Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.7816 for 2021-01-19.

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

Figures for 2021-01-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7816
Historical Volatility (Parkinson)	0.7033
Implied Volatility (Calls)	0.7294
Implied Volatility (Puts)	0.7102
Implied Volatility (Mean)	0.7198
Put-Call Implied Volatility Ratio	0.9737
Implied Volatility Skew	0.0131
Option Statistics
Put-Call Ratio (Volume)	1.0218
Put-Call Ratio (Open Interest)	1.2217
Forward Price	127.22
Call Breakeven Price	175.06
Put Breakeven Price	83.62
Option Breakeven Price	124.82

Data from Quantcha