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 0.0107 for 2023-05-26.
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 0.0107 for 2023-05-26.