Historical Volatility (Close-to-Close) (10-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.

Novo Nordisk A/S (NVO) had 10-Day Historical Volatility (Close-to-Close) of 0.2537 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2537
Historical Volatility (Parkinson)	0.1853
Implied Volatility (Calls)	0.4775
Implied Volatility (Puts)	0.4651
Implied Volatility (Mean)	0.4713
Put-Call Implied Volatility Ratio	0.9741
Implied Volatility Skew	0.1201
Option Statistics
Put-Call Ratio (Volume)	0.5185
Put-Call Ratio (Open Interest)	0.6216
Forward Price	126.10
Call Breakeven Price	133.90
Put Breakeven Price	117.82
Option Breakeven Price	127.77