MRNA Volatilität 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.114.6%
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.85.1%
HV60229.1%
IV − HV20-Spread
+29.5pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:40 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 115.1% | +0.3pt | ±9.6% |
| Oct 30, 2026 | 11 | 156.6% | +3.1pt | ±21.6% |
| Nov 06, 2026 | 18 | 134.2% | +1.8pt | ±23.7% |
| Nov 13, 2026 | 25 | 122.4% | -0.2pt | ±25.3% |
| Nov 20, 2026 | 32 | 112.0% | -0.2pt | ±26.3% |
| Nov 27, 2026 | 39 | 105.2% | +2.4pt | ±27.1% |
| Dec 18, 2026 | 60 | 96.2% | +1.2pt | ±31.0% |
| Jan 15, 2027 | 88 | 91.3% | — | ±35.5% |
| Feb 19, 2027 | 123 | 89.0% | — | ±40.8% |
| Mar 19, 2027 | 151 | 87.9% | — | ±44.5% |
| Apr 16, 2027 | 179 | 85.9% | — | ±47.1% |
| Jun 17, 2027 | 241 | 83.6% | — | ±52.9% |
| Dec 17, 2027 | 424 | 78.9% | — | ±65.1% |
| Jan 21, 2028 | 459 | 78.8% | — | ±67.4% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20