Option Breakeven Price (10-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

Novartis AG (NVS) had 10-Day Option Breakeven Price of 75.58 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1552
Historical Volatility (Parkinson)	0.1264
Implied Volatility (Calls)	0.2354
Implied Volatility (Puts)	0.2380
Implied Volatility (Mean)	0.2367
Put-Call Implied Volatility Ratio	1.0110
Implied Volatility Skew	0.1342
Option Statistics
Put-Call Ratio (Volume)	0.8778
Put-Call Ratio (Open Interest)	0.4442
Forward Price	76.40
Call Breakeven Price	80.73
Put Breakeven Price	73.25
Option Breakeven Price	75.58

Data from Quantcha