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Moderna MRNA 258.38 29.94 13.11% Regime: Trend Up (95%)

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ATM IV
0.864
Put Call Ratio (OI)
1.44
Put Call Ratio (Vol)
1.06
IV Rank
4.9
IV Percentile
66.7
Max pain
215

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-245.2
245.2
View values by strike
MRNA · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 1.17 K -1.13 K
13.00 555 -3.73 K
15.00 908 -505
17.50 430 -2.76 K
18.00 257 -775
20.00 2.24 K -8.7 K
22.00 308 -1.02 K
22.50 557 -6.54 K
23.00 17.3 -388
25.00 19.4 K -18 K
27.00 129 -2.44 K
28.00 6.07 K -1.24 K
30.00 13 K -16.3 K
32.00 6.76 K -2.6 K
33.00 624 -4.68 K
35.00 19 K -34.8 K
37.00 5.61 K -13.9 K
38.00 191 -2.28 K
40.00 22.5 K -44.5 K
42.00 14.8 K -9.24 K
43.00 15.9 -80.5
45.00 19.3 K -58 K
47.00 2.32 K -6.49 K
50.00 33.7 K -72.6 K
55.00 38 K -33 K
60.00 54.5 K -74.5 K
65.00 48.3 K -33.2 K
70.00 57.1 K -46.1 K
75.00 105 K -27.9 K
80.00 101 K -148 K
85.00 120 K -73.4 K
90.00 76.5 K -82 K
95.00 85.5 K -143 K
100.00 277 K -374 K
105.00 105 K -115 K
110.00 59.6 K -204 K
115.00 67.7 K -146 K
120.00 240 K -471 K
125.00 107 K -184 K
130.00 127 K -412 K
135.00 139 K -285 K
140.00 286 K -615 K
145.00 319 K -375 K
148.00 0 -73.7
149.00 0 -434
150.00 313 K -1.05 M
152.50 679 -32.6 K
155.00 209 K -211 K
157.50 770 -2.43 K
160.00 492 K -600 K
162.50 2.27 K -4.76 K
165.00 253 K -399 K
167.50 2 K -4.61 K
170.00 442 K -736 K
172.50 2.65 K -7.88 K
175.00 477 K -322 K
177.50 2.81 K -17.5 K
180.00 501 K -1.09 M
182.50 8.31 K -39.3 K
185.00 590 K -803 K
187.50 6.8 K -11.4 K
190.00 825 K -1.05 M
192.50 16.9 K -29.4 K
195.00 368 K -674 K
197.50 21.4 K -61.4 K
200.00 2.71 M -1.75 M
202.50 53.7 K -92.8 K
205.00 160 K -221 K
207.50 93.8 K -78 K
210.00 1.54 M -726 K
212.50 61 K -84.5 K
215.00 275 K -317 K
217.50 103 K -135 K
220.00 2.35 M -1.6 M
222.50 226 K -143 K
225.00 858 K -325 K
227.50 390 K -156 K
230.00 5.69 M -931 K
232.50 2.93 M -125 K
235.00 756 K -479 K
237.50 210 K -72.2 K
240.00 3.2 M -515 K
242.50 513 K -11.5 K
245.00 5.72 M -73 K
247.50 4.56 M -7.82 K
250.00 11.9 M -316 K
252.50 116 K -11.3 K
255.00 392 K -35.4 K
257.50 159 K 0
260.00 3.46 M -170 K
262.50 85.4 K 0
265.00 410 K -9.8 K
267.50 91.8 K 0
270.00 2.53 M -220 K
272.50 71.8 K -1.87 K
275.00 667 K -2.19 K
277.50 52.9 K 0
280.00 1.49 M -110 K
282.50 178 K 0
285.00 156 K -9.38 K
287.50 240 K 0
290.00 2.04 M -212 K
292.50 20 K 0
295.00 75.9 K -6.14 K
297.50 9.08 K 0
300.00 2.05 M -77.6 K
302.50 9.36 K 0
305.00 27.3 K -217
307.50 1.78 K 0
310.00 454 K -6.94 K
312.50 1.26 K 0
315.00 61.8 K -349
317.50 1.08 K 0
320.00 806 K -4.53 K
322.50 757 0
325.00 2.82 K 0
327.50 668 0
330.00 1.53 M -30.5 K
332.50 54.2 K 0
340.00 54.2 K -2.06 K
350.00 148 K -244
360.00 440 K -132
370.00 93.9 K -499