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 0.0259 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1530
Historical Volatility (Parkinson)	0.0940
Implied Volatility (Calls)	0.2270
Implied Volatility (Puts)	0.2260
Implied Volatility (Mean)	0.2265
Put-Call Implied Volatility Ratio	0.9954
Implied Volatility Skew	0.0259
Option Statistics
Put-Call Ratio (Volume)	0.6686
Put-Call Ratio (Open Interest)	0.1137
Forward Price	92.99
Call Breakeven Price	98.03
Put Breakeven Price	89.90
Option Breakeven Price	97.20