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 0.5231 for 2020-07-01.

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

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5231
Historical Volatility (Parkinson)	0.6882
Implied Volatility (Calls)	1.0163
Implied Volatility (Puts)	1.0103
Implied Volatility (Mean)	1.0133
Put-Call Implied Volatility Ratio	0.9941
Implied Volatility Skew	-0.1215
Option Statistics
Put-Call Ratio (Volume)	0.7411
Put-Call Ratio (Open Interest)	0.4072
Forward Price	61.40
Call Breakeven Price	74.01
Put Breakeven Price	51.14
Option Breakeven Price	67.99

Data from Quantcha