← Back to Stock / ETF implied volatility screenerNVS - Novartis AG (ADR)
NVS - Novartis AG (ADR)
Implied Volatility Analysis
Implied Volatility:
21.1%
21.1%
Put/Call-Ratio:
0.11
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 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.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.