Historical Volatility (Close-to-Close) (90-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Novartis AG (NVS) had 90-Day Historical Volatility (Close-to-Close) of 0.2171 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2171
Historical Volatility (Parkinson)	0.1062
Implied Volatility (Calls)	0.1843
Implied Volatility (Puts)	0.1866
Implied Volatility (Mean)	0.1854
Put-Call Implied Volatility Ratio	1.0123
Implied Volatility Skew	0.0191
Option Statistics
Put-Call Ratio (Volume)	0.2517
Put-Call Ratio (Open Interest)	1.2871
Forward Price	99.07
Call Breakeven Price	103.39
Put Breakeven Price	87.25
Option Breakeven Price	95.51