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 0.9200 for 2021-01-19.

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

Figures for 2021-01-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9200
Historical Volatility (Parkinson)	0.8239
Implied Volatility (Calls)	0.7061
Implied Volatility (Puts)	0.6875
Implied Volatility (Mean)	0.6968
Put-Call Implied Volatility Ratio	0.9737
Implied Volatility Skew	-0.0225
Option Statistics
Put-Call Ratio (Volume)	0.2931
Put-Call Ratio (Open Interest)	0.6573
Forward Price	126.77
Call Breakeven Price	166.88
Put Breakeven Price	82.32
Option Breakeven Price	134.19

Data from Quantcha