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.

Novartis AG (NVS) had 10-Day Historical Volatility (Close-to-Close) of 0.1815 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1815
Historical Volatility (Parkinson)	0.1212
Implied Volatility (Calls)	0.2009
Implied Volatility (Puts)	0.1802
Implied Volatility (Mean)	0.1905
Put-Call Implied Volatility Ratio	0.8971
Implied Volatility Skew	0.1036
Option Statistics
Put-Call Ratio (Volume)	0.8571
Put-Call Ratio (Open Interest)	0.4890
Forward Price	82.41
Call Breakeven Price	89.71
Put Breakeven Price	72.66
Option Breakeven Price	84.11