MRNA · Expected Move
Moderna, Inc. Common Stock
The expected move for MRNA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
MRNA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current MRNA Expected Move
30-Day Straddle
$59.83
7-Day Straddle
$21.80
30-Day ATM IV
114.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to MRNA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
MRNA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $59.83 | $21.80 | 114.8% | 100% |
| 20261016 | $54.70 | $22.30 | 112.4% | 100% |
| 20261015 | $59.27 | $24.65 | 111.5% | 98% |
| 20261014 | $57.12 | $25.12 | 110.9% | 97% |
| 20261013 | $53.42 | $24.25 | 108.3% | 91% |
| 20261012 | $52.33 | $16.00 | 106.5% | 88% |
| 20261009 | $56.15 | $23.05 | 112.5% | 100% |
| 20261008 | $46.25 | $19.05 | 104.3% | 88% |
| 20261007 | $45.50 | $19.75 | 101.6% | 82% |
| 20261006 | $43.70 | $20.38 | 101.6% | 82% |
| 20261005 | $48.77 | $15.65 | 102.9% | 85% |
| 20261002 | $42.47 | $15.95 | 100.6% | 80% |
| 20261001 | $43.22 | $17.55 | 102.0% | 83% |
| 20260930 | $45.50 | $19.75 | 104.2% | 88% |
| 20260929 | $48.17 | $21.98 | 100.9% | 81% |
| 20260928 | $46.90 | $14.65 | 96.6% | 71% |
| 20260925 | $34.33 | $16.90 | 87.0% | 50% |
| 20260924 | $36.00 | $19.02 | 86.3% | 48% |
| 20260923 | $33.12 | $17.95 | 79.7% | 34% |
| 20260922 | $33.25 | $18.77 | 78.4% | 31% |
| 20260921 | $31.55 | $12.32 | 77.2% | 28% |
| 20260918 | $22.05 | $10.47 | 65.9% | 3% |
| 20260917 | $27.00 | $14.07 | 76.0% | 26% |
| 20260916 | $23.60 | $12.40 | 71.4% | 15% |
| 20260915 | $23.88 | $14.55 | 70.9% | 14% |
| 20260914 | $25.00 | $10.38 | 72.4% | 18% |
| 20260911 | $21.02 | $10.43 | 67.3% | 6% |
| 20260910 | $20.73 | $10.60 | 67.9% | 8% |
| 20260909 | $21.75 | $11.50 | 70.1% | 12% |
| 20260908 | $23.20 | $13.32 | 71.8% | 16% |
| 20260904 | $22.32 | $10.35 | 71.1% | 15% |
| 20260903 | $25.18 | $13.35 | 75.6% | 25% |
| 20260902 | $26.45 | $14.73 | 77.6% | 29% |
| 20260901 | $29.80 | $17.08 | 81.9% | 39% |
| 20260831 | $24.40 | $10.62 | 74.6% | 22% |
| 20260828 | $22.40 | $11.53 | 73.5% | 20% |
| 20260827 | $23.33 | $12.95 | 73.4% | 20% |
| 20260826 | $27.52 | $16.55 | 81.1% | 37% |
| 20260825 | $33.77 | $22.50 | 91.8% | 61% |
| 20260824 | $30.27 | $14.97 | 92.2% | 62% |
| 20260821 | $30.95 | $20.32 | 97.0% | 72% |
| 20260820 | $33.35 | $21.18 | 109.5% | 100% |
| 20260819 | $67.90 | $69.08 | — | — |
| 20260818 | $9.73 | $4.72 | 65.1% | 2% |
| 20260817 | $10.35 | $3.81 | 68.1% | 9% |
| 20260814 | $9.50 | $4.71 | 67.9% | 8% |
| 20260813 | $9.05 | $3.72 | 64.5% | 0% |
| 20260812 | $9.65 | $5.50 | 66.3% | 0% |
| 20260811 | $9.82 | $5.46 | 69.7% | 7% |
| 20260810 | $10.45 | $3.87 | 74.5% | 19% |
| 20260807 | — | — | 71.9% | 12% |
| 20260806 | $9.82 | $5.39 | 77.0% | 26% |
| 20260805 | $9.95 | $6.20 | 78.1% | 28% |
| 20260804 | $10.43 | $6.18 | 79.3% | 31% |
| 20260803 | $10.55 | $4.62 | 79.1% | 31% |
| 20260731 | $9.47 | $5.23 | 80.0% | 33% |
| 20260730 | $10.70 | $7.05 | 83.7% | 43% |
| 20260729 | $10.43 | $8.30 | 97.5% | 78% |
| 20260728 | $10.15 | $8.22 | 81.2% | 36% |
| 20260727 | $10.90 | $5.88 | 85.5% | 48% |
More on MRNA
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.