What is MRNA's IV rank?

At the close on Sep 28, 2026, MRNA's IV rank was 56 with 30-day implied volatility of 96.4%. IV sits 56% of the way from its one-year low to its one-year high. Its IV percentile was 96: IV is higher than 96% of the past year's readings.

What is the expected move for MRNA?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $59.08 (29.9%), a range of $138.20 to $256.36. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on MRNA?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on MRNA: Bear Call Spreads on Overbought Stocks (20), Bull Call Spreads on High-Beta Names (16), Bull Put Spreads at 52-Week Highs (12). Open a screen in the app to see the individual trades, refreshed intraday.

Is MRNA option volume above average?

On Sep 28, 2026, MRNA option volume was 0.5x its average, much quieter than usual.

MRNA options: IV rank, expected move and trade screens

Moderna, Inc. · Healthcare

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

MRNA closed at $197.28 on Sep 28, 2026 with 30-day implied volatility of 96.4%. That is in the upper half of its one-year range (IV rank 56), so premiums are somewhat richer than usual for MRNA. Measured by IV percentile, IV is higher than 96% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $59.08, or 29.9%.

The price is above both its 50-day (+74.9%) and 200-day (+203.0%) moving averages. It is trading within 0.8% of its 52-week high. The 14-day RSI of 74.9 is over 70, a level often described as overbought. The 14-day average true range is $12.69, about 6.4% of the price, a measure of a typical day's range.

Option volume at the close (53.6K contracts) was 0.5x its average, much quieter than usual. A beta of 1.91 means MRNA has tended to move about 1.9 times as much as the broad market. 3 of our preset screens found trades on MRNA at the close, led by Bear Call Spreads on Overbought Stocks with 20 trades.

MRNA stats at the close

Price: $197.28; Market cap $78.8B
Implied volatility: 96.4%; 30-day, at the money
IV rank: 56; IV sits 56% of the way from its one-year low to its one-year high.
IV percentile: 96; IV is higher than 96% of the past year's readings.
ATR (14-day): $12.69; 6.4% of the price on a typical day
RSI (14-day): 74.9; Over 70, often called overbought
52-week range: -0.8% from high; +782.3% from the 52-week low
Moving averages: +74.9% vs 50-day; +203.0% vs the 200-day
Beta: 1.91; Sensitivity to the broad market
Option volume: 0.5x avg; 53.6K contracts vs 111K average

MRNA expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	87.7%	±$18.11 (9.2%)	$179.17 to $215.39	$14.45
Oct 30, 202632 days	101.1%	±$59.08 (29.9%)	$138.20 to $256.36	$46.90
Nov 20, 202653 days	95.2%	±$71.60 (36.3%)	$125.68 to $268.88	$56.38
Dec 18, 202681 days	89.9%	±$83.52 (42.3%)	$113.76 to $280.80	$65.53

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for MRNA from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Call Spreads on Overbought Stocks

Bear Call Spread

20 trades pass on MRNA

Return on risk: 6.1% to 36.6%
Probability of profit: 65.8% to 89.0%

Bear call spread screener

Bull Call Spreads on High-Beta Names

Bull Call Spread

16 trades pass on MRNA

Return on risk: 100.0% to 500.2%
Probability of profit: 29.6% to 48.3%

Bull call spread screener

Bull Put Spreads at 52-Week Highs

Bull Put Spread

12 trades pass on MRNA

Return on risk: 21.4% to 52.3%
Probability of profit: 60.6% to 75.2%

Bull put spread screener

MRNA options FAQ

What is MRNA's IV rank?: At the close on Sep 28, 2026, MRNA's IV rank was 56 with 30-day implied volatility of 96.4%. IV sits 56% of the way from its one-year low to its one-year high. Its IV percentile was 96: IV is higher than 96% of the past year's readings.
What is the expected move for MRNA?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $59.08 (29.9%), a range of $138.20 to $256.36. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on MRNA?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on MRNA: Bear Call Spreads on Overbought Stocks (20), Bull Call Spreads on High-Beta Names (16), Bull Put Spreads at 52-Week Highs (12). Open a screen in the app to see the individual trades, refreshed intraday.
Is MRNA option volume above average?: On Sep 28, 2026, MRNA option volume was 0.5x its average, much quieter than usual.

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