Ticker Options Intelligence

MRNA options intelligence

Moderna Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 50 Market data through 29 Jul 2026 Checked 30 Jul 2026 05:25 · complete available chain

Volatility expansion watch

Volatility pressure

MRNA currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 8.9%, with volume/open-interest participation at 0.02.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Chart Weekly report
Primary read Volatility

Volatility expansion watch

Expected move 8.9%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 0.69

Call-side skew

Trend fit 98

Options agree with trend context

Weekly backdrop -12.5%

RS 23.4

Expected move 8.9%
Put-call volume 0.69
Volume / OI 0.02
Reference IV 1.56
Max pain 55.00
Underlying 54.07
Nearest expiry 31 Jul 2026
Contracts 1246

Options Intent Radar

Earnings/event positioning

89/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $4.6M of estimated gross traded notional, calls · 91+ days · itm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+16
1W price-12.5%
Call premium52%
Put premium48%
Notional split C 52% / P 48% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.02 Volume divided by open interest across the visible chain.
Trend fit 98/100 Agreement between options pressure and Sharemaestro market context.
Event window 31 Jul Matched earnings event is 1 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 91+ days · ITM
Calls · 91+ days · ITM calls cluster with 296 contracts traded, $867018 estimated gross traded notional, and 19% of visible notional.
$867018
Puts · 91+ days · OTM puts cluster with 1530 contracts traded, $662700 estimated gross traded notional, and 14% of visible notional.
$662700
Puts · 0-7 days · ITM puts cluster with 402 contracts traded, $430480 estimated gross traded notional, and 9% of visible notional.
$430480
Calls · 91+ days · OTM calls cluster with 467 contracts traded, $374305 estimated gross traded notional, and 8% of visible notional.
$374305
Calls · 22-45 days · OTM calls cluster with 1260 contracts traded, $244824 estimated gross traded notional, and 5% of visible notional.
$244824

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Activity Anomaly

Normal range

33

Activity is broadly in line with recent stored snapshots.

Volume rank0th
Volume/OI rank0th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close54.07
1W-12.5%
RS23.4
Fair value-14.4%
Options pressure16
Speculation40
Volatility92
Trend fit98

Today Versus Normal

Stored-options context

View history
Expected move 8.9% muted
30d avg 9.9% · 1 read 0th
90d avg 9.9% · 1 read 0th
180d avg 9.9% · 1 read 0th
IV 1.56 elevated
30d avg 1.34 · 1 read 100th
90d avg 1.34 · 1 read 100th
180d avg 1.34 · 1 read 100th
Put-call 0.69 elevated
30d avg 0.63 · 1 read 100th
90d avg 0.63 · 1 read 100th
180d avg 0.63 · 1 read 100th
Volume/OI 0.02 muted
30d avg 0.02 · 1 read 0th
90d avg 0.02 · 1 read 0th
180d avg 0.02 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:20 Volatility
Pressure 20
Move 9.9%
30 Jul 04:25 Volatility
Pressure 16
Move 8.9%

Strike Map

Where activity is clustering

Full strike map
Strike30.00
Calls · V 0 · OI 7
Puts · V 0 · OI 22
Strike35.00
Calls · V 0 · OI 6
Puts · V 10 · OI 13
Strike37.00
Calls · V 0 · OI 8
Puts · V 1 · OI 39
Strike38.00
Calls · V 0 · OI 11
Puts · V 1 · OI 433
Strike39.00
Calls · V 0 · OI 6
Puts · V 2 · OI 8
Strike40.00
Calls · V 0 · OI 11
Puts · V 42 · OI 81
Strike41.00
Calls · V 0 · OI 13
Puts · V 35 · OI 2
Strike42.00
Calls · V 0 · OI 16
Puts · V 63 · OI 7

Term Structure

Expiration activity

Volume and IV
Expiry31 Jul 2026
Contracts132
Avg IV1.56
Put-call1.18
Expiry7 Aug 2026
Contracts138
Avg IV1.17
Put-call0.15
Expiry14 Aug 2026
Contracts102
Avg IV0.99
Put-call0.14
Expiry21 Aug 2026
Contracts124
Avg IV1.00
Put-call0.14
Expiry28 Aug 2026
Contracts94
Avg IV0.93
Put-call0.49

Skew

Call/put IV balance

OTM demand
31 Jul 2026Balanced skew
Call IV1.55
Put IV1.53
Skew-0.02
7 Aug 2026Put IV premium
Call IV1.09
Put IV1.41
Skew0.32
14 Aug 2026Balanced skew
Call IV0.96
Put IV1.00
Skew0.04
21 Aug 2026Put IV premium
Call IV0.92
Put IV1.00
Skew0.08
28 Aug 2026Balanced skew
Call IV0.89
Put IV0.86
Skew-0.03

Contract Tape

Most active contracts

Full contract tape
ContractMRNA261218P00040000
SidePut
Expiry18 Dec 2026
Strike40.00
Volume731
OI1835
IV0.93
ContractMRNA260731P00055000
SidePut
Expiry31 Jul 2026
Strike55.00
Volume714
OI366
IV1.49
ContractMRNA260821C00070000
SideCall
Expiry21 Aug 2026
Strike70.00
Volume653
OI3443
IV0.93
ContractMRNA270115P00030000
SidePut
Expiry15 Jan 2027
Strike30.00
Volume503
OI8769
IV0.96
ContractMRNA260731P00068000
SidePut
Expiry31 Jul 2026
Strike68.00
Volume259
OI370
IV0.01
ContractMRNA260731P00049000
SidePut
Expiry31 Jul 2026
Strike49.00
Volume246
OI257
IV1.80
ContractMRNA260731C00060000
SideCall
Expiry31 Jul 2026
Strike60.00
Volume244
OI15049
IV1.55
ContractMRNA260918P00050000
SidePut
Expiry18 Sep 2026
Strike50.00
Volume224
OI5752
IV0.86

Research Graph

Related research and context

Ticker deep links