Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0489 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1807
Historical Volatility (Parkinson)	0.1063
Implied Volatility (Calls)	0.1796
Implied Volatility (Puts)	0.1792
Implied Volatility (Mean)	0.1794
Put-Call Implied Volatility Ratio	0.9976
Implied Volatility Skew	0.0489
Option Statistics
Put-Call Ratio (Volume)	0.4656
Put-Call Ratio (Open Interest)	0.7901
Forward Price	98.57
Call Breakeven Price	110.12
Put Breakeven Price	89.91
Option Breakeven Price	101.36