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Stocks / United States / MRNA / Options

Moderna, Inc. options tape

Read from CBOE's delayed chain on 23 September 2026, with Moderna, Inc. at $182.33: open interest within 90 days was 210,268 call and 203,117 put contracts, a put/call ratio of 0.97; the day's volume was 154,932 calls and 69,588 puts (0.45). The most call open interest sits at the $200.00 strike (21,533 contracts) and the most put open interest at $40.00 (13,492). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 6.0% of spot. For 16 October 2026, implied volatility was 74.8% at the put 5% below spot and 77.1% at the call 5% above, -2.4 points.

Spot$182.33+5.56% on the day
Put/call, open interest0.97203,117 puts, 210,268 calls
Put/call, volume0.4569,588 puts, 154,932 calls
Priced move6.0%straddle to 25 September 2026, 2 days
30-day implied volatility77.2%
Put minus call IV, 5% out-2.4 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$200.0021,533
Puts$40.0013,492

The strike with the most open interest on each side, across expiries within 90 days.

Strikes where the day's volume was at least twice the open interest

ContractVolumeOpen interest beforePremium traded
25 September 2026 call at $190.0022,0733,243$5.7 million
25 September 2026 call at $180.007,4832,668$5.1 million
25 September 2026 call at $185.0011,393722$4.9 million
30 October 2026 call at $190.002,254140$4.6 million
20 November 2026 call at $220.002,761325$4.4 million
20 November 2026 put at $150.003,705611$4.1 million
30 October 2026 call at $185.001,67119$3.7 million
25 September 2026 call at $182.504,887660$2.7 million

Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.

Open interest built since 22 September 2026

ContractOpen interest nowChange
25 September 2026 call at $190.003,243+2,880
25 September 2026 call at $200.003,696+2,362
25 September 2026 call at $150.002,999+1,817
25 September 2026 call at $180.002,668+1,805
25 September 2026 put at $160.002,193+1,674
16 October 2026 call at $180.003,900+1,029
2 October 2026 call at $180.001,364+1,014
25 September 2026 call at $187.50939+852

Contracts whose open interest rose by 250 or more against the previous day's snapshot.

Source

CBOE delayed quotes for MRNA, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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