MRNA volatilite 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.77.0%
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.385.3%
HV60230.9%
IV − HV20 farkı
-308.3pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 kaydedilen gün
Cboe delayed options data · itibarıyla 09:36 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 90.9% | -4.1pt | ±5.4% |
| Sep 11, 2026 | 8 | 76.3% | -4.3pt | ±9.6% |
| Sep 18, 2026 | 15 | 78.2% | -5.7pt | ±13.0% |
| Sep 25, 2026 | 22 | 77.3% | -7.5pt | ±15.4% |
| Oct 02, 2026 | 29 | 77.0% | -6.3pt | ±17.5% |
| Oct 09, 2026 | 36 | 77.2% | -3.4pt | ±19.5% |
| Oct 16, 2026 | 43 | 78.9% | -3.2pt | ±21.7% |
| Nov 20, 2026 | 78 | 84.1% | -4.9pt | ±30.8% |
| Dec 18, 2026 | 106 | 82.0% | -3.1pt | ±34.9% |
| Jan 15, 2027 | 134 | 81.8% | -5.5pt | ±39.0% |
| Mar 19, 2027 | 197 | 80.0% | — | ±45.9% |
| Apr 16, 2027 | 225 | 78.9% | — | ±48.2% |
| Jun 17, 2027 | 287 | 77.1% | — | ±52.9% |
| Dec 17, 2027 | 470 | 75.0% | — | ±64.8% |
| Jan 21, 2028 | 505 | 75.1% | — | ±67.0% |
Volatilite gülümsemesi — Sep 18, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20