Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0319 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2062
Historical Volatility (Parkinson)	0.1247
Implied Volatility (Calls)	0.1837
Implied Volatility (Puts)	0.1940
Implied Volatility (Mean)	0.1889
Put-Call Implied Volatility Ratio	1.0562
Implied Volatility Skew	0.0319
Option Statistics
Put-Call Ratio (Volume)	0.0709
Put-Call Ratio (Open Interest)	2.6855
Forward Price	99.78
Call Breakeven Price	108.48
Put Breakeven Price	88.66
Option Breakeven Price	94.34