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 0.9004 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1271
Historical Volatility (Parkinson)	0.1017
Implied Volatility (Calls)	0.1707
Implied Volatility (Puts)	0.1537
Implied Volatility (Mean)	0.1622
Put-Call Implied Volatility Ratio	0.9004
Implied Volatility Skew	0.1212
Option Statistics
Put-Call Ratio (Volume)	3.7000
Put-Call Ratio (Open Interest)	0.9141
Forward Price	92.25
Call Breakeven Price	93.58
Put Breakeven Price	86.95
Option Breakeven Price	91.45

Data from Quantcha