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 0.9156 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1937
Historical Volatility (Parkinson)	0.1286
Implied Volatility (Calls)	0.1754
Implied Volatility (Puts)	0.1606
Implied Volatility (Mean)	0.1680
Put-Call Implied Volatility Ratio	0.9156
Implied Volatility Skew	0.1149
Option Statistics
Put-Call Ratio (Volume)	2.6750
Put-Call Ratio (Open Interest)	1.6824
Forward Price	92.40
Call Breakeven Price	94.99
Put Breakeven Price	82.96
Option Breakeven Price	89.18

Data from Quantcha