Historical Volatility (Parkinson) (90-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Novartis AG (NVS) had 90-Day Historical Volatility (Parkinson) of 0.1332 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1926
Historical Volatility (Parkinson)	0.1332
Implied Volatility (Calls)	0.1643
Implied Volatility (Puts)	0.1967
Implied Volatility (Mean)	0.1805
Put-Call Implied Volatility Ratio	1.1972
Implied Volatility Skew	0.0286
Option Statistics
Put-Call Ratio (Volume)	183.8868
Put-Call Ratio (Open Interest)	0.4938
Forward Price	88.26
Call Breakeven Price	91.47
Put Breakeven Price	76.66
Option Breakeven Price	87.64

Data from Quantcha