Implied Volatility (Calls) (20-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Novartis AG (NVS) had 20-Day Implied Volatility (Calls) of 0.1679 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1783
Historical Volatility (Parkinson)	0.1183
Implied Volatility (Calls)	0.1679
Implied Volatility (Puts)	0.1674
Implied Volatility (Mean)	0.1676
Put-Call Implied Volatility Ratio	0.9971
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0393
Put-Call Ratio (Open Interest)	0.1371
Forward Price	99.38
Call Breakeven Price	101.91
Put Breakeven Price	85.25
Option Breakeven Price	99.90