Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0649 for 2023-06-02.

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90-Day 120-Day 150-Day 180-Day

Figures for 2023-06-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2025
Historical Volatility (Parkinson)	0.1051
Implied Volatility (Calls)	0.1733
Implied Volatility (Puts)	0.1852
Implied Volatility (Mean)	0.1792
Put-Call Implied Volatility Ratio	1.0689
Implied Volatility Skew	0.0649
Option Statistics
Put-Call Ratio (Volume)	0.3673
Put-Call Ratio (Open Interest)	2.0705
Forward Price	100.40
Call Breakeven Price	106.82
Put Breakeven Price	88.29
Option Breakeven Price	94.79