Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.3168 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)	0.3168
Historical Volatility (Parkinson)	0.1866
Implied Volatility (Calls)	0.3095
Implied Volatility (Puts)	0.3097
Implied Volatility (Mean)	0.3096
Put-Call Implied Volatility Ratio	1.0005
Implied Volatility Skew	0.0203
Option Statistics
Put-Call Ratio (Volume)	0.4275
Put-Call Ratio (Open Interest)	0.7605
Forward Price	127.82
Call Breakeven Price	148.33
Put Breakeven Price	112.09
Option Breakeven Price	132.75