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 0.0700 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)	0.1795
Historical Volatility (Parkinson)	0.1279
Implied Volatility (Calls)	0.1806
Implied Volatility (Puts)	0.1962
Implied Volatility (Mean)	0.1884
Put-Call Implied Volatility Ratio	1.0864
Implied Volatility Skew	0.0700
Option Statistics
Put-Call Ratio (Volume)	0.6339
Put-Call Ratio (Open Interest)	0.2960
Forward Price	93.26
Call Breakeven Price	101.34
Put Breakeven Price	80.79
Option Breakeven Price	97.00

Data from Quantcha