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NVS - Novartis AG (ADR)
Implied Volatility Analysis

Implied Volatility:
23.7%
Put/Call-Ratio:
0.06

Novartis AG (ADR) has an Implied Volatility (IV) of 23.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVS is 12 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for NVS is -0.04 standard deviations away from its 1 year mean.

Market Cap$192.37B
Dividend Yield4.34% ($3.47)
Next Earnings Date4/25/2023 (36d)
Implied Volatility (IV) 30d
23.71
Implied Volatility Rank (IVR) 1y
12.35
Implied Volatility Percentile (IVP) 1y
59.52
Historical Volatility (HV) 30d
13.82
IV / HV
1.72
Open Interest
77.01K
Option Volume
5.42K
Put/Call Ratio (Volume)
0.06

Data was calculated after the 3/17/2023 closing.

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