What is MRNA's IV rank?

At the last close, MRNA's IV rank was 40 with 30-day implied volatility of 81.4%. IV sits 40% of the way from its one-year low to its one-year high. Its IV percentile was 66: IV is higher than 66% of the past year's readings.

What is the expected move for MRNA?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $50.42 (22.6%), a range of $172.95 to $273.79. 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 last close, these OptionClaws preset screens had passing trades on MRNA: Bull Call Spreads on High-Beta Names (20), Bull Put Spreads at 52-Week Highs (12), Long Call Butterflies for Pinning (5), Fresh Money Flow: Calls (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is MRNA option volume above average?

At the last close, MRNA option volume was 0.6x its average, quieter than usual.

MRNA options: IV rank, expected move and trade screens

Moderna, Inc. · Healthcare

In the app, stock prices are live and options data is refreshed intraday.

MRNA last closed at $223.37 with 30-day implied volatility of 81.4%. That is in the lower half of its one-year range (IV rank 40), so premiums are on the modest side for MRNA. Measured by IV percentile, IV is higher than 66% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $50.42, or 22.6%.

The price is above both its 50-day (+10.8%) and 200-day (+131.7%) moving averages. It is 17.0% below its 52-week high and 899.0% above its 52-week low. The 14-day RSI of 49.7 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $19.84, about 8.9% of the price, a measure of a typical day's range.

Option volume at the close (76.1K contracts) was 0.6x its average, quieter than usual. A beta of 2.28 means MRNA has tended to move about 2.3 times as much as the broad market. 4 of our preset screens found trades on MRNA at the close, led by Bull Call Spreads on High-Beta Names with 20 trades.

MRNA stats at the close

Price: $223.37; Market cap $90.4B
Implied volatility: 81.4%; 30-day, at the money
IV rank: 40; IV sits 40% of the way from its one-year low to its one-year high.
IV percentile: 66; IV is higher than 66% of the past year's readings.
ATR (14-day): $19.84; 8.9% of the price on a typical day
RSI (14-day): 49.7; Between 30 and 70, neutral
52-week range: -17.0% from high; +899.0% from the 52-week low
Moving averages: +10.8% vs 50-day; +131.7% vs the 200-day
Beta: 2.28; Sensitivity to the broad market
Option volume: 0.6x avg; 76.1K contracts vs 130K 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
Nov 20, 20267 days	81.8%	±$25.31 (11.3%)	$198.06 to $248.68	$20.15
Dec 11, 202628 days	81.5%	±$50.42 (22.6%)	$172.95 to $273.79	$40.23
Jan 15, 202763 days	83.3%	±$77.33 (34.6%)	$146.04 to $300.70	$60.83
Feb 19, 202798 days	84.6%	±$97.97 (43.9%)	$125.40 to $321.34	$76.65

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.

Bull Call Spreads on High-Beta Names

Bull Call Spread

20 trades pass on MRNA

Return on risk: 108.3% to 270.4%
Probability of profit: 30.6% to 47.5%

Bull call spread screener

Bull Put Spreads at 52-Week Highs

Bull Put Spread

12 trades pass on MRNA

Return on risk: 23.2% to 61.3%
Probability of profit: 60.3% to 77.4%

Bull put spread screener

Long Call Butterflies for Pinning

Call Butterfly

5 trades pass on MRNA

Return on risk: 250.9% to 1,000%+
Probability of profit: 6.9% to 47.2%

Butterfly spread screener

Fresh Money Flow: Calls

Long Call

2 trades pass on MRNA

Probability of profit: 22.1% to 26.0%

Unusual options activity scanner

MRNA options FAQ

What is MRNA's IV rank?: At the last close, MRNA's IV rank was 40 with 30-day implied volatility of 81.4%. IV sits 40% of the way from its one-year low to its one-year high. Its IV percentile was 66: IV is higher than 66% of the past year's readings.
What is the expected move for MRNA?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $50.42 (22.6%), a range of $172.95 to $273.79. 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 last close, these OptionClaws preset screens had passing trades on MRNA: Bull Call Spreads on High-Beta Names (20), Bull Put Spreads at 52-Week Highs (12), Long Call Butterflies for Pinning (5), Fresh Money Flow: Calls (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is MRNA option volume above average?: At the last close, MRNA option volume was 0.6x its average, quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.