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 1.1257 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)	1.1257
Historical Volatility (Parkinson)	1.0603
Implied Volatility (Calls)	1.0228
Implied Volatility (Puts)	1.0203
Implied Volatility (Mean)	1.0216
Put-Call Implied Volatility Ratio	0.9976
Implied Volatility Skew	0.0079
Option Statistics
Put-Call Ratio (Volume)	0.4272
Put-Call Ratio (Open Interest)	0.9252
Forward Price	61.60
Call Breakeven Price	84.61
Put Breakeven Price	27.48
Option Breakeven Price	57.50

Data from Quantcha