Call Breakeven Price (120-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

Novartis AG (NVS) had 120-Day Call Breakeven Price of 90.79 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)	0.1797
Historical Volatility (Parkinson)	0.1276
Implied Volatility (Calls)	0.1552
Implied Volatility (Puts)	0.2184
Implied Volatility (Mean)	0.1868
Put-Call Implied Volatility Ratio	1.4072
Implied Volatility Skew	-0.0026
Option Statistics
Put-Call Ratio (Volume)	312.8318
Put-Call Ratio (Open Interest)	0.3937
Forward Price	88.02
Call Breakeven Price	90.79
Put Breakeven Price	76.32
Option Breakeven Price	87.32

Data from Quantcha