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 0.9791 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1899
Historical Volatility (Parkinson)	0.1319
Implied Volatility (Calls)	0.1769
Implied Volatility (Puts)	0.1732
Implied Volatility (Mean)	0.1750
Put-Call Implied Volatility Ratio	0.9791
Implied Volatility Skew	0.0994
Option Statistics
Put-Call Ratio (Volume)	1.8533
Put-Call Ratio (Open Interest)	1.1965
Forward Price	92.64
Call Breakeven Price	97.05
Put Breakeven Price	82.34
Option Breakeven Price	91.92

Data from Quantcha