Big Loser Alert: Trading today’s -7.7% move in MODERNA INC. COMMON STOCK $MRNA

Quantchabot has detected a new Bear Call Spread trade opportunity for MODERNA INC. COMMON STOCK (MRNA) for the 14-Feb-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MRNA was recently trading at $43.88 and has an implied volatility of 72.21% for this period. Based on an analysis of the options available for MRNA expiring on 14-Feb-2025, there is a 34.20% likelihood that the underlying will close within the analyzed range of $34.96-$44.09 at expiration. In this scenario, the average linear return for the trade would be 32.56%.

Big -7.67% Change: After closing the last trading session at $47.53, MODERNA INC. COMMON STOCK opened today at $47.60 and has reached a low of $43.51.

Trade approach: A movement as big as -7.67% is a significantly bearish indicator, so this trade is designed to be profitable if MRNA maintains its current direction and does not revert back to pricing on the bullish side of $43.88 on 14-Feb-2025. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bearish strategy, the trade would be profitable if MODERNA INC. COMMON STOCK closes at or below $44.24 on 14-Feb-2025. Based on our risk-neutral analysis, there is a 50.59% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


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