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MRNA - Moderna
Implied Volatility Analysis

Implied Volatility:
69.2%
Put/Call-Ratio:
1.06

Moderna has an Implied Volatility (IV) of 69.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MRNA is 20 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for MRNA is -0.69 standard deviations away from its 1 year mean.

Market Cap$56.98B
Next Earnings Date8/4/2022 (40d)
Implied Volatility (IV) 30d
69.22
Implied Volatility Rank (IVR) 1y
20.00
Implied Volatility Percentile (IVP) 1y
29.31
Historical Volatility (HV) 30d
77.66
IV / HV
0.89
Open Interest
427.26K
Option Volume
42.13K
Put/Call Ratio (Volume)
1.06

Data was calculated after the 6/24/2022 closing.

This stock chart shows MRNA Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for MRNA Moderna over a one year time horizon.
Tradingview Chart →

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