MRNA volatiliteit 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.73.4%
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.384.5%
HV60230.9%
IV − HV20 spreiding
-311.1pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 dagen vastgelegd
Cboe delayed options data · per Sep 03, 21:52 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 86.1% | -3.4pt | ±3.8% |
| Sep 11, 2026 | 8 | 75.5% | -4.0pt | ±8.5% |
| Sep 18, 2026 | 15 | 74.3% | +4.2pt | ±12.1% |
| Sep 25, 2026 | 22 | 74.0% | -0.2pt | ±14.6% |
| Oct 02, 2026 | 29 | 73.1% | +0.0pt | ±16.5% |
| Oct 09, 2026 | 36 | 74.5% | -0.0pt | ±18.7% |
| Oct 16, 2026 | 43 | 76.1% | -1.1pt | ±20.8% |
| Oct 23, 2026 | 50 | 77.4% | — | ±22.9% |
| Nov 20, 2026 | 78 | 81.1% | -4.4pt | ±29.7% |
| Dec 18, 2026 | 106 | 79.2% | -3.9pt | ±33.7% |
| Jan 15, 2027 | 134 | 79.6% | -2.1pt | ±38.0% |
| Mar 19, 2027 | 197 | 78.8% | — | ±45.2% |
| Apr 16, 2027 | 225 | 77.9% | — | ±47.6% |
| Jun 17, 2027 | 287 | 76.9% | — | ±52.8% |
| Dec 17, 2027 | 470 | 74.7% | — | ±64.6% |
| Jan 21, 2028 | 505 | 74.4% | — | ±66.4% |
Volatiliteitsglimlach — Sep 18, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20