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 Yield | 3.93% ($3.33) |
Next Earnings Date | 7/19/2022 (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.