Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.4752 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5092
Historical Volatility (Parkinson)	0.4752
Implied Volatility (Calls)	0.4297
Implied Volatility (Puts)	0.4283
Implied Volatility (Mean)	0.4290
Put-Call Implied Volatility Ratio	0.9965
Implied Volatility Skew	0.0198
Option Statistics
Put-Call Ratio (Volume)	0.7148
Put-Call Ratio (Open Interest)	0.6116
Forward Price	122.17
Call Breakeven Price	146.59
Put Breakeven Price	87.09
Option Breakeven Price	125.05