MRNA volatilità Moderna, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.109.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.92.1%
HV60229.6%
Spread IV − HV20
+17.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 09:39 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 93.4% | +1.1pt | ±10.7% |
| Oct 30, 2026 | 11 | 138.4% | +8.3pt | ±21.9% |
| Nov 06, 2026 | 18 | 125.3% | +6.8pt | ±24.2% |
| Nov 13, 2026 | 25 | 114.9% | +3.5pt | ±25.6% |
| Nov 20, 2026 | 32 | 108.1% | -1.2pt | ±26.8% |
| Nov 27, 2026 | 39 | 103.1% | +2.7pt | ±28.1% |
| Dec 18, 2026 | 60 | 94.1% | +1.3pt | ±31.2% |
| Jan 15, 2027 | 88 | 89.1% | — | ±35.5% |
| Feb 19, 2027 | 123 | 87.3% | — | ±40.6% |
| Mar 19, 2027 | 151 | 87.2% | — | ±44.8% |
| Apr 16, 2027 | 179 | 85.8% | — | ±47.6% |
| Jun 17, 2027 | 241 | 83.2% | — | ±53.2% |
| Dec 17, 2027 | 424 | 78.5% | — | ±65.2% |
| Jan 21, 2028 | 459 | 78.4% | — | ±67.5% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20