Moderna MRNA 258.38 29.94 13.11% Regime: Trend Up (95%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
MRNA / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.42
4.9
Mean
39.76
Window
-94.7%
ATM IV
z 0.18
0.86
Mean
0.79
Window
+0.2%
IV Percentile
z 0.15
66.67
Mean
62.59
Window
-31.7%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.17 | 0.55 |
| ATM IV | 0.17 | 1.00 | 0.31 |
| IV Percent... | 0.55 | 0.31 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 258.38 | 4.9 | 0.86 | 66.67 |
| 2026-11-03 | 228.44 | 4.67 | 0.84 | 63.14 |
| 2026-11-02 | 220.83 | 5.14 | 0.88 | 70.08 |
| 2026-10-30 | 221.72 | 5.19 | 0.89 | 70.87 |
| 2026-10-29 | 222.76 | 5.03 | 0.88 | 68.77 |
| 2026-10-28 | 214.16 | 5.04 | 0.88 | 69.44 |
| 2026-10-27 | 207.97 | 5.47 | 0.91 | 73.31 |
| 2026-10-26 | 198.85 | 4.88 | 0.86 | 67.2 |
| 2026-10-23 | 200.1 | 5.51 | 0.92 | 75.3 |
| 2026-10-22 | 202.63 | 5.82 | 0.94 | 82.47 |
| 2026-10-21 | 245.81 | 7.84 | 1.12 | 98.41 |
| 2026-10-20 | 242.08 | 7.73 | 1.11 | 98.01 |
| 2026-10-19 | 226.89 | 7.89 | 1.12 | 98.8 |
| 2026-10-15 | 236.5 | 7.33 | 1.07 | 98.41 |
| 2026-10-14 | 226.3 | 7.22 | 1.06 | 98.01 |
| 2026-10-13 | 216.25 | 6.6 | 1.01 | 96.81 |
| 2026-10-12 | 213.74 | 6.64 | 1.01 | 97.2 |
| 2026-10-09 | 225 | 7.31 | 1.07 | 98.41 |
| 2026-10-08 | 197 | 6.55 | 1.01 | 97.61 |
| 2026-10-07 | 196.48 | 6.27 | 0.98 | 94.82 |
| 2026-10-06 | 187.46 | 6.01 | 0.96 | 90.04 |
| 2026-10-05 | 203.21 | 6.88 | 1.03 | 98.4 |
| 2026-10-02 | 190.01 | 5.54 | 0.92 | 82.87 |
| 2026-10-01 | 188.94 | 5.71 | 0.93 | 85.26 |
| 2026-09-30 | 192.57 | 5.79 | 0.94 | 86.85 |
| 2026-09-29 | 203.46 | 6.13 | 0.97 | 94.42 |
| 2026-09-28 | 197.28 | 5.81 | 0.94 | 87.6 |
| 2026-09-25 | 198.88 | 4.7 | 0.85 | 70.92 |
| 2026-09-24 | 194.82 | 4.83 | 0.86 | 72 |
| 2026-09-23 | 182.11 | 4.26 | 0.81 | 62.8 |
| 2026-09-22 | 182.56 | 3.99 | 0.79 | 56 |
| 2026-09-21 | 172.94 | 3.8 | 0.77 | 48.59 |
| 2026-09-18 | 154.04 | 2.51 | 0.66 | 7.2 |
| 2026-09-17 | 158.07 | 3.79 | 0.77 | 48.4 |
| 2026-09-16 | 145.62 | 3.32 | 0.73 | 27.6 |
| 2026-09-15 | 143.77 | 3.37 | 0.73 | 29.2 |
| 2026-09-14 | 146.69 | 3.3 | 0.73 | 26.51 |
| 2026-09-11 | 143.97 | 2.9 | 0.69 | 14.4 |
| 2026-09-10 | 136.62 | 2.67 | 0.67 | 10 |
| 2026-09-09 | 135.61 | 2.99 | 0.7 | 16.4 |
| 2026-09-08 | 140.33 | 3.18 | 0.72 | 21.2 |
| 2026-09-07 | 145 | 3.72 | 0.76 | 45.78 |
| 2026-09-04 | 145.55 | 3.29 | 0.73 | 26 |
| 2026-09-03 | 148.87 | 3.59 | 0.75 | 40.4 |
| 2026-09-02 | 150.81 | 4.08 | 0.79 | 58 |
| 2026-09-01 | 154.27 | 4.12 | 0.8 | 59.04 |
| 2026-08-31 | 140.34 | 3.64 | 0.76 | 43.55 |
| 2026-08-28 | 137.99 | 3.19 | 0.72 | 23.69 |
| 2026-08-27 | 142.77 | 3.4 | 0.74 | 32.13 |
| 2026-08-26 | 149.66 | 4.23 | 0.81 | 62.65 |