MRNA volatility 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.76.9%
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
-308.4pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 12:36 UTC · इनकी गणना कैसे की जाती है
IV term structure
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 88.3% | -5.1pt | ±5.7% |
| Sep 11, 2026 | 8 | 77.5% | -4.2pt | ±10.1% |
| Sep 18, 2026 | 15 | 81.9% | -5.8pt | ±14.0% |
| Sep 25, 2026 | 22 | 78.4% | -7.8pt | ±16.0% |
| Oct 02, 2026 | 29 | 76.7% | -6.2pt | ±17.9% |
| Oct 09, 2026 | 36 | 78.1% | -3.5pt | ±20.2% |
| Oct 16, 2026 | 43 | 77.6% | -3.3pt | ±21.8% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 84.6% | -4.9pt | ±31.5% |
| Dec 18, 2026 | 106 | 82.8% | -3.0pt | ±35.7% |
| Jan 15, 2027 | 134 | 81.0% | -5.5pt | ±39.1% |
| Mar 19, 2027 | 197 | 80.3% | — | ±46.7% |
| Apr 16, 2027 | 225 | 78.6% | — | ±48.7% |
| Jun 17, 2027 | 287 | 76.9% | — | ±53.4% |
| Dec 17, 2027 | 470 | 75.5% | — | ±65.9% |
| Jan 21, 2028 | 505 | 75.8% | — | ±68.4% |
Volatility smile — Sep 18, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20