Put-Call Implied Volatility Ratio (150-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Novartis AG (NVS) had 150-Day Put-Call Implied Volatility Ratio of 1.6076 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1896
Historical Volatility (Parkinson)	0.1282
Implied Volatility (Calls)	0.1478
Implied Volatility (Puts)	0.2376
Implied Volatility (Mean)	0.1927
Put-Call Implied Volatility Ratio	1.6076
Implied Volatility Skew	-0.0296
Option Statistics
Put-Call Ratio (Volume)	409.0991
Put-Call Ratio (Open Interest)	0.3047
Forward Price	87.84
Call Breakeven Price	90.46
Put Breakeven Price	76.29
Option Breakeven Price	87.31

Data from Quantcha