Implied Volatility Skew (10-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Novartis AG (NVS) had 10-Day Implied Volatility Skew of 0.1212 for 2022-05-27.
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Novartis AG (NVS) had 10-Day Implied Volatility Skew of 0.1212 for 2022-05-27.