MathOverflow (and indeed all the StackExchange sites) support https connections. However MathJax is currently broken, because the default server for the MathJax distribution doesn't support https.
There are two relatively easy solutions:
- per the MathJax FAQ, change the link to https://c328740.ssl.cf1.rackcdn.com/mathjax/latest/MathJax.js when the page is being loaded over https
- have StackExchange host a copy of the MathJax scripts on a server that supports http and https, and use a scheme independent URL, as the other pieces of javascript are loaded.
(Unfortunately the MathJax CDN currently doesn't support access via http and https at the same URL.)