Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.4281 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4281
Historical Volatility (Parkinson)	0.4558
Implied Volatility (Calls)	0.5527
Implied Volatility (Puts)	0.6133
Implied Volatility (Mean)	0.5830
Put-Call Implied Volatility Ratio	1.1096
Implied Volatility Skew	-0.0091
Option Statistics
Put-Call Ratio (Volume)	0.4360
Put-Call Ratio (Open Interest)	0.3810
Forward Price	107.61
Call Breakeven Price	124.95
Put Breakeven Price	92.66
Option Breakeven Price	116.27