Historical Volatility (Close-to-Close) (150-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Novartis AG (NVS) had 150-Day Historical Volatility (Close-to-Close) of 0.1982 for 2022-08-12.

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

Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1982
Historical Volatility (Parkinson)	0.1279
Implied Volatility (Calls)	0.2078
Implied Volatility (Puts)	0.1983
Implied Volatility (Mean)	0.2030
Put-Call Implied Volatility Ratio	0.9543
Implied Volatility Skew	0.0533
Option Statistics
Put-Call Ratio (Volume)	0.1225
Put-Call Ratio (Open Interest)	0.5502
Forward Price	87.76
Call Breakeven Price	103.23
Put Breakeven Price	72.20
Option Breakeven Price	91.36

Data from Quantcha