Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 0.9281 for 2022-09-26.

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

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