50 |
| 30.20 | 34.10 | 32.35 | 25 | 115.4% | 0.938 | 0.0053 | -0.310 | 167.5 | -0.315 | 0.0053 | -0.062 | 110.2% | 261 | 301 | 0.64 | 0.65 | 0.62 | |
| 27.75 | 31.50 | 20.03 | 31 | 107 | 106.6% | 0.924 | 0.0063 | -0.364 | 170 | -0.367 | 0.0063 | -0.076 | 108.3% | 4,280 | 6,666 | 0.80 | 0.82 | 0.78 |
| 25.55 | 29.15 | 36.11 | 12 | 105.8% | 0.908 | 0.0074 | -0.425 | 172.5 | -0.428 | 0.0074 | -0.092 | 106.7% | 299 | 301 | 1.00 | 1.04 | 0.98 | |
| 23.55 | 27.00 | 23.03 | 8 | 97 | 108.7% | 0.888 | 0.0087 | -0.493 | 175 | -0.497 | 0.0087 | -0.112 | 105.3% | 1,408 | 1,310 | 1.25 | 1.31 | 1.22 |
| 21.80 | 24.95 | 25.15 | 3 | 15 | 112.8% | 0.864 | 0.0101 | -0.568 | 177.5 | -0.572 | 0.0101 | -0.136 | 104.0% | 165 | 460 | 1.51 | 1.64 | 1.52 |
| 20.00 | 21.50 | 19.35 | 69 | 437 | 101.0% | 0.837 | 0.0115 | -0.647 | 180 | -0.651 | 0.0116 | -0.163 | 102.1% | 4,783 | 9,244 | 1.95 | 1.94 | 1.89 |
| 17.40 | 19.70 | 17.20 | 19 | 98 | 97.2% | 0.806 | 0.0130 | -0.728 | 182.5 | -0.732 | 0.0131 | -0.195 | 100.9% | 337 | 397 | 2.77 | 2.48 | 2.32 |
| 16.70 | 16.85 | 16.80 | 308 | 1,067 | 100.2% | 0.770 | 0.0145 | -0.807 | 185 | -0.811 | 0.0145 | -0.230 | 99.7% | 1,278 | 1,561 | 2.90 | 2.98 | 2.86 |
| 14.80 | 15.00 | 15.06 | 219 | 186 | 100.4% | 0.732 | 0.0159 | -0.881 | 187.5 | -0.885 | 0.0160 | -0.269 | 98.8% | 385 | 563 | 3.65 | 3.65 | 3.50 |
| 13.05 | 13.35 | 13.20 | 761 | 1,548 | 98.1% | 0.689 | 0.0172 | -0.947 | 190 | -0.950 | 0.0172 | -0.311 | 98.6% | 1,504 | 2,993 | 4.23 | 4.50 | 4.20 |
| 11.30 | 11.80 | 11.67 | 275 | 222 | 97.4% | 0.644 | 0.0182 | -1.000 | 192.5 | -1.004 | 0.0183 | -0.356 | 97.3% | 130 | 420 | 5.16 | 5.45 | 5.05 |
| 9.95 | 10.20 | 10.25 | 1,262 | 261 | 96.8% | 0.597 | 0.0191 | -1.039 | 195 | -1.043 | 0.0191 | -0.404 | 96.7% | 2,984 | 3,037 | 6.15 | 6.35 | 6.10 |
| 8.55 | 8.95 | 8.87 | 1,130 | 188 | 96.5% | 0.548 | 0.0196 | -1.062 | 197.5 | -1.066 | 0.0196 | -0.453 | 96.4% | 272 | 670 | 7.21 | 7.45 | 7.20 |
| 7.40 | 7.60 | 7.47 | 7,347 | 3,670 | 96.3% | 0.499 | 0.0198 | -1.068 | 200 | -1.072 | 0.0198 | -0.502 | 96.2% | 7,755 | 7,856 | 8.59 | 8.75 | 8.50 |
| 6.30 | 6.50 | 6.35 | 735 | 293 | 96.4% | 0.450 | 0.0196 | -1.056 | 202.5 | -1.060 | 0.0197 | -0.551 | 96.6% | 199 | 270 | 11.62 | 10.25 | 9.85 |
| 5.30 | 5.60 | 5.60 | 1,492 | 375 | 96.3% | 0.403 | 0.0192 | -1.029 | 205 | -1.032 | 0.0193 | -0.598 | 96.8% | 194 | 228 | 11.55 | 11.80 | 11.40 |
| 4.50 | 4.70 | 4.60 | 264 | 141 | 96.0% | 0.358 | 0.0185 | -0.988 | 207.5 | -0.991 | 0.0185 | -0.644 | 96.5% | 132 | 94 | 14.91 | 13.50 | 13.05 |
| 3.80 | 3.90 | 3.85 | 2,504 | 10,515 | 96.6% | 0.316 | 0.0175 | -0.935 | 210 | -0.938 | 0.0176 | -0.686 | 96.7% | 458 | 144 | 14.60 | 15.20 | 14.85 |
| 3.20 | 3.35 | 3.25 | 294 | 684 | 97.0% | 0.277 | 0.0164 | -0.874 | 212.5 | -0.876 | 0.0165 | -0.725 | 97.4% | 195 | 96 | 19.15 | 17.10 | 16.75 |
| 2.67 | 2.79 | 2.73 | 1,659 | 1,879 | 97.8% | 0.241 | 0.0152 | -0.808 | 215 | -0.809 | 0.0153 | -0.761 | 97.6% | 221 | 134 | 20.00 | 19.15 | 18.60 |
| 2.23 | 2.37 | 2.30 | 784 | 177 | 98.4% | 0.209 | 0.0140 | -0.740 | 217.5 | -0.740 | 0.0140 | -0.793 | 100.1% | 120 | 8 | 24.95 | 21.45 | 20.80 |
| 1.90 | 1.92 | 1.91 | 4,394 | 2,265 | 99.1% | 0.181 | 0.0127 | -0.671 | 220 | -0.670 | 0.0127 | -0.821 | 101.9% | 706 | 309 | 25.35 | 24.50 | 21.90 |
| 1.31 | 1.61 | 1.64 | 647 | 10,164 | 99.9% | 0.156 | 0.0114 | -0.604 | 222.5 | -0.603 | 0.0115 | -0.846 | 102.2% | 406 | 19 | 27.67 | 27.20 | 23.50 |
| 1.29 | 1.38 | 1.33 | 1,293 | 1,122 | 100.6% | 0.134 | 0.0102 | -0.540 | 225 | -0.538 | 0.0103 | -0.868 | 108.7% | 995 | 38 | 28.87 | 29.25 | 26.45 |
| 1.08 | 1.15 | 1.09 | 534 | 1,188 | 101.5% | 0.115 | 0.0091 | -0.481 | 227.5 | -0.478 | 0.0091 | -0.887 | 104.4% | 185 | 52 | 31.17 | 31.70 | 28.05 |
| 0.90 | 0.99 | 0.97 | 1,907 | 665 | 102.6% | 0.099 | 0.0081 | -0.427 | 230 | -0.424 | 0.0081 | -0.904 | 100.1% | 1,084 | 76 | 33.96 | 33.85 | 30.15 |
| 0.75 | 0.84 | 0.81 | 338 | 226 | 103.8% | 0.085 | 0.0072 | -0.378 | 232.5 | -0.374 | 0.0072 | -0.918 | 107.1% | 108 | 53 | 34.20 | 36.40 | 32.70 |
How this is calculated: Options Chain methodology
