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NVS - Novartis AG (ADR)
Implied Volatility Analysis

Implied Volatility:
21.1%
Put/Call-Ratio:
0.11

Novartis AG (ADR) has an Implied Volatility (IV) of 21.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVS is 19 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for NVS is -0.34 standard deviations away from its 1 year mean.

Market Cap$203.19B
Dividend Yield3.93% ($3.33)
Next Earnings Date7/19/2022 (16d)
Implied Volatility (IV) 30d
21.12
Implied Volatility Rank (IVR) 1y
19.48
Implied Volatility Percentile (IVP) 1y
48.18
Historical Volatility (HV) 30d
21.67
IV / HV
0.97
Open Interest
68.94K
Option Volume
1.08K
Put/Call Ratio (Volume)
0.11

Data was calculated after the 7/1/2022 closing.

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