Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Moderna, Inc. (MRNA) had 30-Day Implied Volatility Skew of -0.0019 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)	0.4904
Historical Volatility (Parkinson)	0.6330
Implied Volatility (Calls)	1.0144
Implied Volatility (Puts)	0.9825
Implied Volatility (Mean)	0.9984
Put-Call Implied Volatility Ratio	0.9686
Implied Volatility Skew	-0.0019
Option Statistics
Put-Call Ratio (Volume)	0.2150
Put-Call Ratio (Open Interest)	0.3519
Forward Price	63.02
Call Breakeven Price	76.19
Put Breakeven Price	50.79
Option Breakeven Price	69.58

Data from Quantcha