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 0.1917 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1917
Historical Volatility (Parkinson)	0.1140
Implied Volatility (Calls)	0.1718
Implied Volatility (Puts)	0.1666
Implied Volatility (Mean)	0.1692
Put-Call Implied Volatility Ratio	0.9696
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1665
Put-Call Ratio (Open Interest)	0.1596
Forward Price	98.83
Call Breakeven Price	101.60
Put Breakeven Price	86.91
Option Breakeven Price	99.73