Historical Volatility (Parkinson) (180-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 180-Day Historical Volatility (Parkinson) of 0.5008 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5428
Historical Volatility (Parkinson)	0.5008
Implied Volatility (Calls)	0.5100
Implied Volatility (Puts)	0.5161
Implied Volatility (Mean)	0.5131
Put-Call Implied Volatility Ratio	1.0121
Implied Volatility Skew	0.0060
Option Statistics
Put-Call Ratio (Volume)	1.7600
Put-Call Ratio (Open Interest)	1.7449
Forward Price	111.52
Call Breakeven Price	138.84
Put Breakeven Price	68.86
Option Breakeven Price	94.50