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Moderna Stock Moves Higher on Upgrade to "Buy"

Year-over-year, MRNA remains down over 68%

Digital Content Manager
Sep 8, 2022 at 10:06 AM
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Moderna Inc (NASDAQ:MRNA) received an upgrade from Deutsche Bank to "buy" from "hold" this morning, as well as a price-target hike to $165 from $155. The analyst highlighted the pharmaceutical name's upbeat second-quarter results, as well as orders for its Covid-19 booster shots targeting the omicron variant, which had been excluded from its 2022 guidance. At last check, MRNA is up 2.3% to trade at $137.96. 

The shares have been consolidating below the $140 region over the past several days, after the 200-day moving average rejected its latest rally. The security has also slipped back below its 80-day moving average, which served as support from early July to mid-August. Year-over-year, MRNA is down 68.1%.

Short-term options traders have been more bullish than usual, however. This is per Moderna stock's Schaeffer's put/call volume ratio (SOIR) of 0.78, which sits in the low 8th percentile of its annual rang, meaning these traders have rarely been more call-biased.

Drilling down to today's options activity, 5,258 calls have been exchanged so far, or double the volume that's typically seen at this point, compared to just 1,857 puts. Most popular is the weekly 9/9 140-strike call, followed by the 139-strike call in the same series, with new positions being opened at both.

Options look look like a solid route at the moment, given that the security's Schaeffer's Volatility Index (SVI) of 61% ranks in the 14th percentile of its annual range. In simpler terms, options traders are pricing in relatively low volatility expectations at the moment.

It's also worth noting MRNA's Schaeffer's Volatility Scorecard (SVS) sits at 89 out of 100, indicating the stock has frequently exceeded option traders' volatility expectations during the past year.

 

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