MRNA (MRNA) options memo

The Read

The Read is generated on demand from the live tape.

Key numbers

• Spot: $135.84
• Lean: neutral
• Nearest expiry: Fri 8/21
• Implied move: 10.6%
• ATM implied volatility: 202.5%
• Max pain: $130.00
• Pin strike: $120.00
• Gamma flip: $109.00
• Dealer positioning: LONG GAMMA
• Call wall: $120.00
• Put wall: $120.00
• Put/call open interest: 1.341