File: MRNAHealth Care · Large capCLIPPED · 2026-06-30
MRNA
ModernaMkt cap $20B
Sector benchmark XLV
Sector benchmark XLV
70.03
+0.5%
±6.1%into Jul 265.78–74.28±14.6%monthly59.83–80.23Pullback · —Knife · TurnedMomentum · Held 4mo · #38DP short-vol · 51% ▾ easing
Price · 6 months · daily
6m high70.03
6m low29.49
Vol vs 20d avg1.0×
Off 52-wk high0.0%
Dark pool FINRA · T+1
Short-vol ratio51% · easing
Off-exchange share35%
vs own 1-yr (z)1.5
Sector RS vs XLV
+31.6%vs XLV · 63 sessions
MRNA vs XLV · 3m+31.6%
MRNA vs XLV · 6m+119.9%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall72.00
Zero-gamma66.50
Put wall66.00
Spot vs zero-γ5.3% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-02 · heuristics · full profile →
Auto-note //Holding above zero-gamma (66.50) — dealer hedging dampens moves above it. The 72.00 call wall is the nearest-expiry ceiling heuristic; 66.00 is the floor. Options price ±6.1% into Jul 2. Dark-pool short volume at 51% and easing vs its 20-day. The falling-knife screen has it turned after a 27% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.