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) had 30-Day Implied Volatility Skew of -0.0036 for 2022-01-27.

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

Figures for 2022-01-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1359
Historical Volatility (Parkinson)	0.1167
Implied Volatility (Calls)	0.2061
Implied Volatility (Puts)	0.2563
Implied Volatility (Mean)	0.2312
Put-Call Implied Volatility Ratio	1.2436
Implied Volatility Skew	-0.0036
Option Statistics
Put-Call Ratio (Volume)	0.3494
Put-Call Ratio (Open Interest)	0.6840
Forward Price	85.70
Call Breakeven Price	87.85
Put Breakeven Price	81.54
Option Breakeven Price	85.15

Data from Quantcha