Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.3169 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3169
Historical Volatility (Parkinson)	0.1864
Implied Volatility (Calls)	0.3198
Implied Volatility (Puts)	0.3176
Implied Volatility (Mean)	0.3187
Put-Call Implied Volatility Ratio	0.9929
Implied Volatility Skew	0.0076
Option Statistics
Put-Call Ratio (Volume)	0.6787
Put-Call Ratio (Open Interest)	0.5595
Forward Price	127.32
Call Breakeven Price	144.13
Put Breakeven Price	96.55
Option Breakeven Price	127.17