Moderna Inc (MRNA) Historical Volatility

Tracking MRNA historical volatility helps you see how much Moderna Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Moderna Inc's HV tells you what really happened. Use our scanner to monitor MRNA 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The MRNA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Moderna Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Moderna, Inc., a biotechnology company, discovers, develops, and commercializes messenger RNA therapeutics and vaccines for the treatment of infectious diseases, immuno-oncology, rare diseases, cardiovascular diseases, and auto-immune diseases in the United States, Europe, and internationally. Its respiratory vaccines include COVID-19, flu, respiratory syncytial virus, Endemic HCoV, and hMPV+PIV3 vaccines; latent vaccines comprise cytomegalovirus, epstein-barr virus, human immunodeficiency virus, herpes simplex virus, and varicella-zoster virus vaccines; and public health vaccines consists of Zika and Nipah vaccines.

The company also offers systemic secreted and cell surface therapeutics; cancer vaccines, such as personalized cancer, KRAS, and checkpoint vaccines; intratumoral immuno-oncology products; localized regenerative, systemic intracellular, and inhaled pulmonary therapeutics. It has strategic alliances with AstraZeneca PLC; Merck & Co., Inc.; Vertex Pharmaceuticals Incorporated; Vertex Pharmaceuticals (Europe) Limited; Carisma Therapeutics, Inc.; Metagenomi, Inc.; the Defense Advanced Research Projects Agency; Biomedical Advanced Research and Development Authority; Institute for Life Changing Medicines; and The Bill & Melinda Gates Foundation, as well as a collaboration and license agreement with Chiesi Farmaceutici S.P.A. The company was formerly known as Moderna Therapeutics, Inc. and changed its name to Moderna, Inc. in August 2018. Moderna, Inc. was founded in 2010 and is headquartered in Cambridge, Massachusetts.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Moderna Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where MRNA HV is running hot, cold, or in line. Make the MRNA 30 day historical volatility — and every other window — work for your edge instead of against it.