Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Novartis AG (NVS) had 30-Day Historical Volatility (Close-to-Close) of 0.1458 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1458
Historical Volatility (Parkinson)	0.0990
Implied Volatility (Calls)	0.1602
Implied Volatility (Puts)	0.1853
Implied Volatility (Mean)	0.1728
Put-Call Implied Volatility Ratio	1.1567
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0611
Put-Call Ratio (Open Interest)	0.2230
Forward Price	103.11
Call Breakeven Price	105.16
Put Breakeven Price	95.17
Option Breakeven Price	103.38