Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.4582 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5292
Historical Volatility (Parkinson)	0.4582
Implied Volatility (Calls)	0.5101
Implied Volatility (Puts)	0.5147
Implied Volatility (Mean)	0.5124
Put-Call Implied Volatility Ratio	1.0090
Implied Volatility Skew	0.0086
Option Statistics
Put-Call Ratio (Volume)	2.0554
Put-Call Ratio (Open Interest)	0.5050
Forward Price	104.71
Call Breakeven Price	149.53
Put Breakeven Price	78.64
Option Breakeven Price	125.90