Moderna (MRNA) March 20, 22.50 and 25 calls active as shares rally 11%

Moderna (NASDAQ: MRNA) March call option implied volatility is at 117, April is at 108; compared to its 52-week range of 51 to 99 after disclosing shipment of mRNA vaccine for Phase 1 coronavirus study. Call put ratio 15.5 calls to 1 put with focus on March 20, 22.50 and 25 calls.

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