← Back to Stock / ETF implied volatility screener

MRNA - Moderna
Implied Volatility Analysis

Implied Volatility:
72.0%
Put/Call-Ratio:
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 Date11/3/2022 (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.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.