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.74.6%
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.385.3%
HV60230.9%
IV − HV20-Spread
-310.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 89.0% | -1.3pt | ±4.2% |
| Sep 11, 2026 | 8 | 73.5% | -0.2pt | ±8.8% |
| Sep 18, 2026 | 15 | 75.0% | -3.8pt | ±12.2% |
| Sep 25, 2026 | 22 | 75.4% | -5.5pt | ±14.9% |
| Oct 02, 2026 | 29 | 74.7% | -4.3pt | ±16.8% |
| Oct 09, 2026 | 36 | 73.9% | -6.4pt | ±18.5% |
| Oct 16, 2026 | 43 | 75.5% | -2.7pt | ±20.7% |
| Oct 23, 2026 | 50 | 78.5% | — | ±23.1% |
| Nov 20, 2026 | 78 | 81.9% | -1.7pt | ±30.1% |
| Dec 18, 2026 | 106 | 81.4% | -2.1pt | ±34.7% |
| Jan 15, 2027 | 134 | 80.3% | -4.1pt | ±38.4% |
| Mar 19, 2027 | 197 | 80.0% | — | ±46.0% |
| Apr 16, 2027 | 225 | 78.3% | — | ±48.1% |
| Jun 17, 2027 | 287 | 76.9% | — | ±52.9% |
| Dec 17, 2027 | 470 | 74.9% | — | ±64.9% |
| Jan 21, 2028 | 505 | 74.5% | — | ±66.7% |
Volatility Smile — Sep 18, 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