Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

NovoCure Limited (NVCR) had 120-Day Implied Volatility Skew of -0.0181 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)	0.7458
Historical Volatility (Parkinson)	0.6759
Implied Volatility (Calls)	0.7016
Implied Volatility (Puts)	0.7012
Implied Volatility (Mean)	0.7014
Put-Call Implied Volatility Ratio	0.9994
Implied Volatility Skew	-0.0181
Option Statistics
Put-Call Ratio (Volume)	0.2148
Put-Call Ratio (Open Interest)	0.3186
Forward Price	22.56
Call Breakeven Price	25.64
Put Breakeven Price	12.31
Option Breakeven Price	22.45