MRNA options: estimated premium turnover $255M; largest line MRNA261023P00220000 (Put) $22M (expires 2026-10-23)MRNA 期权异动:所扫描合约成交权利金估算约 $255M;最大合约 MRNA261023P00220000(看跌期权 Put)约 $22M(2026-10-23 到期)
Estimated premium turnover across the scanned MRNA contracts was $255M on 280,845 contracts. The call/put volume ratio was 0.8x (calls 124,339 / puts 156,506). The largest line was MRNA261023P00220000 (Put), with estimated premium turnover of $22M and expiration on 2026-10-23. The nearest expiration was 2026-10-23; the ATM options implied a move of about 6.1%. Average call IV was 154.4%, average put IV was 147.4%, and put/call IV skew was -7.0 pts.
The underlying moved -17.6% in the same snapshot.
MRNA 所扫描合约权利金成交额估算为 $255M,成交量 280,845 张;Call/Put 成交量比为 0.8x(Call 124,339 张 / Put 156,506 张)。最大合约为 MRNA261023P00220000(看跌期权 Put),权利金成交额估算 $22M,到期日 2026-10-23。最近到期日为 2026-10-23,ATM 隐含波动对应的价格区间约 6.1%;平均 Call IV 为 154.4%,平均 Put IV 为 147.4%,Put/Call IV 偏斜为 -7.0 pts。
同期标的价格变动为 -17.6%。
For information only. Not investment advice.内容仅供参考,不构成投资建议。