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 1.4093 for 2022-08-12.

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

Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2404
Historical Volatility (Parkinson)	0.1299
Implied Volatility (Calls)	0.1864
Implied Volatility (Puts)	0.2627
Implied Volatility (Mean)	0.2246
Put-Call Implied Volatility Ratio	1.4093
Implied Volatility Skew	0.0777
Option Statistics
Put-Call Ratio (Volume)	2.5155
Put-Call Ratio (Open Interest)	1.1540
Forward Price	86.30
Call Breakeven Price	89.13
Put Breakeven Price	78.42
Option Breakeven Price	83.61

Data from Quantcha