Historical Volatility (Parkinson) (150-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Novartis AG (NVS) had 150-Day Historical Volatility (Parkinson) of 0.1295 for 2022-12-08.

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

Figures for 2022-12-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1929
Historical Volatility (Parkinson)	0.1295
Implied Volatility (Calls)	0.1563
Implied Volatility (Puts)	0.2474
Implied Volatility (Mean)	0.2018
Put-Call Implied Volatility Ratio	1.5829
Implied Volatility Skew	-0.0425
Option Statistics
Put-Call Ratio (Volume)	5.5242
Put-Call Ratio (Open Interest)	0.7371
Forward Price	92.02
Call Breakeven Price	94.83
Put Breakeven Price	76.73
Option Breakeven Price	88.58

Data from Quantcha