Put-Call Implied Volatility Ratio (20-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 20-Day Put-Call Implied Volatility Ratio of 0.9132 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)	0.1578
Historical Volatility (Parkinson)	0.1147
Implied Volatility (Calls)	0.2189
Implied Volatility (Puts)	0.1999
Implied Volatility (Mean)	0.2094
Put-Call Implied Volatility Ratio	0.9132
Implied Volatility Skew	-0.0444
Option Statistics
Put-Call Ratio (Volume)	2.0220
Put-Call Ratio (Open Interest)	0.4967
Forward Price	92.28
Call Breakeven Price	93.50
Put Breakeven Price	83.14
Option Breakeven Price	91.02

Data from Quantcha