← Back to Stock / ETF implied volatility screenerMRNA - Moderna
MRNA - Moderna
Implied Volatility Analysis
Implied Volatility:
72.0%
72.0%
Put/Call-Ratio:
0.71
0.71
Moderna has an Implied Volatility (IV) of 72.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MRNA is 26 and the Implied Volatility Percentile (IVP) is 35. The current Implied Volatility Index for MRNA is -0.38 standard deviations away from its 1 year mean.
| Market Cap | $47.04B |
|---|---|
| Next Earnings Date | 11/3/2022 (30d) |
| Implied Volatility (IV) 30d | 72.04 |
| Implied Volatility Rank (IVR) 1y | 25.73 |
| Implied Volatility Percentile (IVP) 1y | 35.46 |
| Historical Volatility (HV) 30d | 56.81 |
| IV / HV | 1.27 |
| Open Interest | 434.64K |
| Option Volume | 21.41K |
| Put/Call Ratio (Volume) | 0.71 |
Data was calculated after the 10/3/2022 closing.
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