ThetaOwl

MRNA

Moderna, Inc.Healthcare
$49.20
Bullish
Mkt Cap: $19.51B|Float: 368.4M|SI: 18.0%|DTC: 6.3
Data as of market close Apr 2, 2026
IV Rank
74
IV Pctl
78%
HV 20d
52.4%
52W Range
$22-$60
ATR(14)
$2.63
Exp. Move
±8.3%
P/C Ratio
1.12
Earnings
Apr 30
GEX Positive
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Wide

MRNA Key Options Data

IV Rank
74.4%
Total GEX
$0.01B
Total DEX
$23.3M
Max Pain
$52.00
Expected Move
±8.3%
Put/Call OI
1.12
Net Premium
$-34.7M
Spot Price
$49.20

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$4.11±8.3%$45.09$53.31
2026-04-1715±$5.71±11.6%$43.49$54.92
2026-04-2422±$6.58±13.4%$42.63$55.78
2026-05-0129±$9.40±19.1%$39.80$58.60
2026-05-0836±$4.97±10.1%$44.23$54.18
2026-05-1543±$10.30±20.9%$38.90$59.50

Explore MRNA options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.