Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.1137 for 2023-06-09.

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

Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1866
Historical Volatility (Parkinson)	0.1137
Implied Volatility (Calls)	0.1745
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4705
Put-Call Ratio (Open Interest)	0.8390
Forward Price	101.22
Call Breakeven Price	104.25
Put Breakeven Price	89.36
Option Breakeven Price	97.74