File: MRNAHealth Care · Large capCLIPPED · 2026-11-05

MRNAModerna

Mkt cap $20B
Sector benchmark XLV

241.46

−6.5%

±8.3%into Nov 6221.51–261.41±16.6%monthly201.28–281.64Pullback · —Knife · WatchingMomentum · Held 9mo · #1DP short-vol · 51% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high258.38

6m low45.64

Vol vs 20d avg0.6× · quiet

Off 52-wk high-6.5%

MRNA dark pool FINRA · T+1

Short-vol ratio51% · easing

Off-exchange share51%

vs own 1-yr (z)1.2

full dark-pool history →

MRNA sector RS vs XLV

+265.6%vs XLV · 63 sessions

MRNA vs XLV · 3m+265.6%

MRNA vs XLV · 6m+289.3%

ratio of closes, rebased — a relative read, not a peer percentile

MRNA gamma profile CBOE delayed

Call wall250.00

Zero-gamma238.75

Put wall230.00

Spot vs zero-γ1.1% above

Dealer posturelong gamma · dampens moves

nearest expiry 2026-11-06 · as of 2026-11-05 · heuristics · full profile →

MRNA fundamentals SEC filings · TTM

P/Etrailing—

P/Elast FY—

P/E3-yr median24x

EPStrailing−$7.92

EPSFY to Dec 2025−$7.25

Revenue$2.2B · −28%

Income−$3.2B

Margin-149.0%

10-Q · filed 31 Jul 2026 · as of 2026-11-05

MRNA earnings reactions two-session move

8.0%typical move

Nov 2023 → Jul 2026

Revenue and profit by quarter

PriceRevenueProfitLoss

$2.8B

FY23 Q4

FY24 Q2

FY24 Q4

FY25 Q2

FY25 Q4

FY26 Q2

P/E history

PriceP/E3-yr median

MRNA dividends per share · Yahoo · SEC

No dividend.

MRNA gamma history nightly

25 Sep → 5 Nov · full history →

MRNA session over session 4 Nov → 5 Nov

Expected move · monthly 20 Nov16.64%+0.90 pp

Call and put wallheld their strikes

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Holding above zero-gamma (238.75) — dealer hedging dampens moves above it. The 250.00 call wall is the nearest-expiry ceiling heuristic; 230.00 is the floor. Options price ±8.3% into Nov 6. Dark-pool short volume at 51% and easing vs its 20-day. The falling-knife screen has it watching after a 30% sell-off.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.