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 0.0983 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1723
Historical Volatility (Parkinson)	0.1378
Implied Volatility (Calls)	0.1878
Implied Volatility (Puts)	0.1875
Implied Volatility (Mean)	0.1876
Put-Call Implied Volatility Ratio	0.9984
Implied Volatility Skew	0.0983
Option Statistics
Put-Call Ratio (Volume)	2.7143
Put-Call Ratio (Open Interest)	0.6080
Forward Price	82.93
Call Breakeven Price	89.67
Put Breakeven Price	79.45
Option Breakeven Price	85.95