# MRNA: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/MRNA
Data through: 2026-10-16 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 218.01 |
| Delta neutral (USD/share) | 189.87 |
| Gamma neutral (USD/share) | 207.14 |
| Gamma max (USD/share) | 262.35 |
| Open interest (contracts) | 751,814 |
| Nearest-expiration max pain (USD/share) | 210.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 130.00 |
| Net gamma exposure | 2,019,771 |
| Confirmed GEX flip (USD/share) | 207.14 |
| Call wall (USD/share) | 250.00 |
| Put wall (USD/share) | 200.00 |
| Put/call open-interest ratio | 1.47 |
| Options catalyst-intensity score (0–100) | 57.7 |
| Options directional score (-100 to +100) | -40.1 |
| IV rank | 71.5 |
| Front-minus-back IV | 7.2 pp |
| Front 25-delta risk reversal | 18.8 pp |
| Call OI change, 1 session | -67,842 contracts · -18.2% |
| Put OI change, 1 session | -70,868 contracts · -13.7% |
| Call minus put OI growth, 1 session | -4.5 pp |
| Call OI change, 5 sessions | -8,221 contracts · -2.6% |
| Put OI change, 5 sessions | -11,824 contracts · -2.6% |
| Call minus put OI growth, 5 sessions | -0.0 pp |
| Daily call OI change surprise | -1.85σ (252 prior changes) |
| Daily put OI change surprise | -2.59σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.79σ (252 prior changes) |
| Daily open interest change (contracts) | -138,710 |
| Daily open interest change z-score (prior 252) | -2.29σ (252 prior changes) |
| Gamma max distance from close | +20.3% |
| Delta neutral distance from close | -12.9% |
| Prior-year sessions closer to gamma max | 92.9% of 252 |
| Prior-year sessions closer to delta neutral | 73.8% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 36 | +0.6% | -1.4% to +2.9% | 56% | -0.8% to +2.1% | 0.0% |
| above | Day +3 | 35 | +3.1% | -3.4% to +7.7% | 60% | -1.2% to +5.5% | 0.0% |
| above | Day +5 | 35 | +3.1% | -4.2% to +10.5% | 54% | -3.0% to +5.9% | 0.0% |
| above | Day +10 | 35 | +0.6% | -6.4% to +15.9% | 54% | -2.0% to +9.0% | 0.0% |
| below | Day +1 | 29 | +0.4% | -1.9% to +2.6% | 52% | -0.9% to +1.6% | 0.0% |
| below | Day +3 | 29 | +0.3% | -3.5% to +7.5% | 52% | -2.8% to +3.0% | 0.0% |
| below | Day +5 | 29 | -1.9% | -5.5% to +7.4% | 41% | -4.8% to +4.1% | 0.0% |
| below | Day +10 | 29 | +1.7% | -7.2% to +5.7% | 55% | -4.3% to +5.3% | 0.0% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/MRNA.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/MRNA.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/MRNA.json?date=2026-10-16&public_schema=4)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).