Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 1.0000 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1827
Historical Volatility (Parkinson)	0.1074
Implied Volatility (Calls)	0.1798
Implied Volatility (Puts)	0.1798
Implied Volatility (Mean)	0.1798
Put-Call Implied Volatility Ratio	1.0000
Implied Volatility Skew	0.0122
Option Statistics
Put-Call Ratio (Volume)	0.3354
Put-Call Ratio (Open Interest)	0.7077
Forward Price	100.37
Call Breakeven Price	109.56
Put Breakeven Price	90.49
Option Breakeven Price	101.87