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Options Bulls Blast Moderna Stock on Booster Update

Year-to-date, MRNA already sports a 183% lead

Digital Content Manager
Dec 20, 2021 at 10:39 AM
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Moderna Inc (NASDAQ:MRNA) is up 0.9% at at $297.34 this morning, giving back most of its pre-market surge, after the company said laboratory testing showed its Covid-19 vaccine booster appeared to be protective against the quick-spreading omicron strain. Specifically, the booster shot was able to increase neutralizing antibodies against the variant 37-fold. In turn, Moderna said the vaccine's current version will continue to be its "first line of defense against omicron."

The majority of analysts are still bearish on Moderna stock, with eight of the 13 in question calling it a tepid "hold" or worse, while five say "strong buy." Plus, the 12-month consensus price target of $301.20 is a slim 1.3% premium to current levels, leaving plenty of room for bull notes.

The options pits are much more optimistic, with calls popular. Over at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), MRNA sports a 50-day call/put volume ratio of 1.76 that sits higher than 91% of annual readings. This suggests long calls are getting picked up at a much quicker-than-usual pace.  

Today's update is only reinforcing this optimism. So far this morning, 46,000 calls have crossed the tape, which is double the intraday average, and more than triple the 15,000 puts traded. The most popular contract is the weekly 12/23 350-strike call, followed by the 330-strike call in the same series, with new positions being opened at both. 

It's also worth noting the equity's Schaeffer's Volatility Scorecard (SVS) sits at 98 out of 100, suggesting the stock has exceeded options traders' volatility expectations in the past year.

On the charts, the security is once again eyeing a ceiling at the $320 level, which kept gains in check earlier this month. However, the stock has also reclaimed previous long-term support at its 200-day moving average, after recent stints below it. Year-to-date, MRNA sports a 183% lead.

 
 

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