Historical Volatility (Close-to-Close) (10-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Moderna, Inc. (MRNA) had 10-Day Historical Volatility (Close-to-Close) of 0.5406 for 2021-01-20.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2021-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5406
Historical Volatility (Parkinson)	0.5420
Implied Volatility (Calls)	0.6847
Implied Volatility (Puts)	0.6930
Implied Volatility (Mean)	0.6888
Put-Call Implied Volatility Ratio	1.0121
Implied Volatility Skew	-0.0021
Option Statistics
Put-Call Ratio (Volume)	0.6372
Put-Call Ratio (Open Interest)	0.8838
Forward Price	125.44
Call Breakeven Price	142.46
Put Breakeven Price	109.96
Option Breakeven Price	127.79

Data from Quantcha