Option Breakeven Price (60-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

Novartis AG (NVS) had 60-Day Option Breakeven Price of 77.30 for 2022-09-26.

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Figures for 2022-09-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1631
Historical Volatility (Parkinson)	0.1203
Implied Volatility (Calls)	0.2600
Implied Volatility (Puts)	0.2413
Implied Volatility (Mean)	0.2506
Put-Call Implied Volatility Ratio	0.9281
Implied Volatility Skew	0.0947
Option Statistics
Put-Call Ratio (Volume)	0.6684
Put-Call Ratio (Open Interest)	0.6992
Forward Price	75.49
Call Breakeven Price	81.87
Put Breakeven Price	71.59
Option Breakeven Price	77.30

Data from Quantcha