MRNA gamma levels.
Where MRNA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MRNA $180.52 · down 1.12% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 190 (above price · 9.48 / 5.25% away); ↯ Surge — live flow 190 (above price · 9.48 / 5.25% away); ‖ call wall — ceiling, sticky 190 (above price · 9.48 / 5.25% away); ‖ put wall — floor, slippery 160 (below price · 20.52 / 11.37% away); ↘ Reversal 160 (below price · 20.52 / 11.37% away)
- Expected move today ±13.8 · pre-open reference
- Strikes nearest the money (high to low): 187.5 positive, 185 positive, 182.5 positive, 180 positive, 177.5 positive, 175 positive
- Since yesterday's close, positioning grew at 187.5, 190, 200 and faded at 170.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$56.02 by that date, about 2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 83.8%