Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Novartis AG (NVS) had 30-Day Put-Call Implied Volatility Ratio of 0.8930 for 2022-12-06.

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

Figures for 2022-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1725
Historical Volatility (Parkinson)	0.1213
Implied Volatility (Calls)	0.1990
Implied Volatility (Puts)	0.1777
Implied Volatility (Mean)	0.1884
Put-Call Implied Volatility Ratio	0.8930
Implied Volatility Skew	0.0016
Option Statistics
Put-Call Ratio (Volume)	1.0749
Put-Call Ratio (Open Interest)	0.5112
Forward Price	91.35
Call Breakeven Price	93.08
Put Breakeven Price	83.23
Option Breakeven Price	91.32

Data from Quantcha