Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Moderna, Inc. (MRNA) had 120-Day Historical Volatility (Parkinson) of 0.8952 for 2020-08-04.

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

Figures for 2020-08-04

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0236
Historical Volatility (Parkinson)	0.8952
Implied Volatility (Calls)	1.1198
Implied Volatility (Puts)	1.1220
Implied Volatility (Mean)	1.1209
Put-Call Implied Volatility Ratio	1.0020
Implied Volatility Skew	-0.0093
Option Statistics
Put-Call Ratio (Volume)	1.1562
Put-Call Ratio (Open Interest)	2.7460
Forward Price	78.68
Call Breakeven Price	102.42
Put Breakeven Price	47.33
Option Breakeven Price	63.72

Data from Quantcha