File: MRNAHealth Care · Large capCLIPPED · 2026-09-14
MRNA
ModernaMkt cap $20B
Sector benchmark XLV
Sector benchmark XLV
146.69
+1.9%
±7.1%into Sep 18136.31–157.07±7.1%monthly136.31–157.07Pullback · —Knife · TurnedMomentum · Held 7mo · #4DP short-vol · 60% ▴ above 20d
Price · 6 months · daily
6m high174.38
6m low45.37
Vol vs 20d avg0.3× · quiet
Off 52-wk high-15.9%
Dark pool FINRA · T+1
Short-vol ratio60% · above 20d
Off-exchange share49%
vs own 1-yr (z)0.9
Sector RS vs XLV
+168.3%vs XLV · 63 sessions
MRNA vs XLV · 3m+168.3%
MRNA vs XLV · 6m+148.2%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall150.00
Zero-gamma145.50
Put wall145.00
Spot vs zero-γ0.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
3 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep7.07%−0.17 pp
Call wall moved160.00 → 150.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (145.50) — dealer hedging dampens moves above it. The 150.00 call wall is the nearest-expiry ceiling heuristic; 145.00 is the floor. Options price ±7.1% into Sep 18. Dark-pool short volume at 60% and above vs its 20-day. The falling-knife screen has it turned after a 39% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.