MRNA volatilitas 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.113.7%
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%
Selisih IV − HV20
+21.6pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 hari yang direkam
Cboe delayed options data · per 18:40 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 108.7% | -0.6pt | ±9.2% |
| Oct 30, 2026 | 11 | 153.2% | +1.4pt | ±21.3% |
| Nov 06, 2026 | 18 | 133.9% | +0.2pt | ±23.7% |
| Nov 13, 2026 | 25 | 121.2% | +0.2pt | ±25.2% |
| Nov 20, 2026 | 32 | 111.3% | +2.3pt | ±26.3% |
| Nov 27, 2026 | 39 | 105.6% | +1.0pt | ±27.3% |
| Dec 18, 2026 | 60 | 96.2% | -0.8pt | ±31.1% |
| Jan 15, 2027 | 88 | 91.1% | — | ±35.6% |
| Feb 19, 2027 | 123 | 89.2% | — | ±41.0% |
| Mar 19, 2027 | 151 | 88.4% | — | ±44.8% |
| Apr 16, 2027 | 179 | 86.4% | — | ±47.6% |
| Jun 17, 2027 | 241 | 84.1% | — | ±53.4% |
| Dec 17, 2027 | 424 | 79.3% | — | ±65.6% |
| Jan 21, 2028 | 459 | 79.2% | — | ±68.0% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20