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NVS - Novartis AG (ADR)
Implied Volatility Analysis

Implied Volatility:
19.3%
Put/Call-Ratio:
1.16

Novartis AG (ADR) has an Implied Volatility (IV) of 19.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVS is 9 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for NVS is -0.98 standard deviations away from its 1 year mean.

Market Cap$209.82B
Dividend Yield3.81% ($3.33)
Next Earnings Date2/1/2023 (65d)
Implied Volatility (IV) 30d
19.29
Implied Volatility Rank (IVR) 1y
9.11
Implied Volatility Percentile (IVP) 1y
10.71
Historical Volatility (HV) 30d
16.40
IV / HV
1.18
Open Interest
93.39K
Option Volume
2.13K
Put/Call Ratio (Volume)
1.16

Data was calculated after the 11/25/2022 closing.

This stock chart shows NVS Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for NVS Novartis AG (ADR) over a one year time horizon.
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