Volatility Strike Skew — MRNA
Data as of
Volume-weighted call and put implied volatility per strike for the chosen expiration, with option volume bars.
DATA IS DELAYED — showing Oct 20, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 20, 2026, MRNA options across all expirations averaged 112.5% implied volatility for calls and 127.3% for puts (volume-weighted): puts trade 14.8 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 96,867 | 112.5% | 127.3% |
| 195.00 | 989 | 104.6% | 124.0% |
| 197.50 | 500 | 107.6% | 141.6% |
| 200.00 | 13,763 | 103.6% | 135.4% |
| 202.50 | 538 | 110.7% | 123.7% |
| 205.00 | 1,060 | 106.6% | 131.4% |
| 207.50 | 577 | 80.2% | 129.4% |
| 210.00 | 9,283 | 93.0% | 125.4% |
| 212.50 | 626 | 92.6% | 129.5% |
| 215.00 | 1,875 | 110.8% | 125.1% |
| 217.50 | 715 | 110.2% | 121.9% |
| 220.00 | 7,972 | 111.1% | 121.6% |
| 222.50 | 1,156 | 127.6% | 123.0% |
| 225.00 | 3,967 | 111.3% | 126.0% |
| 227.50 | 1,634 | 111.1% | 124.0% |
| 230.00 | 5,054 | 111.3% | 120.5% |
| 232.50 | 3,123 | 112.5% | 123.2% |
| 235.00 | 3,293 | 111.3% | 126.6% |
| 237.50 | 1,674 | 113.0% | 122.6% |
| 240.00 | 8,768 | 109.3% | 121.3% |
| 242.50 | 2,752 | 113.7% | 124.4% |
| 245.00 | 2,179 | 113.6% | 119.3% |
| 247.50 | 590 | 111.1% | 119.4% |
| 250.00 | 7,482 | 111.1% | 120.9% |
| 252.50 | 756 | 110.8% | 135.6% |
| 255.00 | 908 | 112.6% | 122.7% |
| 257.50 | 378 | 113.0% | 131.3% |
| 260.00 | 2,938 | 114.3% | 114.7% |
| 262.50 | 650 | 112.2% | 156.9% |
| 265.00 | 1,128 | 114.3% | 148.5% |
| 267.50 | 372 | 113.3% | - |
| 270.00 | 2,736 | 112.8% | 95.7% |
| 272.50 | 352 | 116.1% | 153.7% |
| 275.00 | 1,900 | 119.2% | 123.4% |
| 277.50 | 1,413 | 117.9% | 135.5% |
| 280.00 | 1,491 | 116.2% | 85.6% |
| 282.50 | 341 | 119.5% | - |
| 285.00 | 440 | 120.4% | - |
| 287.50 | 186 | 121.5% | 154.5% |
| 290.00 | 1,308 | 119.0% | 111.4% |