Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.4907 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5354
Historical Volatility (Parkinson)	0.4907
Implied Volatility (Calls)	0.5177
Implied Volatility (Puts)	0.5207
Implied Volatility (Mean)	0.5192
Put-Call Implied Volatility Ratio	1.0057
Implied Volatility Skew	0.0240
Option Statistics
Put-Call Ratio (Volume)	2.8435
Put-Call Ratio (Open Interest)	2.0034
Forward Price	108.44
Call Breakeven Price	134.31
Put Breakeven Price	76.92
Option Breakeven Price	96.06