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.112.1%
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%
Spread IV − HV20
+27.1pt
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.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 15:40 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 | 3 | 113.3% | -1.4pt | ±8.5% |
| Oct 30, 2026 | 10 | 153.4% | +5.4pt | ±20.4% |
| Nov 06, 2026 | 17 | 132.0% | +1.2pt | ±22.8% |
| Nov 13, 2026 | 24 | 119.9% | +1.3pt | ±24.7% |
| Nov 20, 2026 | 31 | 111.1% | +1.9pt | ±25.8% |
| Nov 27, 2026 | 38 | 106.3% | -1.6pt | ±27.4% |
| Dec 18, 2026 | 59 | 94.0% | +0.8pt | ±29.9% |
| Jan 15, 2027 | 87 | 90.1% | — | ±34.6% |
| Feb 19, 2027 | 122 | 87.4% | — | ±39.5% |
| Mar 19, 2027 | 150 | 87.6% | — | ±43.8% |
| Apr 16, 2027 | 178 | 85.7% | — | ±46.6% |
| Jun 17, 2027 | 240 | 83.4% | — | ±52.3% |
| Dec 17, 2027 | 423 | 79.0% | — | ±64.5% |
| Jan 21, 2028 | 458 | 78.9% | — | ±66.8% |
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