Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Novartis AG (NVS) 30-Day Implied Volatility Skew data is not available for 2023-06-09.

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Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1635
Historical Volatility (Parkinson)	0.1088
Implied Volatility (Calls)	0.1761
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2576
Put-Call Ratio (Open Interest)	0.6678
Forward Price	101.32
Call Breakeven Price	103.37
Put Breakeven Price	88.12
Option Breakeven Price	97.56