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.110.9%
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%
IV − HV20 farkı
+25.8pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
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.
29/60 kaydedilen gün
Cboe delayed options data · itibarıyla 18:41 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 113.7% | +0.6pt | ±8.4% |
| Oct 30, 2026 | 10 | 155.5% | +1.1pt | ±20.5% |
| Nov 06, 2026 | 17 | 135.2% | +2.8pt | ±23.3% |
| Nov 13, 2026 | 24 | 119.8% | -3.5pt | ±24.5% |
| Nov 20, 2026 | 31 | 109.7% | -2.4pt | ±25.5% |
| Nov 27, 2026 | 38 | 104.6% | -2.1pt | ±26.8% |
| Dec 18, 2026 | 59 | 95.3% | — | ±30.4% |
| Jan 15, 2027 | 87 | 90.7% | — | ±35.0% |
| Feb 19, 2027 | 122 | 89.1% | — | ±40.5% |
| Mar 19, 2027 | 150 | 88.5% | — | ±44.5% |
| Apr 16, 2027 | 178 | 86.4% | — | ±47.2% |
| Jun 17, 2027 | 240 | 84.4% | — | ±53.2% |
| Dec 17, 2027 | 423 | 79.7% | — | ±65.5% |
| Jan 21, 2028 | 458 | 79.5% | — | ±67.7% |
Volatilite gülümsemesi — Nov 20, 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