Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Novartis AG (NVS) had 10-Day Put-Call Implied Volatility Ratio of 0.9881 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1757
Historical Volatility (Parkinson)	0.1167
Implied Volatility (Calls)	0.1770
Implied Volatility (Puts)	0.1749
Implied Volatility (Mean)	0.1760
Put-Call Implied Volatility Ratio	0.9881
Implied Volatility Skew	0.0650
Option Statistics
Put-Call Ratio (Volume)	78.0000
Put-Call Ratio (Open Interest)	0.5410
Forward Price	88.15
Call Breakeven Price	89.28
Put Breakeven Price	82.89
Option Breakeven Price	87.89

Data from Quantcha