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 0.0831 for 2022-07-05.

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

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2216
Historical Volatility (Parkinson)	0.1439
Implied Volatility (Calls)	0.2077
Implied Volatility (Puts)	0.2038
Implied Volatility (Mean)	0.2058
Put-Call Implied Volatility Ratio	0.9812
Implied Volatility Skew	0.0831
Option Statistics
Put-Call Ratio (Volume)	3.5340
Put-Call Ratio (Open Interest)	1.1840
Forward Price	84.57
Call Breakeven Price	87.39
Put Breakeven Price	80.15
Option Breakeven Price	83.47

Data from Quantcha