MRNA
Moderna Inc.Prices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
LIVE MARKET SNAPSHOT
| Call Wall | 150 |
| Put Wall | 130 |
| GEX Flip | 142 |
| Vol Trigger | 136 |
| Net GEX | $14.2M |
Cached snapshot as of 2026-09-16 09:10 UTC, live streaming data in the terminal.
MRNA DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near MRNA's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the MRNA option chain, not the whole book: the 30 strikes nearest spot out of 68 seen, 1,286 contract rows spanning 17 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 126 | -$37.4K | $373 | -$37.8K | |
| 127 | -$29.6K | $0 | -$29.6K | |
| 128 | -$109.3K | $622 | -$109.9K | |
| 129 | -$26.6K | $10.3K | -$37.0K | |
| 130PUT WALL | -$2.3M | $647.8K | -$3.0M | |
| 131 | -$37.8K | $3.3K | -$41.2K | |
| 132 | -$265.8K | $10.0K | -$275.7K | |
| 133 | -$363.8K | $12.8K | -$376.6K | |
| 134 | -$100.2K | $79.9K | -$180.2K | |
| 135 | -$744.3K | $895.9K | -$1.6M | |
| 136 | $531.1K | $1.1M | -$572.7K | |
| 137 | $1.2M | $1.4M | -$197.5K | |
| 138 | $853.8K | $1.1M | -$284.2K | |
| 139 | -$405.7K | $5.3K | -$411.0K | |
| 140 | -$916.5K | $1.5M | -$2.4M | |
| 141 | -$92.5K | $292.2K | -$384.8K | |
| 142GEX FLIP | $72.6K | $288.7K | -$216.1K | |
| 143 | $1.4M | $1.6M | -$209.0K | |
| 144SPOT | $1.5M | $1.8M | -$275.5K | |
| 145 | $369.2K | $2.8M | -$2.4M | |
| 146 | $2.9K | $404.7K | -$401.8K | |
| 147 | $70.6K | $298.8K | -$228.3K | |
| 148 | $247.6K | $617.4K | -$369.8K | |
| 149 | -$17.2K | $234.2K | -$251.4K | |
| 150CALL WALL | $4.3M | $6.3M | -$2.0M | |
| 152.5 | $372.5K | $563.7K | -$191.1K | |
| 155 | $1.9M | $2.3M | -$419.7K | |
| 157.5 | $2.0M | $2.0M | -$61.2K | |
| 160 | $3.8M | $3.9M | -$127.2K | |
| 162.5 | $1.0M | $1.0M | -$2.1K |
These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
ABOUT MRNA
Moderna is a biotechnology pioneer in messenger RNA (mRNA) therapeutics. After its COVID-19 vaccine Spikevax generated tens of billions in revenue, the company is investing heavily in an mRNA pipeline spanning RSV, flu, cancer vaccines, and rare genetic diseases. It has one of the broadest mRNA pipelines globally.
WHY TRACK MRNA ON SQUAWKFLOW
MRNA is one of the most actively traded biotech options names with extreme gamma exposure. Flow signals are critical around vaccine season, FDA decisions, and respiratory virus surveillance data.
MRNA DATA ON SQUAWKFLOW
Options Flow
MRNA options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last MRNA price, change, volume, and the current dealer-gamma regime
GEX Dashboard
MRNA gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of MRNA market microstructure in real time
News Sentiment
MRNA news with AI sentiment scoring and impact analysis
Sector Context
Healthcare sector rotation and relative strength vs peers
Track MRNA in the Terminal
Options flow, per-strike dealer gamma, key levels, and AI narration, free.
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