Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0197 for 2025-10-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1635
Historical Volatility (Parkinson)	0.1194
Implied Volatility (Calls)	0.2077
Implied Volatility (Puts)	0.2195
Implied Volatility (Mean)	0.2136
Put-Call Implied Volatility Ratio	1.0569
Implied Volatility Skew	0.0197
Option Statistics
Put-Call Ratio (Volume)	1.2555
Put-Call Ratio (Open Interest)	2.2343