ThetaOwl

Expected Move — MRNA

Data as of market close Apr 2, 2026

MRNA Expected Move Data

Nearest Expiry
2026-04-10
Expected Move
±8.3%
Expected Range
$45.09–$53.31
Days to Expiry
8
ATM Strike
$49.00
Spot Price
$49.20

Expected Move by Expiration (spot: $49.20)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-108$49.00±$4.11±8.3%$45.09$53.31
2026-04-1715$49.00±$5.71±11.6%$43.49$54.92
2026-04-2422$49.00±$6.58±13.4%$42.63$55.78
2026-05-0129$49.00±$9.40±19.1%$39.80$58.60
2026-05-0836$50.00±$4.97±10.1%$44.23$54.18
2026-05-1543$49.00±$10.30±20.9%$38.90$59.50
2026-06-1877$49.00±$13.25±26.9%$35.95$62.45
2026-07-17106$49.00±$15.70±31.9%$33.50$64.90
2026-08-21141$49.00±$18.80±38.2%$30.40$68.00
2026-09-18169$49.00±$20.75±42.2%$28.45$69.95
2026-10-16197$49.00±$22.20±45.1%$27.00$71.40
2026-12-18260$50.00±$24.92±50.7%$24.28$74.13
2027-01-15288$50.00±$26.27±53.4%$22.93$75.48
MRNA expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-108494.118.3545.0953.31
2026-04-1715495.7111.6243.4954.92
2026-04-2422496.5813.3642.6355.78
2026-05-0129499.419.1139.858.6
2026-05-0836504.9710.1144.2354.18
2026-05-15434910.320.9338.959.5
2026-06-18774913.2526.9335.9562.45
2026-07-171064915.731.9133.564.9
2026-08-211414918.838.2130.468
2026-09-181694920.7542.1728.4569.95
2026-10-161974922.245.122771.4
2026-12-182605024.9250.6624.2874.13
2027-01-152885026.2753.422.9375.48

Check the expected price move for MRNA by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.

MRNA Expected Move | ThetaOwl