MRNA volatilidade 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.112.0%
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.85.8%
HV60229.3%
Spread IV − HV20
+26.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 dias registrados
Cboe delayed options data · em 21:58 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 114.1% | +2.2pt | ±8.3% |
| Oct 30, 2026 | 10 | 155.6% | +4.7pt | ±20.6% |
| Nov 06, 2026 | 17 | 134.4% | +0.4pt | ±22.9% |
| Nov 13, 2026 | 24 | 119.7% | -0.0pt | ±24.4% |
| Nov 20, 2026 | 31 | 110.9% | +0.0pt | ±25.6% |
| Nov 27, 2026 | 38 | 106.7% | +2.1pt | ±27.2% |
| Dec 18, 2026 | 59 | 95.1% | — | ±30.2% |
| Jan 15, 2027 | 87 | 90.3% | — | ±34.8% |
| Feb 19, 2027 | 122 | 88.3% | — | ±40.1% |
| Mar 19, 2027 | 150 | 88.3% | — | ±44.3% |
| Apr 16, 2027 | 178 | 86.3% | — | ±47.0% |
| Jun 17, 2027 | 240 | 84.8% | — | ±53.3% |
| Dec 17, 2027 | 423 | 79.4% | — | ±65.2% |
| Jan 21, 2028 | 458 | 79.5% | — | ±67.5% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20