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 1.0349 for 2022-05-25.

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

Figures for 2022-05-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2034
Historical Volatility (Parkinson)	0.1236
Implied Volatility (Calls)	0.1889
Implied Volatility (Puts)	0.1955
Implied Volatility (Mean)	0.1922
Put-Call Implied Volatility Ratio	1.0349
Implied Volatility Skew	0.1755
Option Statistics
Put-Call Ratio (Volume)	0.3618
Put-Call Ratio (Open Interest)	1.0229
Forward Price	--
Call Breakeven Price	93.52
Put Breakeven Price	86.36
Option Breakeven Price	90.25

Data from Quantcha