Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Novartis AG (NVS) 20-Day Implied Volatility Skew data is not available for 2024-04-17.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1838
Historical Volatility (Parkinson)	0.1062
Implied Volatility (Calls)	0.2376
Implied Volatility (Puts)	0.2212
Implied Volatility (Mean)	0.2294
Put-Call Implied Volatility Ratio	0.9307
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8178
Put-Call Ratio (Open Interest)	0.1899
Forward Price	93.41
Call Breakeven Price	100.59
Put Breakeven Price	90.15
Option Breakeven Price	98.77