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 0.9307 for 2024-04-17.

10-Day 20-Day 30-Day 60-Day
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