MRNA implied volatility

MRNA implied volatility: the term structure across expirations and the front expiry's smile by strike.

• MRNA options traded $3.06M in premium on 2026-11-02: $1.60M in calls and $1.46M in puts, a net bearish lean of $127.81K.
• Put/call ratio 0.91, implied volatility 114.8%.
• Options price a move of about ±$29.98 by 2026-11-06.
• Max pain for 2026-11-06 is $220.0.

Updated 2026-11-02 17:14 UTC