Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 1.0059 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)	1.0059
Historical Volatility (Parkinson)	0.8906
Implied Volatility (Calls)	1.0500
Implied Volatility (Puts)	1.0460
Implied Volatility (Mean)	1.0480
Put-Call Implied Volatility Ratio	0.9962
Implied Volatility Skew	0.0089
Option Statistics
Put-Call Ratio (Volume)	0.5565
Put-Call Ratio (Open Interest)	0.6182
Forward Price	61.56
Call Breakeven Price	82.68
Put Breakeven Price	35.64
Option Breakeven Price	64.85

Data from Quantcha