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 Date | 8/4/2022 (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.