Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Novartis AG (NVS) had 30-Day Historical Volatility (Close-to-Close) of 0.1103 for 2021-11-29.

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

Figures for 2021-11-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1103
Historical Volatility (Parkinson)	0.0781
Implied Volatility (Calls)	0.2370
Implied Volatility (Puts)	0.1785
Implied Volatility (Mean)	0.2078
Put-Call Implied Volatility Ratio	0.7532
Implied Volatility Skew	-0.0452
Option Statistics
Put-Call Ratio (Volume)	1.5939
Put-Call Ratio (Open Interest)	0.3158
Forward Price	--
Call Breakeven Price	86.22
Put Breakeven Price	77.88
Option Breakeven Price	83.81

Data from Quantcha