Quantchabot has detected a new Bear Call Spread trade opportunity for MODERNA INC. COMMON STOCK (MRNA) for the 24-Jul-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
MRNA was recently trading at $58.75 and has an implied volatility of 80.47% for this period. Based on an analysis of the options available for MRNA expiring on 24-Jul-2026, there is a 34.20% likelihood that the underlying will close within the analyzed range of $46.33-$58.95 at expiration. In this scenario, the average linear return for the trade would be 33.30%.
Big -8.15% Change: After closing the last trading session at $63.96, MODERNA INC. COMMON STOCK opened today at $64.07 and has reached a low of $58.40.
Trade approach: A movement as big as -8.15% 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 $58.75 on 24-Jul-2026. 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 $59.09 on 24-Jul-2026. Based on our risk-neutral analysis, there is a 50.40% 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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